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warning/0001/astro-ph0001119.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Over the last five years, remarkable observational progress has been made in constructing large samples of local and distant galaxy clusters with the aim of quantifying the evolution of their space density and providing the basis for follow-up studies of their physical properties. The ROSAT satellite is largely responsible for this progress, both with All-Sky Survey data and pointed observations, which have been a gold mine for serendipitous discoveries.
About a thousand clusters have now been selected from the ROSAT All-Sky Survey and several statistical complete subsamples have been used to obtain a firm measurement of the local abundance of clusters and their spatial distribution (cf. Böhringer this volume). Serendipitous searches for distant clusters, selected as extended X-ray sources in deep PSPC pointings , have boosted the number of known clusters at $`z>0.5`$ by an order of magnitude, being just a few before the ROSAT era. As we will show below, this recent work has complemented the original Einstein Medium Sensitivity Survey (EMSS) , and has corroborated its findings.
In this paper, we provide a brief update on our current knowledge of the redshift dependent cluster X-ray Luminosity Function (XLF) from results published over the last year. The reader is referred to the contributions of H. Ebeling, I. Gioia, L. Jones, A. Vikhlinin in this volume for additional details and recent findings on specific surveys. We also report the most recent results from the ROSAT Deep Cluster Survey (RDCS) which has allowed these studies to be pushed beyond $`z=1`$ for the first time.
Unless otherwise stated, we assume $`H_0=50`$ km s<sup>-1</sup> Mpc<sup>-1</sup>, $`q_0=0.5`$.
## 2 The Cluster X-ray Luminosity Function at $`z<1`$
ROSAT distant cluster surveys , besides employing different X-ray selection methods, have adopted different strategies in terms of survey depth and solid angle. In Fig.1, we show the sky coverage of three surveys which span a wide region of the solid angle–limiting flux plane, from the large, shallow EMSS survey , to the moderately deep 160 deg<sup>2</sup> CfA survey , and the deep, small area (50 deg<sup>2</sup>) RDCS (the other ROSAT surveys generally fill the space in between). This complementary coverage of the $`\mathrm{\Omega }S`$ plane has the advantage of providing a better sampling of the XLF at different redshifts when results from various surveys are combined. As an example, we also show in Fig.1 the corresponding survey volume which is covered at $`z>0.7`$ for an $`L_X^{}`$ cluster. This illustrates the good sensitivity of the RDCS for detecting very distant “common” clusters, whereas a similar plot would show that the EMSS explores a larger volume for the most luminous rare systems ($`L>L^{}`$).
In Fig.2 we show several measurements of the cluster XLF that have been published to date. Sample sizes and median redshifts of each sample are also indicated. Based on these data, several groups have argued that no significant evolution is observed in the space density of distant clusters with $`L_X\left[0.52\mathrm{keV}\right]<\text{ }3\times 10^{44}\mathrm{erg}\mathrm{s}^1`$ . As demonstrated by the RDCS, this trend persists out to $`z0.8`$. Measurements of the distant XLF at $`L_X>\text{ }L_0^{}5\times 10^{44}\mathrm{erg}\mathrm{s}^1`$ are difficult with current samples, due to low number statistics. As a result, the evolution of the high end of the XLF has remained a hotly debated issue, ever since it was first reported in the EMSS . More recently, Vikhlinin et al. have confirmed the EMSS findings by comparing the observed number of very luminous systems with the no evolution prediction. This result seems to be also in agreement with a preliminary analysis of the Bright SHARC sample (Fig. 2).
### 2.1 Quantifying the XLF Evolution
The binned representation of the XLF in Fig.2 does not provide a full picture of the space density evolution observed in a given sample. For example, it fails to provide the statistical significance of a possible departure from no evolution models . The information contained in the RDCS can be more readily recovered by analyzing the unbinned $`(L_X,z)`$ distribution with a maximum-likelihood (ML) approach, which compares the observed cluster distribution on the $`(L_X,z)`$ plane with that expected from a given XLF model.
We characterize the cluster XLF as an evolving Schechter function,
$`\varphi \left(L\right)=\varphi _0\left(1+z\right)^AL^\alpha \mathrm{exp}\left(L/L^{}\right)`$, with $`L^{}=L_0^{}\left(1+z\right)^B`$; where $`A`$ and $`B`$ are two evolutionary parameters. Different surveys find consistent values for the faint end slope $`\alpha `$, which is not observed to vary as a function of redshift (Fig. 2). For the local XLF, we use here the measurement of the BCS sample , i.e. $`\alpha =1.85`$, $`L_0^{}=5.7\times 10^{44}\mathrm{erg}\mathrm{s}^1`$, $`\varphi _0=3.32\left(10^7\mathrm{Mpc}^3\mathrm{L}_{44}^{\alpha 1}\right)`$.
For this analysis, we use a complete flux limited sample ($`F_{lim}=3.5\times 10^{14}`$ erg cm<sup>-2</sup> s<sup>-1</sup>) of 81 spectroscopically confirmed RDCS clusters drawn from 33 deg<sup>2</sup> ($`z_{\mathrm{max}}=0.83`$). Observed flux errors are included in the likelihood computation. The resulting $`1\sigma `$, $`2\sigma `$ and $`3\sigma `$ c.l. contours in the A-B plane are shown in Fig. 3, for two different cosmologies. Best fit values for the $`\mathrm{\Omega }_m=1`$ case are $`A=0.4_{1.8}^{+1.5}`$ and $`B=3.0_{1.2}^{+1.8}`$ ($`2\sigma `$ errors). The no evolution model ($`A=B=0`$) is excluded at more than a $`3\sigma `$ confidence level, even when the uncertainties of the local XLF are taken into account. The departure of our best fit model from the no-evolution scenario is due to the small number of observed clusters in the RDCS at $`z>0.5`$ with luminosities $`L_X>\text{ }L_0^{}`$ compared to the no-evolution prediction. Interestingly, this effect is barely significant with a slightly shallower sample ($`F_{lim}=4\times 10^{14}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$, 70 clusters). This evolutionary trend is similar to that observed in the EMSS .
By excluding the most luminous clusters from our ML analysis, we find that there is no evidence of evolution (with $`2\sigma `$ confidence level) at luminosities $`L_X<\text{ }2\times 10^{44}\mathrm{erg}\mathrm{s}^1`$, confirming previous results obtained with smaller samples. A redshift dependent inspection of the likelihood also shows that little can be said on the evolution of the high end of the XLF at $`z<\text{ }0.5`$ with the current RDCS sample.
These findings lead to a consistent picture in which the comoving space density of the bulk of the cluster population is approximately constant out to $`z0.8`$, but the most luminous ($`L_X>\text{ }L_0^{}`$), presumably most massive clusters were indeed rarer at high redshifts. Constraints on cosmological models based on this same RDCS sample are discussed elsewhere (Borgani et al. this volume; ).
## 3 Beyond $`z=1`$
An inspection of Fig. 1 indicates that the RDCS probes an appreciable volume at high redshifts. The maximum sensitivity for clusters at $`z>\text{ }1`$ is reached at fluxes below $`3\times 10^{14}`$ and for luminosities $`L_X2\times 10^{44}\mathrm{erg}\mathrm{s}^1`$. The discovery of the first X-ray selected cluster (RXJ0848.9+4452, Fig. 4) at $`z=1.26`$ in the RDCS has confirmed these expectations. Deep near-IR imagery and optical spectroscopy with Keck/LRIS were required to secure this identification. This system has $`L_X1.5\times 10^{44}\mathrm{erg}\mathrm{s}^1`$ (in rest frame \[0.5-2 keV\] band) and is found to lie only $`4.2^{}`$ away ($`5.0\mathrm{h}_{50}^1`$ comoving Mpc) from an IR selected cluster previously discovered by Stanford et al. at $`z=1.273`$, also known to be X-ray luminous with half the $`L_X`$ of RXJ0848.9. This is, most likely, the first example of a high-redshift supercluster consisting of two separate systems in an advanced stage of collapse. Scheduled Chandra and XMM observations of this field should provide important information on the temperature and metal enrichment of their intra-cluster media.
Recently, two additional faint RDCS candidates have been spectroscopically confirmed, using Keck/LRIS and VLT/FORS, as clusters at $`z=1.10`$ and $`z=1.23`$. It should be stressed that these clusters, with $`F_X2\times 10^{14}\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$, are low surface brightness “fluctuations” in PSPC images, and therefore the fraction of spurious candidates can be significant at these low fluxes. Moreover, the spectroscopic follow-up work of such distant clusters is particularly time consuming, even with 8-10 meter class telescopes. Although the optical identification is not yet complete at these faint flux levels, the high-$`z`$ tail of the RDCS can be used to set an interesting lower limit to the space density of clusters at $`z=1.1`$. This is shown in Fig. 5, where an extended RDCS sample has been used to obtain the best estimate of the XLF of distant clusters out to $`z1.2`$. Such a sample contains 107 clusters drawn from a 47 deg<sup>2</sup> area, with 8 clusters at $`z>0.8`$. We also plot in Fig. 5 the best fit XLF model described above, at $`z=0.4`$ and $`z=0.6`$.
To better understand the constraints that these newly-identified high redshift clusters set on the XLF evolution, we have plotted in Fig. 3 (right) the loci of the A-B plane for which the corresponding XLF, $`\varphi _{[A,B]}(L,z)`$, predicts $`0.1,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}4},\mathrm{\hspace{0.17em}10},\mathrm{\hspace{0.17em}20}`$ clusters at $`z>1`$, for the entire RDCS sample. About 20 clusters would have to be identified in the no-evolution scenario. This seems very unlikely, unless the sample is severely incomplete at faint fluxes. Given that 4 clusters have already been discovered, the portion of the A-B plane which is allowed by this preliminary analysis suggests that the evolution is still rather mild at $`z>\text{ }1`$, at luminosities just above $`10^{44}\mathrm{erg}\mathrm{s}^1`$.
The next obvious step in the effort to understand cluster formation and evolution is to push the cluster (or proto-cluster) search out to even higher redshifts, namely out to $`z3`$ where the signature of large scale stucture has already been unveiled . Finding clusters around high-$`z`$ AGN is a viable method (e.g.), although not suitable for assessing the cluster abundance. Serendipitous searches with Chandra and XMM will of course be actively pursued, but it will take several years to build large enough survey areas, and furthermore, the spectroscopic follow-up of cluster candidates at $`z>1.3`$ may turn out to be too difficult with existing telescopes. While the short-term prospects for exploring the era at $`1.5<\text{ }z<\text{ }2.5`$ may appear somewhat bleak, it should be kept in mind that earlier this decade many theorists and observers were convinced that clusters at $`z>1`$ were either out of reach, or did not exist. |
warning/0001/cond-mat0001316.html | ar5iv | text | # Electron momentum distribution in underdoped cuprates
\[
## Abstract
We investigate the electron momentum distribution function (EMD) in a weakly doped two-dimensional quantum antiferromagnet (AFM) as described by the $`t`$-$`J`$ model. Our analytical results for a single hole in an AFM based on the self-consistent Born approximation (SCBA) indicate an anomalous momentum dependence of EMD showing ’hole pockets’ coexisting with a signature of an emerging large Fermi surface. The position of the incipient Fermi surface and the structure of the EMD is determined by the momentum of the ground state. Our analysis shows that this result remains robust in the presence of next-nearest neighbor hopping terms in the model. Exact diagonalization results for small clusters are with the SCBA reproduced quantitatively.
\]
One of the most intriguing questions concerning the superconducting cuprates is the existence and the character of the Fermi surface (FS), in particular in their underdoped regime. This problem has been intensively studied experimentally with the angle-resolved photoemission spectroscopy (ARPES) . There have been also several theoretical investigations of this problem, using the exact diagonalization (ED) of small clusters , string calculations , slave-boson theory and the high temperature expansion . While a consensus has been reached about the existence of a large Fermi surface in the optimum-doped and overdoped materials, in the interpretation of ARPES experiments for the underdoped cuprates the issue of the debate is (i) why are experiments more consistent with the existence of parts of large FS, i.e., rather Fermi arcs or Fermi patches than with a ’hole pocket’ type small FS, predicted by several theoretical methods based on the existence of AFM long range order in cuprates, (ii) how does a partial FS eventually evolve with doping into a large closed one.
The electron momentum distribution function $`n_𝐤=\mathrm{\Psi }_{𝐤_0}|_\sigma c_{𝐤,\sigma }^{}c_{𝐤,\sigma }|\mathrm{\Psi }_{𝐤_0}`$ is the key quantity for resolving the problem of the Fermi surface. In this paper we study the EMD for $`|\mathrm{\Psi }_{𝐤_0}`$ which represents a weakly doped AFM, i.e, it is the ground state (GS) wave function of a planar AFM with one hole and the GS wave vector $`𝐤_0`$. In the present work we investigate the low-energy physics of the CuO<sub>2</sub> planes in cuprates within the framework of the standard $`t`$-$`J`$ model with nearest-neighbor hopping $`t_{ii^{}}t`$ and the AFM exchange $`J`$. In order to come closer to the realistic situation in cuprates the model is extended with the next-nearest-neighbor hopping $`t_{ii^{}}t^{}`$ and the third-neighbor hopping terms $`t_{ii^{}}t^{\prime \prime }`$, for $`ii^{}`$ representing next-nearest-neighbors and third-neighbors, respectively ,
$`H`$ $`=`$ $`{\displaystyle \underset{<ii^{}>\sigma }{}}t_{ii^{}}\left(\stackrel{~}{c}_{i,\sigma }^{}\stackrel{~}{c}_{i^{},\sigma }+\text{H.c.}\right)+`$ (2)
$`+J{\displaystyle \underset{<ij>}{}}\left[S_i^zS_j^z+{\displaystyle \frac{\gamma }{2}}(S_i^+S_j^{}+S_i^{}S_j^+)\right].`$
$`\stackrel{~}{c}_{i,\sigma }^{}`$ ($`\stackrel{~}{c}_{i,\sigma }`$) are electron creation (annihilation) operators acting in a space forbidding double occupancy on the same site. The effect of double occupancy on $`n_𝐤`$ is not studied in the present framework of the $`t`$-$`J`$ model. $`S_i^\alpha `$ are spin operators. For convenience we treat the anisotropy $`\gamma `$ as a free parameter, with $`\gamma =0`$ in the Ising limit, and $`\gamma 1`$ in the Heisenberg model. Recent studies of the $`t`$-$`J`$ model with $`t^{}`$, $`t^{\prime \prime }`$ terms included have shown a very good agreement of the calculated quasiparticle (QP) dispersion with experimental results of ARPES whereby quantitative differences between different Cu compounds have been attributed to different values of $`t^{}`$ and $`t^{\prime \prime }`$ .
Our analytical approach is based on a spinless fermion – Schwinger boson representation of the $`t`$-$`J`$ Hamiltonian and on the SCBA for calculating both the Green’s function and the corresponding wave function . The method is known to be successful in determining spectral and other properties of the QP. In contrast to other methods the SCBA is expected to describe the long-wavelength physics since it is determined by the linear dispersion of spin waves. The short-wavelength properties can be studied with various methods, here we compare the SCBA results with the corresponding ED, as shown further-on.
In the SCBA fermion operators are decoupled into hole and pseudo spin - local boson operators: $`\stackrel{~}{c}_{i,}=h_i^{}`$, $`\stackrel{~}{c}_{i,}=h_i^{}S_i^+h_i^{}a_i`$ and $`\stackrel{~}{c}_{i,}=h_i^{}`$, $`\stackrel{~}{c}_{i,}=h_i^{}S_i^{}h_i^{}a_i`$ for $`i`$ belonging to $`A`$\- and $`B`$-sublattice, respectively. The effective Hamiltonian emerges
$`\stackrel{~}{H}`$ $`=`$ $`{\displaystyle \underset{𝐤}{}}ϵ_𝐤^0h_𝐤^{}h_𝐤+{\displaystyle \underset{𝐪}{}}\omega _𝐪\alpha _𝐪^{}\alpha _𝐪+`$ (4)
$`+N^{1/2}{\displaystyle \underset{\mathrm{𝐤𝐪}}{}}(M_{\mathrm{𝐤𝐪}}h_{𝐤𝐪}^{}h_𝐤\alpha _𝐪^{}+\mathrm{H}.\mathrm{c}.),`$
where $`h_𝐤^{}`$ is the creation operator for a (spinless) hole in a Bloch state with a dispersion $`ϵ_𝐤^0=4t^{}\mathrm{cos}k_x\mathrm{cos}k_y+2t^{\prime \prime }(\mathrm{cos}2k_x\mathrm{cos}2k_y)`$. The AFM boson operator $`\alpha _𝐪^{}`$ creates an AFM magnon with the energy $`\omega _𝐪`$, $`M_{\mathrm{𝐤𝐪}}`$ is the fermion-magnon coupling and $`N`$ is the number of lattice sites.
We calculate the Green’s function for a hole $`G_𝐤(\omega )`$ within the SCBA . This approximation amounts to the summation of non-crossing diagrams to all orders and the corresponding ground state wave function with momentum $`𝐤_0`$ and energy $`ϵ_{𝐤_0}`$ is represented as
$`|\mathrm{\Psi }_{𝐤_0}`$ $`=`$ $`Z_{𝐤_0}^{1/2}[h_𝐤^{}+N^{1/2}{\displaystyle \underset{𝐪_1}{}}M_{𝐤_0𝐪_1}G_{\overline{𝐤}_1}(\overline{\omega }_1)h_{\overline{𝐤}_1}^{}\alpha _{𝐪_1}^{}+`$ (7)
$`\mathrm{}+N^{n/2}{\displaystyle \underset{𝐪_1,\mathrm{},𝐪_n}{}}M_{\mathrm{𝐤𝐪}_1}G_{\overline{𝐤}_1}(\overline{\omega }_1)\mathrm{}M_{\overline{𝐤}_{n1}𝐪_n}\times `$
$`\times G_{\overline{𝐤}_n}(\overline{\omega }_n)h_{\overline{𝐤}_n}^{}\alpha _{𝐪_1}^{}\mathrm{}\alpha _{𝐪_n}^{}+\mathrm{}]|0.`$
Here $`\overline{𝐤}_m=𝐤_0𝐪_1\mathrm{}𝐪_m`$, $`\overline{\omega }_m=ϵ_{𝐤_0}\omega _{𝐪_1}\mathrm{}\omega _{𝐪_m}`$ and $`Z_{𝐤_0}`$ is the QP spectral weight. The wave function is properly normalized $`\mathrm{\Psi }_{𝐤_0}|\mathrm{\Psi }_{𝐤_0}=1`$ provided the number of magnon terms $`n\mathrm{}`$ .
The wave function Eq. (7) corresponds to the projected space of the model Eq. (2) and therefore the EMD is $`n_𝐤=\mathrm{\Psi }_{𝐤_0}|n_𝐤|\mathrm{\Psi }_{𝐤_0}=\mathrm{\Psi }_{𝐤_0}|\stackrel{~}{n}_𝐤|\mathrm{\Psi }_{𝐤_0}`$ with the projected electron number operator $`\stackrel{~}{n}_𝐤=_\sigma \stackrel{~}{c}_{𝐤,\sigma }^{}\stackrel{~}{c}_{𝐤,\sigma }`$. Consistent with the SCBA approach, we decouple the latter into hole and magnon operators,
$`\stackrel{~}{n}_𝐤`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{ij}{}}e^{𝐤(𝐑_i𝐑_j)}h_ih_j^{}\times `$ (9)
$`\times \left(\eta _{ij}^+\left[1+a_i^{}a_j(1\delta _{ij})\right]+\eta _{ij}^{}(a_i^{}+a_j)\right),`$
where $`\eta _{ij}^\pm =(1\pm e^{𝐐(𝐑_i𝐑_j)})/2`$ with $`𝐐=(\pi ,\pi )`$. Local $`a_i^{}`$ are further expressed with proper magnon operators $`\alpha _𝐪^{}`$. It should be noted that $`n_𝐤`$ should obey the sum rule $`\overline{n}=\frac{1}{N}_𝐤n_𝐤=1c_\mathrm{h}`$ and the constraint $`n_𝐤1+c_\mathrm{h}`$, where $`c_\mathrm{h}`$ is the concentration of holes.
In general the expectation value $`n_𝐤`$ for a single hole has to be calculated numerically and has the following structure
$$n_𝐤=1\frac{1}{2}Z_{𝐤_0}(\delta _{\mathrm{𝐤𝐤}_0}+\delta _{\mathrm{𝐤𝐤}_0+𝐐})+\frac{1}{N}\delta n_𝐤.$$
(10)
Here the second term proportional to $`\delta `$-functions corresponds to ’hole pockets’. Note that $`\delta n_𝐤`$, for the case of a single hole fulfills the sum rule $`\frac{1}{N}_𝐤\delta n_𝐤=Z_{𝐤_0}1`$ and $`\delta n_𝐤1`$. The introduction of $`\delta n_𝐤`$ is convenient as it allows the comparison of results obtained with different methods and on clusters of different size $`N`$.
For the case of Ising limit, $`\gamma =0`$, the Green’s function in the SCBA is independent of $`𝐤`$, $`G_𝐤(\omega )=G_0(\omega )`$. Therefore it is possible to express all required matrix elements of $`n_𝐤`$ analytically and to perform a summation of corresponding non-crossing contributions to any order $`n`$, similar to Ref. . The result for $`J/t=0.3`$ (as relevant to cuprates) is for some selected directions in the BZ presented in Fig. 1. We have also checked the convergence of $`\delta n_𝐤`$ with the number of magnon lines, $`n`$. For $`J/t0.3`$ we find for all $`𝐤`$ that the contribution of terms $`n>3`$ amounts to less than few percent. This is in agreement with the convergence of the norm of the wave function, which is even faster . In Fig. 2(a) we present this $`\delta n_𝐤`$ for the whole BZ. Here we note one interesting feature in the Ising limit, i.e., the dip of $`\delta n_𝐤`$ in the center of the BZ at $`k0`$ in agreement with Ref. .
Now we turn to the Heisenberg model, $`\gamma 1`$. Here the important ingredient is the gap-less magnons with linear dispersion and a more complex ground state of the planar AFM. $`G_𝐤(\omega )`$ and $`ϵ_𝐤`$ become strongly $`𝐤`$-dependent. As a consequence $`n_𝐤`$ is now in general dependent both on $`𝐤`$ and $`𝐤_0`$. The ground state is for the $`t`$-$`J`$ model fourfold degenerate and we choose $`𝐤_0=(\frac{\pi }{2},\frac{\pi }{2})`$. Results should be averaged over all four possible ground state momenta if compared with, e.g., high temperature expansion results or discussed in connection with ARPES data.
Let us first discuss the result in the limit $`t/J0`$, i.e., for a static hole. In the linearized model, Eq. (4), $`M_{\mathrm{𝐤𝐪}}=0`$. Therefore the hole is not coupled to the AFM ($`Z_{𝐤_0}1`$) and $`\delta n_𝐤`$ should be zero. However, a straightforward use of Eq. (9) leads also to non-vanishing and momentum dependent $`\delta n_𝐤=n_0(𝐤)`$. We attribute this momentum dependence to the improper decomposition of $`\stackrel{~}{c}_{i,\sigma }`$ into linearized pseudo spin operators instead of Schwinger bosons obeying the local constraints . In the results for $`\delta n_𝐤`$ presented in this paper (also at finite $`J/t`$) the contribution $`n_0(𝐤)`$ is not included.
In Fig. 1 we present $`\delta n_𝐤`$ for the $`t`$-$`J`$ model with (almost) isotropic Heisenberg exchange, $`\gamma =0.999`$. Numerical calculations are henceforth performed for $`J/t=0.3`$ and $`N`$ corresponding to a $`64\times 64`$ sites cluster . In evaluating the matrix elements we take into account only terms with up to $`n=3`$ magnon lines in $`|\mathrm{\Psi }_{𝐤_0}`$ . The sum rule of our numerical results for $`\delta n_𝐤`$ is nevertheless fulfilled $`96\%`$.
Also included in Fig. 1 are results obtained with ED of the $`N=32`$ sites cluster. These data are scaled as the quantity $`N(n_𝐤1)`$ which should be directly compared with the SCBA result $`\delta n_𝐤`$. At momenta $`𝐤=𝐤_0`$, $`𝐤_0+𝐐`$, however, one has to take into account contributions from ’hole pocket’ terms proportional to $`\delta _{\mathrm{𝐤𝐤}_0}`$ and with the scaling $`N`$. Thus ED data should be compared at these points with $`\delta n_{𝐤_0}\frac{1}{2}NZ_{𝐤_0}`$ calculated from the SCBA. Note also, that the SCBA result for $`\gamma =0.9`$ (also presented in Fig. 1) represents an intermediate step between the Ising limit and the Heisenberg limit: the dip at the $`\mathrm{\Gamma }`$ point, which is in the Ising limit well pronounced here disappears but the difference for directions $`𝐤𝐤_0`$ and $`𝐤𝐤_0`$ is not yet developed. In Fig. 2(b) we present $`\delta n_𝐤`$ for the Heisenberg limit ($`\gamma =0.99)`$ in the entire BZ. In comparison with the Ising limit, Fig. 2(a), $`\delta n_𝐤`$ exhibits a very strong momentum dependence around $`\pm 𝐤_0`$.
The comparison of the SCBA with ED results shows a quantitative agreement at all points in the BZ. However, the SCBA result is symmetric around $`\mathrm{\Gamma }`$ point in the direction $`𝐤𝐤_0`$, while small system results show a weak asymmetry for $`𝐤=\pm 𝐤_0`$, respectively. From our analysis of the SCBA results for $`N\mathrm{}`$ and long range AFM spin background it follows that $`n_𝐤`$ is in the thermodynamic limit $`c_\mathrm{h}0`$ symmetric. The asymmetry is in Ref. attributed to the opening of the gap in the magnon spectrum at $`𝐪𝐐`$ in finite systems. Within the SCBA the asymmetry also appears if the EMD is evaluated with $`𝐤_0`$ displaced from $`(\frac{\pi }{2},\frac{\pi }{2})`$ by a small amount $`\delta 𝐤_0`$ (not shown here). A common feature of finite clusters is a non-vanishing expectation value of the current operator for the allowed GS wave vector. The GS with vanishing current may be reached by the method of twisted boundary conditions , resulting in the GS momentum displaced away from $`(\frac{\pi }{2},\frac{\pi }{2})`$. The asymmetry of $`n_𝐤`$ found in small clusters can thus be attributed to this displacement and is a finite size effect. In the thermodynamic limit in the system with AFM order the GS momentum would coincide with $`(\frac{\pi }{2},\frac{\pi }{2})`$ and no asymmetry is expected in $`n_𝐤`$.
To get more insight into the structure of $`\delta n_𝐤`$, we simplify the wave function, Eq. (7), by keeping only the one-magnon contributions. The leading order contribution to $`\delta n_𝐤`$ is
$`\delta n_𝐤^{(1)}`$ $`=`$ $`Z_{𝐤_0}M_{𝐤_0𝐪}G_{𝐤_0}(ϵ_{𝐤_0}\omega _𝐪)\left[2u_𝐪+M_{𝐤_0𝐪}G_{𝐤_0}(ϵ_{𝐤_0}\omega _𝐪)\right]`$ (11)
$``$ $`8Z_{𝐤_0}^2J{\displaystyle \frac{𝐪𝐯}{\omega _𝐪^2}}(1+Z_{𝐤_0}{\displaystyle \frac{𝐪𝐯}{\omega _𝐪}}),q0,`$ (12)
with $`𝐪=𝐤𝐤_0`$ (or $`𝐤𝐤_0𝐐`$) and $`𝐯=t(\mathrm{sin}k_{0x},\mathrm{sin}k_{0y})`$. The momentum dependence of EMD, contained in $`\delta n_𝐤^{(1)}`$, essentially captures well the full numerical solution for the isotropic case, Fig. 2(b), as well as in the Ising limit, Fig. 2(a).
A surprising observation is that the EMD exhibits in the extreme Heisenberg limit for momenta $`𝐤𝐤_0,𝐤_0+𝐐`$ a discontinuity $`Z_{𝐤_0}N^{1/2}`$ and $`\delta n_𝐤^{(1)}(1+\mathrm{sign}q_x)/q_x`$. These discontinuities are clearly seen in Fig. 1, Fig. 2(b) and are consistent with ED results, Fig. 1. One can interpret this result as an indication of an emerging large Fermi surface at $`𝐤\pm 𝐤_0`$. The discontinuity appears only as points $`\pm 𝐤_0`$, not lines in the BZ. Note, however, that this result is obtained in the extreme low doping limit, i.e., $`c_\mathrm{h}=1/N`$ and it is not straightforward to generalize it to the finite doping regime. In the limit $`\gamma 1`$ this term does not strictly obey the constraint $`\delta n_𝐤1`$, although due to the symmetry it does not violate the EMD sum rule. The singularity is weak and on introducing a slight anisotropy, e.g. $`\gamma 0.999`$, the constraint is not violated.
In Fig. 3 we present the results for the $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model. First we introduce positive next-nearest neighbor hopping matrix elements $`t^{}=t/4`$, $`t^{\prime \prime }=0`$, claimed to be appropriate to electron doped systems such as Nd<sub>2</sub>Ce cuprates . The GS is now twofold degenerate, with the momenta at corners of the AFM zone, e.g., $`𝐤_0=(\pi ,0)`$, with an enhanced pole residue $`Z_{𝐤_0}=0.54`$. The result is presented in Fig. 2(c) for the entire BZ. The discontinuity in this case disappears due to the symmetry as evident from $`𝐯=0`$ in the leading order approximation, Eq. (12). The effect of negative $`t^{}=t/4`$, $`t^{\prime \prime }=0`$ is relatively weak: the GS momentum remains at $`𝐤_0=(\frac{\pi }{2},\frac{\pi }{2})`$, $`\delta n_𝐤`$ at $`𝐤=𝐐`$ is lower than the $`t^{}=t^{\prime \prime }=0`$ result while the discontinuity is smaller, because $`Z_{𝐤_0}=0.25`$ here. In Fig. 3 we additionally present results for $`N(n_𝐤1)`$ obtained from exact diagonalization of a $`N=\sqrt{20}\times \sqrt{20}`$ cluster. The $`t^{}=t^{\prime \prime }=0`$ results are in agreement with those of Ref. . All ED results quantitatively confirm the SCBA values. A possible set of parameters appropriate for reproducing the dispersion from experimental ARPES data is $`t^{}=t/4`$, $`t^{\prime \prime }=t/5`$ . Our SCBA result presented in Fig. 3 is qualitatively similar to other $`t^{}0`$ results. The main difference is a more pronounced step at $`𝐤=\pm 𝐤_0`$.
In the present work we considered the electron momentum distribution function in underdoped cuprates. The results of the two methods, the self consistent Born approximation and the exact diagonalization agree quantitatively. Our analysis shows that the presence of next-nearest neighbor terms changes EMD only quantitatively if the ground state is at $`(\frac{\pi }{2},\frac{\pi }{2})`$ and qualitatively for sufficiently large $`t^{\prime \prime }>0`$ where the GS momentum is at $`(\pi ,0)`$.
The main observation is however the coexistence of two apparently contradicting Fermi-surface scenarios in EMD of a single hole in an AFM. (i) On one hand, the $`\delta `$-function contributions in Eq.(5) seem to indicate that at finite doping a delta-function might develop into small Fermi surface, i.e., a hole pocket, provided that AFM long range order persists. (ii) A novel feature is that also $`\delta n_𝐤`$ is singular in a particular way, i.e., it shows a discontinuity at $`𝐤=𝐤_0`$ with a strong asymmetry with respect to $`𝐤_0`$. It is therefore more consistent with infinitesimally short arc (point) of an emerging large FS. For finite doping the discontinuity could possibly extend into such a finite arc (not closed) FS. Note that as long-range AFM order is destroyed by doping, ’hole-pocket’ contributions should disappear while the singularity in $`\delta n_𝐤`$ could persist.
Making contact with ARPES experiments we should note that ARPES measures the imaginary part of the electron Green’s function. We must note that using these experiments in underdoped cuprates $`n_𝐤`$ can be only qualitatively discussed since the latter is extracted only from rather restricted frequency window below the chemical potential. Nevertheless our results are not consistent with a small hole-pocket FS (at least only a part of presumable closed FS is visible), but rather with partially developed arcs resulting in FS which is just a set of disconnected segments at low temperature collapsing to the point . The SCBA results for singular $`\delta n_𝐤`$ seem to allow for such a scenario. It should also be stressed that the SCBA approach is based on the AFM long-range order, still we do not expect that finite but longer-range AFM correlations would entirely change our conclusions. |
warning/0001/cond-mat0001015.html | ar5iv | text | # A Physical Picture of Superconductivity
## Abstract
A universal mechanism of superconductivity applicable to “low temperature” and “high temperature” superconductors is proposed in this paper. With this model of mechanism experimental facts of superconductors can be qualitatively explained. A function is introduced to describe the average separation distance between vibrating lattice atoms, which is crucial for the transition from normal to superconductive state. However, the most attractive and exciting conclusion that can be derived from this physical picture, is that given atoms of other element be successfully sandwiched between ferromagnetic atoms one by one, a superconductor constructed this way is most likely to have a very high transition temperature.
PACS numbers: 74.20.-z
Key words: superconductivity, microscopic picture, lattice
Since H. Kamerlingh Onnes found superconductivity in 1911, this unique phenomenon of conductors has perplexed man for nearly a century, while his understanding about this mysterious property has improved markedly. In 1957, J. Bardeen, L. N. Cooper and J. R. Schrieffer proposed BCS theory, which provided a deeper understanding of the microscopic mechanism of superconductivity. However, after Bednorz and Müller suggested that high $`T_c`$ superconductors possibly exist in cuprates in 1986, the recorder of transition temperature of superconductors changed constantly and rose drastically. During this period of time, a wealth of high $`T_c`$ superconductivity theories sprung up.<sup>-</sup> Yet, the mechanism of superconductivity remains unsettled, and there is not yet a decisive theory concerning the mechanism of high $`T_c`$ superconductivity, though different theories place emphasis on different aspects and view them from different points. Some authors postulated that the mechanism responsible for high $`T_c`$ superconductors may not be pairing. In addition, it is believed that there should be no difference between mechanisms of “low temperature” and “high temperature” superconductivity. In this paper we propose a universal mechanism of superconductivity that can be applied to “low temperature” and “high temperature” superconductors by presenting a physical picture of conduction electrons and lattice atoms. We view superconductivity as a consequence of “vibration harmony” between conduction electrons and the vibrating lattice atoms.
It is well-known that the temperature of a material is related largely to the thermal vibration kinetic energy of its lattice atoms. When its temperature decreases, the lattice atoms of the material vibrate less violently. This means that the temperature of the material is the main factor that affects the vibration amplitude of lattice atoms. As a result, it is widely accepted that the root cause of superconductivity lies in the interaction between conduction electrons and lattice atoms of the material, whose vibration is depicted by energy quanta called phonons. Inasmuch as superconductor forms when the temperature of the material is sufficiently low, it is reasonable to infer that the vibration amplitude of the lattice atoms decreases as the material’s temperature decreases, and consequently the time average separation distance between lattice atoms becomes shorter; when the vibration amplitude is sufficiently small, electrons can transport resistlessly among lattice atoms and a superconductor thus forms.
Before we proceed to present the physical picture of superconductivity, it is instructive to examine the structure of an atom, which is well known as “solar system”. That is, the nucleus centers while electrons move around it, from inner to ouster shell, ending up with Fermi level. The conduction electrons are those move in the outermost shell.
Let’s now take a closer view into a conductor. Fig.1 shows the difference of lattice atoms array between the normal and superconductive state. When the temperature of a material is high, its lattice atoms vibrate so vigorously that some of them are very near while some others quite far, as is illustrated in Fig.1a. When the temperature of the material is sufficiently low, however, the lattice atoms vibrate very slightly and array in a better order, thus the conduction electrons can transfer between atoms without being scattered and macroscopic resistance exists no longer.
figure 1
How this transition is realized? For simplicity, we plot only one atom chain, as shown in Fig.2. Suppose an electron moving clockwise around atom A, when arriving at the border of atom B, on account of the tendency to maintain its original momentum and that the instantaneous separation distance $`d_{AB}(t)`$ between atom A and B is sufficiently small, the electron can thus go into the orbital of atom B with certain probability, moving anticlockwise around atom B. Put alternatively, the electron has two choices, i.e., it either moves around atom A in the original direction, or transfers to its nearest neighboring atom B and moves around it in the opposite direction. Similarly, when the electron arrives at the edge of atom C, it can go into the orbital of atom C and moves again clockwise around it, and anticlockwise around atom D $`\mathrm{}`$ The electron thus transfers from atom A to D smoothly, without being reflected or scattered and consequently losing its energy, which means non-resistivity macroscopically.
figure 2
It should be emphasized that it is the small average separation distance $`d_{AB}(t)`$ between lattice atoms that allows conduction electrons to move in such a path of semi-circles with arrows from one atom to another shown in Fig.2. In other words, the electrons will naturally move in this interesting path among lattice atoms and superconductive state forms, as long as the vibrating lattice atoms are so close to each other that it matches(is harmonic to) the energy and momentum of free electrons in the bulk material. It should also be noted that a conductor will exhibit superconductivity as long as there are in the bulk material such continuous passageways shown in Fig.2, no matter how zigzag they are and how few there are, even only one atom chain.
As we have arrived at the conclusion that the average separation distance between atoms is crucial for a conductor to transit from a normal to a superconductive state, now we have to consider a crucial problem: how to describe this average distance? We introduce a functional $`S`$ to do this as follows.
$$S=\frac{{\displaystyle \underset{<i,j>}{}}\frac{1}{t^{}}_0^t^{}d_{ij}^2(t)𝑑t}{{\displaystyle \underset{<i,j>}{}}}$$
(1)
where $`d_{ij}(t)`$ is the instantaneous separation distance between nucleus $`i`$ and $`j`$ at time $`t`$, and the sum extends over all nearest-neighbor pairs of nuclei. The integral in Eq. (1) represents the time average of $`d_{ij}(t)`$. The function $`d_{ij}(t)`$ is related to the kinetic energy and interaction potentials of the nuclei, while their kinetic energy is related largely to the bulk temperature of the material. This means that the functional $`S`$ is a function of the temperature of the material and the potential between lattice atoms. Thus one can write
$`S`$ $`=`$ $`S(E_k(T),v)`$ (2)
$`=`$ $`S(T,v)`$
where $`E_k(T)`$ is the average kinetic energy of lattice atoms in a bulk material, $`T`$ is the temperature of the bulk material and $`v`$ is the average potential between lattice atoms.
With this physical picture of superconductivity we can now proceed to explain the experimental facts of superconductors. We exemplify only a few basic ones, while others can also be interpreted without difficulty.
Non-resistivity. As aforementioned, due to the sufficiently small average separation distance between lattice atoms, conduction electrons can transmit from atom to atom without being scattered and thus no macroscopic resistance raised.
Meissner effect. According to Ampere’s molecular current theory of magnetism, a bulk material’s magnetic field is formed by its atomic currents, i.e., all valence electrons moving around their nuclei in the same direction. However, in this model of superconductivity, the number of electrons moving clockwise equals that of anticlockwise. Consequently, the macroscopic average magnetic field in a bulk superconductor is zero. It should be reiterated that it is the small separation distance between nuclei and appropriate momentum or energy of conduction electrons that makes the conduction electrons move in such a semi-circle trajectory with arrows shown in Fig.2. Any sufficient increase in energy and momentum of an electron or in the average separation distance between lattice atoms will destroy this subtle transferring pattern. Therefore, when the applied external magnetic field is strong enough , the interaction between the electrons and the magnetic field will break this harmony between conduction electrons and lattice atoms, and consequently the material loses superconductivity and becomes again normal state.
Frequency dependent electromagnetic behavior. As the superelectron absorbs enough energy from the electromagnetic field, the pattern of electronic movement is also undermined. The analysis is similar to that of Meissner effect.
An interesting and exciting conclusion can be drawn from this physical picture of superconductivity that electrons move around nuclei in reverse direction to each other one by one. Taking into account that valence electrons in a ferromagnetic substance move in approximately the same direction, we can deduce that given an other kind of atoms be successfully sandwiched between ferromagnetic atoms one by one, i.e., replace all the anticlockwise atoms in Fig.2, with all their electrons moving exactly in reverse direction to their neighboring ferromagnetic atoms, a superconductor constructed this way, is expected most likely to have a very high transition temperature.
In conclusion, we have proposed a novel mechanism of superconductivity applicable to “low temperature” and “high temperature” superconductors. Anderson suggested in 1987 that the new high $`T_c`$ materials may arise from purely repulsive interactions, which was motivated by the fact that the superconductivity seems to originate from doping an otherwise insulating state. However, this can be interpreted by the present model as that the doped atoms act as bridges across the intrinsic atoms, shortening the average separation distance $`S`$ defined by Eq.(1), and thus increases transition temperature of the doped material. |
warning/0001/hep-ph0001089.html | ar5iv | text | # Thermal Field Theory in Equilibrium
## 1 Introduction
Thermal field theory has applications in many areas of physics and one of those is the early Universe. There is an excess of matter over antimatter in the present Universe. Unless this was an initial condition in the Big Bang Scenario, this baryon asymmetry must have been created during the evolution of the Universe. According to Sakarov’s three criteria for baryogenesis, the Universe must have been out of equilibrium, there must be baryon-number violating processes, and there must be CP violation. Although baryon-number violating processes are exponentially suppressed at $`T=0`$, they are significant at high temperatures. Moreover, CP violation is known from the kaon system, and the Universe was out of equilibrium during a cosmological phase transition if it was first order. Hence, all the necessary ingredients of baryosynthesis may have been present in the early Universe and has been subject of intense investigation in recent years.
Another important application of thermal field theory is heavy-ion collisions. QCD is expected to undergo a phase transition at high temperature and/or high density, where chiral symmetry is restored, and quarks and gluons are deconfined. Hadrons are no longer the relevant degrees of freedom, but matter is described in terms of a plasma of interacting quarks and gluons. A quark-gluon plasma is expected to be created in heavy-ion collisions at RHIC and LHC. Signatures of the formation of a quark-gluon plasma includes photon and dilepton production, and $`J/\psi `$ suppression,
In order to understand such complicated nonequilibrium phenomena, we need to have equilibrium field theory under control. In this talk, I would like to give an overview of recent developments in equilibrium thermal field theory.
## 2 Weak-coupling Expansion
Let us start the discussion by considering a massless scalar field theory with a $`\varphi ^4`$ interaction. The Euclidean Lagrangian is
$``$ $`=`$ $`{\displaystyle \frac{1}{2}}(_\mu \mathrm{\Phi })^2+{\displaystyle \frac{g^2}{24}}\mathrm{\Phi }^4.`$ (1)
Using ordinary perturbation theory, one splits $``$ into a a free part (quadratic piece) and treats the $`\varphi ^4`$ term as an interaction. The loop expansion is then an expansion in powers of $`g^2`$ around an ideal massless gas. However, it is well known that naive perturbation theory breaks down beyond two-loop order due to infrared divergences since the scalar field is massless, and that one needs to reorganize the perturbative expansion. Physically, the infrared divergences are screened due to a thermally generated mass of order $`gT`$.
In order to incorporate the physics of Debye screening, we need to use an effective propagator that includes the mass. Using the effective propagator in a one-loop calculation is equivalent to summing all the bubble diagrams of Fig. 2.
The summation of the bubble diagrams gives a contribution to the free energy of order $`g^3`$, and is thus nonanalytic in $`g^2`$. The resummation of diagrams can be made into a systematic expansion in powers of $`g`$. The free energy has been calculated through order $`g^5`$ in the weak-coupling expansion :
$`=_{\mathrm{ideal}}\left[1{\displaystyle \frac{5}{4}}\left({\displaystyle \frac{g}{4\pi }}\right)^2+{\displaystyle \frac{5\sqrt{6}}{3}}\left({\displaystyle \frac{g}{4\pi }}\right)^3+{\displaystyle \frac{3}{2}}\left({\displaystyle \frac{g}{4\pi }}\right)^4+\left(24.5\mathrm{log}{\displaystyle \frac{g}{4\pi }}+13.2\right)\left({\displaystyle \frac{g}{4\pi }}\right)^5\right],`$ (2)
where $`_{\mathrm{ideal}}=(\pi ^2/90)T^4`$, and the renormalization scale $`\mu _4=2\pi T`$. It turns out that the weak-coupling expansion does not converge unless the coupling is tiny. This lack of convergence is not specific to $`\varphi ^4`$ theory but occurs also in QCD . In QCD, the $`g^3`$ term is smaller than the $`g^2`$ term in the free energy only if $`\alpha _s1/20`$. This corresponds to a temperature of $`10^5`$ GeV, which is many orders of magnitude larger than the temperatures expected in heavy-ion collisions (approximately 0.5 GeV at RHIC).
## 3 Screened Perturbation Theory
There are several ways of reorganizing perturbation theory to improve its convergence properties. One of the most successful approaches is “screened perturbation theory” developed by Karsch, Patkós, and Petreczky . A local mass term is added to and subtracted from the Lagrangian, with the added mass term treated nonperturbatively, and the subtracted term as a perturbation. Thus the Lagrangian is split according to
$`_{\mathrm{free}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(_\mu \varphi )^2+{\displaystyle \frac{1}{2}}m^2\varphi ^2,`$ (3)
$`_{\mathrm{int}}`$ $`=`$ $`{\displaystyle \frac{g^2}{24}}\varphi ^4{\displaystyle \frac{1}{2}}m^2\varphi ^2.`$ (4)
Hence, screened perturbation theory is essentially expanding around an ideal gas of massive particles. A straightforward calculation give the renormalized one-loop free energy in screened perturbation theory:
$`_{\mathrm{SPT}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}T{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d^{32ϵ}k}{(2\pi )^{32ϵ}}\mathrm{log}\left(\omega _n^2+k^2+m^2\right)}`$ (5)
$`=`$ $`{\displaystyle \frac{T}{2\pi ^2}}{\displaystyle _0^{\mathrm{}}}𝑑kk^2\mathrm{log}\left(1e^{\beta \omega }\right)+{\displaystyle \frac{m^4}{32\pi ^2}}\left[{\displaystyle \frac{3}{4}}+\mathrm{log}{\displaystyle \frac{\mu }{m}}\right],`$
where $`\omega _n=2\pi T`$ are the Matsubara frequencies and $`\mu `$ is a renormalizaton scale associated with dimensional regularization.
At this point I would like to emphasize that the screening mass $`m`$ is a completly arbitrary parameter. To complete a calculation using screeened perturbation theory, one must specify how $`m`$ is determined. Karsch et al used a one-loop gap equation to determine the screening mass:
$`m^2(T)={\displaystyle \frac{g^2}{4\pi ^2}}{\displaystyle _0^{\mathrm{}}}𝑑k{\displaystyle \frac{k}{e^{\beta \omega }1}},\mathrm{where}\omega =\sqrt{k^2+m^2}.`$ (6)
In Fig. 3, we show the weak-coupling expansions through order $`g^2`$ (lower curve) and order $`g^3`$ (upper curve) normalized to $`_{\mathrm{ideal}}`$. The two approximations to the free energy have different signs and show the lack of convergence of the weak-coupling expansion. The two curves that are almost on top of each other are the one and two-loop approximations in screened perturbation theory, with the mass parameter determined from Eq. (6). We conclude that screened perturbation theory has good convergence properties for a wide range of values for the coupling constant $`g`$.
## 4. HTL Perturbation Theory
We would like to generalize screened perturbation theory to gauge theories. We cannot simply add and subtract a local mass term in the Lagrangian since this would violate gauge invariance. However, there is a way to incorporate plasma effects, including propagation of massive quasiparticles, screening of interactions and Landau damping and still maintain gauge invariance. This approach is hard-thermal-loop (HTL) perturbation theory, and involves effective propagators and effective vertices .
The free energy of pure-glue QCD to leading order in HTL perturbation theory is
$`=8\left[(d1)_T+_L+\mathrm{\Delta }\right],`$ (7)
where $`d=32ϵ`$, $`_T`$ and $`_L`$ are the transverse and longitudinal contributions to the free energy, respectively, and $`\mathrm{\Delta }`$ is a counterterm. In the imaginary-time formalism, we have
$`_T`$ $`=`$ $`{\displaystyle \frac{1}{2\beta }}{\displaystyle \underset{n}{}}{\displaystyle _k}\mathrm{log}\left[k^2+\omega _n^2+\mathrm{\Pi }_T(\omega _n,k)\right],`$ (8)
$`_L`$ $`=`$ $`{\displaystyle \frac{1}{2\beta }}{\displaystyle \underset{n}{}}{\displaystyle _k}\mathrm{log}\left[k^2\mathrm{\Pi }_L(\omega _n,k)\right],`$ (9)
where the transverse and longitudinal self-energy functions are
$`\mathrm{\Pi }_T`$ $`=`$ $`{\displaystyle \frac{3}{2}}m_g^2{\displaystyle \frac{\omega _n^2}{k^2}}\left[1{\displaystyle \frac{\omega _n^2+k^2}{2i\omega _nk}}\mathrm{log}{\displaystyle \frac{i\omega _n+k}{i\omega _nk}}\right],`$ (10)
$`\mathrm{\Pi }_L`$ $`=`$ $`3m_g^2\left[{\displaystyle \frac{i\omega _n}{2k}}\mathrm{log}{\displaystyle \frac{i\omega _n+k}{i\omega _nk}}1\right].`$ (11)
The sum over the Matsubara frequencies $`\omega _n=2\pi nT`$ can be rewritten as a contour integral around a contour $`C`$ that encloses the points $`\omega =i\omega _n`$. The integrand has branch cuts that start at $`\pm \omega _T(k)`$ and $`\pm \omega _L(k)`$, where $`\omega _T(k)`$ and $`\omega _L(k)`$ are the dispersion relations for transverse and longitudinal gluon quasiparticles, respectively. The integrand also has a branch cut running from $`\omega =k`$ to $`\omega =k`$ due to the functions $`\mathrm{\Pi }_T`$ and $`\mathrm{\Pi }_L`$. The contour can be deformed to wrap around the quasiparticle and Landau-damping branch cuts. Some of the temperature-independent integrals over $`\omega `$ can be calculated analytically, while others must be evaluated numerically. With dimensional regularization, the logarithmic ultraviolet divergences show up as poles in $`ϵ`$. Using the modified minimal subtraction ($`\overline{\text{MS}}`$) renormalization prescription with the counterterm $`\mathrm{\Delta }=9m_g^4/64\pi ^2ϵ`$, we obtain
$`_{\mathrm{HTL}}`$ $`=`$ $`{\displaystyle \frac{8}{\pi ^2}}T{\displaystyle _0^{\mathrm{}}}k^2𝑑k\mathrm{log}(1e^{\beta \omega _T})+{\displaystyle \frac{4}{\pi ^2}}T{\displaystyle _0^{\mathrm{}}}k^2𝑑k\mathrm{log}{\displaystyle \frac{1e^{\beta \omega _L}}{1e^{\beta k}}}+{\displaystyle \frac{1}{2}}m_g^2T^2`$ (12)
$`{\displaystyle \frac{8}{\pi ^3}}{\displaystyle _0^{\mathrm{}}}𝑑\omega n(\omega ){\displaystyle _\omega ^{\mathrm{}}}k^2𝑑k\left[2\varphi _T\varphi _L\right]+{\displaystyle \frac{9}{8\pi ^2}}m_g^4\left[\mathrm{log}{\displaystyle \frac{m_g}{\mu _3}}+0.31\right].`$
Here, $`\omega _T`$ and $`\omega _L`$ are the transverse and longitudinal dispersion relations which are the solutions to $`k^2\omega _T^2+\mathrm{\Pi }_T(i\omega _T,k)=0`$, and $`k^2\mathrm{\Pi }_L(i\omega _L,k)=0`$. Moreover, $`n(\omega )`$ is the Bose-Einstein distribution function and the angles $`\varphi _T`$ and $`\varphi _L`$ satisfy
$`{\displaystyle \frac{3\pi }{4}}m_g^2{\displaystyle \frac{\omega (k^2\omega ^2)}{k^3}}\mathrm{cot}\varphi _T`$ $`=`$ $`k^2\omega ^2+{\displaystyle \frac{3}{2}}m_g^2{\displaystyle \frac{\omega ^2}{k^2}}\left[1+{\displaystyle \frac{(k^2\omega ^2)}{2k\omega }}\mathrm{log}{\displaystyle \frac{k+\omega }{k\omega }}\right],`$ (13)
$`{\displaystyle \frac{3\pi }{2}}m_g^2{\displaystyle \frac{\omega }{k}}\mathrm{cot}\varphi _L`$ $`=`$ $`k^2+\mathrm{\hspace{0.33em}3}m_g^2\left[1{\displaystyle \frac{\omega }{2k}}\mathrm{log}{\displaystyle \frac{k+\omega }{k\omega }}\right].`$ (14)
The leading-order HTL result for the pressure is shown in Fig. 4 as the shaded band that corresponds to varying the renormalization scales $`\mu _3`$ and $`\mu _4`$ by a factor of two around their central values $`\mu _3=0.717m_g`$ and $`\mu _4=2\pi T`$. This value of $`\mu _3`$ is chosen in order to minimize the pathological behavior of $`_{HTL}`$ at low temperatures . We also show as dashed curves the weak-coupling expansions through order $`\alpha _s`$, $`\alpha _s^{3/2}`$, $`\alpha _s^2`$, and $`\alpha _s^{5/2}`$ labelled 2, 3, 4, and 5. We have used a parameterization of the running coupling constant $`\alpha _s(\mu _4)`$ that includes the effects of two-loop running With the above choices of the renormalization scales, our leading-order result for the HTL free energy lies below the lattice results of Boyd et al (shown as diamonds) for $`T>2T_c`$. However, the deviation from lattice QCD results has the correct sign and roughly the correct magnitude to be accounted for by next-to-leading order corrections in HTL perturbation theory . Comparing the weak-coupling expansion with the the high-temperature expansion of (12), and identifying $`m_g^2`$ with its weak-coupling limit $`\frac{4\pi }{3}\alpha _sT^2`$, we conclude that HTL perturbation theory overincludes the $`\alpha _s`$ contribution by a factor of three . The $`\alpha _s^{3/2}`$ contribution which is associated with Debye screening is included correctly. At next-to-leading order, HTL perturbation theory agrees with the weak-coupling expansion through order $`\alpha _s^{3/2}`$. Thus the next-to-leading order contribution to $`/_{\mathrm{ideal}}`$ in HTL perturbation theory will be positive at large $`T`$ since it must approach $`+\frac{15}{2}\alpha _s/\pi `$.
## 4 Self-consistent $`\mathrm{\Phi }`$-derivable Approach
An alternative to screened perturbation theory is the self-consistent $`\mathrm{\Phi }`$-derivable approach . The free energy can be expressed as the stationary point of the thermodynamic potential $`\mathrm{\Omega }[D]`$.
$`\beta \mathrm{\Omega }[D]`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{Tr}\mathrm{log}D^1{\displaystyle \frac{1}{2}}\mathrm{\Pi }D+\mathrm{\Phi }[D],`$ (15)
where $`D`$ is the exact propagator and $`\mathrm{\Phi }[D]`$ is given by the sum of two-particle irreducible diagrams. the condition that $`\mathrm{\Omega }[D]`$ be a statinary point gives an integral equation for the propagator:
$`{\displaystyle \frac{\mathrm{\Phi }[D]}{D}}={\displaystyle \frac{1}{2}}\mathrm{\Pi }.`$ (16)
The free energy $``$ is obtained by solving the integral equation for $`D`$ and inserting the solution into the the thermodynamics potential $`\mathrm{\Omega }[D]`$. Blaizot et al have developed a HTL approximation to the $`\mathrm{\Phi }`$-derivable approach and applied it to both scalar theory and nonabelian gauge theories.
I do not have enough time to discuss this approach in depth and compare it critically with screened perturbation theory and HTL perturbation theory, but I will mention a few key points:
* The $`\mathrm{\Phi }`$-derivable approach is thermodynamically consistent, which means that the usual thermodynamic relations between pressure, energy density and entropy hold exactly. Thermodynamic consistency is destroyed by the HTL approximation of Ref. . It holds only up to perturbative corrections in screened perturbation theory and HTL perturbation theory.
* The $`\mathrm{\Phi }`$-derivable free energy is gauge dependent since only the propagator and not the vertices are dressed. This problem is avoided in the HTL approximation of Tef by not solving the gap equation with sufficient accuracy the see the gauge dependence. HTL perturbation theory is gauge-fixing independent by construction.
* The running of the coupling constant in the $`\mathrm{\Phi }`$-derivable approach is not consistent with the $`\beta `$ function of the theory. In Ref , the correct running is put in by hand.
Higher-order calculations using the self-consistent $`\mathrm{\Phi }`$-derivable approach are currently being carried out for the scalar theory by Braaten and Petitgirard .
## 5 Summary
The weak-coupling expansion is useless for temperatures which are relevant for experiments at RHIC and LHC. We have seen that screened perturbation theory shows good convergence for a large range of values for the coupling $`g`$. This fact gives us hope that HTL perturbation theory might be a useful framework for calculating static and dynamical quantities of a quark-gluon plasma at experimentally accessible energies. A next-to-leading order calculation of the free energy using HTL perturbation theory is currently being carried out .
## Acknowledgments
The work on HTL perturbation theory has been done in collaboration with Eric Braaten and Michael Strickland . The author would like to thank the organizers of 5th workshop on QCD for an interesting and stimulating meeting. This work was supported in part by a Faculty Development Grant from the Physics Department of the Ohio State University. |
warning/0001/hep-th0001057.html | ar5iv | text | # 𝐷0-𝐷4 system and 𝑄𝐶𝐷₃₊₁
## I Introduction
Recently years, Maldacena’s conjecture , which is a duality between supersymmetric gauge theory in the large $`N`$ strong-coupling limit and string theory on $`AdS`$ backgrounds, has been discussed. For instance, the relations between correlation functions in gauge theory and effective actions in string theory on $`AdS`$ backgrounds are established . According to a method discussed in , Wilson loops for the large $`N`$ gauge theories for the strong coupling limit can be obtained by calculating the interaction energy between the massive quark and the anti-quark separated by a distance $`L`$ in terms of string theory on $`AdS`$ backgrounds. The gauge theories are in a deconfinement phase.
Witten extended the duality to the non-supersymmetric theories at zero temperature, which are obtained by the compactification of the Euclidean time direction with anti-periodic boundary conditions to fermions. The compactification radius $`R`$ is given by $`T=1/2\pi R`$, where $`T`$ is the Hawking temperature in the supergravity description. The order of the fermion masses is $`T`$, and then supersymmetries are broken. In non-extremal $`D`$-brane backgrounds with these boundary conditions, the spectra of glueball masses have been calculated by solving the wave equations of the dilatons in supergravity description . We observe an area law for spatial Wilson loops, which indicates that the large $`N`$ gauge theories at zero temperature are in a confining phase as expected. The mass spectra are agreement with the lattice calculations . However, there are some problems that Kaluza-Klein states cannot be decoupled without decoupling glueball masses in these models. In order to avoid the difficulty, the QCD models using rotating $`D`$-brane backgrounds have been discussed . In these backgrounds, KK modes in the Euclidean time direction are decoupled without decoupling glueball masses in the limit that the angular momenta are infinite. There are still some unwanted KK states that do not decouple.
In this paper we study a $`(3+1)`$-dimensional QCD model using the supergravity description of non-extremal $`D0`$-$`D4`$ branes, in order to obtain the QCD model without KK-modes. The composition of intersecting $`D`$-branes in supergravity is discussed in . We calculate the Wilson loop according to the method , and the glueball mass spectrum obtained by solving the wave equation of the dilaton in the background. In the case that the dilaton $`\varphi `$ in the limit $`r\mathrm{}`$ is finite, we can not obtain the QCD model without KK modes. However, we show that in the case that the dilaton in the limit $`r\mathrm{}`$ vanishes, there is a region where KK modes of the Euclidean time direction are decoupled without decoupling glueball masses. Furthermore, the spatial Wilson loop exhibits a confining area law behavior, and the glueball mass spectrum is coincident with one in the non-extremal $`D4`$-brane background.
The organization of this paper is as follows. In section 2, we calculate glueball masses using the supergravity approach with non-extremal $`D0`$-$`D4`$ brane background. In section 3, we consider the spatial Wilson loops and compare glueball masses and Kaluza-Klein masses. In section 4, we consider in the case of the background that in the limit $`r\mathrm{}`$ the dilaton vanishes.
## II glueball masses
We consider glueball masses using the supergraivity description, which are obtained by solving the wave equation of the dilaton in the supergravity background. We treat the background corresponding to the non-extremal $`D0`$-$`D4`$ branes given by
$`ds^2=f(r)^{1/2}g(r)^{1/2}[h(r)dt^2+g(r)\{dx_1^2+dx_2^2+dx_3^2+dx_4^2\}`$ (1)
$`+f(r)g(r)\{h(r)^1dr^2+r^2d\mathrm{\Omega }^2\}],`$ (2)
where
$`f(r)=1+{\displaystyle \frac{g\alpha ^{}Q_1}{r^3}},g(r)=1+{\displaystyle \frac{g\alpha ^{}Q_2}{vr^3}},h(r)=1{\displaystyle \frac{r_0^3}{r^3}},`$ (3)
with a dilaton background
$`e^{2\varphi (r)}=f(r)^{1/2}g(r)^{3/2}=\sqrt{{\displaystyle \frac{v^3r^6(r^3+g\alpha ^{}Q_1)}{(vr^3+g\alpha ^{}Q_2)^3}}},`$ (4)
which is finite in the limit $`r\mathrm{}`$. We consider the metric with the Euclidean time coordinate and $`x_1ix_1`$, and we take the limit
$`U={\displaystyle \frac{r}{\alpha ^{}}}=fixed,\alpha ^{}0.`$ (5)
The wave equation of the dilaton is
$`_\mu e^{2\varphi }\sqrt{g}g^{\mu \nu }_\nu \varphi =0.`$ (6)
Assuming that $`\varphi =e^{ikx_1}\rho (U)`$, the wave equation reduces to
$`_U(U^3U_T^3)U_U\rho +M^2f(U)U^4\rho =0,`$ (7)
where $`M^2=k^2`$. We denote that the equation is independent of the function $`g(U)`$, and the wave equation in this background is coincident with one in the non-extremal $`D4`$-brane background. In the limit $`\alpha 0`$, the equation is
$`_U(U^3U_T^3)U_U\rho +M^2gQ_1U\rho =0,`$ (8)
with $`U_T=r_0/\alpha ^{}`$. Defining a new variable $`x=U^2`$ and rescaling, this equation reduces further to
$`_x(x^{2+1/2}x)_x\rho +\sigma \rho =0,`$ (9)
with $`\sigma =M^2gQ_1/4U_T`$. Using the WKB approximation , the mass spectrum is
$`M^2=16\pi ^3{\displaystyle \frac{\mathrm{\Gamma }(\frac{2}{3})}{\mathrm{\Gamma }(\frac{1}{6})}}({\displaystyle \frac{3}{8\pi }})^2{\displaystyle \frac{4U_T}{gQ_1}}m(m+2)+O(m^0).(m=1,2,3,\mathrm{})`$ (10)
If we take into account the dilaton fluctuations , there are some corrections due to the $`D0`$-branes.
## III Wilson loop
We consider the Wilson loop for the full $`D0`$-$`D4`$ brane background discussed in the previous section, in the region of the small but nonzero $`\alpha ^{}`$, because we need the small curvature in the regions of the large but finite $`Q_1,Q_2`$. According to the method , the expectation value of the Wilson loop is
$`<W(C)>e^{TE(L)}e^S,`$ (11)
where $`S`$ is the Nambu-Goto action of a fundamental string. $`C`$ denotes a closed loop in the $`x_1x_2`$ directions. $`L`$ is the distance between the quark and the antiquark.
We consider the spatial Wilson loop in the $`x_1x_2`$ directions with Euclidean time coordinate and $`x_1ix_1`$. We take the Euclidean time coordinate as the space-like circle with the radius $`R=1/2\pi T`$, where $`T`$ is the Hawking temperature in the supergravity description. The fermions obey antiperiodic boundary conditions. In the low energy, we can obtain the zero temperature $`(3+1)`$-dimensional QCD model. The world-sheet action in the $`x_1x_2`$ directions is
$`S_{NG}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi \alpha ^{}}}{\displaystyle 𝑑x_1𝑑x_2\sqrt{detG_{MN}_\alpha X^M_\beta X^N}}`$ (12)
$`=`$ $`{\displaystyle \frac{Y}{2\pi \alpha ^{}}}{\displaystyle 𝑑y\sqrt{g(U)h(U)^1(\frac{dU}{dy})^2+g(U)f(U)^1}}`$ (13)
$`=`$ $`{\displaystyle \frac{Y}{2\pi \alpha ^{}}}{\displaystyle 𝑑y\sqrt{\frac{\alpha ^2U^3v+gQ_2}{(U^3U_T^3)v}(\frac{dU}{dy})^2+\frac{\alpha ^2U^3v+gQ_2}{(\alpha ^2U^3+gQ_1)v}}},`$ (14)
with $`U_T=r_0/\alpha ^{}`$, and $`yx_2`$. $`Y`$ is a period in the $`x_1`$-direction. $`G_{MN}`$ is the string metric of the non-extremal $`D0`$-$`D4`$ brane background discussed in the previous section. The distance between the quark and the antiquark is
$`L=2{\displaystyle 𝑑y}`$ $`=`$ $`2\sqrt{g(U_0)/f(U_0)}{\displaystyle _{U_0}^{\mathrm{}}}𝑑U\sqrt{{\displaystyle \frac{g(U)f(U)}{g(U)h(U)(g(U)/f(U)g(U_0)/f(U_0))}}}`$ (15)
$`=`$ $`2{\displaystyle \frac{1}{\alpha ^{}\sqrt{gQ_1vgQ_2}}}{\displaystyle _{U_0}^{\mathrm{}}}𝑑U\sqrt{{\displaystyle \frac{(\alpha ^2U^3+gQ_1)^2(\alpha ^2U_0^3v+gQ_2)}{(U^3U_T^3)(U^3U_0^3)}}}`$ (16)
$`=`$ $`2{\displaystyle \frac{1}{\alpha ^{}\sqrt{gQ_1vgQ_2}U_0^4}}{\displaystyle _1^{\mathrm{}}}𝑑x\sqrt{{\displaystyle \frac{(\alpha ^2x^3U_0^3+gQ_1)^2(\alpha ^2U_0^3v+gQ_2)}{(x^3\lambda ^3)(x^31)}}}`$ (17)
$``$ $`2{\displaystyle \frac{gQ_1\sqrt{U_0^3v+gq_2}}{\sqrt{gQ_1vgQ_2}U_0^4}}{\displaystyle _1^{\mathrm{}}}𝑑x{\displaystyle \frac{1}{\sqrt{(x^3\lambda ^3)(x^31)}}},(\alpha ^{}0)`$ (18)
where $`x=U/U_0`$ and $`\lambda =U_T^3/U_0^3`$. $`U_0`$ denotes the lowest value of $`U`$, and $`q_2`$ is defined by $`Q_2=\alpha ^2q_2`$. The energy is
$`E_{q\overline{q}}`$ $`=`$ $`{\displaystyle \frac{1}{\alpha ^{}\pi }}{\displaystyle _{U_0}^{\mathrm{}}}𝑑U\left[\sqrt{{\displaystyle \frac{g(U)^2/f(U)}{h(U)(g(U)/f(U)g(U_0)/f(U_0))}}}1\right]{\displaystyle \frac{1}{\pi }}{\displaystyle _{U_T}^{U_0}}𝑑U\sqrt{g(U)/h(U)}`$ (19)
$`=`$ $`{\displaystyle \frac{1}{\pi \alpha ^2\sqrt{v(gQ_1vgQ_2)}}}{\displaystyle _{U_0}^{\mathrm{}}}𝑑U\left[\sqrt{{\displaystyle \frac{(\alpha ^2U_0^3+gQ_1)(\alpha ^2U^3v+gQ_2)^2}{(U^3U_T^3)(U^3U_0^3)}}}1\right]+{\displaystyle \frac{U_TU_0}{\pi }}`$ (20)
$`=`$ $`{\displaystyle \frac{1}{\pi \alpha ^2\sqrt{v(gQ_1vgQ_2)}U_0^4}}{\displaystyle _1^{\mathrm{}}}𝑑x\left[\sqrt{{\displaystyle \frac{(\alpha ^2x^3U_0^3+gQ_1)(\alpha ^{}x^3U_0^3v+gQ_2)}{(x^3\lambda ^3)(x^31)}}}1\right]+{\displaystyle \frac{U_TU_0}{\pi }}`$ (21)
$``$ $`{\displaystyle \frac{\sqrt{gQ_1}}{\pi \sqrt{v(gQ_1vgQ_2)}U_0^4}}{\displaystyle _1^{\mathrm{}}}dx[\sqrt{{\displaystyle \frac{(x^3U_0^3v+gq_2)^2}{(x^3\lambda ^3)(x^31)}}}1]+{\displaystyle \frac{U_TU_0}{\pi }}.(\alpha ^{}0)`$ (22)
We consider the large $`L`$ behavior, which is obtained in the limit $`\lambda 1`$. In this limit, the main contribution to the integrals of $`L`$ and $`E`$ comes from the region near $`x=1`$. Therefore we obtain the string tension as
$`T_{TM}=E_{q\overline{q}}/L`$ $`=`$ $`{\displaystyle \frac{\sqrt{\alpha ^2U_0^3v+gQ_2}}{2\alpha ^{}\pi \sqrt{\alpha ^2U_0^3v+gQ_1v}}}`$ (23)
$``$ $`\sqrt{{\displaystyle \frac{U_T^3}{4\pi ^2gQ_1}}}(gq_2<<U_0^3v)`$ (24)
$``$ $`\sqrt{{\displaystyle \frac{q_2}{4\pi ^2Q_1v}}}.(gq_2>>U_0^3v)`$ (25)
The glueball mass is $`M_{GB}\sqrt{U_T/gQ_1}`$, as discussed in the previous section. Kaluza-Klein masses are proportional to $`1/R`$, where $`R=1/T`$ is the compactification radius of the time coordinate. The Hawking temperature $`T`$ in the supergravity description is given by
$`T`$ $`=`$ $`{\displaystyle \frac{3\alpha ^{}U_T^2\sqrt{v}}{4\pi \sqrt{(\alpha ^2U_T^3+gQ_1)(\alpha ^2U_T^3v+gQ_2)}}}`$ (26)
$``$ $`{\displaystyle \frac{3\sqrt{U_T}}{4\pi \sqrt{gQ_1}}}(gq_2<<U_0^3v)`$ (27)
$``$ $`{\displaystyle \frac{3U_T^2\sqrt{v}}{4\pi g\sqrt{Q_1q_2}}}.(gq_2>>U_0^3v)`$ (28)
In the limit $`\alpha ^{}0`$, KK masses are $`M_{KK}U_T^2\sqrt{v}/\sqrt{gQ_1(U_0^3v+gq_2)}`$. Then the ratio of the masses is
$`M_{KK}/M_{GB}`$ $`=`$ $`\sqrt{U_T^3v/(U_T^3v+gq_2)}`$ (29)
$``$ $`1(gq_2<<U_T^3v)`$ (30)
$``$ $`\sqrt{U_T^3/gq_2}<<1.(gq_2>>U_T^3v)`$ (31)
Therefore we can not obtain the region that KK masses in the Euclidean time direction are decoulped without decoupling glueball masses. We consider the way to resolve this problem in the next section.
## IV background with zero dilaton at boundary
We consider the boundary of the non-extremal $`D0`$-$`D4`$ brane background discussed in previous section. The background is the Minkowski space at $`r\mathrm{}`$, and there is no boundary. In the supergravity - SYM correspondence , it is needed that the background has a boundary at $`r\mathrm{}`$. In addition, we need a QCD model that KK masses are decoupled without decoupling glueball masses. In order to resolve their problems, we replace the harmonic function with
$`g(r)=1+{\displaystyle \frac{g\alpha ^{}Q_2}{vr^3}}g^{}(r)={\displaystyle \frac{g\alpha ^{}Q_2}{vr^3}},`$ (32)
which corresponds to
$`U_T^3v+gq_2gq_2,`$ (33)
in the equation of the ratio between glueball masses and KK masses (29). Then we can take the region $`M_{KK}/M_{GB}>>1`$. We note that this procedure is not to take the near horizon limit, but to replace the harmonic function in order to obtain the zero dilaton at the boundary. This means that the effects of the dilaton for Kaluza-Klein masses in the Euclidean time direction are suppressed at the boundary. Then we consider the metric given by
$`ds^2=f(r)^{1/2}g^{}(r)^{1/2}[h(r)dt^2+g^{}(r)\{dx_1^2+dx_2^2+dx_3^2+dx_4^2\}`$ (34)
$`+f(r)g^{}(r)\{h(r)^1dr^2+r^2d\mathrm{\Omega }^2\}],`$ (35)
where
$`f(r)=1+{\displaystyle \frac{g\alpha ^{}Q_1}{r^3}},g^{}(r)={\displaystyle \frac{g\alpha ^{}Q_2}{vr^3}},h(r)=1{\displaystyle \frac{r_0^3}{r^3}},`$ (36)
and the dilaton is
$`e^{2\varphi (r)}=\sqrt{{\displaystyle \frac{(g\alpha ^{}Q_2)^3}{v^3r^6(r^3+g\alpha ^{}Q_1)}}},`$ (37)
which vanishes in the limit $`r\mathrm{}`$. The temperature is
$`TU_T^2/\sqrt{g^2Q_1q_2}.(\alpha ^2U_0^3<<gQ_1)`$ (38)
A distance $`L`$ between the quark and anti-quark is
$`L`$ $`=`$ $`2{\displaystyle \frac{1}{\alpha ^{}\sqrt{gQ_1vgQ_2}U_0^4}}{\displaystyle _1^{\mathrm{}}}𝑑x\sqrt{{\displaystyle \frac{(\alpha ^2x^3U_0^3+gQ_1)^2gQ_2}{(x^3\lambda ^3)(x^31)}}}`$ (39)
$``$ $`2{\displaystyle \frac{gQ_1\sqrt{gq_2}}{\sqrt{gQ_1vgQ_2}U_0^4}}{\displaystyle _1^{\mathrm{}}}𝑑x{\displaystyle \frac{1}{\sqrt{(x^3\lambda ^3)(x^31)}}},(\alpha ^{}0)`$ (40)
where $`x=U/U_0`$ and $`\lambda =U_T^3/U_0^3`$. The energy is
$`E_{q\overline{q}}`$ $`=`$ $`{\displaystyle \frac{1}{\pi \alpha ^2\sqrt{v(gQ_1vgQ_2)}U_0^4}}{\displaystyle _1^{\mathrm{}}}𝑑x\sqrt{{\displaystyle \frac{(\alpha ^2U_0^3+gQ_1)(gQ_2)^2}{(x^3\lambda ^3)(x^31)}}}+{\displaystyle \frac{U_TU_0}{\pi }}`$ (41)
$``$ $`{\displaystyle \frac{gq_2\sqrt{gQ_1}}{\pi \sqrt{v(gQ_1vgQ_2)}U_0^4}}{\displaystyle _1^{\mathrm{}}}𝑑x{\displaystyle \frac{1}{\sqrt{(x^3\lambda ^3)(x^31)}}}+{\displaystyle \frac{U_TU_0}{\pi }},(\alpha ^{}0)`$ (42)
where $`U_0`$ is the lowest value of $`U`$. We denote that the mass term of the W-boson is removed in the background. We take the limit $`\lambda =U_T^3/U_0^31`$, the string tension is
$`T_{YM}`$ $`=`$ $`E_{q\overline{q}}/L\sqrt{{\displaystyle \frac{q_2}{4\pi ^2Q_1}}}.`$ (43)
The string tension is proportional to the squared mass of glueballs, namely
$`T_{YM}=g_{eff}M_{GB}^2,`$ (44)
where we define $`g_{eff}=\sqrt{g^2Q_1q_2/4\pi ^2U_T^2}`$ as the effective coupling of the theory following . Using this ralation, glueball masses and KK masses are rewritten by
$`M_{GB}=\sqrt{{\displaystyle \frac{U_T}{gQ_1}}},T{\displaystyle \frac{U_T^2}{\sqrt{g^2Q_1q_2}}}{\displaystyle \frac{U_T}{g_{eff}}},`$ (45)
and the string tension is rewritten by
$`T_{YM}=\sqrt{{\displaystyle \frac{q_2}{4\pi ^2Q_1}}}=g_{eff}{\displaystyle \frac{U_T}{gQ_1}}c:fixed.`$ (46)
The curvature is
$`\alpha ^{}R{\displaystyle \frac{r_0}{\sqrt{g^2Q_1Q_2}}}={\displaystyle \frac{U_T}{\sqrt{g^2Q_1q_2}}}{\displaystyle \frac{1}{g_{eff}}},`$ (47)
and the dilaton is rewritten by
$`e^\varphi |_{U=U_T}=g_{eff}^{3/2}{\displaystyle \frac{\sqrt{\alpha ^{}}}{Q_1}}.`$ (48)
The supergravity solutions describing $`D`$-branes can be trusted if the curvature in string units and the effective string coupling constant are small. Then we need to take the region
$`1<<g_{eff}<<(Q_1^2/\alpha ^{})^{1/3}.`$ (49)
In addition, in order to decouple Kaluza-Klein masses in the Euclidean time direction, we need to take the region
$`M_{GB}<<M_{KK}T.`$ (50)
Therefore we can obtain the QCD model that KK masses are decoupled without decoupling glueball masses in the region
$`g(Q_1\alpha ^{})^{1/3}c<<(gQ_1c^2)^{1/3}<<U_T<<gQ_1c.`$ (51)
## V conclusion
We have studied the $`(3+1)`$-dimensional QCD model using the supergravity description of the non-extremal $`D0`$-$`D4`$ branes without KK-modes in the Euclidean time direction. In the case of the supergravity background whose dilaton in the limit $`r\mathrm{}`$ is finite, we cound not obtain the QCD model without decoupling KK-modes. However, in the case of the background whose dilaton in the limit $`r\mathrm{}`$ vanishes, we have found the region where KK modes in the Euclidean time direction are decoupled without decoupling glueball masses. The background has the boundary at $`r0`$, which is needed in the supergravity - SYM correspondence. There are still some unwanted KK states that do not decouple. We have calculated the Wilson loops which exhibit the confining area law behavior, and the glueball mass spectrum is coincident with one in the non-extremal $`D4`$-brane background. If we take into account dilaton fluctuations , there are some corrections due to the $`D0`$-branes. We need to study the physical reasoning of the replacement of the harmonic function.
Comparing our results with that using rotating $`D`$-branes, discussed in , we share the results that the Yang-Mills tension is finite, and glueball masses are finite and small in the region that the curvature is small. The calculations of glueball masses and the string tension using the Wilson loop are more tractable in the our metric than that in the rotating $`D`$-branes. This is expected to be useful for further applications of our approach. For instance, Wilson loops of the baryon may be explicitly computed using our metric.
###### Acknowledgements.
I am grateful to Professor T. Yoneya for discussions and for giving me valuable advice. |
warning/0001/hep-ph0001102.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Chiral perturbation theory is the effective field theory of QCD at very low energies. The QCD Lagrangian with massless quarks exhibits an $`SU(3)_R\times SU(3)_L`$ chiral symmetry which is broken down spontaneously to $`SU(3)_V`$, giving rise to a Goldstone boson octet of pseudoscalar mesons which become massless in the chiral limit of zero quark masses. On the other hand, the axial $`U(1)`$ symmetry of the QCD Lagrangian is broken by the anomaly. The corresponding pseudoscalar singlet would otherwise have a mass comparable to the pion mass . Such a particle is missing in the spectrum and the lightest candidate would be the $`\eta ^{}`$ with a mass of 958 MeV which is considerably heavier than the octet states. In conventional chiral perturbation theory the $`\eta ^{}`$ is not included explicitly, although it does show up in the form of a contribution to a coupling coefficient of the Lagrangian, a so-called low-energy constant (LEC).
Experiment suggests that mixing between the Goldstone boson octet and the singlet $`\eta _0`$ occurs. More precisely, the singlet mixes with the uncharged octet states, $`\pi ^0`$ and $`\eta _8`$. We will work in the isospin limit of identical light quark masses, $`m_u=m_d`$, throughout this work. In this case, the $`\pi ^0`$ decouples and only $`\eta _0`$-$`\eta _8`$ mixing remains, yielding the physical states $`\eta `$ and $`\eta ^{}`$.
In order to include this effect in chiral perturbation theory one should treat the $`\eta ^{}`$ as a dynamical field variable instead of integrating it out from the effective theory. This approach is also motivated by large $`N_c`$ considerations. In this limit the axial anomaly is suppressed by powers of 1/$`N_c`$ and gives rise to a ninth Goldstone boson, the $`\eta ^{}`$.
The purpose of this work is to include the $`\eta ^{}`$ in baryon chiral perturbation theory in a systematic fashion without invoking large $`N_c`$ arguments. It will be shown that observables can be expanded in the masses of the meson octet and singlet simultaneously. The relative size of the expansion parameters is given by $`m_\eta /m_\eta ^{}`$. In this introductory presentation we will restrict ourselves to the development of the theory and do not address such issues as determination of the appearing LECs from experiment and convergence of the series.
In the following section, we present the purely mesonic Lagrangian including the $`\eta ^{}`$. The extension to the baryonic case is discussed in Section 3. As explicit examples we present the calculation of the baryon octet masses and the $`\pi N`$ $`\sigma `$-term up to one-loop order. A novel feature of this approach is the appearance of divergences at one-loop level which are renormalized in a chiral invariant way. We conclude with a short summary.
## 2 The mesonic Lagrangian
In this section we will consider the purely mesonic Lagrangian including the $`\eta ^{}`$. The derivation of this Lagrangian has been given elsewhere, see e.g. , so we will restrict ourselves to the repetition of some of the basic formulae which are needed in the present work. In the topological charge operator coupled to an external field is added to the QCD Lagrangian
$$=_{QCD}\frac{g^2}{16\pi ^2}\theta (x)\text{tr}_c(G_{\mu \nu }\stackrel{~}{G}^{\mu \nu })$$
(1)
with $`\stackrel{~}{G}_{\mu \nu }=ϵ_{\mu \nu \alpha \beta }G^{\alpha \beta }`$ and $`\text{tr}_c`$ is the trace over the color indices. Under $`U(1)_R\times U(1)_L`$ the axial $`U(1)`$ anomaly adds a term $`(g^2/16\pi ^2)2N_f\alpha \text{tr}_c(G_{\mu \nu }\stackrel{~}{G}^{\mu \nu })`$ to the QCD Lagrangian, with $`N_f`$ being the number of different quark flavors and $`\alpha `$ the angle of the global axial $`U(1)`$ rotation. The vacuum angle $`\theta (x)`$ is in this context treated as an external field that transforms under an axial $`U(1)`$ rotation as
$$\theta (x)\theta ^{}(x)=\theta (x)2N_f\alpha .$$
(2)
Then the term generated by the anomaly in the fermion determinant is compensated by the shift in the $`\theta `$ source and the Lagrangian from Eq.(1) remains invariant under axial $`U(1)`$ transformations. The symmetry group $`SU(3)_R\times SU(3)_L`$ of the Lagrangian $`_{QCD}`$ is extended to $`U(3)_R\times U(3)_L`$ for $``$.<sup>3</sup><sup>3</sup>3To be more precise, the Lagrangian changes by a total derivative which gives rise to the Wess-Zumino term. We will neglect this contribution since the corresponding terms involve five or more meson fields which do not play any role for the discussions here. This property remains at the level of an effective theory and the additional source $`\theta `$ also shows up in the effective Lagrangian. Let us consider the purely mesonic effective theory first. The lowest lying pseudoscalar meson nonet is summarized in a matrix valued field $`U(x)`$
$$U(\varphi ,\eta _0)=u^2(\varphi ,\eta _0)=\mathrm{exp}\{2i\varphi /F_\pi +i\sqrt{\frac{2}{3}}\eta _0/F_0\},$$
(3)
where $`F_\pi 92.4`$ MeV is the pion decay constant and the singlet $`\eta _0`$ couples to the singlet axial current with strength $`F_0`$. The unimodular part of the field $`U(x)`$ contains the degrees of freedom of the Goldstone boson octet $`\varphi `$
$`\varphi ={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{ccc}\frac{1}{\sqrt{2}}\pi ^0+\frac{1}{\sqrt{6}}\eta _8& \pi ^+& K^+\\ \pi ^{}& \frac{1}{\sqrt{2}}\pi ^0+\frac{1}{\sqrt{6}}\eta _8& K^0\\ K^{}& \overline{K^0}& \frac{2}{\sqrt{6}}\eta _8\end{array}\right),`$
while the phase det$`U(x)=e^{i\sqrt{6}\eta _0/F_0}`$ describes the $`\eta _0`$ . The symmetry $`U(3)_R\times U(3)_L`$ does not have a dimension-nine irreducible representation and consequently does not exhibit a nonet symmetry. We have therefore used the different notation $`F_0`$ for the decay constant of the singlet field. The effective Lagrangian is formed with the fields $`U(x)`$, derivatives thereof and also includes both the quark mass matrix $``$ and the vacuum angle $`\theta `$: $`_{\text{eff}}(U,U,\mathrm{},,\theta )`$. Under $`U(3)_R\times U(3)_L`$ the fields transform as follows
$$U^{}=RUL^{},^{}=RL^{},\theta ^{}(x)=\theta (x)2N_f\alpha $$
(4)
with $`RU(3)_R`$, $`LU(3)_L`$, but the Lagrangian remains invariant. In order to incorporate the baryons into the effective theory it is convenient to form an object of axial-vector type with one derivative
$$u_\mu =iu^{}_\mu Uu^{}$$
(5)
with $`_\mu `$ being the covariant derivative of $`U`$. The matrix $`u_\mu `$ transforms under $`U(3)_R\times U(3)_L`$ as a matter field,
$$u_\mu u_\mu ^{}=Ku_\mu K^{}$$
(6)
with $`K(U,R,L)`$ the compensator field representing an element of the conserved subgroup $`U(3)_V`$. The phase of the determinant det$`U(x)=e^{i\sqrt{6}\eta _0/F_0}`$ transforms under axial $`U(1)`$ as $`\sqrt{6}\eta _0^{}/F_0=\sqrt{6}\eta _0/F_0+2N_f\alpha `$ so that the combination $`\sqrt{6}\eta _0/F_0+\theta `$ remains invariant. It is more convenient to replace the variable $`\theta `$ by this invariant combination, $`_{\text{eff}}=_{\text{eff}}(U,U,\mathrm{},,\sqrt{6}\eta _0/F_0+\theta )`$. One can now construct the effective Lagrangian in these fields that respects the symmetries of the underlying theory. In particular, the Lagrangian is invariant under $`U(3)_R\times U(3)_L`$ rotations of $`U`$ and $``$ at a fixed value of the last argument. The most general Lagrangian up to and including terms with two derivatives and one factor of $``$ reads
$$_\varphi =V_0+V_1u_\mu u^\mu +V_2\chi _++iV_3\chi _{}+V_4u_\mu u^\mu .$$
(7)
The expression $`\mathrm{}`$ denotes the trace in flavor space and the quark mass matrix $`=\text{diag}(m_u,m_d,m_s)`$ enters in the combinations
$$\chi _\pm =2B_0(uu\pm u^{}u^{})$$
(8)
with $`B_0=0|\overline{q}q|0/F_\pi ^2`$ the order parameter of the spontaneous symmetry violation. Note that a term of the type $`u_\mu ^\mu \theta `$ can be transformed away and a term proportional to $`_\mu \theta ^\mu \theta `$ does not enter the calculations performed in the present work and will be neglected. The coefficients $`V_i`$ are functions of the variable $`\sqrt{6}\eta _0/F_0+\theta `$, $`V_i(\sqrt{6}\eta _0/F_0+\theta )`$, and can be expanded in terms of this variable. At a given order of derivatives of the meson fields $`U`$ and insertions of the quark mass matrix $``$ one obtains an infinite string of increasing powers of the singlet field $`\eta _0`$ with couplings which are not fixed by chiral symmetry. The terms $`V_{1,\mathrm{},4}`$ are of second chiral order, whereas $`V_0`$ is of zeroth chiral order. Parity conservation implies that the $`V_i`$ are all even functions of $`\sqrt{6}\eta _0/F_0+\theta `$ except $`V_3`$, which is odd, and $`V_1(0)=V_2(0)=F_\pi ^2/4`$ gives the correct normalizaton for the quadratic terms of the Goldstone boson octet. The kinetic energy of the the $`\eta _0`$ singlet field obtains contributions from $`V_1u_\mu u^\mu `$ and $`V_4u_\mu u^\mu `$ which read
$$\left(\frac{F_\pi ^2}{2F_0^2}+\frac{6}{F_0^2}V_4(0)\right)_\mu \eta _0^\mu \eta _0.$$
(9)
We renormalize the $`\eta _0`$ field in such a way that the coefficient in brackets is 1/2 in analogy to the kinetic term of the octet. By redefining $`F_0`$ and keeping for simplicity the same notation both for $`\eta _0`$ and $`F_0`$ one arrives at the same Lagrangian as in Eq.(7) but with $`V_4(0)=(F_0^2F_\pi ^2)/12`$ in order to ensure the usual normalization for the kinetic term of a pseudoscalar particle.
For our considerations here we can safely neglect the source $`\theta `$. The coefficients $`V_i`$ are then functions of $`\eta _0`$ only, $`V_i(\eta _0)`$, and their Taylor expansions read at lowest orders, e.g.,
$`V_0`$ $`=`$ $`\text{const.}+v\eta _0^2+\mathrm{}`$
$`V_2`$ $`=`$ $`{\displaystyle \frac{1}{4}}F_\pi ^2+w\eta _0^2+\mathrm{}`$
$`V_3`$ $`=`$ $`x\eta _0+\mathrm{}`$ (10)
where the ellipses denote terms with higher powers of $`\eta _0`$. Here, we presented only the terms which enter our calculation. Note that the quadratic term in $`V_0`$ contributes to the $`\eta _0`$ mass which does not vanish in the chiral limit, i.e. the $`\eta _0`$ is not a Goldstone boson.
Expanding the Lagrangian in terms of the meson fields one observes terms quadratic in the meson fields that contain the factor $`\eta _0\eta _8`$ which leads to $`\eta _0`$-$`\eta _8`$ mixing. Such terms arise from the explicitly symmetry breaking terms $`V_2\chi _++iV_3\chi _{}`$ and read
$$\left(\frac{2\sqrt{2}}{3}\frac{F_\pi }{F_0}+\frac{8}{\sqrt{3}}\frac{1}{F_\pi }x\right)B_0(\widehat{m}m_s)\eta _0\eta _8$$
(11)
with $`\widehat{m}=\frac{1}{2}(m_u+m_d)`$. The states $`\eta _0`$ and $`\eta _8`$ are therefore not mass eigenstates. The mixing yields the eigenstates $`\eta `$ and $`\eta ^{}`$,
$`|\eta `$ $`=`$ $`\mathrm{cos}\theta |\eta _8\mathrm{sin}\theta |\eta _0`$
$`|\eta ^{}`$ $`=`$ $`\mathrm{sin}\theta |\eta _8+\mathrm{cos}\theta |\eta _0,`$ (12)
where we have neglected other pseudoscalar isoscalar states which could mix with both $`\eta _0`$ and $`\eta _8`$ and we assume that the mixing parameters do not depend on the energy of the state. The $`\eta `$-$`\eta ^{}`$ mixing angle can be determined from the two photon decays of $`\pi ^0,\eta ,\eta ^{}`$, which require a mixing angle around -20 . We will make use of this experimental input in order to diagonalize the mass terms of the effective mesonic Lagrangian. Since we work in the isospin limit $`m_u=m_d`$, this is the only mixing between the meson states.
## 3 Inclusion of baryons
We now proceed by including the lowest lying baryon octet into the effective theory. The baryon octet $`B`$ is given by the matrix
$`B=\left(\begin{array}{ccc}\frac{1}{\sqrt{2}}\mathrm{\Sigma }^0+\frac{1}{\sqrt{6}}\mathrm{\Lambda }& \mathrm{\Sigma }^+& p\\ \mathrm{\Sigma }^{}& \frac{1}{\sqrt{2}}\mathrm{\Sigma }^0+\frac{1}{\sqrt{6}}\mathrm{\Lambda }& n\\ \mathrm{\Xi }^{}& \mathrm{\Xi }^0& \frac{2}{\sqrt{6}}\mathrm{\Lambda }\end{array}\right)`$
which transforms as a matter field
$$BB^{}=KBK^{}.$$
(13)
Up to linear order in the derivative expansion the most general relativistic effective Lagrangian describing the interaction of the baryon octet with the meson nonet reads
$`_{\varphi B}`$ $`=`$ $`iW_1[D^\mu ,\overline{B}]\gamma _\mu BiW_1^{}\overline{B}\gamma _\mu [D^\mu ,B]+W_2\overline{B}B`$ (14)
$`+W_3\overline{B}\gamma _\mu \gamma _5\{u^\mu ,B\}+W_4\overline{B}\gamma _\mu \gamma _5[u^\mu ,B]+W_5\overline{B}\gamma _\mu \gamma _5Bu^\mu `$
$`+W_6\overline{B}\gamma _\mu \gamma _5B^\mu \theta +iW_7\overline{B}\gamma _5B`$
with $`D_\mu `$ being the covariant derivative of the baryon fields. The $`W_i`$ are functions of the combination $`\sqrt{6}\eta _0/F_0+\theta `$. From parity it follows that they are even in this variable except $`W_7`$ which is odd. One can further reduce the number of independent terms by making the following transformation. By decomposing the baryon fields into their left- and right handed components
$$B_{R/L}=\frac{1}{2}(1\pm \gamma _5)B$$
(15)
and transforming the left- and right-handed states separately via
$`B_{R/L}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{W_2\pm iW_7}}}B_{R/L}`$
$`\overline{B}_{R/L}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{W_2iW_7}}}\overline{B}_{R/L}`$ (16)
one can eliminate the $`\overline{B}\gamma _5B`$ term and simplify the coefficient of $`\overline{B}B`$. The details of this calculation are given in App. A. The Lagrangian in Eq.(14) reduces then to
$`_{\varphi B}`$ $`=`$ $`iU_1\left([D^\mu ,\overline{B}]\gamma _\mu B\overline{B}\gamma _\mu [D^\mu ,B]\right)\stackrel{}{M}\overline{B}B+U_2\overline{B}\gamma _\mu \gamma _5\{u^\mu ,B\}`$ (17)
$`+U_3\overline{B}\gamma _\mu \gamma _5[u^\mu ,B]+U_4\overline{B}\gamma _\mu \gamma _5Bu^\mu +U_5\overline{B}\gamma _\mu \gamma _5B^\mu \theta `$
with $`\stackrel{}{M}`$ being the baryon octet mass in the chiral limit. The coefficients $`U_i`$ are real and even functions of $`\sqrt{6}\eta _0/F_0+\theta `$. The last term which includes the derivative of the source $`\theta `$ can be disregarded for the processes considered here, and we can set $`\theta =0`$ for our purposes. The expansion of the coefficients $`U_i`$ in terms of $`\eta _0`$ read
$`U_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}+\lambda _1\eta _0^2+\mathrm{}`$
$`U_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}D+\mathrm{}`$
$`U_3`$ $`=`$ $`{\displaystyle \frac{1}{2}}F+\mathrm{}`$
$`U_4`$ $`=`$ $`\lambda _2+\mathrm{}`$ (18)
where the ellipses denote higher orders in $`\eta _0`$ and we have only shown terms that contribute to the baryon masses up to one-loop order. The axial-vector couplings $`D`$ and $`F`$ can be determined from semileptonic hyperon decays. A fit to the experimental data delivers $`D=0.80\pm 0.01`$ and $`F=0.46\pm 0.01`$ .
The drawback of the relativistic framework including baryons is that due to the existence of a new mass scale, namely the baryon mass in the chiral limit $`\stackrel{}{M}`$, there exists no strict chiral counting scheme, i.e. a one-to-one correspondence between the meson loops and the chiral expansion. In order to overcome this problem one integrates out the heavy degrees of freedom of the baryons, similar to a Foldy-Wouthuysen transformation, so that a chiral counting scheme emerges. We will adopt this procedure here in order to write down the heavy baryon formulation of the theory in the presence of the singlet field. Observables can then be expanded simultaneously in the Goldstone boson octet masses and the $`\eta ^{}`$ mass that does not vanish in the chiral limit. One obtains a one-to-one correspondence between the meson loops and the expansion in their masses and derivatives both for octet and singlet. Thus, even in the presence of the massive $`\eta ^{}`$ field a strict chiral counting scheme is possible. The purpose of this presentation is to show that such a scheme can be established. Issues as the convergence of the expansion in the $`\eta ^{}`$ mass which is in size comparable to the baryon octet masses will not be addressed here. Here, we only mention that the large $`N_c`$ scheme provides some motivation why higher orders in the $`\eta ^{}`$ mass could be suppressed, since such terms arise from higher orders in $`\eta _0`$ in the expansions of the coefficients $`U_i`$ and $`V_i`$ of the Lagrangian and are suppressed by powers of $`1/N_c`$. By neglecting the contributions from the singlet and treating $`\eta _8`$ as $`\eta `$ one would again arrive at the conventional chiral expansion. The relative size of the expansion parameters is given by $`m_\eta /m_\eta ^{}`$, which is of order $`\sqrt{N_cm_s}`$ with $`N_c`$ the number of colors and $`m_s\widehat{m}`$ has been assumed.
The process of integrating out the heavy degrees of freedom of the baryons from the effective theory is rather well known and we only present the result here. A four-velocity $`v`$ is assigned to the baryons and the heavy baryon Lagrangian reads to the order we are working
$`_{\varphi B}`$ $`=`$ $`i\overline{B}[vD,B]+\lambda _1\eta _0^2\left(2\stackrel{}{M}\overline{B}B+i[vD,\overline{B}]Bi\overline{B}[vD,B]\right)`$ (19)
$`D\overline{B}S_\mu \{u^\mu ,B\}F\overline{B}S_\mu [u^\mu ,B]+2\lambda _2\overline{B}S_\mu Bu^\mu `$
where we omitted higher powers in the singlet field $`\eta _0`$ since they do not contribute to the lowest non-analytic contributions for the baryon masses and the $`\pi N`$ $`\sigma `$-term. The Dirac algebra simplifies considerably and $`2S_\mu =i\gamma _5\sigma _{\mu \nu }v^\nu `$ denotes the Pauli-Lubanski spin vector.
## 4 Baryon masses
In this section we present the calculation of the baryon octet masses within the new framework of heavy baryon chiral perturbation theory including the $`\eta ^{}`$. In this work our main concern is to include the $`\eta ^{}`$ in a systematic way and, therefore, we restrict ourselves to the calculation of the one-loop diagrams of the $`\eta `$ and $`\eta ^{}`$ with the Lagrangian given in Eq.(19). A complete analysis of the baryon masses would also require the inclusion of explicitly symmetry breaking terms and the $`\pi ,K`$ loops . We will disregard such terms and consider only the lowest non-analytic contributions of the $`\eta `$ and $`\eta ^{}`$ to the baryon masses. The contributing one-loop diagrams of the Lagrangian in Eq.(19) are depicted in Figures 1 and 2. In addition to the usual self-energy diagram, Fig. 1, that already enters the calculation in $`SU(3)`$ chiral perturbation theory, one obtains a tadpole diagram with a singlet loop, Fig. 2. This singlet diagram delivers a constant contribution to all baryon masses and is therefore not observable since it can be absorbed in a redefinition of $`\stackrel{}{M}`$. The contributions of the $`\eta `$ and $`\eta ^{}`$ fields from Figs. 1 and 2 are given by
$`\delta M_B`$ $`=`$ $`{\displaystyle \frac{1}{24\pi F_\pi ^2}}\alpha _B^2\left(m_\eta ^3\mathrm{cos}^2\theta +m_\eta ^{}^3\mathrm{sin}^2\theta \right)`$ (20)
$`{\displaystyle \frac{\sqrt{2}}{24\pi F_0F_\pi }}[D3\lambda _2]\alpha _B\mathrm{sin}2\theta \left(m_\eta ^{}^3m_\eta ^3\right)`$
$`{\displaystyle \frac{1}{12\pi F_0^2}}[D3\lambda _2]^2\left(m_\eta ^3\mathrm{sin}^2\theta +m_\eta ^{}^3\mathrm{cos}^2\theta \right)`$
$`+{\displaystyle \frac{1}{8\pi ^2}}\stackrel{}{M}\lambda _1\left(\mathrm{cos}^2\theta m_\eta ^{}^2\mathrm{ln}{\displaystyle \frac{m_\eta ^{}^2}{\mu ^2}}+\mathrm{sin}^2\theta m_\eta ^2\mathrm{ln}{\displaystyle \frac{m_\eta ^2}{\mu ^2}}\right)+\mathrm{\Delta }`$
with $`\mu `$ being the scale introduced in dimesional regularization and a divergent piece from the tadpole
$$\mathrm{\Delta }=4\stackrel{}{M}\lambda _1\left(m_\eta ^{}^2\mathrm{cos}^2\theta +m_\eta ^2\mathrm{sin}^2\theta \right)L,$$
(21)
with
$$L=\frac{\mu ^{d4}}{16\pi ^2}\left\{\frac{1}{d4}\frac{1}{2}[\mathrm{ln}4\pi +1\gamma _E]\right\}.$$
(22)
Here, $`\gamma _E=0.5772215`$ is the Euler-Mascheroni constant. The coefficients $`\alpha _B`$ are given by
$`\alpha _N`$ $`=`$ $`{\displaystyle \frac{1}{2}}(D3F),\alpha _\mathrm{\Lambda }=D,\alpha _\mathrm{\Sigma }=D,`$
$`\alpha _\mathrm{\Xi }`$ $`=`$ $`{\displaystyle \frac{1}{2}}(D+3F).`$ (23)
The contributions of the other mesons remain unchanged after the inclusion of the singlet field and are given elsewhere, see e.g. . We have expressed our results in terms of the physical states $`\eta `$ and $`\eta ^{}`$. The crucial difference with respect to heavy baryon chiral perturbation theory without the singlet is the appearance of the tadpole contribution which delivers terms quadratic in the meson masses $`m_\eta `$ and $`m_\eta ^{}`$. This seems to violate the observation that the lowest non-analytic pieces start contributing at third chiral order , but both the $`\eta `$ and the $`\eta ^{}`$ masses contain a piece from the singlet field which does not vanish in the chiral limit. The $`\eta ^{}`$ mass and the logarithm thereof can be expanded around this value which leads to a series analytic in the quark masses, whereas for the $`\eta `$ we note that the mixing angle is of chiral order $`𝒪(p^2)`$ for small quark masses. Therefore, Eq.(20) does not contradict the results from .
The tadpole is divergent and has to be renormalized. This is a new feature at leading order which did not occur in conventional heavy baryon chiral perturbation theory. Its divergent piece can be renormalized by redefining both the baryon mass in the chiral limit $`\stackrel{}{M}`$ and the coefficient $`b_0`$ of the $`SU(3)`$ invariant piece of the explicitly symmetry breaking terms, $`\overline{B}B\chi _+`$. To this end, one uses the relation between the masses of the physical states $`\eta `$ and $`\eta ^{}`$ and the coefficient of the mass term for $`\eta _0`$ in $`_\varphi `$:
$$m_\eta ^{}^2\mathrm{cos}^2\theta +m_\eta ^2\mathrm{sin}^2\theta =\left(\frac{2F_\pi ^2}{3F_0^2}8w+8\sqrt{\frac{2}{3}}\frac{x}{F_0}\right)B_0(2\widehat{m}+m_s)+2v$$
(24)
with $`w,v`$ and $`x`$ being parameters of the mesonic Lagrangian as given in Eq.(2). The last term without the quark masses is absorbed by $`\stackrel{}{M}`$, whereas a redefinition of $`b_0`$ renormalizes the quark mass dependent divergences.
$`\stackrel{}{M}`$ $``$ $`\stackrel{}{M^r}8\stackrel{}{M}\lambda _1vL`$ (25)
$`b_0`$ $``$ $`b_0^r+\stackrel{}{M}\lambda _1\left({\displaystyle \frac{2F_\pi ^2}{3F_0^2}}8w+8\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{x}{F_0}}\right)L.`$ (26)
But before proceeding, it is worthwhile taking a closer look at the contributions of the $`\eta ^{}`$ to $`M_\mathrm{\Lambda }`$ and $`M_\mathrm{\Sigma }`$. The $`SU(3)`$-breaking contributions of the $`\eta ^{}`$ read for these two cases
$$\frac{1}{24\pi F_\pi ^2}D^2m_\eta ^{}^3\mathrm{sin}^2\theta \pm \frac{\sqrt{2}}{24\pi F_0F_\pi }[D3\lambda _2]D\mathrm{sin}2\theta m_\eta ^{}^3.$$
(27)
Inserting the values $`m_\eta ^{}=958`$ MeV and $`\theta =20^{}`$ and using the central values for $`D`$ and $`F`$ from <sup>4</sup><sup>4</sup>4We assume here that the inclusion of the $`\eta ^{}`$ does not alter the values for $`D`$ and $`F`$ significantly., both contributions are relatively small only if $`D3\lambda _2`$ yielding a mass shift of $`103`$ MeV in both cases. For all other values of $`\lambda _2`$ one obtains substantial $`SU(3)`$ breaking contributions of the $`\eta ^{}`$ to the baryon masses. In order to get a rough estimate we set $`\lambda _2`$ equal to zero and use $`F_0=F_\pi =92.4`$ MeV. From Eq.(27) one obtains the numerical values $`907`$ MeV and $`701`$ MeV for the $`\mathrm{\Lambda }`$ and $`\mathrm{\Sigma }`$ mass shifts, respectively. A more quantitative statement about these contributions can only be made if one has a reliable estimate of the parameter $`\lambda _2`$, but this is beyond the scope of this work.
## 5 The $`\pi N`$ $`\sigma `$-term
Closely related to the nucleon mass is the $`\pi N`$ $`\sigma `$-term
$$\sigma _{\pi N}(t)=\widehat{m}p^{}|\overline{u}u+\overline{d}d|p$$
(28)
with $`|p`$ a proton state with momentum $`p`$ and $`t=(p^{}p)^2`$ the momentum transfer squared. The $`\sigma `$-term vanishes in the chiral limit of zero quark masses and measures the scalar quark density inside the proton. Thus it is particularly suited to test our understanding of spontaneous and explicit chiral symmetry breaking. At zero momentum transfer squared, $`t=0`$, the $`\pi N`$ $`\sigma `$-term is related to the nucleon mass $`M_N`$ via the Feynman-Hellmann theorem
$$\sigma _{\pi N}(0)=\widehat{m}\frac{M_N}{\widehat{m}}.$$
(29)
Again we will restrict ourselves to the presentation of $`\eta `$ and $`\eta ^{}`$ loops. Contributions from the contact terms of second chiral order and $`\pi ,K`$ loops have already been calculated in . The result is
$`\sigma _{\pi N}(0)`$ $`=`$ $`{\displaystyle \frac{1}{64\pi F_\pi ^2}}[D3F]^2m_\pi ^2\left(𝒜\mathrm{sin}^2\theta m_\eta ^{}+\mathrm{cos}^2\theta m_\eta \right)`$
$`{\displaystyle \frac{1}{8\pi F_0^2}}[D3\lambda _2]^2m_\pi ^2\left(𝒜\mathrm{cos}^2\theta m_\eta ^{}+\mathrm{sin}^2\theta m_\eta \right)`$
$`+{\displaystyle \frac{\sqrt{2}}{32\pi F_0F_\pi }}[D3\lambda _2][D3F]m_\pi ^2\mathrm{sin}2\theta \left(𝒜m_\eta ^{}m_\eta \right)`$
$`+{\displaystyle \frac{1}{8\pi ^2}}\stackrel{}{M}\lambda _1m_\pi ^2\left(𝒜\mathrm{cos}^2\theta [1+\mathrm{ln}{\displaystyle \frac{m_\eta ^{}^2}{\mu ^2}}]+\mathrm{sin}^2\theta [1+\mathrm{ln}{\displaystyle \frac{m_\eta ^2}{\mu ^2}}]\right)+\mathrm{\Delta }^{}`$
with the coefficients
$`𝒜`$ $`=`$ $`{\displaystyle \frac{1}{3}}\mathrm{sin}^2\theta +\left({\displaystyle \frac{2F_\pi ^2}{3F_0^2}}8w+8\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{x}{F_0}}\right)\mathrm{cos}^2\theta `$ (31)
$`+\left({\displaystyle \frac{\sqrt{2}F_\pi }{3F_0}}+4{\displaystyle \frac{x}{\sqrt{3}F_\pi }}\right)\mathrm{sin}2\theta `$
$``$ $`=`$ $`{\displaystyle \frac{1}{3}}\mathrm{cos}^2\theta +\left({\displaystyle \frac{2F_\pi ^2}{3F_0^2}}8w+8\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{x}{F_0}}\right)\mathrm{sin}^2\theta `$ (32)
$`\left({\displaystyle \frac{\sqrt{2}F_\pi }{3F_0}}+4{\displaystyle \frac{x}{\sqrt{3}F_\pi }}\right)\mathrm{sin}2\theta `$
and a divergent piece
$$\mathrm{\Delta }^{}=4\stackrel{}{M}\lambda _1m_\pi ^2\left(𝒜\mathrm{cos}^2\theta +\mathrm{sin}^2\theta \right)L.$$
(33)
This time the divergent part is renormalized by the term $`\overline{B}B\chi _+`$ only, since $`\stackrel{}{M}`$ does not contribute to the $`\sigma `$-term. Using the same renormalization prescription for $`b_0`$ as in Eq.(26) one achieves cancellation of the divergences.
Of particular interest is the shift of the $`\sigma `$-term to the Cheng-Dashen point $`t=2m_\pi ^2`$. It is convenient to work in the Breit frame, $`vp=vp^{}`$. The $`\eta `$ and $`\eta ^{}`$ contributions to the $`\sigma `$-term shift read
$`\sigma _{\pi N}(2m_\pi ^2)\sigma _{\pi N}(0)=`$
$`{\displaystyle \frac{1}{8\pi }}m_\pi ^2({\displaystyle \frac{1}{24F_\pi ^2}}[D3F]^2\mathrm{sin}^2\theta +{\displaystyle \frac{1}{3F_0^2}}[D3\lambda _2]^2\mathrm{cos}^2\theta `$
$`{\displaystyle \frac{\sqrt{2}}{12F_0F_\pi }}[D3\lambda _2][D3F]\mathrm{sin}2\theta \left)𝒜\right(m_\eta ^{}+{\displaystyle \frac{m_\eta ^{}^2m_\pi ^2}{\sqrt{2}m_\pi }}\mathrm{ln}{\displaystyle \frac{\sqrt{2}m_\eta ^{}+m_\pi }{\sqrt{2}m_\eta ^{}m_\pi }})`$
$`{\displaystyle \frac{1}{8\pi }}m_\pi ^2({\displaystyle \frac{1}{24F_\pi ^2}}[D3F]^2\mathrm{cos}^2\theta +{\displaystyle \frac{1}{3F_0^2}}[D3\lambda _2]^2\mathrm{sin}^2\theta `$
$`+{\displaystyle \frac{\sqrt{2}}{12F_0F_\pi }}[D3\lambda _2][D3F]\mathrm{sin}2\theta \left)\right(m_\eta +{\displaystyle \frac{m_\eta ^2m_\pi ^2}{\sqrt{2}m_\pi }}\mathrm{ln}{\displaystyle \frac{\sqrt{2}m_\eta +m_\pi }{\sqrt{2}m_\eta m_\pi }})`$
$`+{\displaystyle \frac{1}{4\pi ^2}}\stackrel{}{M}\lambda _1m_\pi ^2(𝒜\mathrm{cos}^2\theta [1+\sqrt{{\displaystyle \frac{2m_\eta ^{}^2}{m_\pi ^2}}1}\mathrm{arcsin}{\displaystyle \frac{m_\pi }{\sqrt{2}m_\eta ^{}}}]`$
$`+\mathrm{sin}^2\theta [1+\sqrt{{\displaystyle \frac{2m_\eta ^2}{m_\pi ^2}}1}\mathrm{arcsin}{\displaystyle \frac{m_\pi }{\sqrt{2}m_\eta }}]).`$ (34)
In order to give some estimate on the numerical size of the new terms involving the $`\eta ^{}`$ as compared to conventional $`SU(3)\times SU(3)`$ chiral perturbation theory, we consider the two cases $`\lambda _2=0`$ and $`\lambda _2=D/3`$ with vanishing $`w,x,\lambda _1`$. One obtains $`0.21`$ MeV and $`0.02`$ MeV for the first and second case, respectively. The general expression of the $`\eta `$ and $`\eta ^{}`$ contributions to the $`\sigma `$-term shift reads, in units of MeV,
$`\sigma _{\pi N}(2m_\pi ^2)\sigma _{\pi N}(0)`$ $`=`$ $`0.21.8w+15.3x+\lambda _2(1.2+14.1w106.9x)`$ (35)
$`+\lambda _2^2(1.928.1w+199.3x).`$
The tadpole contribution proportional to $`\lambda _1`$ is for realistic values of the parameters about $`10^3`$ MeV and has been neglected here. On the other hand, the $`\sigma `$-term shift depends significantly on the other parameters, particularly $`x`$. It would be desirable to have a reliable estimate on these parameters in order to make a more quantitative statement about the $`\eta ^{}`$ contributions to the $`\sigma `$-term shift. These results can be compared with the $`\eta `$ contribution of about $`0.01`$ MeV from a calculation without the $`\eta ^{}`$ in conventional chiral perturbation theory. Note, however, that this number is only a small fraction of a calculation including both pion and kaon loops. The $`\sigma `$-term shift to the Cheng-Dashen point is dominated by the pion loop contribution and is at one-loop order about $`7.5`$ MeV . The $`\sigma `$-term for general $`t`$ is given in App. B.
## 6 Summary
In this work we included in a systematic way the $`\eta ^{}`$ in baryon chiral perturbation theory. After setting up the most general relativistic Lagrangian to first order in the derivative expansion we derived its heavy baryon limit. In the heavy baryon formulation a one-to-one correspondence between the number of octet and singlet meson loops and the expansion in the pertinent masses emerges. The relative size of the expansion parameters is given by $`m_\eta /m_\eta ^{}`$.
As explicit examples we presented the calculation of the baryon masses and the $`\pi N`$ $`\sigma `$-term up to one loop order in this new framework. In the case of the baryon masses it turns out that there are sizeable contributions of the $`\eta ^{}`$, unless a certain combination of LECs not fixed by chiral symmetry happens to be small.
A novel feature of this approach is the appearance of a tadpole diagram at leading order in the expansion which delivers a divergence. The divergent piece can be compensated by redefining some of the low-energy constants. This work introduces the $`\eta ^{}`$ as a dynamical field variable without invoking large $`N_c`$ arguments. Other issues such as the convergence of the expansion in the meson masses or the connection to large $`N_c`$ baryon chiral perturbation theory will be addressed in future work.
## Acknowledgments
The author wishes to thank S. Bass, N. Kaiser, and W. Weise for useful discussions and suggestions.
## Appendix A
In this appendix, we present the calculation which reduces the Lagrangian of Eq.(14) to the one given in Eq.(17). The starting point is the relativistic Lagrangian
$`_{\varphi B}`$ $`=`$ $`iW_1[D^\mu ,\overline{B}]\gamma _\mu BiW_1^{}\overline{B}\gamma _\mu [D^\mu ,B]+W_2\overline{B}B`$ (A.1)
$`+W_3\overline{B}\gamma _\mu \gamma _5\{u^\mu ,B\}+W_4\overline{B}\gamma _\mu \gamma _5[u^\mu ,B]+W_5\overline{B}\gamma _\mu \gamma _5Bu^\mu `$
$`+W_6\overline{B}\gamma _\mu \gamma _5B^\mu \theta +iW_7\overline{B}\gamma _5B.`$
By decomposing the baryon fields into their left- and right-handed components
$$B_{R/L}=\frac{1}{2}(1\pm \gamma _5)B$$
(A.2)
and transforming the left- and right-handed states separately via
$`B_{R/L}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{W_2\pm iW_7}}}B_{R/L}`$
$`\overline{B}_{R/L}`$ $``$ $`{\displaystyle \frac{1}{\sqrt{W_2iW_7}}}\overline{B}_{R/L}`$ (A.3)
the single terms of the Lagrangian transform as follows:
$$W_2\overline{B}B+iW_7\overline{B}\gamma _5B\overline{B}B;$$
(A.4)
$`iW_1[D^\mu ,\overline{B}]\gamma _\mu BiW_1^{}\overline{B}\gamma _\mu [D^\mu ,B]`$
$`{\displaystyle \frac{i}{2}}{\displaystyle \frac{W_1+W_1^{}}{\sqrt{W_2^2+W_7^2}}}\left([D^\mu ,\overline{B}]\gamma _\mu B\overline{B}\gamma _\mu [D^\mu ,B]\right)`$
$`+{\displaystyle \frac{W_1+W_1^{}}{2[W_2^2+W_7^2]^{3/2}}}(W_7_\mu W_2W_2_\mu W_7)\overline{B}\gamma _\mu \gamma _5B,`$ (A.5)
whereas the terms $`W_3`$ to $`W_6`$ remain invariant under this transformation. The last term in Eq.(A) can be absorbed into $`W_5`$ and $`W_6`$. We rescale the baryon fields in such a way that at lowest order the coefficient of the kinetic term is $`1/2`$. From matching to conventional $`SU(3)\times SU(3)`$ baryon chiral perturbation theory it follows that the coefficient of the mass term $`\overline{B}B`$ is $`\stackrel{}{M}`$ and we arrive at the Lagrangian given in Eq.(17).
## Appendix B
For general $`t`$ the contributions of the $`\eta `$ and $`\eta ^{}`$ to the $`\pi N`$ $`\sigma `$-term are given by
$`\sigma _{\pi N}(t)=`$
$`{\displaystyle \frac{1}{8\pi }}m_\pi ^2({\displaystyle \frac{1}{24F_\pi ^2}}[D3F]^2\mathrm{sin}^2\theta +{\displaystyle \frac{1}{3F_0^2}}[D3\lambda _2]^2\mathrm{cos}^2\theta `$
$`{\displaystyle \frac{\sqrt{2}}{12F_0F_\pi }}[D3\lambda _2][D3F]\mathrm{sin}2\theta \left)𝒜\right(2m_\eta ^{}+{\displaystyle \frac{m_\eta ^{}^2\frac{1}{2}t}{\sqrt{t}}}\mathrm{ln}{\displaystyle \frac{2m_\eta ^{}+\sqrt{t}}{2m_\eta ^{}\sqrt{t}}})`$
$`{\displaystyle \frac{1}{8\pi }}m_\pi ^2({\displaystyle \frac{1}{24F_\pi ^2}}[D3F]^2\mathrm{cos}^2\theta +{\displaystyle \frac{1}{3F_0^2}}[D3\lambda _2]^2\mathrm{sin}^2\theta `$
$`+{\displaystyle \frac{\sqrt{2}}{12F_0F_\pi }}[D3\lambda _2][D3F]\mathrm{sin}2\theta \left)\right(2m_\eta +{\displaystyle \frac{m_\eta ^2\frac{1}{2}t}{\sqrt{t}}}\mathrm{ln}{\displaystyle \frac{2m_\eta +\sqrt{t}}{2m_\eta \sqrt{t}}})`$
$`+{\displaystyle \frac{1}{8\pi ^2}}\stackrel{}{M}\lambda _1m_\pi ^2(𝒜\mathrm{cos}^2\theta [1+\mathrm{ln}{\displaystyle \frac{m_\eta ^{}^2}{\mu ^2}}+2\sqrt{{\displaystyle \frac{4m_\eta ^{}^2}{t}}1}\mathrm{arcsin}{\displaystyle \frac{\sqrt{t}}{2m_\eta ^{}}}]`$
$`+\mathrm{sin}^2\theta [1+\mathrm{ln}{\displaystyle \frac{m_\eta ^2}{\mu ^2}}+2\sqrt{{\displaystyle \frac{4m_\eta ^2}{t}}1}\mathrm{arcsin}{\displaystyle \frac{\sqrt{t}}{2m_\eta }}])+\mathrm{\Delta }^{}`$
with the divergence
$$\mathrm{\Delta }^{}=4\stackrel{}{M}\lambda _1m_\pi ^2\left(𝒜\mathrm{cos}^2\theta +\mathrm{sin}^2\theta \right)L.$$
(B.2)
## Figure captions
1. Shown is the self-energy diagram for the baryon octet. Solid and dashed lines denote baryons and pseudoscalar mesons, respectively.
2. Tadpole diagram contributing at leading order to the baryon masses. Solid and dashed lines denote the baryons and the meson singlet, respectively.
Figure 1
Figure 2 |
warning/0001/hep-ph0001084.html | ar5iv | text | # 1 Introduction
## 1 Introduction
In color dipole (CD) approach to small-$`x`$ DIS excitation of heavy flavor is described in terms of interaction of $`q\overline{q}`$ color dipoles in the photon with a predominantly small size,
$$\frac{4}{Q^2+4m_q^2}\text{ }<r^2\text{ }<\frac{1}{m_q^2},$$
(1)
and heavy flavor excitation at large values of the Regge parameter,
$$\frac{1}{x}=\frac{W^2+Q^2}{4m_c^2+Q^2}1,$$
(2)
is an arguably sensitive probe of short distance properties of vacuum exchange in QCD. The first analysis of small-$`x`$ behavior of open charm structure function (SF) of the proton $`F_2^c`$ in the color dipole formulation of the Balitsky-Fadin-Kuraev-Lipatov equation has been carried out in 1994 with an intriguing result that for moderately large $`Q^2`$ it is dominated by hard BFKL exchange. As a matter of fact, the 1994 numerical predictions for $`F_2^c`$ were in the right ball-park and agree favorably with the recent experimental data from ZEUS Collaboration . Our early observation on hard BFKL dominance in has been based on numerical studies of solutions of our CD BFKL equation ; more recently this fundamental feature of CD BFKL approach has been related to nodal properties of eigen-functions of subleading hard BFKL-Regge poles . Here we recall that as noticed by Fadin, Kuraev and Lipatov in 1975 (, see also more detailed discussion by Lipatov ), incorporation of asymptotic freedom into BFKL equation changes the spectrum of the QCD vacuum exchange to series of isolated BFKL-Regge poles.
The incorporation of the running coupling and imposition of the finite range of propagation $`R_c`$ of perturbative gluons in our CD BFKL equation provides the interpolation between the BFKL and DGLAP equations. Although it does not necessarily exhaust all infrared cutoffs and resummation of higher order corrections, it emphasizes correctly the principal phenomenon of enhancement of the infrared region by asymptotic freedom and, confirming the Lipatov’s analysis , provides the splittings of the BFKL spectrum into isolated Regge poles and gives the subleading BFKL eigenfunctions with expected nodal properties, To this end we differ from recent studies of NLO corrections to the original scaling $`\alpha _S=const`$ and $`R_c=\mathrm{}`$ approximation, in which the emphasis is still on the scaling approximation, the effects of finite $`R_c`$ have not been incorporated and the full resummation to the running coupling has not been yet completed, for alternative approaches to NLO corrections and infrared effects see . Our approach is closer to that of Ciafaloni, Catani et al., who in their interpolation between the small-$`x`$ BFKL dynamics and large-$`x`$ DGLAP dynamics use running coupling in the manner similar to ours. True, the incorporation of asymptotic freedom and going beyond the scaling approximation makes the intercept $`\mathrm{\Delta }_0`$ of the leading BFKL pole sensitive to the infrared regularization, our $`\mathrm{\Delta }_0=0.4`$ must be regarded as an educated guess; the principal emphasis is on the nodal properties of subleading solutions and the dependence of an intercept on the number of nodes. To this end it is important that the nodes fall into the perturbative region of small dipoles and are thus controlled by pQCD better than the intercept of the leading pole.
Such a discrete spectrum of QCD vacuum exchange has a far-reaching theoretical and experimental consequences because the contribution of each isolated hard BFKL pole to scattering amplitudes and/or SF’s would satisfy very powerful Regge factorization . The resulting CD BFKL-Regge factorized expansion allows one to relate in a parameter-free fashion SF’s of different targets, $`p,\pi ,\gamma ,\gamma ^{}`$ and/or contributions of different flavors to the proton SF. In this communication we focus on the latter property of the CD BFKL-Regge factorization and quantify the strength of the subleading hard BFKL and soft-pomeron background to dominant rightmost hard BFKL exchange (to be referred to as LHA for the Leading Hard pole exchange Approximation) improving upon our early somewhat simplified application of the BFKL-Regge factorization to $`F_2^c`$ and extending the analysis to real photo-production of charm. We find that this background to LHA is small from real photo-production to DIS at $`Q^2\text{ }<`$50-100 GeV<sup>2</sup>. In view of this fundamental conclusion open charm excitation by real photons and in DIS gives a particularly clean access to the intercept of the rightmost hard BFKL pole for which our 1994 prediction has been $`\mathrm{\Delta }_{𝐈𝐏}=\alpha _{𝐈𝐏}(0)10.4`$ . We show how the soft-pomeron background dominant at $`Q^2\text{ }<`$ 5-10 GeV<sup>2</sup> dies out and subleading hard BFKL background builds up for $`Q^2\text{ }>20`$ GeV<sup>2</sup>. As one could have anticipated, because of the small scale (1) for $`c\overline{c}`$ color dipoles the soft-pomeron exchange background is negligible small at all $`Q^2`$ of the practical interest in DIS. Because the CD BFKL-Regge expansion for color dipole-dipole cross section has already been fixed from the related and highly successful phenomenology of light flavor contribution to the proton SF the CD BFKL-Regge factorization predictions for the charm SF of the proton are parameter free. The found nice agreement with the experimental data from ZEUS Collaboration on the charm SF of the proton and open charm photo-production strongly corroborates our 1994 prediction $`\mathrm{\Delta }_{𝐈𝐏}=\alpha _{𝐈𝐏}(0)10.4`$ for the intercept of the rightmost hard BFKL pole.
Besides charm structure function there are two more observables which are selective to the dipole size: the longitudinal structure function of the proton $`F_L`$ and the scaling violation slope $`F_2/\mathrm{log}Q^2`$ . We present the BFKL-Regge factorization results for these observables. The recent H1 and ZEUS measurements of scaling violation do strongly support $`\mathrm{\Delta }_{𝐈𝐏}=0.4`$ .
## 2 The selectivity of charm structure function to color dipole radii
In color dipole approach DIS at small $`x`$ is treated in terms of the interaction of color dipole $`𝐫`$ in the photon with the color dipole $`𝐫_p`$ in the target proton which is described by the beam $`(b)`$, target $`(t)`$ and flavor independent color dipole-dipole cross section $`\sigma (x,𝐫_b,𝐫_t)`$. The contribution of excitation of open charm to photo-absorption cross section is given by color dipole factorization formula (we suppress the beam, $`\gamma ^{}`$, and target, $`p`$, subscripts in the cross section)
$$\sigma ^{c\overline{c}}(x,Q^2)=𝑑zd^2𝐫𝑑z_pd^2𝐫_𝐩|\mathrm{\Psi }_\gamma ^{}^{c\overline{c}}(z,𝐫)|^2|\mathrm{\Psi }_p(z_p,𝐫_𝐩)|^2\sigma (x,𝐫,𝐫^{})=𝑑zd^2𝐫|\mathrm{\Psi }_\gamma ^{}^{c\overline{c}}(z,𝐫)|^2\sigma (x,𝐫).$$
(3)
where $`\sigma (x,𝐫)`$ stands for interaction of the beam dipole with the target nucleon. Here $`|\mathrm{\Psi }_\gamma ^{}^{c\overline{c}}(z,𝐫)|^2`$ is a probability to find in the photon the $`c\overline{c}`$ color dipole with the charmed quark carrying fraction $`z`$ of the photon’s light-cone momentum. The well known result of for the transverse (T) and longitudinal (L) photons is
$$|\mathrm{\Psi }_T^{c\overline{c}}(z,r)|^2=\frac{2\alpha _{em}}{3\pi ^2}\left\{\left[z^2+(1z)^2\right]\epsilon ^2K_1(\epsilon r)^2+m_c^2K_0(\epsilon r)^2\right\},$$
(4)
$$|\mathrm{\Psi }_L^{c\overline{c}}(z,r)|^2=\frac{8\alpha _{em}}{3\pi ^2}Q^2z^2(1z)^2K_0(\epsilon r)^2,$$
(5)
where $`K_{0,1}(y)`$ are the modified Bessel functions, $`\epsilon ^2=z(1z)Q^2+m_c^2`$ and $`m_c=1.5\mathrm{GeV}`$ is the $`c`$-quark mass. Hereafter we focus on the charm structure function
$`F_2^c(x_{Bj},Q^2)={\displaystyle \frac{Q^2}{4\pi ^2\alpha _{em}}}{\displaystyle _0^1}𝑑z{\displaystyle d^2\stackrel{}{r}\left[|\mathrm{\Psi }_L^{c\overline{c}}(z,r)|^2+|\mathrm{\Psi }_T^{c\overline{c}}(z,r)|^2\right]\sigma (x,r)}`$
$`={\displaystyle \frac{dr^2}{r^2}\frac{\sigma (x,r)}{r^2}W_2(Q^2,m_c^2,r^2)}.`$ (6)
We present the results for $`F_2^c`$ as a function of the conventional Bjorken variable $`x_{Bj}`$, for the relationship between the Regge parameter $`x`$ and the Bjorken variable see eq. (13) below.
The Bessel function $`K_1(y)`$ has the $`\frac{1}{y}`$ singularity at $`y0`$ and decreases exponentially at $`y\text{ }>1`$, i.e., for color dipole
$$r\text{ }>\frac{1}{\epsilon },$$
(7)
cf. eq. (1). However, because for small dipoles $`\sigma (x,r)r^2`$, the dipole size integration in (6) is well convergent at small $`r`$. A detailed analysis of the weight function $`W_2(Q^2,m_c^2,r^2)`$ found upon the $`z`$ integration has been carried out in , we only cite the principal results: (i) at moderate $`Q^2\text{ }<4m_c^2`$ the weight function has a peak at $`r\frac{1}{m_c}`$, (ii) at very high $`Q^2`$ the peak develops a plateau for dipole sizes in the interval (1). One can say that for moderately large $`Q^2`$ excitation of open charm probes (scans) the dipole cross section at a special dipole size $`r_S`$ (the scanning radius)
$$r_S\frac{1}{m_c}.$$
(8)
The difference from light flavors is that in contrast to the peak for heavy charm the $`W_2`$ for light flavors always has a broad plateau which extends up to large dipoles $`r\frac{1}{m_q}`$.
## 3 Scanning radius and nodes of subleading CD BFKL eigen-cross sections and eigen-structure functions
In the Regge region of $`\frac{1}{x}1`$ CD cross section $`\sigma (x,r)`$ satisfies the CD BFKL equation
$$\frac{\sigma (x,r)}{\mathrm{log}\frac{1}{x}}=𝒦\sigma (x,r),$$
(9)
for the kernel $`𝒦`$ of CD approach see . The solutions with Regge behavior
$$\sigma _m(x,r)=\sigma _m(r)\left(\frac{1}{x}\right)^{\mathrm{\Delta }_m}$$
(10)
satisfy the eigen-value problem
$$𝒦\sigma _m=\mathrm{\Delta }_m\sigma _m(r)$$
(11)
and the CD BFKL-Regge expansion for beam-target symmetric color dipole-dipole cross section reads
$$\sigma (x,r,r_p)=\underset{m=1}{}C_m\sigma _m(r)\sigma _m(r_p)\left(\frac{x_0}{x}\right)^{\mathrm{\Delta }_m}.$$
(12)
The practical calculation of $`\sigma (x,r,r_p)`$ requires the boundary condition $`\sigma (x_0,r,r_p)`$ at certain $`x_01`$. We take for boundary condition at $`x=x_0`$ the Born approximation,
$$\sigma (x_0,r,r_p)=\sigma _{Born}(r,r_p),$$
i.e. evaluate dipole-dipole scattering via the two-gluon exchange. This leaves the starting point $`x_0`$ the sole parameter. We follow the choice $`x_0=0.03`$ which met with remarkable phenomenological success .
Here one should not confuse $`x`$ in the definition of the Regge parameter (2) with the Bjorken variable
$$x_{Bj}=\frac{Q^2}{W^2+Q^2}=x\frac{Q^2}{Q^2+4m_c^2}.$$
(13)
Our choice of normalization of eigen-functions $`\sigma _m(r)`$ is such that upon calculation of the expectation value over the target proton dipole distribution in (3)
$$\sigma (x,r)=\underset{m}{}\sigma _m(r)\left(\frac{x_0}{x}\right)^{\mathrm{\Delta }_m}.$$
(14)
The properties of our CD BFKL equation and the choice of physics motivated boundary condition were discussed in detail elsewhere , here we only recapitulate features relevant to the considered problem. Incorporation of asymptotic freedom exacerbates well known infrared sensitivity of the BFKL equation and infrared regularization by infrared freezing of the running coupling $`\alpha _S(r)`$ and modeling of confinement of gluons by the finite propagation radius of perturbative gluons $`R_c`$ need to be invoked.
The leading eigen-function $`\sigma _0(r)`$ for ground state. i.e., for the rightmost hard BFKL pole is node free. The subleading eigen-function for excited state $`\sigma _m(r)`$ has $`m`$ nodes. We find $`\sigma _m(r)`$ numerically , for the semi-classical analysis see Lipatov . The intercepts (binding energies) follow to a good approximation the law $`\mathrm{\Delta }_m=\mathrm{\Delta }_0/(m+1)`$. For the preferred $`R_c=0.27\mathrm{fm}`$ as chosen in 1994 in and supported by recent analysis of lattice QCD data we find $`\mathrm{\Delta }_0=\mathrm{\Delta }_{𝐈𝐏}=0.4`$, the node of $`\sigma _1(r)`$ is located at $`r=r_10.056\mathrm{fm}`$, for larger $`m`$ the rightmost node moves to a somewhat larger $`r=r_10.1\mathrm{fm}`$. The second node of eigen-functions with $`m=2,3`$ is located at $`r_2310^3\mathrm{fm}`$ which corresponds to the momentum transfer scale $`Q^2=\frac{1}{r_2^2}=510^3`$ GeV<sup>2</sup>. The third node of $`\sigma _3(r)`$ is located at $`r`$ beyond the reach of any feasible DIS experiments. It has been found that the BFKL-Regge expansion (15) truncated at $`m=2`$ appears to be very successful in describing of the proton SF’s at $`Q^2\text{ }<200`$ GeV<sup>2</sup>. However, at higher $`Q^2`$ and moderately small $`xx_0=0.03`$ the background of the CD BFKL solutions with smaller intercepts ($`\mathrm{\Delta }_m<0.1`$) should be taken into account (see below).
The exchange by perturbative gluons is a dominant mechanism for small dipoles $`r\text{ }<R_c`$. In Ref. interaction of large dipoles has been modeled by the non-perturbative, soft mechanism with intercept $`\alpha _{\mathrm{soft}}(0)1=\mathrm{\Delta }_{\mathrm{soft}}=0`$ i.e. flat vs. $`x`$ at small $`x`$. The exchange by two non-perturbative gluons has been behind the specific parameterization of $`\sigma _{\mathrm{soft}}(r)`$ suggested in and used later on in and here, see also Appendix.
Via equation (6) each hard CD BFKL eigen-cross section plus soft-pomeron CD cross section defines the corresponding eigen-SF $`f_m^c(Q^2)`$ and we arrive at the CD BFKL-Regge expansion for the charm SF of the proton $`(m=\mathrm{soft},0,1,..)`$
$$F_2^c(x_{Bj},Q^2)=\underset{m}{}f_m^c(Q^2)\left(\frac{x_0}{x}\right)^{\mathrm{\Delta }_m},$$
(15)
Now comes the crucial observation that numerically $`r_1\frac{1}{2}r_S`$ and the node of hard CD BFKL eigen-cross sections is located within the peak of the weight function $`W_2`$. Consequently, in the calculation of open charm eigen-SFs $`f_m^c(Q^2)`$ one scans the eigen-cross section in the vicinity of the node, which leads to a strong suppression of subleading $`f_m^c(Q^2)`$. This point is illustrated in fig. 1 in which the subleading BFKL-to-rightmost BFKL and soft-pomeron-to-rightmost BFKL ratio of eigen-SFs is shown. For the charm quark mass which is the sole new parameter we take $`m_c=1.5`$ GeV. Because for charm the weight function is peaked at $`rr_s`$ and, in contrast to that for light flavors, does not extend to larger $`r`$, the hierarchy and nodal structure of charm eigen-SFs $`f_m^c(Q^2)`$ differs substantially from that for light flavors discussed in : (i) the node of $`f_1^c(Q^2)`$ shifts from $`Q_1^260`$GeV<sup>2</sup> down to $`Q_1^220`$GeV<sup>2</sup>, (ii) the first node of $`f_2^c(Q^2)`$ shifts from $`Q_1^230`$GeV<sup>2</sup> down to $`Q_1^21`$GeV<sup>2</sup> and $`f_2^c(Q^2)0`$ up to $`Q\text{ }<20`$GeV<sup>2</sup>, (iii)the background SF $`f_3^c(Q^2)`$ is free of the first node at $`Q_1^220`$GeV<sup>2</sup> which is present in eigen-SF for light flavors.
## 4 Predictions from CD BFKL-Regge factorization for open charm structure function and photoproduction
The results shown in fig. 1 form the basis of the CD BFKL-Regge phenomenology of open charm production. Because a probability to find large color dipoles in the photon decreases rapidly with the quark mass, the contribution from soft-pomeron exchange to open charm excitation is very small down to $`Q^2=0`$. In contrast to that for light flavors soft-pomeron exchange was the dominant mechanism at small $`Q^2`$, see . Large color dipoles are present in the photon and keep contributing to $`F_2^c`$ even for very large $`Q^2`$ but relevance of soft-pomeron exchange diminishes gradually with $`Q^2`$. As we discussed elsewhere , for still higher solutions, $`m3`$, all intercepts are very small anyway, $`\mathrm{\Delta }_m\mathrm{\Delta }_0`$, For this reason, for the purposes of practical phenomenology we can truncate expansion (15) at $`m=3`$ lumping in the term $`m=3`$ contributions of still higher singularities with $`m3`$. The term $`m=3`$ which is a combination of higher CD BFKL solutions,
$$\sigma _3(r)=\sigma _{Born}(r)\underset{m=0}{\overset{2}{}}\sigma _m(r),$$
(16)
is endowed with the effective intercept $`\mathrm{\Delta }_3=0.06`$ and is presented in Appendix in its analytical form. Introducing such a term extends the applicability region of the truncated CD BFKL-Regge expansion up to $`Q^210^410^5`$ GeV<sup>2</sup>. Notice that in we accounted for the $`m3`$-background in a somewhat different way than that accepted here. However, the difference between two approaches becomes substantial only at $`Q^2\text{ }>300GeV^2`$, and do not affect the numerical results at smaller $`Q^2`$ (mind the Regge suppression factor $`(x/x_0)^{\mathrm{\Delta }_0\mathrm{\Delta }_m}`$).
As fig. 1 shows, the hierarchy of $`f_m^c(Q^2)`$ is exceptional in that in the very broad of $`Q^2`$ of the practical interest the contribution from $`m=2`$ is negligible small compared to the contribution from $`m=3`$. For this reason the term $`m=3`$ is numerically important for description of charm structure function at $`Q^2\text{ }>50`$ GeV<sup>2</sup>. This hierarchy of $`f_m^c(Q^2)`$ has been overlooked in our early analysis where the truncation of the BFKL-Regge expansion at $`m2`$ has been made.
Color dipole cross section is flavor independent and the charm quark mass $`m_c=1.5`$ GeV is the sole new parameter in our predictions from the CD BFKL-Regge factorization for open charm SF of the proton presented in fig. 2 as a function of the Bjorken variable $`x_{Bj}`$ and the results for open charm photoproduction shown in fig. 3. As eq. (13) shows, for small $`Q^2`$ the starting point $`x_0=310^2`$ of the BFKL evolution corresponds to progressively smaller $`x_{Bj}`$ and the CD BFKL-Regge expansion is applicable at
$$x_{Bj}x_0\frac{Q^2}{Q^2+4m_c^2}.$$
(17)
and in real photoproduction at
$$\nu \nu _0=\frac{2m_c^2}{m_px_0}150\mathrm{GeV}.$$
(18)
In order to give a crude idea on finite-energy effects at large $`x_{Bj}`$ and not so large values of the Regge parameter we stretch the theoretical curves a bit to $`x\text{ }>x_0`$ and/or lower energies $`\nu \text{ }<\nu _0`$ multiplying the BFKL-Regge expansion result (15) by the purely phenomenological factor $`(1x)^5`$ motivated by the familiar behavior of the gluon SF of the proton $`G(x_{Bj})(1x_{Bj})^n`$ with the exponent $`n5`$.
We comment first on the results on $`F_2^c`$. The solid curve is a result of the complete CD BFKL-Regge expansion. The long-dashed curve is the pure rightmost hard BFKL pomeron contribution (LHA). The soft (S) pomeron exchange contribution is numerically too small to be shown separately. The sum of the rightmost hard BFKL (LH for the Leading Hard) and soft pomeron exchanges (LHSA) is shown by the dotted curve in the box for $`Q^2=4`$ GeV<sup>2</sup> and practically merges with the curve for complete CD BFKL-Regge expansion. This is not unexpected from fig. 1 which shows that for $`Q^2\text{ }<10`$ GeV<sup>2</sup> there is a strong cancellation between soft and subleading contributions with $`m=1`$ and $`m=3`$. Consequently, for this dynamical reason in this region of $`Q^2\text{ }<10`$ GeV<sup>2</sup> we have an effective one-pole picture and LHA gives reasonable description of $`F_2^c`$. In agreement with the nodal structure of subleading eigen-SFs LHA over-predicts slightly $`F_2^c`$ at $`Q^2\text{ }>30`$ GeV<sup>2</sup>, where the negative valued subleading hard BFKL exchanges overtake the soft-pomeron exchange, see fig. 1, and the background from subleading hard BFKL exchanges becomes substantial at $`Q^2\text{ }>30`$ GeV<sup>2</sup> and even the dominant component of $`F_2^c`$ at $`Q^2\text{ }>200`$ GeV<sup>2</sup> and $`x\text{ }>10^2`$. In this region of $`Q^2`$ the soft-pomeron exchange is numerically so small the curves for LHSA and LHA merge with each other within the thickness of curves and the LHSA curves are omitted. We predict that open charm SF is dominated entirely by the contribution from the rightmost hard BFKL pole at $`Q^2\text{ }<20`$ GeV<sup>2</sup>, which is due to strong cancellations between the soft-pomeron and subleading hard BFKL exchanges, see fig. 1. The soft-subleading cancellations become less accurate at smaller $`x`$, but at smaller $`x`$ the both soft and subleading hard BFKL exchange become rapidly Regge suppressed $`x^{\mathrm{\Delta }_{𝐈𝐏}},x^{\frac{1}{2}\mathrm{\Delta }_{𝐈𝐏}}`$, respectively.
In fig. 2 we compare our CD BFKL-Regge predictions for small-$`x`$ charm SF of the proton shown by the solid curve to the recent experimental data from the ZEUS Collaboration and find very good agreement between theory and experiment which lends support to our 1994 evaluation $`\mathrm{\Delta }_{𝐈𝐏}=0.4`$ of the intercept of the rightmost hard BFKL pole in the color dipole approach with running strong coupling. The negative valued contribution from subleading hard BFKL exchange is important for bringing the theory to agreement with the experiment at large $`Q^2`$. Very recently Donnachie & Landshoff have parameterized the same ZEUS data in terms of the two-pole (soft+hard) Regge model and concluded that they are consistent with dominance of the pure hard pole exchange with $`\mathrm{\Delta }0.44`$. Our dynamical model has more predictive power because it quantifies corrections to single-pole dominance. For instance, it predicts unequivocally that single-pole approximation would break at $`Q^2\text{ }>50`$ GeV<sup>2</sup>. It also predicts that the background to the rightmost hard BFKL pole with $`\mathrm{\Delta }_{𝐈𝐏}=0.4`$ changes from the negligible small value at small $`Q^2`$ to negative-valued subleading, $`m=3`$, hard background BFKL exchange with the intercept $`\mathrm{\Delta }_3=0.06\frac{1}{7}\mathrm{\Delta }_{𝐈𝐏}`$ with a weak for $`Q^2`$ of the practical interest admixture from subleading, $`m=1`$ & $`m=2`$, exchanges with larger intercepts $`\mathrm{\Delta }_1=0.22`$ and $`\mathrm{\Delta }_2=0.15`$. If one would make the effective single-pole fits of the form $`F_2^c\left(\frac{1}{x}\right)^{\mathrm{\Delta }_{eff}}`$, then according to our approach $`\mathrm{\Delta }_{eff}\mathrm{\Delta }_{𝐈𝐏}=0.4`$ for $`Q^2\text{ }<20`$ GeV<sup>2</sup> and $`\mathrm{\Delta }_{eff}\text{ }>\mathrm{\Delta }_{𝐈𝐏}`$ and would rise gradually for $`Q^2\text{ }>20`$ GeV<sup>2</sup>.
In fig. 3 we compare our predictions from CD BFKL-Regge factorization for real photoproduction of open charm with the experimental data from fixed target and HERA collider H1 and ZEUS experiments. The legend of theoretical curves is the same as in fig. 2: the solid curve is a result of the complete BFKL-Regge expansion, the dotted curve is for the Leading Hard $`+`$ Soft exchange Approximation (LHSA), the long-dashed curve is the pure rightmost hard BFKL pomeron contribution (LHA). The fixed target data are in the region of moderately large Regge parameter when finite-$`x`$ corrections modeled by the factor $`(1x)^5`$ show up. The agreement between theory and experiment is good and must be regarded as an important confirmation of $`\mathrm{\Delta }_{𝐈𝐏}=0.4`$ for the rightmost hard BFKL exchange. For an alternative interpretation of charm photoproduction see ).
## 5 Determination of the pomeron intercept $`\mathrm{\Delta }_{𝐈𝐏}`$ from measurements of $`F_L(x,Q^2)`$ and $`F_2/\mathrm{log}Q^2`$
It has been demonstrated in that the longitudinal structure function $`F_L(x,Q^2)`$ and the slope of the structure function $`F_T/\mathrm{log}Q^2`$ emerge as local probes of the dipole cross section at $`r^211./Q^2`$ and $`r^22.3/Q^2`$, respectively. The subleading CD BFKL cross sections have their rightmost node at $`r_10.050.1`$ fm. Therefore, one can zoom at the leading CD BFKL pole contribution and measure the pomeron intercept $`\mathrm{\Delta }_{𝐈𝐏}`$ from the $`x`$-dependence of $`F_L(x,Q^2)`$ at $`Q^21030`$ GeV<sup>2</sup> and of $`F_2/\mathrm{log}Q^2`$ at $`Q^2210`$ GeV<sup>2</sup>.
In Fig.4 we show the ratio $`f_{\mathrm{Lm}}/f_{\mathrm{L0}}`$ of subleading to leading longitudinal eigen-SF and soft to leading eigen-SF. From Fig.4 it follows that in the CD BFKL-Regge expansion for $`F_L`$ (see Appendix) the discussed above cancellation of the soft-subleading contributions is nearly exact at $`Q^21030`$ GeV<sup>2</sup>. This results in the leading hard pole dominance in this region (see the box $`Q^2=20`$ GeV<sup>2</sup> in Fig.5).
In Fig.6 we presented the ratio $`d_m(Q^2)/d_0(Q^2)`$ of logarithmic derivatives $`d_m(Q^2)=f_m(Q^2)/\mathrm{log}Q^2`$ of the all flavor eigen-SF for $`m=\mathrm{soft},0,1,2,3`$ (see for more details). The pattern of cancellations of the soft-subleading contributions is somewhat different in this case and we predict that the leading hard pole dominates the region of several GeV<sup>2</sup>. The $`x_{Bj}`$-dependence of the log-derivative $`F_2/\mathrm{log}Q^2`$ is shown in Fig.7 for $`Q^2=0.75,5`$ and $`40`$ GeV<sup>2</sup>. The cancellation is exact in the case of $`Q^24`$ GeV<sup>2</sup>. Comparison with preliminary HERA data exhibits good agreement of our calculations with experiment.
## 6 Conclusions
Color dipole approach to the BFKL dynamics predicts uniquely decoupling of subleading hard BFKL exchanges from open charm SF of the proton at $`Q^2\text{ }<20\mathrm{GeV}^2`$, from $`F_L`$ at $`Q^220\mathrm{GeV}^2`$ and from $`F_2/\mathrm{log}Q^2`$ at $`Q^24\mathrm{GeV}^2`$. This decoupling is due to dynamical cancellations between contributions of different subleading hard BFKL poles and leaves us with an effective soft+rightmost hard BFKL two-pole approximation with intercept of the soft pomeron $`\mathrm{\Delta }_{\mathrm{soft}}=0`$. We predict strong cancellation between the soft-pomeron and subleading hard BFKL contribution to $`F_2^c`$ in the experimentally interesting region of $`Q^2\text{ }<20`$ GeV<sup>2</sup>, in which $`F_2^c`$ is dominated entirely by the contribution from the rightmost hard BFKL pole. This makes open charm in DIS at $`Q^2\text{ }<20`$ GeV<sup>2</sup> a unique handle on the intercept of the rightmost hard BFKL exchange. Similar hard BFKL pole dominance holds for $`F_L(x,Q^2)`$ and $`F_2/\mathrm{log}Q^2`$. At still higher values of $`Q^2`$ the soft-pomeron exchange is predicted to die out and negative valued background contribution from subleading hard BFKL exchange with effective intercept $`\mathrm{\Delta }_30.06`$ becomes substantial at not too small $`xx_0`$. The agreement with the presently available experimental data on open charm in DIS and real photoproduction and the recent data on scaling violation $`F_2/\mathrm{log}Q^2`$ is good and confirms the CD BFKL prediction of the intercept $`\mathrm{\Delta }_{𝐈𝐏}=0.4`$ for the rightmost hard BFKL-Regge pole. The experimental confirmation of our predictions for hierarchy of soft-hard exchanges as function of $`Q^2`$ would be a strong argument in favor of the CD BFKL approach.
Acknowledgments: This work was partly supported by the grants INTAS-96-597, INTAS-97-30494 and DFG 436RUS17/11/99.
## 7 Appendix
### 7.1 CD BFKL charm eigen-SF
The shape and nodal properties of eigen-functions $`\sigma _m(r)`$ as a function of $`r`$ and/or eigen-SFs $`f_m^c(Q^2)`$ as a function of $`Q^2`$ is well understood . However, the eigen-cross sections $`\sigma _m(r)`$ are only available as a numerical solution to the running color dipole BFKL equation. On the other hand, for the practical applications it is convenient to have analytical parameterization for eigen-SFs $`f_m^c(Q^2)`$, which for the rightmost hard BFKL pole is of the form
$$f_0^c(Q^2)=a_0\frac{R_0^2Q^2}{1+R_0^2Q^2}\left[1+c_0\mathrm{log}(1+r_0^2Q^2)\right]^{\gamma _0},$$
(19)
where $`\gamma _0=4/(3\mathrm{\Delta }_0)`$, while for the subleading hard BFKL poles
$$f_m^c(Q^2)=a_mf_0(Q^2)\frac{1+K_m^2Q^2}{1+R_m^2Q^2}\underset{i=1}{\overset{m_{max}}{}}\left(1\frac{z}{z_m^{(i)}}\right),m1,$$
(20)
where $`m_{max}=`$min$`\{m,2\}`$ and
$$z=\left[1+c_m\mathrm{log}(1+r_m^2Q^2)\right]^{\gamma _m}1,\gamma _m=\gamma _0\delta _m.$$
(21)
The parameters tuned to reproduce the numerical results for $`f_m^c(Q^2)`$ at $`Q^2\text{ }<10^4GeV^2`$ are listed in the Table 1.
The soft component of the charm SF as derived from $`\sigma _{\mathrm{soft}}(r)`$ taken from is parameterized as
$$f_{\mathrm{soft}}^c(Q^2)=\frac{a_{\mathrm{soft}}R_{\mathrm{soft}}^2Q^2}{1+R_{\mathrm{soft}}^2Q^2}\left[1+c_{\mathrm{soft}}\mathrm{log}(1+r_{\mathrm{soft}}^2Q^2)\right],$$
(22)
with parameters cited in the Table 1.
Table 1. CD BFKL-Regge charm structure functions parameters. $`m`$ $`a_m`$ $`c_m`$ $`r_m^2,`$ $`R_m^2,`$ $`K_m^2,`$ $`z_m^{(1)}`$ $`z_m^{(2)}`$ $`\delta _m`$ $`\mathrm{GeV}^2`$ $`\mathrm{GeV}^2`$ $`\mathrm{GeV}^2`$ 0 0.02140 0.2619 0.3239 0.2846 1. 1 0.0782 0.03517 0.0793 0.2958 0.2846 0.2499 1.9249 2 0.00438 0.03625 0.0884 0.2896 0.2846 0.0175 3.447 1.7985 3 $`0.26313`$ 2.1431 $`3.742410^2`$ $`8.163910^2`$ 0.13087 158.52 559.50 0.62563 soft 0.01105 0.3044 0.09145 0.1303
### 7.2 CD BFKL longitudinal eigen-SF
The CD BFKL expansion for the vacuum component of the all flavor longitudinal SF reads
$$F_L(x_{Bj},Q^2)=\underset{m}{}f_{Lm}^{uds}(Q^2)\left(\frac{x_0}{x^{}}\right)^{\mathrm{\Delta }_m}+\underset{m}{}f_{Lm}^c(Q^2)\left(\frac{x_0}{x}\right)^{\mathrm{\Delta }_m},$$
(23)
where $`1/x`$ for the charm SF is specified by eq.(2) and the light flavor Regge parameter is
$$\frac{x_0}{x^{}}=x_0\frac{Q^2+W^2}{Q^2+m_\rho ^2},$$
(24)
where $`m_\rho `$ is the $`\rho `$-meson mass . The parameterizations for the all flavor longitudinal eigen-SFs $`f_{Lm}(Q^2)`$ and the longitudinal charm eigen-SFs $`f_{Lm}^c(Q^2)`$ related to the light flavor eigen-SFs as $`f_{Lm}^{uds}=f_{Lm}f_{Lm}^c`$ are presented here. For the all flavor longitudinal eigen-structure functions we have
$$f_{\mathrm{L0}}(Q^2)=a_0\frac{R_0^2Q^2}{1+R_0^2Q^2}\frac{K_0^2Q^2}{1+K_0^2Q^2}\left[1+c_0\mathrm{log}(1+r_0^2Q^2)\right]^{\gamma _0},$$
(25)
where $`\gamma _0=\frac{4}{3\mathrm{\Delta }_0}`$, $`R_0^2=13.742\mathrm{GeV}^2`$, $`K_0^2=0.72578\mathrm{GeV}^2`$ and
$$f_{\mathrm{Lm}}(Q^2)=a_\mathrm{m}f_{\mathrm{L0}}(Q^2)\underset{i=1}{\overset{m}{}}\left(1\frac{z}{z_\mathrm{m}^{(i)}}\right),m1,$$
(26)
where
$$z=\left[1+c_\mathrm{m}\mathrm{log}(1+r_\mathrm{m}^2Q^2)\right]^{\gamma _\mathrm{m}}1,\gamma _\mathrm{m}=\gamma _0\delta _\mathrm{m}.$$
(27)
The parameters adjusted to reproduce the numerical results for $`f_{\mathrm{L}\mathrm{m}}(Q^2)`$ at $`Q^2\text{ }<10^4GeV^2`$ are listed in the Table 2.
The soft component of the longitudinal structure function is parameterized as
$$f_{\mathrm{L}\mathrm{soft}}(Q^2)=a_{\mathrm{soft}}\left(\frac{r_{\mathrm{soft}}^2Q^2}{1+r_{\mathrm{soft}}^2Q^2}\right)^2\frac{1+R_{\mathrm{soft}}^2Q^2}{1+K_{\mathrm{soft}}^2Q^2},$$
(28)
with $`R_{\mathrm{soft}}^2=0.17374GeV^2`$, $`K_{\mathrm{soft}}^2=0.61476GeV^2`$ and $`a_{\mathrm{soft}}`$, $`r_{\mathrm{soft}}^2`$ cited in the Table 2.
Table 2. CD BFKL-Regge longitudinal structure functions parameters. $`\mathrm{m}`$ $`a_\mathrm{m}`$ $`c_\mathrm{m}`$ $`r_\mathrm{m}^2`$ $`z_\mathrm{m}^{(1)}`$ $`z_\mathrm{m}^{(2)}`$ $`z_\mathrm{m}^{(3)}`$ $`\delta _\mathrm{m}`$ $`\mathrm{\Delta }_\mathrm{m}`$ $`\mathrm{GeV}^2`$ 0 9.756$`10^3`$ 0.24835 0.5193 1. 0.402 1 0.34897 3.5370$`10^2`$ 9.6065 4.5613 2.5472 0.220 2 0.27132 1.8934$`10^2`$ 5.8656 1.9627 12.172 3.7111 0.148 3 2.38323 2.3467$`10^3`$ 5.1690 $`7.278310^2`$ 0.20309 0.33768 2.6115 0.06 soft 0.03181 7.8172 0.
### 7.3 CD BFKL longitudinal charm eigen-SF
For the longitudinal charm eigen-structure functions the parameterization reads
$$f_{\mathrm{L0}}^c(Q^2)=a_0\frac{R_0^2Q^2}{1+R_0^2Q^2}\frac{K_0^2Q^2}{1+K_0^2Q^2}\left[1+c_0\mathrm{log}(1+r_0^2Q^2)\right]^{\gamma _0},$$
(29)
where $`\gamma _0=\frac{4}{3\mathrm{\Delta }_0}`$ and
$$f_{\mathrm{Lm}}^c(Q^2)=a_\mathrm{m}f_{\mathrm{L0}}^c(Q^2)\frac{1+R_m^2Q^2}{1+K_m^2Q^2}\underset{i=1}{\overset{m_{max}}{}}\left(1\frac{z}{z_\mathrm{m}^{(i)}}\right),m1,$$
(30)
where $`m_{max}=\mathrm{min}\{2,m\}`$,
$$z=\left[1+c_\mathrm{m}\mathrm{log}(1+r_\mathrm{m}^2Q^2)\right]^{\gamma _\mathrm{m}}1,\gamma _\mathrm{m}=\gamma _0\delta _\mathrm{m}.$$
(31)
The parameters adjusted to reproduce the numerical results for $`f_{\mathrm{L}\mathrm{m}}^c(Q^2)`$ at $`Q^2\text{ }<10^4`$ GeV<sup>2</sup> are listed in the Table 3.
The soft component of the longitudinal charm structure function is parameterized as
$$f_{\mathrm{L}\mathrm{soft}}^c(Q^2)=a_{\mathrm{soft}}\left(\frac{r_{\mathrm{soft}}^2Q^2}{1+r_{\mathrm{soft}}^2Q^2}\right)^2,$$
(32)
with parameters cited in the Table 3.
Table 3. CD BFKL-Regge longitudinal charm structure functions parameters. $`\mathrm{m}`$ $`a_\mathrm{m}`$ $`c_\mathrm{m}`$ $`r_\mathrm{m}^2`$ $`R_\mathrm{m}^2`$ $`K_\mathrm{m}^2`$ $`z_\mathrm{m}^{(1)}`$ $`z_\mathrm{m}^{(2)}`$ $`\delta _\mathrm{m}`$ $`\mathrm{GeV}^2`$ $`\mathrm{GeV}^2`$ $`\mathrm{GeV}^2`$ 0 7.8617$`10^3`$ 0.17919 0.41493 0.33040 $`0.05012`$ 1. 1 0.14496 7.0144$`10^2`$ 0.12531 0. 0. 0.90916 1.5407 2 4.7714 $`10^2`$ 2.5041$`10^2`$ 0.10782 0. 0. 0.21016 5.7923 3.1029 3 $`0.22432`$ 1.1516 $`0.027011`$ 0.20426 0.089174 $`40.533`$ 213.34 0.65636 soft $`3.495610^3`$ 0.10374
### 7.4 CD BFKL all flavor eigen-SF
Here we represent the results of numerical solutions for the all flavor eigen-SF which is the sum of longitudinal and transverse eigen-SF
$$f_m(Q^2)=f_{\mathrm{Lm}}(Q^2)+f_{\mathrm{Tm}}(Q^2)$$
in an analytical form
$$f_0(Q^2)=a_0\frac{R_0^2Q^2}{1+R_0^2Q^2}\left[1+c_0\mathrm{log}(1+r_0^2Q^2)\right]^{\gamma _0},$$
(33)
$$f_m(Q^2)=a_mf_0(Q^2)\frac{1+R_0^2Q^2}{1+R_m^2Q^2}\underset{i=1}{\overset{m}{}}\left(1\frac{z}{z_m^{(i)}}\right),m1,$$
(34)
where $`\gamma _0=\frac{4}{3\mathrm{\Delta }_0}`$ and
$$z=\left[1+c_m\mathrm{log}(1+r_m^2Q^2)\right]^{\gamma _m}1,\gamma _m=\gamma _0\delta _m.$$
(35)
The parameters tuned to reproduce the numerical results for $`f_m(Q^2)`$ at $`Q^2\text{ }<10^4GeV^2`$ are listed in the Table 4.
Table 4. CD BFKL-Regge structure functions parameters.
| $`m`$ | $`a_m`$ | $`c_m`$ | $`r_m^2,`$ $`\mathrm{GeV}^2`$ | $`R_m^2,`$ $`\mathrm{GeV}^2`$ | $`z_m^{(1)}`$ | $`z_m^{(2)}`$ | $`z_m^{(3)}`$ | $`\delta _m`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 0 | 0.0232 | 0.3261 | 1.1204 | 2.6018 | | | | 1. |
| 1 | 0.2788 | 0.1113 | 0.8755 | 3.4648 | 2.4773 | | | 1.0915 |
| 2 | 0.1953 | 0.0833 | 1.5682 | 3.4824 | 1.7706 | 12.991 | | 1.2450 |
| 3 | 1.4000 | 0.04119 | 3.9567 | 2.7706 | 0.23585 | 0.72853 | 1.13044 | 0.5007 |
| soft | 0.1077 | 0.0673 | 7.0332 | 6.6447 | | | | |
The soft component of the proton structure function is parameterized as follows
$$f_{\mathrm{soft}}(Q^2)=\frac{a_{\mathrm{soft}}R_{\mathrm{soft}}^2Q^2}{1+R_{\mathrm{soft}}^2Q^2}\left[1+c_{\mathrm{soft}}\mathrm{log}(1+r_{\mathrm{soft}}^2Q^2)\right],$$
(36)
with parameters cited in the Table 4.
Figure captions
1. The subleading hard-to-rightmost hard and soft-pomeron-to-rightmost hard ratio of eigen-structure functions $`f_m^c(Q^2)/f_0^c(Q^2)`$ as a function $`Q^2`$.
2. Prediction from CD BFKL-Regge factorization for the charm structure function of the proton $`F_2^c(x,Q^2)`$ as a function of the Bjorken variable $`x_{Bj}`$ in comparison with the experimental data from ZEUS Collaboration . The solid curve is a result of the complete CD BFKL-Regge expansion, the contribution of the rightmost hard BFKL pole (LHA) with $`\mathrm{\Delta }_{𝐈𝐏}=0.4`$ is shown by long-dashed line. The dotted curve in the box for $`Q^2=4`$ GeV<sup>2</sup> shows a sum of the rightmost hard BFKL plus soft-pomeron exchanges (LHSA). The upper long-dashed curve in each box for $`Q^2`$ from $`1.8`$ GeV<sup>2</sup> up to $`30`$ GeV<sup>2</sup> corresponds to LHA at $`m_c=1.3`$ GeV. At higher $`Q^2`$ the effect of variation of $`m_c`$ from $`1.5`$ to $`1.3`$ GeV is negligible small.
3. Predictions from CD BFKL-Regge factorization for open charm photoproduction cross section $`\sigma (\gamma pc\overline{c}X)`$. The solid curve is a result of the complete CD BFKL-Regge expansion, the contribution of the rightmost hard BFKL pole (LHA) with $`\mathrm{\Delta }_{𝐈𝐏}=0.4`$ is shown by long-dashed line. The dotted curve shows a sum of the rightmost hard BFKL plus soft-pomeron exchanges (LHSA). The upper dotted curve corresponds to the LHSA with $`m_c=1.3`$ GeV. The data points are from fixed target and H1&ZEUS HERA experiments.
4. The subleading hard-to-rightmost hard and soft-pomeron-to-rightmost hard ratio of longitudinal eigen-structure functions $`f_{\mathrm{Lm}}(Q^2)/f_{\mathrm{L0}}(Q^2)`$ as a function of $`Q^2`$.
5. Prediction from CD BFKL-Regge factorization for the longitudinal structure function of the proton $`F_L(x_{Bj},Q^2)`$ as a function of the Bjorken variable $`x_{Bj}`$. The solid curve is a result of the complete CD BFKL-Regge expansion, the contribution of the rightmost hard BFKL pole (LHA) with $`\mathrm{\Delta }_{𝐈𝐏}=0.4`$ is shown by long-dashed line. The dashed curve shows the soft-pomeron contribution.
6. The subleading hard-to-rightmost hard and soft-pomeron-to-rightmost hard ratio of logarithmic derivatives $`d_\mathrm{m}(Q^2)/d_0(Q^2)`$ of the all flavor eigen-SF $`d_m(Q^2)=f_m/\mathrm{log}Q^2`$ as a function of $`Q^2`$.
7. Prediction from CD BFKL-Regge factorization for the log-derivative of the proton structure function $`F_2/\mathrm{log}Q^2`$ as a function of the Bjorken variable $`x_{Bj}`$. The solid curve is a result of the complete CD BFKL-Regge expansion, the contribution of the rightmost hard BFKL pole (LHA) with $`\mathrm{\Delta }_{𝐈𝐏}=0.4`$ is shown by long-dashed line. The dashed curve shows the soft-pomeron contribution. Preliminary data by H1 and ZEUS are shown by filled and open triangles, respectively. |
warning/0001/astro-ph0001187.html | ar5iv | text | # On energy-dependent propagation effects and acceleration sites of relativistic electrons in Cassiopeia A
## 1 Introduction
Cassiopeia A is the youngest of the known galactic supernova remnants (SNRs) whose birth probably dates back to 1680 (Ashworth ashworth (1980)). It is one of the most prominent and well studied radio sources on the sky (e.g. Bell et al. bell75 (1975); Tuffs tuffs86 (1986); Braun et al. braun (1987); Anderson et al. arlpb (1991) – hereafter ARLPB; Kassim et al. kassim (1995), hereafter KPDE; etc.), whose synchrotron radiation probably extends into the hard X-ray region (Allen et al. allen (1997); Favata et al. favata (1997)). Most of the radiation of both nonthermal and thermal origin comes from a shell region enclosed between two spheres, with angular radii $`150\mathrm{arcsec}`$ and $`100\mathrm{arcsec}`$, corresponding to spatial radii $`R_0=2.5\mathrm{pc}`$ and $`R_{\mathrm{ring}}=1.7\mathrm{pc}`$, respectively, for a distance of $`d3.4\mathrm{kpc}`$ (Reed et al. reed (1995)). The former corresponds to the mean radius of the assumed blast wave, while the latter is supposedly the mean radius of the reverse shock in the freely expanding (upstream) ejecta which are heating the gas to temperatures $`(13)\mathrm{keV}`$, thus creating the hot thermal X-ray component (Becker et al. becker (1979); Fabian et al. fabian (1980); Jansen et al. jansen (1988)).
Cas A is considered to be a powerful particle accelerator, with an energy content in relativistic electrons, estimated from simple equipartition arguments, in the range $`W_\mathrm{e}10^{48}5\times 10^{49}\mathrm{erg}`$ (e.g. Chevalier et al. chevetal (1978); ARLPB ). This value should be increased by more than an order of magnitude for the total energetics in relativistic particles if the high ratio between relativistic protons and electrons observed in cosmic rays (CR) holds in Cas A. However, the mechanisms and sites of particle acceleration in Cas A have not yet been identified.
Observations of Cas A at optical wavelengths show strong line emission from 2 main types of compact structures. The quasi stationary flocculi are thought to trace the circumstellar medium (e.g. Fesen et al. fesen (1988)), while numerous fast moving knots (FMK) represent dense clumps of supernova ejecta moving ballistically with average velocities of $`5300\mathrm{km}/\mathrm{s}`$ from the time of explosion (see e.g. Reed et al. reed (1995), and references therein). The FMKs have been invoked as sites of particle acceleration by Scott & Chevalier (scott75 (1975)) who proposed second order Fermi acceleration of particles in the turbulence created in the wake of FMKs overtaking the shell. Another possibility is a first order Fermi acceleration process at the bow shocks driven ahead of FMKs as proposed by Jones et al. (jones94 (1994)). These authors showed that these dense gas ‘bullets’ can effectively accelerate electrons at the stage of deceleration and subsequent fast destruction of the FMKs by Kelvin-Helmholtz and Rayleigh-Taylor instabilities.
Perhaps the most straightforward suggestion, however, is that efficient electron acceleration occurs directly in regions of high radio brightness – in other words, that these regions are bright not only because of enhanced magnetic field, but also due to local enhancement of relativistic electrons. Such regions have been suggested to be sites of electron acceleration by a number of authors (e.g. Bell bell77 (1977), Dickel & Greisen dickel (1979), Cowsik & Sarkar cowsar84 (1984)). In Cas A they are represented by rather compact structures which include $`300`$ radio knots (Tuffs tuffs86 (1986), ARLPB) located in the shell, several paraboloidal radio features suggested to be bow shocks associated with decelerated ejecta (Braun et al. braun (1987)), and the bright fragmented radio ring at the projected radius of the (supposedly) reverse shock/contact discontinuity. Examples of all these morphological structures are depicted in Fig.1.
Any theory of particle acceleration in Cas A has to address a wide range of spatial and spectral characteristics of the observed nonthermal radiation from the radio to infrared (IR), and possibly to X-ray regimes, which can be summarized as follows:
* For $`20\mathrm{MHz}\nu 30\mathrm{GHz}`$ the total radio flux is well approximated by a power-law $`J(\nu )\nu ^\alpha `$ with an index $`\alpha 0.77`$ (e.g. Baars et al. baars (1977));
* For $`\nu 20\mathrm{MHz}`$ the spectrum $`J(\nu )`$ essentially flattens, and turns over below 15 MHz (Baars et al. baars (1977));
* The secular decline of the fluxes seems to be frequency-dependent, with a decline rate at the level of $`(0.81)\%/\mathrm{yr}`$ in the frequency range $`\nu 40\mathrm{MHz}1\mathrm{GHz}`$ (Rees rees (1990); Hook et al. 1992), and $`0.6\%/\mathrm{yr}`$ at $`\nu 10\mathrm{GHz}`$ (Dent et al. dent (1974); O’Sullivan & Green osullivan (1999)).
* The contribution of the diffuse emission of the shell (plateau) to the total flux of Cas A at 5 GHz amounts to $`50\%`$, and the second half is due to the fragments of bright radio ring ($`30\%`$) and radio knots + bow shocks ($`20\%`$) (Tuffs tuffs86 (1986)). The total flux at the epoch 1987 was about 750 Jy (see ARLPB).
* Individual radio knots show a wide spread of spectral indices in the range from $`\alpha 0.6`$ to $`\alpha (0.90.95)`$ (Rosenberg rosenberg (1970); Tuffs tuffs83 (1983); ARLPB; AR96).
* For $`\nu 30\mathrm{GHz}`$ the radio spectrum flattens to $`\alpha 0.65`$ (Mezger et al. mezger (1986)) which possibly extends to the IR region if the flux of continuum emission measured at 6 $`\mu \mathrm{m}`$ by Tuffs et al. (tuffs97 (1997)) has a synchrotron origin.
* Recent observations reveal hard X-ray emission that extends with a power-law photon index $`\alpha _\mathrm{x}3`$ up to 120 keV (Allen et al. allen (1997); Favata et al. favata (1997)); a synchrotron origin of this radiation implies acceleration of electrons to multi-TeV energies.
Detailed studies based on high resolution mapping of Cas A at GHz frequencies have suggested that the identification of bright compact radio features with electron acceleration sites can be problematic (ARLPB; Anderson & Rudnick ar96 (1996), hereafter AR96). A particularly interesting finding of ARLPB and AR96 is a significant and rather unexpected correlation between the spectral index of the knots and their projected position in the shell, as well as their radio brightness: the steeper radio knots reside mostly in the outer regions of the shell, at $`r2.5\mathrm{pc}`$, and tend to be brighter.
The analysis in AR96 has shown that a self-consistent explanation of these correlations would be problematic if one assumes that the radio knots are the sites of efficient acceleration of the electrons. For an SNR as young as Cas A the radiative energy losses cannot modify the spectrum of radio electrons. Therefore in the framework of a ‘standard’ spatially homogeneous source model approach, one has to attribute the radio spectral indices observed to the source spectra of the electrons. The observed brightness/steepness trend of the radio knots would then apparently rule out effective electron acceleration in the knots, because such a process implies a hardening (see e.g. Berezhko & Völk berezhko (1997)), rather than a steepening of the particle spectra, typically to the power-law index $`\beta 2`$.
There does exist however a natural way to modify the spectra of radio electrons, if we abandon the standard approach of a spatially uniform source for treatment of these electrons. Spectral modifications become unavoidable if we take into account energy-dependent propagation and escape of relativistic particles from the regions of higher concentration in an inhomogeneous medium. The efficiency of this process depends on the spatial gradients in the energy distribution $`N(𝐫,E,t)`$ of particles, and timescales of the spectral modifications can be as short as the escape time $`\tau (E)`$. This effect is widely used for the interpretation of the galactic CR spectra in the framework of diffusive or Leaky Box models, but it has not yet been given proper attention in studies of radio emission in the CR sources themselves.
In this paper we consider the consequensies of energy dependent propagation of relativistic electrons for the interpretation of the observed spectral, spatial and temporal characteristics of the broad-band nonthermal emission of Cas A. In Sect. 2 we introduce the ‘two-zone’ model for a spatially non-uniform radio source, separating compact regions with a high density of relativistic electrons (zone 1) from the rest of the shell where the electron density is significantly lower (zone 2). In Sect. 2 we consider in a qualitative way possible consequensies of such an approach for the interpretation of the observed radio data. In Sect. 3 we derive the system of kinetic equations for the electron energy distributions in the two zones. In Sect. 4 we assume that zone 1 components correspond to the sites of efficient electron acceleration, and show that this scenario is able to explain the broad band non-thermal radiation data of Cas A. In Sect. 5 we study the opposite scenario, which assumes that the enhancement of the electron density in zone 1 is caused not by active acceleration of particles there, but rather only by compression of the background population of relativistic electrons in the shell. We show that interpretation of the data within this latter scenario is problematic. In Sect. 6 we summarize the observational features which the model can explain, and in Sect. 7 we discuss implications and predictions of the model.
## 2 The model
### 2.1 Insufficiency of the single-zone approximation
To lowest approximation Cas A might be represented as a homogeneous shell containing magnetic field, relativistic electrons and gas. Although not reflecting the real pattern of the source, this ‘single-zone’ approximation allows estimates of basic parameters such as the mean magnetic field $`B_0`$ and energetics in radio electrons. In this approximation Cowsik & Sarkar (cowsar80 (1980)) have derived a lower limit to $`B_08\times 10^5\mathrm{G}`$, comparing the expected bremsstrahlung flux of GeV electrons with the upper limit $`I(>100\mathrm{MeV})1.1\times 10^6\mathrm{ph}/\mathrm{cm}^2\mathrm{s}`$ of SAS-2 (Fichtel et al. fichtel (1975)) and COS B detectors.
With the recent upper limits of the EGRET telescope, $`I(>100\mathrm{MeV})1.2\times 10^7\mathrm{ph}/\mathrm{cm}^2\mathrm{s}`$ (Esposito et al. esposito (1996)), this constraint on $`B_0`$ is significantly strengthened. In Fig. 2 we present the fluxes of the bremsstrahlung and synchrotron radiations calculated for 3 values of the mean magnetic field: $`B_0=10^4\mathrm{G}`$, $`\mathrm{\hspace{0.17em}3.5}\times 10^4\mathrm{G}`$ and $`7\times 10^4\mathrm{G}`$. For the mean gas density (in terms of ‘H-atoms’) we take $`n_\mathrm{H}=15\mathrm{cm}^3`$, corresponding to $`M15M_{}`$ of matter in the shell (Fabian et al. fabian (1980), Jansen et al. jansen (1988), Reed et al. reed (1995)), and use a mean atomic $`\overline{Z(Z+1)/A}=4.3`$ derived by Cowsik & Sarkar (cowsar80 (1980)) from the elemental abundance estimates of Chevalier & Kirshner (chevkirsh (1978)) in Cas A. Continuous injection of electrons into the shell, with a spectrum $`Q(E)E^{\beta _0}\mathrm{exp}(E/E_\mathrm{c})`$ where $`\beta _0=2\alpha _0+1=2.54`$ and an exponential cutoff energy $`E_\mathrm{c}=100\mathrm{TeV}`$, is assumed. The chosen $`E_\mathrm{c}`$ explains the fluxes of hard X-rays above 10 keV as synchrotron emission for the case of $`B_0=10^4\mathrm{G}`$. However, this value of $`B_0`$ is unacceptable because the bremsstrahlung flux produced by GeV radio electrons is too high. The EGRET upper limit for the $`\gamma `$-ray flux of Cas A requires at least $`B_0=3.5\times 10^4\mathrm{G}`$. Simultaneously we have to assume a significant flattening in the source spectrum of electrons below 100 MeV in order to avoid contradictions with the observed X-ray fluxes at 100 keV. For a single power-law distribution of electrons extending with $`\beta _0=2.54`$ down to the MeV region, the lower limit to the magnetic field is $`B_0=7\times 10^4\mathrm{G}`$. Note however, that for $`B_03.5\times 10^4\mathrm{G}`$ the radiative energy losses of the electrons establish a spectral break at optical or lower frequencies, in which case the spatially homogeneous single-zone model fails to explain the observed hard X-ray fluxes by synchrotron radiation.
### 2.2 The two-zone model
A more realistic model for Cas A has to account for the inhomogeneities in the radio brightness distribution and for the observed spread in the power-law exponents of the radio spectra of individual structures within $`\alpha (0.60.9)`$.
The simplest approximation for a non-uniform radio source corresponds to a ‘two-zone’ model, where the source with total volume $`V_0`$ consists of 2 different regions, or zones, with volumes $`V_1`$ and $`V_2=V_0V_1`$, with 2 different spatial densities (concentrations) of radio electrons $`n_1(E)=N_1(E)/V_1`$ and $`n_2(E)=N_2(E)/V_2`$. Propagation effects may result in a significant difference between the two-zone and single-zone models only if these densities are essentially different. Therefore the principal definition for these two zones is that the concentration of electrons in zone 1 is much higher than in zone 2, $`n_1n_2`$. The energy distributions of the electrons in these zones can be different. Therefore in the power-law approximation $`N_{1,2}(E)E^{\beta _{1,2}}`$ the exponents $`\beta _1`$ and $`\beta _2`$ can be different. Because the spectral ratio $`n_1(E)/n_2(E)`$ may thus depend on energy, it is convenient to specify that the condition $`n_1n_2`$ relates first of all to electrons with energies $`E1\mathrm{GeV}`$ which are typically responsible for radio emission in the ‘1 GHz’ band.
In order to apply the two-zone model to Cas A, we have to foresee some observational manifestations of the radio emission of zones 1 and 2. It is reasonable to expect that not only the electron densities, but also the mean magnetic fields $`B_1`$ and $`B_2`$ in the two zones differ, with the magnetic field presumably being higher in the regions of higher electron densities. Therefore, the radio emissivities in these zones will be strongly contrasting, with regions belonging to zone 1 characterized by a much larger emissivity than regions in zone 2. It is also plausible that zone 1 components should be rather compact, with a small volume filling factor in the source, or otherwise the overall emission would be strongly dominated by this single zone.
Application of this criterion to Cas A immediately places all bright fragments of the radio ring in zone 1. Other constituents of zone 1 are the radio knots (and bow shocks) most of which are characterized by a strongly enhanced emissivity. We note however that in reality the knots embrace a wide range of emissivities, and because the simplified two-zone approach allows only 2 different electron densities (and emissivities), some compact structures with relatively low brightness should be more correctly classified as belonging to zone 2. This may have a physical basis – enhanced emissivity due to mild compression of magnetic fields, but without strong excess in the electon densities. Zone 2 then consists of the rest of the (spherical) shell between the radio ring and the outer edge of Cas A, i.e. the main body of the radio plateau, but also includes some low-brightness radio knots.
For purposes of practical classification of low-intensity knots it may prove useful to resort also to the second potentially observable distinction between zones 1 and 2 – different mean spectral indices $`\alpha _1`$ and $`\alpha _2`$ of their intrinsic emission. Due to a faster escape of higher energy electrons from the regions of high concentration, one could generally expect that the radiation spectra produced in zone 1 should be steeper, $`\alpha _1>\alpha _2`$ (see below Sect. 2.2.3). Because the spectral index of the total emission $`\alpha _00.77`$ is to be maintained, an immediate conclusion is that the radiation spectrum of the diffuse zone 2 should be noticeably flatter, than the mean, i.e. $`\alpha _2<\alpha _0<\alpha _1`$.
Because of the complicated morphology, a quantitative treatment of the spectral indices of different types of structures is problematic in practice. In order to assess the characteristic values for $`\alpha _{1,2}`$, we note that the line of sight integrated radio brightness seen towards individual radio knots shows a broad range of spectral indices from $`\alpha _{\mathrm{min}}0.6`$ to $`\alpha _{\mathrm{max}}0.95`$, as measured by AR96 between $`1.4\mathrm{GHz}`$ and $`5\mathrm{GHz}`$. These spectral indices however do not always correspond directly to the intrinsic spectral indices of the knots, due to background contamination from the plateau. Although the detailed least square fitting procedure for spectral index measurements used in AR96 (their Sect. 2.4) largely removes this problem for knots with high contrast to the plateau, for faint knots at the limit of confusion with the plateau, the spectral index will be biased towards the (presumably flatter) index of that emission. In this regard, the result of AR96 presented in their Fig.6d appears as very informative. It shows that most of the radio knots found at large angular distances $`\theta >130^{\prime \prime }`$ (the projected $`r_{}=2.17\mathrm{pc}`$) belong to the steep-spectrum population: from 62 such knots in total, 45 have indices $`\alpha >0.8`$, and 22 (i.e. $`35\%`$ !) belong to the ‘extreme’ end of the observed spectral indices $`0.86<\alpha <0.95`$. Because at these projected distances the brightness of the plateau is generally reduced<sup>1</sup><sup>1</sup>1We note that the low frequency radio maps of KPDE, with angular resolution too poor to see individual radio knots, show a profound gradient of steepening spectral index of the plateau towards $`\alpha 0.9`$ with projected radius $`r>R_{\mathrm{ring}}`$. It is plausible (though not quantitatively investigated) that this trend is due to the population of steep spectra radio knots detected by AR96, which at lower angular resolution would contribute more flux than the plateau at angular distances $`>130^{\prime \prime }`$; the intrinsic spectrum of the plateau emission might be then flat., this may indicate that the intrinsic spectral index of the radio knots on average could be much steeper than the mean $`\alpha _0`$, and that the spectral index $`\alpha >0.86`$ of the ‘extremely steep’ population of the observed knots might be not so extreme, but rather a representative value for the intrinsic index of the knots. An (indirect) indication of this suggestion could be also another result shown in Fig. 6d of AR96: 83 from 123 knots found at angular distances close to the radio ring, $`80^{\prime \prime }<\theta <120^{\prime \prime }`$, where the brightness of the plateau is relatively high, belong to the population of knots with an ‘intermediate’ steepness $`0.71\alpha _{\mathrm{obs}}0.8`$. As discussed below in Sect. 6, the model does not exclude a physical reason for such geometrical correlation between the knot index and its proximity to the ring. However, this effect can be explained also as a result of a line-of-sight mixture of comparable fluxes of the steep-spectrum knots with intrinsic $`\alpha (\alpha _0+0.1)`$ and of the flat-spectrum diffuse plateau emission with $`\alpha (0.60.65)`$ (see this Sect. below). Moreover, if we believe that the real geometry of the shell is quasi-spherical, it is difficult to suggest any other reasonable explanation, except for invoking the flux contamination effect, why only 2 knots from those 123 show the index $`\alpha _{\mathrm{obs}}>0.83`$, whereas the expected number of ‘extremely steep’ knots to be located at deprojected radii $`r>2.17\mathrm{pc}`$ but at the angular distances close to the “ring” should have been comparable with <sup>2</sup><sup>2</sup>2Even if the steep spectrum knots were physically distributed on the outermost radius of Cas A ($`150^{\prime \prime }`$), we would still expect significantly more than 2 knots to be seen within projected distances $`80^{\prime \prime }<\theta <120^{\prime \prime }`$ the number $`22`$.
We can conventionally define that all knots which have a moderate brightness and show spectral index $`\alpha 0.7`$ belong to zone 2. Then, given the tendency for brighter knots to be steeper (AR96), this classification would retain most of the radio knots (at least in terms of their overal flux) in zone 1. At the same time, excluding thus the flat-spectrum knots from zone 1, for the average intrinsic spectral index of the remaining population of knots one can reasonably suppose $`\alpha _{1,\mathrm{kn}}(\alpha _0+0.1)=0.87`$ or so.
It is possible that the intrinsic spectral index of the zone 1 components identified with the bright fragments of the radio ring is also close to this value. The low frequency measurements of Woan & Duffet-Smith (woan (1990); hereafter WDS90) at angular resolution $`14^{\prime \prime }`$ show that the average spectral index of the bright large radio components correlated with the ring is $`0.83`$, i.e. again significantly larger than the mean $`\alpha _0`$ of the total emission. If we accept that the contribution of the diffuse emission, zone 2, may be flat, the intrinsic spectral index of the fragmented radio ring should be even larger. Then $`\alpha _1(\alpha _0+0.1)`$ may be a reasonable value for the average spectral index of the entire zone 1. For qualitative discussions in this section we will use $`\alpha _1=0.87`$. We note however that our model does not pretend to predict characteristic spectral indices with the accuracy of the second digit after the comma.
The first zone will thus include a number $`K200`$ individual components, i.e. basically the bright fragmented radio ring, the ‘radio’ bow shocks, and the main part of all radio knots. Besides, zone 1 could also contain some regions of high concentration of electrons and high emissivities which are not immediately distinguished on the intensity maps either because of their very small sizes or because of strong contamination by, and confusion with the diffuse plateau emission. The latter may be the case if we believe that the fragmented “radio ring” actually represents a chain of large but geometrically flat (thin) structures of the “radio sphere” which are observed mostly ‘edge-on’. Then at angular distances interior to the ring, $`\theta <80^{\prime \prime }`$ or so, such fragments observed ‘face-on’ may easily merge with the plateau emission and show up as diffuse ‘clouds’ of only moderately enhanced brightness (see Fig. 1).
The flux produced in zone 1 can be estimated if we remember that at 5 GHz the (background subtracted) flux of the radio ring fragments makes up $`30\%`$, and that radio knots produce $`20\%`$ of the total flux (Tuffs tuffs86 (1986)). The latter value should be somewhat reduced for the flux of knots to be removed from zone 1 and classified in zone 2. On the other hand, it seems quite possible that up to $`(510)\%`$ of the total flux should be assigned to the ‘unseen’ population of zone 1 (especially, to face-on structures of the “radio sphere”). Therefore, we can estimate the overall flux $`J_1`$ of zone 1 as $`(4555)\%`$ of the total, concluding that the fluxes of zone 1 and zone 2 at 5 GHz are about the same, $`J_1J_2`$.
The spectral index $`\alpha _2`$ in the diffuse zone 2 can be then predicted if we note that the total flux has the form
$$J(\nu )=J_1\left(\frac{\nu }{5\mathrm{GHz}}\right)^{\alpha _1}+J_2\left(\frac{\nu }{5\mathrm{GHz}}\right)^{\alpha _2}.$$
(1)
In order for the mean spectral index between $`\nu _{}=1.4\mathrm{GHz}`$ and $`\nu _{}=5\mathrm{GHz}`$ to be equal to $`\alpha _0`$, one needs a flux ratio
$$\frac{J_2}{J_1}=\frac{(\nu _{}/\nu _{})^{\alpha _1\alpha _0}1}{1(\nu _{}/\nu _{})^{\alpha _2\alpha _0}}$$
(2)
Then for $`J_2=J_1`$, $`\alpha _0=0.77`$, and $`\alpha _1=0.87`$, we find $`\alpha _2=0.65`$. It may somewhat vary assuming slightly different $`J_2/J_1`$ or $`\alpha _1`$ (or $`\alpha _0`$, which can be also slightly less than 0.77, see Fig.2). In particular, $`\alpha _2`$ may be rather close to 0.6 if we allow for the idea that the ‘unseen’ face-on structures of the “radio sphere” could contribute into zone 1 a third of what is contributed by the edge-on “radio ring”. Remarkably, these values of $`\alpha _2`$ correlate well with the lower range of spectral indices of the flat-spectrum radio knots. This suggests that flat-spectrum radio knots, with spectral indices close to 0.6 (or flatter than 0.7 as classified above) may indeed represent the regions of moderate local compression of the magnetic field and/or relativistic electrons of the diffuse shell, and therefore may give information about the spectrum of the background population of electrons there.
Thus, the model suggests a rather flat intrinsic spectrum of the radio plateau in the range $`\alpha _20.60.65`$, which corresponds to the spectral index of electrons $`\beta _22.22.3`$. For zone 1, $`\alpha _10.87`$ implies a rather steep electron spectrum with $`\beta _12.74`$. Taking into account the enhanced brightness of the compact zone 1, we will refer to zone 1 structures as the compact bright steep-spectrum radio (CBSR) components.
#### 2.2.1 Synchrotron self-absorption in the two-zone model
Even though still highly simplified, this two-zone approach suggests a qualitative interpretation of several observed radio features of Cas A. In particular, it allows us to solve the problem of the low-frequency turnover below 20 MHz.
Although the measurements of KPDE at $`100\mathrm{MHz}`$ show evidence for thermally absorbing low-temperature gas in the central $`1\mathrm{pc}`$ region of Cas A, the thermal absorption cannot result in any noticeable effect in the shell where $`T10^7\mathrm{K}`$. On the other hand, in the case of a spatially homogeneous source (the shell) with a mean field $`B_0=0.7\mathrm{mG}`$, the process of synchrotron self-absorption results in a turnover of the radio spectrum only at frequencies below 5 MHz (see Fig.2). To explain the observed turnover below $`20\mathrm{MHz}`$, in a single-zone approach one needs $`B_05\mathrm{mG}`$. But this assumption boosts the magnetic field energy up to $`W_\mathrm{B}10^{51}\mathrm{erg}`$, and therefore is hardly acceptable.
The situation essentially changes if one takes spatial inhomogeneities in the distribution of radio electrons and magnetic fields into account. Indeed, in the framework of the proposed two-zone approach the radio flux at frequencies well below 1 GHz is dominated by the steep-spectrum component, i.e. one has to require synchrotron self-absorption mainly of the zone 1 flux at $`\nu <20\mathrm{MHz}`$. Because of the very high density of the radio electrons and of the magnetic field in compact zone 1 components, synchrotron self-absorption there should be expected at frequencies significantly higher than in the single-zone model.
In order to estimate the model parameters needed for synchrotron self-absorption to occur below $`20\mathrm{MHz}`$, we note that for a power-law distribution of electrons $`N(E)E^\beta `$ the synchrotron luminosity can be expressed as
$`L(\nu )`$ $`=`$ $`2\times 10^{25}C_\beta N_{}\left({\displaystyle \frac{B}{1\mathrm{mG}}}\right)^{\frac{1+\beta }{2}}\times `$ (3)
$`\left({\displaystyle \frac{\nu }{10\mathrm{GHz}}}\right)^{\frac{1\beta }{2}}{\displaystyle \frac{\mathrm{erg}}{\mathrm{s}\mathrm{Hz}}},`$
where $`N_{}E_{}N(E_{})`$ with $`E_{}=1\mathrm{GeV}`$. $`C_\beta `$ is a weak function of $`\beta `$ that changes within $`1\pm 0.15`$ for $`\beta (23)`$, and we will assume $`C_\beta =1`$. With the same accuracy, the synchrotron absorption coefficient is given by
$`\kappa (\nu )`$ $``$ $`9\times 10^{17}\beta \mathrm{\hspace{0.17em}10}^{3\beta /2}{\displaystyle \frac{N_{}}{V}}\left({\displaystyle \frac{B}{1\mathrm{mG}}}\right)^{1+\beta /2}\times `$ (4)
$`\left({\displaystyle \frac{\nu }{10^7\mathrm{Hz}}}\right)^{(2+\beta /2)}\mathrm{cm}^1,`$
where $`V`$ is the volume in units of $`\mathrm{cm}^3`$. The volume of zone 1 can be represented in the form $`V_1=_{i=1}^KV_1^{(i)}\overline{S}_{\mathrm{pr}}\overline{d}`$, where $`\overline{d}`$ is the mean thickness of individual CBSR components along the line of sight and $`\overline{S}_{\mathrm{pr}}=_{i=1}^K\overline{s}_i`$ is their overall surface in the plane of the sky. Requiring the synchrotron opacity to be significant at $`\nu <20\mathrm{MHz}`$ (which implies $`\kappa \overline{d}1`$ at $`\nu 15\mathrm{MHz}`$) we obtain
$$\overline{S}_{\mathrm{pr}}1.3\times 10^{37}\left(\frac{J_1}{400\mathrm{Jy}}\right)\left(\frac{B_1}{1\mathrm{mG}}\right)^{0.5}\mathrm{cm}^2.$$
(5)
For the external radius of the plateau region $`R_0=2.5\mathrm{pc}`$ this leads to an area filling factor
$$\frac{\overline{S}_{\mathrm{pr}}}{S_0}0.07\left(\frac{J_1}{400\mathrm{Jy}}\right)\left(\frac{B_1}{1\mathrm{mG}}\right)^{0.5},$$
(6)
where $`S_0=\pi R_0^2`$. For $`B_1(12)\mathrm{mG}`$ in zone 1 (see Sect. 4), the ratio $`\overline{S}_{\mathrm{pr}}/S_00.1`$. From Fig.1 it is apparent that the area filling factor of all bright radio features is indeed of the order of 10 % .
From Eq.(5) it follows that the characteristic length scale for $`K200`$ CBSR components of the zone 1 should be of order $`\mathrm{\Delta }l(\overline{S}_{\mathrm{pr}}/K)^{1/2}0.1\mathrm{pc}`$. If we separate the radio knots from the larger fragments of the radio ring, and take into account that the flux $`J_{\mathrm{kn}}`$ of the knots constitutes about a third of $`J_1`$, the mean radius of the knots can be estimated as $`0.03\mathrm{pc}`$. At the distance 3.4 kpc this corresponds to the angular sizes of about $`2^{\prime \prime }`$, very similar to what is really observed.
#### 2.2.2 Flattening of the radio spectrum
The superposition of flat and steep spectral components, with $`J_1J_2`$ around $`5\mathrm{GHz}`$, results in a flattening of the total radio spectrum at higher frequencies. Observations of Mezger et al. (mezger (1986)) do indicate a noticeable flattening of the Cas A spectrum in the wavelength range from $`1\mathrm{cm}`$ to 1mm, with power law index $`0.65`$ that possibly extends up to the near-IR region if the flux of continuum emission measured at $`6\mu \mathrm{m}`$ by Tuffs et al. (tuffs97 (1997)) is synchrotron in origin (see Fig.2).
Another important effect related to such composite fluxes consists in the possibility to give a new interpretation of the claimed secular flattening of the radio spectra (Dent et al. dent (1974); O’Sullivan & Green osullivan (1999)). Namely, the flattening of the radio spectra in time could be easily explained as being due to different rates of decline of the fluxes of the two zones, with the plateau emission dropping more slowly. Observations at 5 GHz have shown that the CBSR components are fading more rapidly than the total emission, which then requires that the plateau must be fading less rapidly (see Table 6.1 of Tuffs tuffs83 (1983)). If the plateau indeed were to have a flatter spectral index than the CBSR components, this would result in a flattening of the spectral index of Cas A with time. Note that previously, in the framework of the single-zone approach, the secular flattening could be explained only by the assumption of a gradual flattening of the spectrum of electrons either at higher energies or in time (Scott & Chevalier scott75 (1975), Chevalier et al. chevetal (1978), Cowsik & Sarkar cowsar84 (1984), Ellison & Reynolds ellison (1991)).
#### 2.2.3 Effects of energy dependent propagation
Another advantage of a spatially inhomogeneous model is its ability to explain the basic characteristics of the observed nonthermal radiation in terms of very efficient acceleration processes operating in Cas A, which generally result in a source function of accelerated particles with hard spectral indices $`\beta _{\mathrm{acc}}(22.2)`$ (e.g. efficient Fermi acceleration at strong shock fronts). Even though the spectral index formally corresponding to the mean $`\alpha _0=0.77`$ is $`\beta _02.5`$, the assumption of $`\beta _{\mathrm{acc}}`$ much harder than $`\beta _0`$ becomes possible if one takes into account the energy dependent propagation and escape of electrons from regions of high concentration on timescales $`\tau _{\mathrm{esc}}(E)E^\delta `$. For example, assuming that the sites of efficient particle acceleration are located in zone 1, one could expect that the electron energy distribution $`N_1(E)`$ formed there on timescales $`t\tau _{\mathrm{esc}}`$ would have the power-law index $`\beta _1=\beta _{\mathrm{acc}}+\delta `$. On the other hand the leakage from zone 1 corresponds to injection of relativistic electrons into surrounding zone 2 with the rate $`Q_2(E)=N_1/\tau _{\mathrm{esc}}E^{\beta _2}`$ where $`\beta _2=\beta _1\delta =\beta _{\mathrm{acc}}`$. With a reasonable source function index $`\beta _{\mathrm{acc}}2.22.3`$ and energy-dependent escape with $`\delta 0.5`$, the values of $`\beta _1`$ and $`\beta _2`$ needed for interpretation of the Cas A radio data could be reproduced.
Thus, the energy distribution of electrons $`N_1(E)`$ in the compact regions of efficient acceleration, which results in the enhanced density of relativistic electrons, may be actually much steeper than $`N_2(E)`$ in the surrounding volume. Interestingly, although the electron distribution $`N_2(E)`$ in the plateau region would show the hard spectral index of acceleration $`\beta _{\mathrm{acc}}`$, in principle no acceleration of electrons needs occur there at all. It is important to note, however, that on a qualitative level the same power-law indices $`\beta _2`$ and $`\beta _1`$ for both zones could be expected also in the case when relativistic electrons were accelerated in zone 2, while the electron density in CBSR structures would be enhanced due to local compression of the electrons, but not efficient acceleration in zone 1. To distinguish between these 2 basic scenarios, quantitative modelling is needed.
## 3 Kinetic equations in the two-zone model
Approximating the momentum distribution function of relativistic electrons as an isotropic function $`f_p`$ of the momentum $`p=|𝐩|`$, the kinetic equation for the energy distribution $`ff(𝐫,E,t)\mathrm{d}E=4\pi p^2f_p\mathrm{d}p`$ of relativistic particles ($`Epc`$) can be written as:
$`{\displaystyle \frac{f}{t}}`$ $`=`$ $`\mathrm{div}_𝐫(D\mathrm{grad}_𝐫f)\mathrm{div}_𝐫(𝐮f)+{\displaystyle \frac{\mathrm{div}_𝐫𝐮}{3}}{\displaystyle \frac{}{E}}(Ef)`$ (7)
$`+{\displaystyle \frac{}{E}}(Pf)+A[f].`$
Here $`𝐮𝐮(𝐫,t)`$ is the fluid velocity, $`PP(𝐫,E,t)`$ is the energy loss rate of electrons. Assuming isotropic diffusion, $`DD(𝐫,E,t)`$ is the scalar spatial diffusion coefficient, whereas $`A[f]`$ is a functional standing for various stochastic acceleration terms of electrons.
In the two-zone model the source with volume $`V_0`$ is subdivided into zone 1 composed of $`K`$ compact structures, with volume $`V_1=_{i=1}^KV_1^{(i)}V_0`$, spatially immersed in the zone 2 with $`V_2=V_0V_1V_0`$. The set of equations describing the evolution of the total energy distribution function of particles in these two zones, $`N_j(E,t)=fdV_j`$, can be found by integration of Eq.(7) over $`V_j`$ ($`j=1,2`$). Integration of the term $`f/t`$ over $`V_1`$ results in $`N_1/t`$. The volume integral of the two first terms in the right hand side of Eq.(7) is reduced to the sum of $`K`$ integrals on the surface $`S_{\mathrm{1\hspace{0.17em}2}}=_i^KS_i`$ separating the zone 1 components from zone 2:
$`{\displaystyle _{V_1}}[\mathrm{div}_𝐫(D\mathrm{grad}_𝐫f)\mathrm{div}_𝐫(𝐮f)]\mathrm{d}^3r`$ $`=`$ (8)
$`{\displaystyle \underset{i=1}{\overset{K}{}}}[{\displaystyle _{S_i}}D(𝐞\mathrm{grad}_𝐫f)\mathrm{d}s`$ $``$ $`{\displaystyle _{S_i}}(𝐞𝐮)f\mathrm{d}s].`$
Here e is the unit vector perpendicular to the surface element $`\mathrm{d}s`$, directed outward from zone 1 to zone 2. These terms describe the rate of diffusive and convective exchange of particles between the two zones.
To proceed further, let us separate those parts of the interface $`S_{\mathrm{1\hspace{0.17em}2}}`$ where the scalar product ($`𝐮𝐞`$) has positive and negative signs: $`S_{\mathrm{1\hspace{0.17em}2}}=S_++S_{}`$. The surface $`S_+`$ corresponds to the regions of plasma outflow from zone 1 into zone 2, so the integral over $`S_+`$ of the second term in Eq.(8) describes the convective escape of electrons, $`N_1(E,t)/\tau _\mathrm{c}`$, where
$$\tau _\mathrm{c}\overline{h}/u_1,$$
(9)
$`\overline{h}`$ is characteristic thickness of, and $`u_1`$ is the plasma velocity in CBSR components.
The first integral in Eq.(8) over the surface $`S_+`$ can be simplified if we approximate $`(𝐞\mathrm{grad}f)(\overline{f}_2\overline{f}_1)/\mathrm{\Delta }l`$, where $`\overline{f}_1\overline{f}_1(E,t)`$ and $`\overline{f}_2=\overline{f}_2(E,t)`$ are the volume averaged distribution functions of relativistic particles in zones 1 and 2, respectively, and $`\mathrm{\Delta }l\mathrm{\Delta }l(E,t)`$ is the characteristic thickness of the transition layer between these zones. Taking into account that the volume of a body can be expressed as $`V=ahS_+`$, where $`h`$ is the thickness and $`a1`$ is a factor depending on the shape of the body, we find
$`{\displaystyle \underset{i=1}{\overset{K}{}}}{\displaystyle _{S_{i+}}}D(𝐞\mathrm{grad}f)`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{K}{}}}{\displaystyle \frac{\overline{f}_2\overline{f}_1}{\mathrm{\Delta }l_i}}\overline{D}_iS_{i+}`$ (10)
$`=`$ $`{\displaystyle \frac{\overline{f}_2\overline{f}_1}{\tau _{\mathrm{dif}}}}V_1,`$
where $`\tau _{\mathrm{dif}}`$ has the meaning of characteristic diffusive escape time of relativistic electrons from the regions of higher electron densities:
$$\frac{1}{\tau _{\mathrm{dif}}(E,t)}=\underset{i=1}{\overset{K}{}}\frac{\overline{D}_i}{ah_i\mathrm{\Delta }l_i}\frac{V_1^{(i)}}{V_1}\frac{\overline{D}_\mathrm{r}(E,t)}{a\overline{h}\mathrm{\Delta }\overline{l}(E,t)}.$$
(11)
Here $`\overline{D}_\mathrm{r}(E,t)`$ corresponds to the mean of the spatial diffusion coefficient $`D_\mathrm{r}(𝐫,E,t)`$ on the surface $`S_+`$. Taking further into account that $`N_j=V_j\overline{f}_j`$ ($`j=1,2`$), the diffusive escape (exchange) term is reduced to the form
$$\frac{V_1N_2(E,t)}{V_2\tau _{\mathrm{dif}}(E,t)}\frac{N_1(E,t)}{\tau _{\mathrm{dif}}(E,t)}$$
(12)
The integrals over the surface $`S_{}`$ in Eq.(8) describe the inflow of electrons from zone 2, with some rate $`Q_{\mathrm{2\hspace{0.17em}1}}`$, through the frontal surfaces of zone 1 components. For a mainly adiabatic compression of relativistic particles (see Sect. 5), $`Q_{\mathrm{2\hspace{0.17em}1}}`$ could be directly connected with the energy distribution $`N_2`$ of electrons in zone 2. One could however expect the formation of strong shocks due to fast motion of CBSR components with respect to the surrounding plasma, so that the upstream electrons could be accelerated before entering zone 1. In that case $`Q_{\mathrm{2\hspace{0.17em}1}}`$ would correspond to the source function of electrons accelerated on the shock fronts and injected into zone 1.
An essential part of the diffusive shock acceleration process is given by the adiabatic compression term in Eq.(7) (third term) in the shock region near the surface $`S_{}`$. Therefore the volume integral of that term in a thin region adjacent to $`S_{}`$ is to be formally incorporated into the source function $`Q_{\mathrm{2\hspace{0.17em}1}}`$. The integral in the main part of the volume $`V_1`$ describes adiabatic energy losses (or gain) of electrons, and can be combined with the volume integral of the forth term in Eq.(7) as:
$$\frac{}{E}_{V_1}\left(E\mathrm{div}_𝐫𝐮/3+P\right)f\mathrm{d}^3r=\frac{}{E}\left(\overline{P}_1N_1\right),$$
(13)
where $`\overline{P}_1\overline{P}_1(E,t)`$ is the mean rate of energy losses of electrons, which now includes also the adiabatic energy loss term $`\overline{P}_{\mathrm{ad}}E(𝐮𝐞)ds/3`$.
Finally, the volume integral of the last term in Eq.(7) describes internal sources of accelerated electrons $`Q_1^{(\mathrm{int})}`$ inside the volume $`V_1`$. The final equation then reads:
$$\frac{N_1}{t}=\frac{(\overline{P}_1N_1)}{E}\frac{N_1}{\tau _{\mathrm{esc}}}+\frac{V_1N_2}{V_2\tau _{\mathrm{dif}}}+Q_1.$$
(14)
Here $`Q_1Q_1(E,t)=Q_{\mathrm{2\hspace{0.17em}1}}+Q_1^{(\mathrm{int})}`$ corresponds to the total injection rate of electrons in the first zone, and $`\tau _{\mathrm{esc}}`$ is the overall ”diffusive + convective” escape time of particles
$$\tau _{\mathrm{esc}}(E,t)=\left[\frac{1}{\tau _{\mathrm{dif}}(E,t)}+\frac{1}{\tau _\mathrm{c}(t)}\right]^1.$$
(15)
Because $`\tau _{\mathrm{dif}}`$ generally increases for decreasing $`E`$, $`\tau _{\mathrm{esc}}`$ becomes energy independent at sufficiently small energies when $`\tau _{\mathrm{dif}}\tau _\mathrm{c}`$. The range of actual energy dependence of $`\tau _{\mathrm{esc}}`$ is limited also at high energies since the diffusive escape time cannot be less than the light travel time across the CBSR components $`\overline{h}/c`$. This obvious requirement formally follows from the condition that the characteristic lengthscale $`\mathrm{\Delta }\overline{l}(E)`$ for spatial gradients in the distribution function $`f(𝐫,E,t)`$ cannot be less than the mean electron scattering path $`\lambda _{\mathrm{sc}}(E)`$, since otherwise the diffusion approximation implied in Eq.(7) fails. Taking into account that $`D\lambda _{\mathrm{sc}}c/3`$, from Eq.(11) we find that indeed $`\tau _{\mathrm{dif}}(E,t)\tau _{\mathrm{min}}3a\overline{h}/c`$. Assuming $`D(E)E^{\delta _1}`$, a reasonable approximation for the diffusive escape time is then
$$\tau _{\mathrm{dif}}(E,t)=\tau _{}(t)(E/E_{})^\delta +\tau _{\mathrm{min}}(t).$$
(16)
From Eq.(11) follows that generally the power-law index $`\delta `$ for diffusive escape time should be smaller than the index $`\delta _1`$ of the diffusion coefficient: since faster diffusion of more energetic particles tends to smooth out the gradients of the distribution function $`f(𝐫,E,t)`$ more effectively, the characteristic lengthscale $`\mathrm{\Delta }\overline{l}(E,t)`$ should increase with energy. Then for a power-law approximation $`\mathrm{\Delta }\overline{l}E^{\delta _2}`$ the index $`\delta _2>0`$, so $`\delta =\delta _1\delta _2<\delta _1`$. This conclusion is important since it allows us to assume a power-law index $`\delta 0.50.6`$ needed for modification of the electron spectral index, not excluding at the same time efficient shock acceleration of particles in the Bohm diffusion limit which corresponds to $`\delta _1=1`$.
Integration of Eq.(7) over the volume of zone 2 results in an equation for $`N_2(E,t)`$:
$$\frac{N_2}{t}=\frac{(\overline{P}_2N_2)}{E}+\frac{N_1}{\tau _{\mathrm{esc}}}\frac{V_1N_2}{V_2\tau _{\mathrm{dif}}}+Q_2,$$
(17)
where $`\overline{P}_2`$ is the mean energy loss rate, and $`Q_2`$ is the source function of electrons in zone 2. The second and third terms here result from the same surface integrals on the interface between zones 1 and 2 as in Eq.(8), but they have opposite signs since now the direction of the unit vector e is reversed. Note that formally the volume integrals in Eq.(8) result in two additional surface integrals describing particle exchange between zone 2 and the exterior on its outer boundary. However, this actually extends the two-zone model to a three-zone one, therefore we neglect here these exchange terms in order to remain in the framework of the two-zone approach.
The set of kinetic equations (14) and (17) describes the evolution of relativistic electrons in the general case of an expanding inhomogeneous source when the electron energy losses and particle exchange rates between two zones are time-dependent. Given these parameters and the source functions $`Q_{1,2}(E,t)`$, the electron energy distributions can be found numerically by iterations, using analytic solutions to the kinetic equation of electrons in an expanding homogeneous medium (Atoyan & Aharonian aa99 (1999)). To reduce the number of free parameters, we shall consider basically the case of a stationary source because the current energy distributions depend mostly on the injection of the electrons during recent (largest) timescales, $`\mathrm{\Delta }t_0300\mathrm{yr}`$. Only for calculations of the secular decrease of the fluxes we shall use the general results for an expanding source, taking into account adiabatic losses and decreasing average magnetic fields.
## 4 CBSR components as electron acceleration sites
Let us first consider the hypothesis that the compact bright radio components are the main sites of electron acceleration, and neglect possible acceleration in zone 2, i.e. $`Q_2=0`$. The electron injection function in zone 1 is approximated as
$$Q(E)=Q_0E^{\beta _{\mathrm{acc}}}\mathrm{exp}(E/E_{\mathrm{cut}}),$$
(18)
where we have omitted the suffix ‘1’ in $`Q`$. For calculations we assume equal radii $`R_1`$ and magnetic fields $`B_1`$ for zone 1 components.
Since the thickness $`\overline{h}`$ of a spherical object corresponds to its diameter, Eq. (9) gives $`\tau _\mathrm{c}=2R_1/u_1`$. For $`R_1(0.050.1)\mathrm{pc}`$, and $`u_1`$ less than the sound speed $`v_\mathrm{s}=\sqrt{\gamma _{\mathrm{adb}}kT/Am_\mathrm{p}}150\mathrm{km}/\mathrm{s}`$ in the gas with $`T_13\times 10^7\mathrm{K}`$ and mean atomic $`A15`$ (corresponding to $`\overline{Z(Z+1)/A}4.3`$, Cowsik & Sarkar cowsar80 (1980)), the time $`\tau _\mathrm{c}`$ is larger than the source age $`t_0300\mathrm{yr}`$. Therefore the precise value of $`u_1`$ will not significantly affect the results. The minimum escape time of electrons from the zone 1 is taken as $`\tau _{\mathrm{min}}=R_1/c`$.
The time $`\tau _{}`$ in Eq.(1) defines the ratio of the magnetic fields in two zones needed for an explanation of the flux ratio $`J_1/J_21`$. Indeed an effective modification of the injection spectrum of radio electrons in the GeV region implies that at these energies the overall escape time $`\tau _{\mathrm{esc}}(E)\tau _{}(E/E_{})^\delta `$, and that it is significantly smaller than $`t_0300\mathrm{yr}`$. The leakage of the electrons from $`V_1`$ will result in $`N_2(E)N_1(E)t_0/\tau _{\mathrm{esc}}(E)`$ electrons accumulated in the surrounding zone 2. Using also Eq.(3), we then find
$$\frac{B_1}{B_2}\left(\frac{t_0}{\tau _{}}\right)^{\frac{2}{1+\beta _2}}\left(\frac{2B_1}{1\mathrm{mG}}\right)^{\frac{\beta _2\beta _1}{1+\beta _2}}\left(\frac{J_1}{J_2}\right)^{\frac{2}{1+\beta _2}},$$
(19)
Thus, for $`\tau _{}0.1t_0`$ the ratio $`B_1/B_23`$.
In Fig.3 we show the energy distributions of electrons $`n_{1,2}(E)=N_{1,2}(E,t_0)/V_{1,2}`$ calculated the injection spectrum with $`\beta _{\mathrm{acc}}=2.24`$ and $`E_\mathrm{c}=35\mathrm{TeV}`$, and the escape time parameters $`\tau _{}=25\mathrm{yr}`$ and $`\delta =0.6`$. At GeV energies the power law index of electrons in zone 1 is indeed strongly modified, almost reaching the maximum theoretical value $`\beta _1\beta _{\mathrm{acc}}+\delta `$. However both at lower and higher energies there is some flattening of $`n_1(E)`$. At energies $`E100\mathrm{MeV}`$ the flattening is connected with the increase of the escape time to $`\tau _{\mathrm{dif}}>100\mathrm{yr}`$, which becomes comparable to the age of Cas A, reducing thus the efficiency of the ecape. At high energies $`\tau _{\mathrm{dif}}(E)`$ is limited by the energy-independent minimum escape time $`\tau _{\mathrm{min}}`$ in Eq.(16). This effect can be seen in Fig.3 for the dot-dashed curve at $`E100\mathrm{GeV}`$. Note, however, that for the self-consistently calculated spectrum (solid curve) of electrons in zone 1 the flattening is noticeable already at energies $`E10\mathrm{GeV}`$ where $`n_1(E)`$ becomes comparable to $`n_2(E)`$. At these energies the gradients in the spatial distribution of relativistic electrons in the source become small, reducing the net exchange of particles between the zones, which again results in a less efficient modification of $`Q(E)`$.
The synchrotron and bremsstrahlung fluxes are presented in Fig. 4, and Fig. 5 shows the spectral indices at different frequencies. Because the synchrotron radiation in zone 1 is steep, it becomes dominant at low frequencies. The compactness of zone 1 components leads to synchrotron self absorption at $`\nu 20\mathrm{MHz}`$. At frequencies above 5 GHz the plateau emission dominates resulting in a noticeable flattening of the overall spectrum in the far infrared (FIR). All these results are in agreement with expectations derived qualitatively in Sect. 2.
For the model parameters used in Fig.4 the energy content in relativistic electrons in zones 1 and 2 is $`W_{\mathrm{e1}}=1.3\times 10^{48}\mathrm{erg}`$ and $`W_{\mathrm{e2}}=1.4\times 10^{48}\mathrm{erg}`$, respectively, and the energy in the magnetic fields $`W_{\mathrm{B1}}=2.6\times 10^{47}\mathrm{erg}`$ and $`W_{\mathrm{B2}}=6.8\times 10^{48}\mathrm{erg}`$. The total energy in relativistic electrons, $`W_\mathrm{e}=W_{\mathrm{e1}}+W_{\mathrm{e2}}`$, can be estimated analytically taking into account that: (a) the shape of the overall energy distribution of electrons $`N(E)=N_1(E)+N_2(E)`$ repeats the power law injection $`E^{\beta _{\mathrm{acc}}}`$ until the break energy $`300\mathrm{GeV}`$ due to synchrotron losses (in zone 2), and (b) the total number of GeV electrons $`N_{}=E_{}N(E_{})`$ (with $`E_{}=1\mathrm{GeV}2000m_\mathrm{e}c^2`$) is defined mainly by electrons in zone 2, $`N_{}N_2`$, which can be estimated using Eq.(3). For $`\beta _{\mathrm{acc}}2.1`$ we find
$$W_\mathrm{e}\mathrm{\hspace{0.17em}2.2}\times 10^{46}\frac{(2000)^{\beta _{\mathrm{acc}}2}}{\beta _{\mathrm{acc}}2}\left(\frac{B_2}{1\mathrm{mG}}\right)^{\frac{\beta _{\mathrm{acc}}+1}{2}}\mathrm{erg}.$$
(20)
For $`\beta _{\mathrm{acc}}=2.24`$ and $`B_2=0.4\mathrm{mG}`$ this equation results in $`W_\mathrm{e}2.5\times 10^{48}\mathrm{erg}`$, in agreement with the numerical results.
In Fig.6 we show the fluxes calculated for $`\beta _{\mathrm{acc}}=2.2`$ and different values of the magnetic fields in zones 1 and 2. For all 3 cases the spectra of synchrotron radiation coincide up to the IR, but at higher frequencies they differ because of radiative break induced by synchrotron losses. Note that for interpretation of the X-ray fluxes above 10 keV one needs higher values of the exponential cutoff energy for higher magnetic field $`B_1`$: $`E_\mathrm{c}=16\mathrm{TeV}`$ for $`B_1=1\mathrm{mG}`$ and $`E_\mathrm{c}=27\mathrm{TeV}`$ for $`B_1=1.6\mathrm{mG}`$. For $`B_1=3\mathrm{mG}`$ the calculated synchrotron fluxes remain significantly below the observational data even assuming $`E_\mathrm{c}=200\mathrm{TeV}`$.
However, the synchrotron losses in high magnetic fields effectively limit the maximum energy of electrons to values well below $`E_\mathrm{c}200\mathrm{TeV}`$. For example, in the case of diffusive shock acceleration, the acceleration rate can be estimated as $`\mathrm{d}E/\mathrm{d}tEu_2^2/D(E)`$, where $`D(E)`$ is the diffusion coefficient and $`u_2`$ is the speed of CBSR components with respect to the surrounding plasma. Equating this rate in the Bohm diffusion limit to the synchrotron loss rate, the characteristic maximum energy of electrons can be estimated as:
$$E_\mathrm{c}^{(\mathrm{max})}3\times 10^{13}\left(\frac{u_2}{3000\mathrm{km}/\mathrm{s}}\right)\left(\frac{B}{1\mathrm{mG}}\right)^{1/2}\mathrm{eV}.$$
(21)
Comparison with the values of $`E_\mathrm{c}`$ in Fig. 6 shows that diffusive shock acceleration could be consistent with synchrotron origin of the hard X-rays from Cas A for $`B_1<2\mathrm{mG}`$. Higher values of $`B_1`$ would require a more efficient acceleration mechanism. But anyway, the value of $`B_1=3\mathrm{mG}`$ is a very conservative upper limit of our model for the mean magnetic field in the bright radio structures if the measured hard X-ray flux has synchrotron origin. At the same time, the lower limit for $`B_1`$ is about 1 mG, which is needed for consistency of the bremsstrahlung with the flux upper limits of EGRET and OSSE detectors (see Fig.6). It is interesting that magnetic fields corresponding to the energy equipartition with relativistic electrons in the CBSR components are in the range $`B_1(1.52)\mathrm{mG}`$.
Another feature to be addressed in this section is the wavelength-dependent rate $`\mathrm{d}\mathrm{ln}J(\nu )/\mathrm{d}t`$ of the secular decline of radio fluxes. For calculations of this rate we need to specify the rates of the magnetic field decline and the adiabatic losses of electrons. For a spherical source (shell) homogeneously expanding with speed $`u_0`$, the adiabatic losses $`P_{\mathrm{ad}}=E/t_{\mathrm{ad2}}`$, where $`t_{\mathrm{ad2}}t_{\mathrm{exp}}=R_0/u_01000\mathrm{yr}`$ corresponds to the current expansion time (‘age’) of the outer shell. In the ‘standard’ power-law approximation for the magnetic field declining with the shell radius as $`B(R_0)R_0^m`$, the characteristic decline time $`t_\mathrm{B}=B/(\mathrm{d}B/\mathrm{d}t)=t_{\mathrm{exp}}/m`$. For a magnetic field ‘frozen’ into the spherically expanding source $`m=2`$, but $`m<2`$ if the fields are effectively created in the shell. The assumption $`m1.5`$ results in $`t_{\mathrm{B2}}700\mathrm{yr}`$. Concerning zone 1, we note that along with the compact radio structures with declining brightness observations show also a large number of brightening components, and the timescales of the flux variations in the individual knots can be as small as few tens of years (Tuffs tuffs86 (1986), AR96). An estimate of the average time $`t_{\mathrm{B1}}`$ of the magnetic field decrease in CBSR components is thus problematic. Therefore we consider $`t_{\mathrm{B1}}`$ as a free model parameter, and neglect adiabatic losses of electrons there (if any – especially as they are supposed to be the sites of effective acceleration).
Calculations of the secular decline rate of the fluxes at different frequencies are presented in Fig. 7. The straight heavy dashed line shown corresponds to the decline rate deduced by Dent et al. (dent (1974)) and Baars et al. (baars (1977)) from comparison of the decline rate $`1.29\%/\mathrm{yr}`$ measured then at 81 MHz by Scott et al. (scott69 (1969)) with the data in the 1-10 GHz region. Later measurements have shown that the decline rate around $`\nu 100\mathrm{MHz}`$ is at the same level $`(0.81)\%/\mathrm{yr}`$ as at $`\nu 1\mathrm{GHz}`$, which has placed doubt on the frequency dependence of the decline rate in general (Rees rees (1990); Hook et al. hook (1992)). However, the recent result of O’Sullivan & Green (osullivan (1999)) that the flux decline rate at 15 GHz is about $`0.6\%/\mathrm{yr}`$, seems to confirm the effect of slower decline of radio fluxes at high frequencies.
Figure 7 shows that practically all the observational data can be well explained assuming the average magnetic field decline time in zone 1 of order $`t_{\mathrm{B}\mathrm{\hspace{0.17em}1}}120150\mathrm{yr}`$. Note that a significant drop of the secular decline rate predicted at $`\nu <30\mathrm{MHz}`$ is connected with the gradual decrease of synchrotron self-absorption in zone 1.
## 5 CBSR components as acceleration-passive sites
Consider now the hypothesis that acceleration of electrons takes place only in zone 2 and is negligible in zone 1. In this case the source function $`Q_2(E)`$ for zone 2 is in the form of Eq.(18), while $`Q_1(E)`$ for zone 1 is defined only by the rate $`Q_{\mathrm{2\hspace{0.17em}1}}(E)`$ of advection of relativistic electrons from the plateau region. The required for zone 1 relativistic electron density enhancement could be then supposed as being due to adiabatic compression of the zone 2 electrons on the front surface $`S_{}`$ of fastly moving CBSR components, and their subsequent accumulation in zone 1 over timescales $`\mathrm{\Delta }t\tau _{\mathrm{esc}}`$. Neglecting in Eq.(7) the diffusion term on the surface $`S_{}`$, in compliance with the assumption of negligible diffusive acceleration there, and retaining only the convection and the adiabatic compression terms, the equation describing the transport of the electrons through $`S_{}`$ reads:
$$u_x\frac{f_p}{x}\frac{u_x}{x}\frac{p}{3}\frac{f_p}{p}=0,$$
(22)
where $`f_pf_p(x,p,t)`$ is the momentum distribution function, $`x`$ is the spatial coordinate and $`u_x`$ is the plasma speed along the $`x`$-axis perpendicular to the compression layer. General solution to this equation reads: $`f_p(p,x)=F_0[p(u_x/u_0)^{1/3}]`$, where $`F_0(p)=f_p(p,x_0)`$ is an arbitrary initial function. Connecting the electron distribution functions across the layer, the injection rate of relativistic electrons from zone 2 into zone 1 is found:
$$Q_{\mathrm{2\hspace{0.17em}1}}(E)N_2(E\rho _\mathrm{c}^{1/3})\rho _\mathrm{c}^{1/3}S_{}u_2V_2^1,$$
(23)
where $`\rho _\mathrm{c}=u_2/u_1`$ is the mean compression ratio, and $`u_2`$ and $`u_1`$ correspond to the plasma speeds of the plasma in the upstream and downstream regions in the rest frame of the CBSR components.
Considering possible values of $`u_2`$, note that for the mean radial expansion age of radio knots $`t_{\mathrm{exp}}=r/v_\mathrm{r}`$ within $`(5501000)\mathrm{yr}`$ (Tuffs tuffs86 (1986); Anderson & Rudnick ar95 (1995)) the characteristic speed of the knots may be estimated as $`v_{\mathrm{kn}}(17003200)\mathrm{km}/\mathrm{s}`$. Taking into account that surrounding plasma in the shell is moving in the same direction, and as evidenced by a shorter X-ray expansion time scales $`600\mathrm{yr}`$ (Koralesky et al. koralesky (1998); Vink et al. vink (1998)), appears to be overtaking most of the compact radio knots, the value $`u_22000\mathrm{km}/\mathrm{s}`$ seems a reasonable estimate for the relative speed of radio knots with respect to the surrounding medium. For the bright radio ring $`t_{\mathrm{exp}}950\mathrm{yr}`$ (Tuffs tuffs86 (1986)), corresponding to $`v_{\mathrm{ring}}1700\mathrm{km}/\mathrm{s}`$, while the speed of freely expanding ejecta upstream of the reverse shock, i.e. at $`r<R_{\mathrm{ring}}`$, is about $`(50005300)\mathrm{km}/\mathrm{s}`$. Thus, for the radio ring $`u_23500\mathrm{km}/\mathrm{s}`$, and we can take $`3000\mathrm{km}/\mathrm{s}`$ as a reasonable maximum value of $`u_2`$ for the zone 1.
The compression ratio $`\rho _\mathrm{c}`$ can be approximated as the ratio of magnetic fields $`\rho _\mathrm{c}B_1/B_2`$. The energy distributions of the radio electrons can be connected as
$$\frac{N_1(E_{})}{N_2(E_{})}\frac{V_1}{V_2}\left(\frac{B_1}{B_2}\right)^{\frac{\beta _21}{3}}\frac{u_2\tau _{}}{2R_1},$$
(24)
using the relation $`N_1(E_{})Q_{\mathrm{2\hspace{0.17em}1}}\times \tau _{}`$. Eqs. (3) and (24) result in
$$\left(\frac{B_1}{B_2}\right)^{\frac{5\beta _2+1}{6}}\frac{J_1}{J_2}\frac{2R_1V_2}{u_2\tau _{}V_1}\left(\frac{2B_1}{1\mathrm{m}\mathrm{G}}\right)^{\frac{\mathrm{\Delta }\beta }{2}},$$
(25)
where $`\mathrm{\Delta }\beta =\beta _1\beta _2`$. Since the volume filling factor of the compact zone 1 structures is $`V_1/V_20.5\%`$ or less, and since for effective modification of the electron spectra by escape one needs $`\tau _{}0.1t_0=30\mathrm{yr}`$, the ratio of the magnetic fields in the two zones should be rather high, $`B_1/B_2>10`$.
The results of numerical calculations are shown in Fig.8. The total flux seems to fit the data practically equally well as in Fig. 4 earlier. However, a closer look to these figures reveals significant differences. First of all, in Fig. 8 the agreement with the radio data is reached due to a much higher contribution of zone 1 to the overall flux. In particular, at 5 GHz the partition of the fluxes corresponds to $`J_1/J_23`$, instead of $`J_1/J_21`$. Secondly, although here we have assumed high $`\delta =0.75`$, the calculations show that the spectral index of the electrons swept up from zone 2, $`\beta _2=2.2`$, was steepened in zone 1 only to values $`\beta _12.6`$, well below the ‘expected’ value 2.95. Obviously, this is far insufficient for explanation of the observed steep spectral indices of the radio knots.
The reason for difficulties arising in the scenario that assumes only passive compression, but not active acceleration of electrons in zone 1, can be understood from Fig. 9 where we show the spatial densities $`n_{1,2}(E)`$ of the electrons in zones 1 and 2. The dot-dashed line shows the spectrum of the electrons which would be formed in the zone 1 if one neglects the term $`n_2/\tau _{\mathrm{dif}}`$ in Eq.(14). This spectrum is steep. But when the effect of spatial density gradients between the two zones is taken into account correctly, the situation dramatically changes. The energy dependent propagation can result in a significant steepening of the source spectra only in the regions of higher spatial densities of relativistic particles. Otherwise diffusive exchange of particles tends to equalize $`n_1(E)`$ with $`n_2(E)`$ resulting in $`\beta _1\beta _2`$ independently of $`\delta `$, until the radiative losses become important.
Thus, for an effective modifications of the initial source spectrum of the radio electrons the condition $`n_1(E)n_2(E)`$ should be satisfied. The ratio of electron densities expected at 1 GeV can be estimated from Eqs. (25) and (26) (assuming $`\beta _22.2`$) as:
$$\frac{n_1}{n_2}\left(\frac{J_1}{J_2}\right)^{0.2}\left(\frac{V_2}{V_1}\right)^{0.2}\left(\frac{u_2\tau _{}}{2R_1}\right)^{0.8}\left(\frac{2B_1}{1\mathrm{m}\mathrm{G}}\right)^{0.1\mathrm{\Delta }\beta }.$$
(26)
For the parameters used in Fig.8 this equation predicts $`n_1/n_22`$, in agreement with numerical calculations, which is smaller by a factor of $`15`$ than similar ratio in Fig.3. Calculations show that it is not easy to increase this ratio significantly, remaining within the ‘adiabatic compression’ scenario.
Thus, a self-consistent explanation of the observed radio fluxes of Cas A is very problematic, unless we assume an effective acceleration of electrons in the CBSR components in order to build up sizeable gradients in the spatial distribution of the radio electrons in the source.
## 6 Results
The spatially non-uniform source model, even in its simplest two-zone form, allows us to unify into a single picture many observational data on the broad-band nonthermal radiation of Cas A. The following is the summary of observational features of Cas A which could be explained in the framework of this model.
The brighter radio structures tend to be steeper (AR96) to the extent that the energy density of relativistic electrons there would be higher. In principle, even assuming the same hard power law index for the acceleration, e.g $`\beta _{\mathrm{acc}}2.2`$, and $`\delta 0.6`$ for the escape of the electrons, it is possible to explain the observed variations of the spectral indices of individual compact radio structures from $`\alpha _20.6`$ to $`\alpha _10.9`$. Such variations can be connected with two effects.
(a) The intrinsic index of some knots will be flatter than the maximum possible $`\alpha _1=\alpha _2+\delta /2`$ if the local gradient $`n_1/n_2`$ is not sufficiently high, and if the characteristic escape time $`\tau _{}`$ of GeV electrons from these knots is larger than $`30\mathrm{yr}`$. The impact of the latter effect can be seen in Figs. 10 and 11, where we show the fluxes and spectral indices calculated in the modified two-zone model approach, subdividing the CBSR structures in two groups and assuming 2 different spatial/temporal scales for larger (‘ring’) and smaller (‘knot’) components in zone 1.
(b) The intrinsic spectrum of individual knots could be steep, up to $`\alpha _10.9`$, but the observed spectrum may be flatter, depending on the degree of flux contamination by the flat-spectrum radiation from the diffuse plateau along the line of sight to the knot. This effect may be relevant mainly to those cases when the background subtraction is problematic (e.g., for the structures with insufficiently high contrast to the plateau).
The strong correlation between the spectral index and the projected position of radio knots observed by AR96 could be connected with both effects (a) and (b). Indeed, the brightness of the diffuse plateau seems to decrease from the radio ring towards the outer edge of the shell more rapidly than one would expect merely on the base of the projection effect in a spherical geometry (see Fig.7 from ARLPB). This implies that the density $`n_2`$ of radio electrons could be higher at distances closer to the ring. Then the steepest knots would be found predominantly closer to the edge of the plateau, because (i) the local ratio $`n_1/n_2`$ might be higher far from the reverse shock, and (ii) contribution of the flat spectrum plateau emission to the steep spectrum flux of the knots is smaller in directions to the projected periphery of the shell.
The cutoff of the radio spectrum below 20 MHz is explained by the synchrotron self-absorption of the flux of zone 1. This interpretation is possible basically because the model predicts that the intrinsic fluxes of the compact bright structures are much steeper than the spectra in the diffuse plateau. Then at low frequencies the flux of CBSR components should dominate the total radio emission. Therefore synchrotron self-absorption of only this flux, which becomes possible due to high density of particles (and fields) in those compact structures, is sufficient to comply with the data.
It is worth noticing that due to variations of the physical parameters in the individual CBSR components contributing to zone 1 flux, one could generally expect that the synchrotron absorption of that flux would be in reality smoother than it is shown in Fig. 4 where we have assumed the same parameters for all counterparts of zone 1. The position of the characteristic cutoff frequency for an individual component $`j`$ is found from the condition $`\tau _j(\nu )=1`$ where $`\tau _j=R_j\kappa (\nu )`$ is its opacity. From Eqs. (3) and (4) it follows that $`\tau _j(\nu )A_j\nu ^{(2+\beta _j/2)}`$, with $`A_j=R_j^2f_jB_j^{0.5}`$ where $`f_j`$ is the knot flux (luminosity) at some fixed frequency (say 1 GHz). Because of the very strong dependence of $`\tau _j`$ on $`\nu `$, a significant broadening of the synchrotron turnover frequency for the ensemble of CBSR components (say by a factor 2) would be expected only if the luminosity-weighted dispersion $`\sigma `$ of the parameter $`A_j`$ is very large ($`\sigma 10`$). The fact that the observed turnover is sharp may then imply a quite reasonable possibility – that the distribution of the parameters $`\{A_j\}`$ is not far from ‘Gaussian noise’. In that case one would normally expect $`\sigma 1`$ (or perhaps even less, given the expected correlation of $`f_j`$ and $`R_j`$), so the synchrotron turnover position would be effectively dispersed, or broadened, only by a factor roughly $`(1+\sigma )^{0.3}1.2`$, i.e. about $`\pm 20\%`$ around the mean position. Note that the overall flux in Fig.10, where 2 significantly different sizes for the large and small components are assumed, show practically the same sharp cutoff below 20 MHz as in Fig.4.
Observations at low frequencies by KPDE, at a resolution of about $`20^{\prime \prime }`$, show that the spectral index of Cas A between 333 MHz and 1.38 GHz is approximately constant, $`\alpha 0.75`$, at angular radii $`\theta 100^{\prime \prime }`$, but that it is quickly increasing to $`\alpha 0.95`$ as $`\theta 150^{\prime \prime }`$. In principle, this effect might be connected with the steep spectrum radio knots which have been detected by AR96 but cannot be resolved in the low frequency maps of KPDE. Because of the rapid decline of the plateau brightness at large angular distances from the ring, the CBSR components (the radio knots and bow shocks) increasingly contribute to the ‘diffuse’ overal flux closer to the periphery. We do not exclude that perhaps in the framework of a more spatially structured model (that would allow large scale inhomogeneities in the plateau region itself) one could expect also some steepening of the intrinsic diffuse flux. However, given much slower and less efficient spectral modifications for the large scale inhomogeneities, the propagation effects alone would be able to explain only rather moderate steepening of the intrinsic plateau emission. If the acceleration is efficient so that the primary spectrum is really hard, the steepening to values $`\alpha 0.9`$ seems to require a dominating contribution of the compact structures in the overall flux detected by KPDE.
The two-zone model suggests a possible interpretation for the ‘discrepancy’ between the spectral index $`\alpha =(0.70.75)`$ found by KPDE at the radius of the bright radio ring, and observations of WDS90 who found $`\alpha 0.83`$ if only the bright components at approximately the same radial distances are considered. Both results might be understood if we take into account that the spectral index found by KPDE corresponds to the flux of two zones integrated along the geometrical circles of different fixed radii, and hence would be more affected by the flat plateau flux than the result found in WDS90 (compare the heavy and thin solid lines in Fig.11).
The flattening of the radiation spectrum observed at millimeter wavelengths (Mezger et al. mezger (1986)) is a natural consequence of the ‘flat + steep’ representation of the total flux in the two-component approach, with approximately equal contributions from these components around 5 GHz. The two-zone model also predicts that the flux measured by Tuffs et al. (tuffs97 (1997)) around $`6\mu m`$ should be predominantly synchrotron in origin.
The unusual dependence of the secular decline of radio fluxes on frequency, which is at a constant level at $`\nu 40\mathrm{MHz}1\mathrm{GHz}`$ but seems dropping at higher frequencies, is explained by varying contributions of the flat and steep spectrum components at different frequencies. This interpretation suggests that on average the net flux of the bright compact components in Cas A drops faster than the diffuse plateau emission, in agreement with observations of Tuffs (tuffs83 (1983)).
The synchrotron origin of the X-rays above 10 keV can be explained if electrons in the compact CBSR components are accelerated to energies of few tens of TeV. These energies can be reached, e.g., by diffusive shock acceleration in the Bohm limit, which seems seems a plausible mechanism for production of relativistic electrons at the reverse shock presumably connected with the bright radio ‘ring’. In principle, for the radio knots as well the diffusive acceleration at the bow shocks could result in the high electron energies needed for X-ray emission. Perhaps, another possibility for acceleration of electrons in the radio knots could be connected with reconnection of the magnetic field lines strongly amplified, as shown by Jones et al. (jones94 (1994)), in thin turbulent layers behind the bow shocks of dense gas ‘bullets’ at the stage of their fast disruption by Rayleigh-Taylor and Kelvin-Helmholtz instabilities.
Hard spectral indices for accelerated particles weaken the constraints on the energetics of relativistic electrons in Cas A. For example, in the case of $`\beta _{\mathrm{acc}}=2.24`$, and $`B_1=1.5\times 10^3\mathrm{G}`$ and $`B_2=4\times 10^4\mathrm{G}`$ used in Fig.4, the total energy $`W_\mathrm{e}=2.7\times 10^{48}\mathrm{erg}`$. The energy $`W_\mathrm{e}`$ needed in the case of $`\beta _0=2.54`$ for a uniform shell with the same magnetic field $`B_0=B_2`$ is by a factor of 10 larger.
## 7 Conclusions
The radio fluxes of the prototype young SNR Cas A show a large variety of spectral and temporal features which are very difficult to incorporate into one self-consistent picture, if one remains in the framework of a single-zone (i.e. uniform) model approach and thus has to attribute the spectral indices deduced from radio observations to the source spectra of accelerated electrons, since radiation losses cannot modify the energy distribution of radio electrons during the lifetime of Cas A. The interpretation of the radio data essentially changes if we take into account that energy dependent propagation of relativistic particles is able to modify their energy distribution in a spatially inhomogeneous source on timescales much shorter than the radiative loss time. The efficiency and extent of these modifications depend on the strength of the gradients in the spatial distribution of the particles in the source.
The simplest spatially inhomogeneous model is the one where the radio source is subdivided into two zones with different energy distributions of relativistic electrons and different magnetic fields. The basic assumption of the model is that the number density of radio electrons in the compact bright radio components (predominantly included in zone 1) is much higher than in the surrounding diffuse shell between the reverse shock and the blast wave (zone 2). The fulfillment of this assumption is contingent on an efficient acceleration of electrons in these radio bright components. In principle, acceleration of electrons in the diffuse shell is not needed at all. Note, however, that the model does not exclude a contribution from such acceleration provided that it is not so powerful as to noticeably reduce the gradients in the spatial density of electrons established by acceleration in the CBSR components, which would otherwise diminish the efficiency of spectral modifications in zone 1.
The possibility for exchange of particles between these zones on an energy dependent timescale $`\tau _{\mathrm{esc}}E^\delta `$, with $`\delta 0.50.6`$, allows us to suggest a single hard power law injection spectrum of electrons with an index $`\beta _{\mathrm{acc}}2.22.3`$, implying an efficient acceleration process. Then, depending on the relativistic electron density contrast and physical parameters of individual component $`j`$, the leakage of electrons from those CBSR components can result in the steepening of the injection spectrum up to $`\beta _{1,j}2.9`$, in agreement with the maximal spectral indices of the knots $`\alpha _{1,j}0.95`$. The energy distribution of radio electrons $`N_2(E)`$ in the extended plateau will show the hard power-law index of injection, $`\beta _2\beta _{\mathrm{acc}}`$. As a general remark we note that energy-dependent propagation in any non-uniform medium would always tend to flatten the energy distribution of particles in the regions with lower density, i.e. which are typically more extended.
The model leads to a number of predictions.
The two-component decomposition of the overall flux, with $`J_1J_2`$ at 5 GHz, predicts that the sites of current or very recent acceleration will become more pronounced in the high resolution (few arcsec) maps at lower frequencies, where the contribution of the diffuse plateau to the overall flux will decrease. This should result in a significant increase of the brightness contrast for the remaining compact structures (which belong to zone 1), reaching its maximum around 40 MHz (i.e. at the minimum frequencies not affected by synchrotron self-absorption).
At frequencies $`30\mathrm{MHz}`$ the bright compact structures will quickly disappear, but the plateau emission, in the form of a weak diffuse shell, may become dominant again. This shell would probably have an apparent radius less than $`150^{\prime \prime }`$ if the emissivity of the shell is indeed strongly decreasing towards the blast wave, implying very low brightness at large radii.
Correlations between the spectral index and the geometrical thickness of the radio knots of similar brightness could be expected on the high resolution maps of Cas A taken at 1.4-5 GHz. The radio knots with a smaller thickness, but the same brightness, would tend to be steeper since the escape times in those knots could be smaller. Note however that the escape time is not the only parameter affecting the efficiency of spectral modifications. In particular, the ‘steepness-compactness’ correlation could be different for knots in the fading stage (which are ‘older’, with declining injection of new particles) and in the brightening stage. Besides, such a correlation could be significantly affected by different magnetic fields in the knots. Nevertheless, the search for correlations between spectral index and compactness of the knots seems worthwhile.
At frequencies above 10 GHz the brightness contrast will decrease, and the CBSR structures may appear less pronounced. The total emission will be dominated by the diffuse flat-spectrum plateau, and the spectral index may decrease to $`\alpha 0.65`$ (see Fig.11). The structure of zone 2, in particular the outer edge of the shell, will be better discernible.
An important prediction concerns the character of the long term evolution of the radio pattern of Cas A. One can expect that during the next $`\mathrm{\Delta }tt_{\mathrm{B1}}(150200)\mathrm{yr}`$, when the total emission will become dominated by the diffuse plateau and the compact radio structures may become less common, the remnant will have a much more uniform radio shell with a spectral index $`0.6`$, and Cas A may become similar to Tycho’s SNR<sup>3</sup><sup>3</sup>3An alternative explanation for the contrasting brightness, spectral and morphological characteristics of Tycho’s SNR could be that, as the remnant of a type Ia event, this source never contained compact efficient accelerators as appear to be now present in the ejecta - circumstellar interaction of Cas A, and that all particle acceleration in Tycho’s SNR has occurred at the blast wave. (e.g. see Klein et al. klein (1979)). Interestingly, the overall efficiency of electron acceleration at that time might be even lower than at present, while the radio spectrum will be significantly harder reflecting the spectrum of the acceleration which is taking place presently. More generally, the energy dependent propagation of radio electrons in a spatially inhomogeneous medium can explain the trend (see e.g. Green green (1988); Jones et al. jones98 (1998)) that young clumpy shell-type SNRs often exhibit radio spectra that are significantly steeper than those of older ones showing a typical spectral index $`\alpha 0.5`$.
At X-ray frequencies the appearance of Cas A may be very different in the soft X-ray and hard X-ray domains. At photon energies below $`10\mathrm{keV}`$ the radiation is dominated by thermal emission of the gas in the extended region from the reverse shock up to the blast wave. Apart from the thermal diffuse emission we could expect a noticeable contribution of the nonthermal X-rays from compact radio structures. This radiation could be more easily distinguished from the thermal emission in the case of compact bright radio knots at the periphery of Cas A, if the X-ray spectra would appear relatively flat in the 1-5 keV region (see Figs. 4 and 11) and the line emission would be deficient. These observations will be possible with the high spectral and angular resolutions of XMM and ASTRO-E.
In hard X-rays above 10 keV the appearance of Cas A may significantly change. In the case of a nonthermal origin of this radiation, all acceleration sites of the highest energy electrons may become clearly visible. Note, however, that the angular resolution of the detectors needed to reveal significant spatial changes at these energies must be better than $`10^{\prime \prime }`$. The observation of such hard nonthermal X-ray fluxes from the compact radio knots and radio ring would impose an upper limit on the magnetic field in these structures $`B_1<3\mathrm{mG}`$, with the probable value expected in the range $`B_1(12)\mathrm{mG}`$. The model predictions for magnetic fields in the diffuse shell are $`B_2(0.30.5)\mathrm{mG}`$.
At energies above 100 keV we predict very flat spectra of the soft $`\gamma `$-ray fluxes due to bremsstrahlung which perhaps would be observable for the forthcoming ASTRO-E and INTEGRAL telescopes.
For the high energy $`\gamma `$-rays, $`E100\mathrm{MeV}`$, fluxes at a level of 0.1-0.5 of the EGRET flux upper limits are expected. These fluxes should be easily detected by the GLAST instrument.
In summary, the steepness of radio spectra of bright and compact structures in clumpy radio sources is not an indication of inefficient acceleration, but rather a natural consequence of very efficient acceleration which builds up high spatial gradients of relativistic electrons in those sources increasing the efficiency of spectral modifications due to their energy dependent escape.
###### Acknowledgements.
The authors thank Larry Rudnick for very useful discussions, and the anonymous referee for very helpful comments. RJT thanks NRAO for hospitality during his visits to the VLA in 1984 and 1985 and to Rick Perley, Steve Gull and Martin Brown for support in the observations and data reduction which led to Fig.1. The work of AMA was supported through the Verbundforschung Astronomie/Astrophysik of the German BMBF under the grant No. 05-2HD66A(7). |
warning/0001/astro-ph0001232.html | ar5iv | text | # Morphology vs. physical properties: some comments and questions
## 1. Introduction
It is now clear that a classification of PNe based on their morphology (Balick 1987; Schwarz, Corradi, & Stanghellini 1993; Manchado et al. 1996) also corresponds to a real physical classification of the nebulae and of their stellar progenitors. Correlations between morphology and other properties of the nebulae/stars were recognized quite a long time ago (cf. Greig 1972; Peimbert & Torres-Peimbert 1983; Zuckerman & Gatley 1988), and confirmed recently by the analysis of extensive (and thus statistically more robust), homogeneous, and high-quality image atlases (Balick 1987; Schwarz, Corradi, & Melnick 1992; Manchado et al. 1996; Gorny et al. 1999).
One of the most extensive analyses is that of Corradi & Schwarz (1995, hereafter CS95), who considered 400 PNe with high-quality optical images and studied in detail the correlation of the morphological properties with several other physical properties, giving particular emphasis to the comparison between the elliptical ($`e`$) and bipolar ($`b`$) PNe. I stress once more the quite strict definition of $`b`$ PNe according to the classification of Schwarz et al. (1993): these are elongated, axially symmetric PNe distinguished by an “equatorial” waist from which two faint, extended lobes depart. CS95 found that $`b`$ PNe have:
a) a scale height on the Galactic plane of 130 pc compared to the value of 320 pc for the $`e`$ objects and of 260 pc for the global sample of Galactic disk PNe;
b) smaller deviations than the other morphological types from pure circular Galactic rotation;
c) the hottest central stars among PNe;
d) chemical overabundances of helium and nitrogen;
e) outflow velocities up to an order of magnitude greater than the typical expansion velocities of PNe;
f) giant dimensions;
g) different “evolutionary” tracks in the two-color IRAS diagram.
The above properties—especially a,b,c,d—indicate that $`b`$ PNe are produced by more massive progenitors than the other morphological classes. These results were later confirmed by other authors (e.g. Gorny, Stasinska, & Tylenda 1997; see also Manchado, this volume).
In this contribution, I will add some comments to the discussion of those properties which appear to be most important for understanding the formation of the different morphological classes I then discuss whether these put real constraints on the models and present some other recent results on $`b`$ PNe.
## 2. The mass of $`b`$ PNe progenitors
As mentioned above, the conclusion that $`b`$ PNe have more massive progenitors than $`e`$ PNe is consistent with several properties of the nebulae and their central stars. But the only property which allows us quantitatively to derive mass limits for the progenitors of the different morphological classes is the distribution of the nebulae along the vertical ($`z`$) direction of the Galactic disk. The method is to compare the $`z`$-distribution of PNe with that of main-sequence stars in the Galaxy. To do this, an exponential-in-$`z`$ distribution function is usually assumed, $`n(z)=n_0e^{z/z_h}`$, where $`z_h`$ is the scale height. Note that this distribution function has the convenient property that $``$$`|z|`$$``$$`\sigma z_h=1.44`$$``$$`|z|`$$`_{1/2}`$, where $``$$`|z|`$$``$, $`\sigma `$, and $`<`$$`|z|`$$`>_{1/2}`$ are the mean, the standard deviation and the median, respectively, so that one would be tempted to derive $`z_h`$ by simply measuring $``$$`|z|`$$``$. The exponential function which a scale height independent from the galactocentric distance appears to be a good representation for the distribution of light (star volume density) in spiral galaxies (Wainscoat et al. 1992).
The $`z`$-distribution of 35 $`b`$ PNe and 119 $`e`$ PNe in CS95 is shown in Figure 1. The histograms are indeed fairly well fitted by exponential distributions, with $`z_h`$ = 130 pc and $`z_h`$ = 320 pc for the $`b`$ and $`e`$ types, respectively. CS95 also computed $`z_h`$ = 260 pc for the whole sample of Galactic disk PNe. These figures should be compared to the scale heights of main-sequence stars in the Galaxy, which as shown in Fig. 2 are basically divided into two regimes: $`z_h`$ around 100 pc for spectral types earlier than F5, and around 300 pc for types later than F8. The increase of $`z_h`$ with spectral type is thought to be an age effect, caused by the so-called “dynamical heating” of the disk (Wielen et al. 1984), which would produce a continuous growth of the $`z`$-velocity dispersion of stars. From Fig. 2, it is clear that $`b`$ PNe are associated with the low $`z_h`$ regime, while $`e`$ PNe with the high $`z_h`$ one. This corresponds to limits of $`m>1.3`$ M for the initial mass of the progenitors of $`b`$ PNe, and $`m<1.3`$ M for the $`e`$ PNe. These figures are only slightly different from those quoted by CS95, being slightly more conservative according to the discussion below of the uncertainties involved in their derivation.
### 2.1. Caveats
In deriving mass limits for the progenitors of the different morphological classes from the Galactic $`z`$ distribution, one should consider the following points:
* The main limitation in this kind of analysis is the uncertainty in the distances of individual PNe. Considering that $`b`$ PNe are a very peculiar class of nebulae, it would not be surprising if their distances obtained via the usual statistical methods were affected by systematic errors. It would be sufficient that their distances were underestimated by a factor of two to raise serious doubts about the existence of a real difference in their Galactic scale height with respect to the whole sample of PNe. To remove this doubt, I have estimated kinematical distances for the sample of $`b`$ PNe in CS95. As is widely known, the method consists in assuming that the objects participate in the general circular rotation around the Galactic center. Their distances are then estimated by comparing their apparent radial velocities with those expected for circular orbits as a function of heliocentric distance and Galactic longitude. Errors in the distances provided by this method are large, but it remains the only method which, at present, can be applied to many $`b`$ PNe, and which is free from risk of systematic errors. A comparison of the kinematical distances with those adopted by CS95 for 30 $`b`$ PNe is plotted in Figure 3. Apart from an obvious large dispersion of points, from this plot we can exclude the possibility that the distances of $`b`$ PNe were underestimated by CS95 by a factor of two or more, since in that case they would preferentially lie close to the 2:1 relation (dashed line), while most of them are instead found close to the 1:1 relation (solid line). In fact, computing the scale height of the 30 $`b`$ PNe using the kinematical distances, yields $`z_h`$150 pc. Thus this exercise fully confirms the results of CS95.
* When determining the scale height of a class of objects, one has to be careful with the sample size. The number of objects should be large enough to check whether the exponential model distribution is a fair representation of the observed one, and that it is sufficiently well sampled. The derivation of $`z_h`$ directly from $``$$`|z|`$$``$ for small samples should also be avoided.
* As discussed above, main-sequence stars in the Galaxy are basically divided into “early-type” stars with $`z_h`$100 pc and “late-type” objects with $`z_h`$300 pc, the rapid transition to larger scale heights occurring between spectral classes F0 and G5. Considering the uncertainties involved in the derivation of the scale height for PNe, and in particular the present poor knowledge of distances, it is therefore not possible to derive precise mass values for their progenitors. Note also that the reference samples of stars are a mixture of main-sequence objects of different ages (recently born or on the point of leaving the main sequence) while the PNe are clearly all very evolved objects. A population of PNe is then expected to lie at higher $`z`$ than a (younger) random mixture of its main-sequence progenitors, provided that the main-sequence lifetime is sufficiently long to allow the dynamical heating of the disk to act. This introduces an additional uncertainty into the analysis. For these reasons, it is not advisable to derive more accurate masses for PN progenitors than those which result from dividing them in the above two scale height regimes. Taking a mass value in the middle of the transition from low to high scale heights for main-sequence stars, say 1.3 M corresponding to spectral types F5-F8, the only robust conclusion is therefore that the progenitors of $`b`$ PNe have initial masses greater than this value, while those of $`e`$ PNe have smaller ones.
### 2.2. A real constraint?
Although the difference in progenitor masses of $`b`$ and $`e`$ PNe is a very important constraint that must be taken into account when explaining their formation, at present it does not appear to be able to discriminate as to whether these morphological classes are produced by single or binary systems, which is one of the main topics of this conference.
The fact that $`b`$ PNe have higher-mass progenitors is the basic starting point for single star theories. García-Segura et al. (1999) conjecture that, if the initial mass is larger than $`1.3`$ M (note that this limit coincides with that derived in the previous section for $`b`$ PNe), stars might rotate on the AGB with a velocity close to the critical one, causing a markedly aspherical mass deposition. This is because their cores would not have been spun down onto the main sequence (as occurs for lower-mass stars), evolve decoupled from the envelope, and remain fast rotators until angular momentum is redistributed on the AGB, spinning up the outer layers. Rotation would force the envelope ejection in the equatorial plane of the AGB star, providing the correct mass-loss geometry needed to form a bipolar PN.
But binary models also have an explanation for the higher progenitor masses of $`b`$ PNe. In fact, according to Soker (1998) a low-mass star in a binary system would interact strongly with the companion already on the RGB (the ratio of the stellar radii during the AGB and the RGB, $`R_{\mathrm{AGB}}`$/$`R_{\mathrm{RGB}}`$, is small for low-mass stars), causing an enhanced mass-loss which would leave a low-mass and small AGB envelope. Then the interaction with the companion on the AGB would be weak preventing the formation of a $`b`$ PN. On the other hand, higher-mass stars, for which $`R_{\mathrm{AGB}}`$$``$$`R_{\mathrm{RGB}}`$, would mainly interact on the AGB, and because of this interaction would be able to produce a $`b`$ PN.
In addition, it should be mentioned that Mellema (1997) showed that in low-mass stars the post-AGB evolution is slow enough for the ionization front to have time to smooth out the density contrast between the equatorial plane and the polar directions, preventing the formation of a bipolar PN even if the AGB mass-loss geometry were the favorable one. In higher-mass stars, the post-AGB evolution is so fast that the density distribution is unchanged. It should be calculated, however, whether this conclusion still holds for clumpy distributions of gas.
## 3. Chemical abundances of bipolar PNe
The association of $`b`$ PNe with the chemical type I, i.e. with He- and/or N-rich objects, has been known since Peimbert’s 1978 paper. CS95 discussed the amount of data available in the literature in 1995, and more recently their results were refined by means of new observations. Corradi et al. (1997b) and Perinotto & Corradi (1998) made a detailed spatially resolved study of the abundances of a sample of 15 $`b`$ PNewith the following main results:
* within the errors, the nebulae are chemically homogeneous in He, O, N;
* Ne, Ar, and S abundances have systematic increases toward the outer regions of the nebulae. This might be due to errors inherent to the use of the standard icf method (Alexander & Balick 1997);
* it is confirmed that $`b`$ PNe are overabundant in He and N (type I) with respect to elliptical PNe, as indicated in Table 1. This is ascribed to efficient second and third dredge-up and burning at the base of the convective envelope in the most massive progenitors;
* the highest He overabundances displayed by some $`b`$ PNe (e.g. M 3-2, He 2-111, and NGC 6537) cannot by reproduced by any current model of AGB evolution;
* oxygen depletion is suggested for the nebulae with the highest N/O abundances, indicating that an efficient ON cycle process has occurred in their progenitors.
### 3.1. Any problem with the binary models?
Let’s now turn our attention to “massive” stars. Soker (1998) has argued that 30–40% of massive stars (M$`{}_{i}{}^{}2.3`$ M) have companions in the right separation range to form bipolar ($`b`$) PNe. The other 60–70% would form elliptical ($`e`$) nebulae. If evolution in a binary system do not affect the chemical enrichment of the stars, then one expects to find, at any abundance interval in the range for massive PNe progenitors, twice as many $`e`$ as $`b`$ PNe (assuming the same nebular life time). In our sample, after correcting for sample size effects, for large He and N abundances we have instead the reverse situation, with more $`b`$ than $`e`$ PNe. This raises the question of where all the non-bipolar PNe with large He and N abundances are (the expected progeny of single massive stars)?
An explanation within the binary scenario would require extra enrichment caused by the binary interaction. One hint in this sense is the fact that the highest He abundances of $`b`$ PNe are not reproduced by any current model for single stars.
## 4. Orientation in the Galaxy of axisymmetrical PNe
There were some strong suggestions in the past that the symmetry axis of aspherical PNe were not oriented randomly within the Galaxy. In particular, Melnick & Harwit (1975) and recently Phillips (1997) have claimed that axially symmetrical PNe have their axes preferentially inclined at low angles to the Galactic plane. Such a property would put very interesting constraints on the mechanisms producing the asphericity in PNe. In other classes of objects, as in SN remnants (Gaensler 1998) and nebulae ejected by massive stars (Hutsemekers 1999), the nebular orientation, for instance, was found to be clearly related to the Galactic magnetic field.
Based on a larger and more homogeneous sample, and on a more rigorous statistical analysis than in the previous studies, Corradi et al. (1997a) showed instead that there is no strong evidence for such an alignment, at least partially removing interest to the issue.
## 5. The role of detached binary systems: symbiotic stars
Finally, I conclude with a brief comment on the observations of binary stars in PNe and their relation with $`b`$ PNe. A review of very close binaries, with periods of a few hours to a few days, is presented by H. Bond in this volume. These objects are expected to have undergone a common envelope phase during the AGB evolution of the star which has now ejected its PN. Although most PNe with a close binary nucleus are aspherical, only a relatively small fraction of them (some 25%) has a truly bipolar nebula.
In my opinion, the situation looks more promising for wider interacting binaries which avoid the common envelope phase, as also supported by Soker (1997). In this respect, known detached binaries like symbiotic stars give a practical demonstration of the ability of these systems to form bipolar nebulae, rings and jets. In symbiotic stars containing a Mira, all nebulae are markedly aspherical, and about a half are bipolar/ring. This suggests that the kind of interactions occurring in these systems (formation of collimating accretion/excretion disks, production of collimated fast winds from the hot components) might provide the explanation of the collimation of the outflows in $`b`$ PNe. A thorough discussion of the nebulae around symbiotic stars and of their similarities with $`b`$ PNe can be found in the contributions of Corradi et al. and Mikolajewska (this volume), as well as in Corradi et al. (1999a, 1999b).
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warning/0001/hep-ph0001243.html | ar5iv | text | # Baryon magnetic moments in the QCD string approach
## 1 Introduction
Recently in a stimulating analysis of the hyperon static properties H.J.Lipkin displayed remarkably successful relations connecting strange and nonstrange baryon magnetic moments and the corresponding quark masses $`\nu _u`$ and $`\nu _s`$ (in order to avoid similar notations for masses and magnetic moments we denote current quark masses by $`m_k`$ and dynamical, or constituent, quark masses by $`\nu _k`$). To understand why these relations so well agree with the experiment and to get insight into the problems encountered in semileptonic decays of baryons one needs a dynamical approach which would enable one to express constituent masses of quarks and baryon magnetic moments in terms of a single QCD scale parameter. It is a purpose of the present letter to express the magnetic moments of baryons and constituent masses of the corresponding quarks in terms of only one parameter – the string tension, and to demonstrate that our results are in line with the relations of Lipkin.
Theoretical investigation of baryon magnetic moments (BMM) has a long history . In the constituent quark model (CQM) BMM are expressed through the values of constituent quark masses, which are input parameters (see also for discussion). Among other approaches to the problem mention should be made of different versions of the bag model , lattice calculations and the QCD sum rules . In the latter the BMM are connected to the values of chiral and gluonic condensates and to the quartic quark correlator. Although a lot of efforts has been undertaken along different lines, the theoretical predictions still differ from the experimental values (by 10-15% in the worst case ).
In all models however theoretical predictions are somewhat biased by the introduction of supplementary parameters in addition to the only one pertinent to QCD – the overall scale of the theory, which should be specified to make the QCD complete. In the final, ideal case this role is played by $`\mathrm{\Lambda }_{QCD}`$; in our treatment, as well as in lattice QCD calculations, we take as this universal parameters the QCD string tension $`\sigma `$, fixed in nature by the meson and baryon Regge slopes.
The purpose of our letter is to calculate BMM through this single parameter, $`\sigma `$, in the simplest possible approximation within the nonperturbative QCD approach, developed in -.
## 2 Relativistic $`3q`$ Green’s function and effective Hamiltonian
The starting point of the approach is the Feynman–Schwinger (world-line) representation of the $`3q`$ Green’s function , where the role of ”time” parameter along the path $`z_\mu ^{(i)}(s_i)`$ of $`i`$-th quark is the Fock–Schwinger proper time $`s_i`$, $`i=1,2,3`$. One has ,
$$G^{(3q)}(X,Y)=\underset{i=1}{\overset{3}{}}ds_iDz_\mu ^{(i)}e^KW_3(X,Y)$$
(1)
where $`X;Y=x^{(1)},x^{(2)},x^{(3)};y^{(1)},y^{(2)},y^{(3)}`$,
$$K=\underset{i=1}{\overset{3}{}}(m_i^2s_i+\frac{1}{4}_0^{s_i}\left(\frac{dz_\mu ^{(i)}}{d\tau _i}\right)^2𝑑\tau _i).$$
(2)
Here $`m_i`$ is the current quark mass and the three-lobes Wilson loop is a product of three parallel transporters
$$W_3(X,Y)=\underset{i=1}{\overset{3}{}}\mathrm{\Phi }_{a_ib_i}^{(i)}(x^{(i)},y^{(i)})e_{a_1a_2a_3}e_{b_1b_2b_3}.$$
(3)
The standard approximation in the QCD string approach is the minimal area law for (3), which will be used in what follows
$$W_3=exp(\sigma \underset{i=1}{\overset{3}{}}S_i)$$
(4)
where $`S_i`$ is the minimal area of one loop.
The next step is basic for our approach, and it allows finally to calculate the quark constituent masses $`\nu _i`$ in terms of the quark current masses $`m_i`$, defined at the scale of $`1GeV`$.
In this step one connects proper and real times (in the baryon c.m. system)
$$ds_i=\frac{dt}{2\nu _i(t)}$$
(5)
where $`t=z_4^{(i)}(s_i),0tT,`$ is a common c.m. time on the hypersurface $`t=const.`$ The new entity, $`\nu _i(t)`$ as will be seen, plays the role of the quark constituent mass and will be calculated through $`\sigma `$(and $`\alpha _s`$ when perturbative exchanges are taken into account).
Considering the exponent in (3) as an action one can define the Hamiltonian and go over to the representation ,
$$G^{(3q)}=\underset{i=1}{\overset{3}{}}D\nu _i(t)D^3z^{(i)}(t)e^A$$
(6)
with
$$A=\underset{i=1}{\overset{3}{}}_0^T𝑑t\left(\frac{m_i^2}{2\nu _i}+\frac{\nu _i}{2}+\frac{(\dot{𝐳}^{(i)}(t))^2}{2\nu _i}\right)+\sigma S_i$$
(7)
The final step in the approach , is the derivation of the c.m. Hamiltonian containing $`\nu _i`$ as parameters to be found from the condition of the Hamiltonian minimum. It has the following form
$$H=\underset{k=1}{\overset{3}{}}\left(\frac{m_k^2}{2\nu _k}+\frac{\nu _k}{2}\right)+\frac{1}{2m}\left(\frac{^2}{\xi ^2}\frac{^2}{\eta ^2}\right)+\sigma \underset{k=1}{\overset{3}{}}|𝐫^{(k)}|.$$
(8)
Here $`\xi ,\eta `$ are Jacobi coordinates defined as in , and $`𝐫^{(k)}`$ is the distance from the $`k`$-th quark to the string-junction position which we take below for simplicity coinciding with the c.m.point. In addition (8) contains an arbitrary mass parameter $`m`$ introduced to ensure correct dimensions, this parameter drops out from final expressions. Leaving technical details to the Appendixes, we now treat the Hamiltonian (8) using the hyperspherical formalism .
## 3 Evaluation of quarks constituent masses
Considering three quarks with equal masses and introducing the hyperradius $`\rho ^2=\xi ^2+\eta ^2`$, one has in the approximation of the lowest hyperspherical harmonic (which is known to yield accuracy of the eigenvalue $`E_n`$ around one percent)
$$\frac{d^2\chi (\rho )}{d\rho ^2}+2\nu \{E_nW(\rho )\}\chi (\rho )=0,$$
(9)
$$W(\rho )=b\rho +\frac{d}{2\nu \rho ^2},b=\sigma \sqrt{\frac{2}{3}}\frac{32}{5\pi },d=15/4.$$
(10)
The baryon mass $`M_n(\nu )`$ is equal to (for equal quark masses)
$$M_n(\nu )=\frac{3m^2}{2\nu }+\frac{3}{2}\nu +E_n(\nu ).$$
(11)
The crucial point is now the calculation of $`\nu `$, which is to be found from the minimum of $`M_n(\nu )`$, as it is prescribed in the QCD string approach -.
At this point it is important to stress that we have changed from $`\nu (t)`$ depending on $`t`$ on the trajectory in the path integral (6) to the operator $`\nu `$ to be found from momenta and coordinates in (8) as in and finally to the constant $`\nu `$ to be found from the minimum of the mass $`M`$, as it was suggested in ,, . The accuracy of this replacement was tested recently in to be around 5% or better for lowest levels.
The equations defining the stationary points of $`M_n`$ as function of $`\nu `$ for equal masses is
$$\frac{M_n}{\nu }|{}_{\nu =\nu _{(0)}}{}^{}=0$$
(12)
The generalization for baryon made of three quarks with different masses is straightforward. The perturbative gluon exchanges and spin–dependent terms can be selfconsistently included in the above picture . Including the Coulomb term and passing to dimensionless quantities $`x,\epsilon _n`$ and $`\lambda `$ defined as
$$x=(2\nu b)^{1/3}\rho ,\epsilon _n=\frac{2\nu E_n}{(2\nu b)^{2/3}},\lambda =\alpha _s\frac{8}{3}\left(\frac{10\sqrt{3}\nu ^2}{\pi ^2\sigma }\right)^{1/3},$$
(13)
where $`\alpha _s`$ is the strong coupling constant, one arrives at the following reduced equation
$$\left\{\frac{d^2}{dx^2}+x+\frac{d}{x^2}\frac{\lambda }{x}\epsilon _n(\lambda )\right\}\chi (x)=0.$$
(14)
It is now a simple task to find eigenvalues $`\epsilon _n(\lambda )`$ of (14) either numerically, or analytically (see below). Then (12) would yield the following equation defining the quark dynamical mass $`\nu `$
$$\epsilon _n(\lambda )\left(\frac{\sigma }{\nu ^2}\right)^{2/3}\left\{1+\frac{2\lambda }{\epsilon _n(\lambda )}\left|\frac{d\epsilon _n}{d\lambda }\right|\right\}+\frac{9}{16}\left(\frac{75\pi ^2}{2}\right)^{1/3}\left(\frac{m^2}{\nu ^2}1\right)=0.$$
(15)
It turns out that numerical solution of (14) may be reproduced analytically with the accuracy of (1-2)% provided one replaces the potential $`W(x)=x+d/x^2\lambda /x`$ in (14) by oscillator potential near the stationary point $`W^{}(x_0)=0`$ – see the Appendix A. Equation (15) applied to the nucleon $`(m=0)`$ yields the dynamical mass $`\nu _u`$ of the light quark, and applied to $`\mathrm{\Omega }^{}(m=m_s)`$ gives the strange quark mass $`\nu _s`$. Before presenting these solutions we remind about spin-spin forces responsible e.g. for $`N\mathrm{\Delta }`$ splitting. Contrary to what might be naively expected the inclusion of spin-spin interaction considerably simplifies the problem due to remarkable cancellation of Coulomb and spin-spin contributions into the dynamical (constituent) quark mass – see the Appendix A. Therefore these terms should be kept only if one wishes to calculate the BMM with the accuracy much higher than 10% in which case one should also take into account pion corrections, higher hyperspherical harmonics, etc. which is out of the scope of the present paper.
Thus in order to determine the quark masses and eventually the baryon magnetic moments one needs only two parameters: the string tension $`\sigma `$ and the strange quark current mass $`m_s`$ ($`u,d`$ current quark masses are set to zero). Present calculations were performed for
$$\sigma =0.15GeV^2,m_s=0.245GeV.$$
(16)
The string tension value (16) which is smaller than in the meson case is in line with baryon calculations by Capstick and Isgur . A similar smaller value of $`\sigma `$ is implied by recent lattice calculations by Bali . Since the value of the above parameters are allowed to vary within certain limits ,, one can in principle formulate the inverse problem, namely express the BMM in line with the present work and then fit their experimental values to determine the optimal choice of $`\sigma `$ and $`m_s`$.
Consider first the case of a nucleon made of three quarks with zero current masses and equal dynamical masses $`\nu _u`$. Keeping in mind cancellation of the Coulomb and spin-spin terms and thus setting in (14) and (15) $`\lambda =0`$ and making use of the oscillator approximation described in the Appendix A, one finds from (15)
$$\nu _u=2\sqrt{\frac{2\sigma }{\pi }}\left[\frac{2}{35^{1/3}}\left(1+\frac{2}{3\sqrt{5}}\right)\right]^{3/4}c\sqrt{\sigma }0.957\sqrt{\sigma }=0.37GeV.$$
(17)
This result agrees with the exact solution of (14) at $`\lambda =0`$ with the accuracy better than 1%. Similar procedure applied to $`\mathrm{\Omega }^{}`$ baryon yields the strange quark dynamical mass $`\nu _s`$. From (15) and (17) one gets
$$\nu _sc\sqrt{\sigma }\left(1+\frac{3}{4}\frac{m_s^2}{c^2\sigma }\frac{15}{32}\frac{m_s^4}{c^4\sigma ^2}\right)=0.46GeV$$
(18)
for $`m_s=0.245GeV`$, and where the constant $`c`$ is defined in (17). Now we turn to baryon magnetic moments.
## 4 Baryon magnetic moments
The form (1) for $`G^{(3q)}`$ does not take into account spins of quarks. When those are inserted, a new additive term appears in the exponent of (6), proportional to the external magnetic field $`𝐁`$, namely $`A`$ acquires the following term ,
$$\delta A=\underset{k=1}{\overset{3}{}}_0^{s_k}𝑑\tau _ke_k𝝈^{(k)}𝐁=\underset{k=1}{\overset{3}{}}_0^T\frac{e_k𝝈^{(k)}𝐁}{2\nu _k}𝑑t,$$
(19)
where $`e_k`$ is the electric charge of the quark, $`𝝈^{(k)}`$ is the corresponding spin operator, and the definition (5) of the constituent mass was used.
Introducing the $`z`$-component of the magnetic moment operator
$$\mu _z=\underset{k=1}{\overset{3}{}}\frac{e_k\sigma _z^{(k)}}{2\nu _k},$$
(20)
one can write the BMM as matrix elements
$$\mu _B\mathrm{\Psi }_B|\mu _z|\mathrm{\Psi }_B$$
(21)
where $`\mathrm{\Psi }_B`$ is the eigenfunction of (8), and $`\nu _k`$ is taken at the stationary point, given by (12).
For the baryon wave function we shall take here the simplest approximation, namely
$$\mathrm{\Psi }_B=\mathrm{\Psi }^{symm}(r)\psi ^{symm}(\sigma ,f)\psi ^a(color),$$
(22)
where $`\psi (\sigma ,f)`$ is the spin-flavour part of the wave function. The form (22) neglects the nonsymmetric components in the coordinate $`\psi (r)`$ and spin-flavour parts of wave function, which appear in the higher approximation of the hyperspherical formalism , and for lowest states contribute only few percent to the normalization . The spin-flavour functions for different baryons were known for a long time , and are briefly outlined in the Appendix B. Using these functions it is a simple task to calculate the matrix element (21), e.g. the proton and neutron magnetic moments are given by
$$\mu _p=\frac{m_p}{\nu _u}=\frac{1}{2}\sqrt{\frac{\pi }{2\sigma }}\left[\frac{2}{35^{1/3}}\left(1+\frac{2}{3\sqrt{5}}\right)\right]^{3/4}2.54\mu _N,\mu _n=\frac{2}{3}\mu _p1.69\mu _N.$$
(23)
Magnetic moments of other baryons as well as new relations between them are obtained from (15), (17) and (18).
In particular one has
$$\mu _\mathrm{\Omega }^{}\mu _p(1+\frac{3}{4}\frac{m_s^2}{c^2\sigma }\frac{15}{32}\frac{m_s^4}{c^4\sigma ^2})^1=2.04\mu _N,$$
(24)
$$\mu _{\mathrm{\Sigma }^+}(4c^2\sigma +m_s^2)=2\mu _{\mathrm{\Xi }^0}(3c^2\sigma +2m_s^2),$$
(25)
where terms of the order $`m_s^4/c^4\sigma ^2`$ were omitted in deriving the last relation.
Results on the BMM are summarized in Table 1. As these results differ from the experimental values typically by only about 10% and are subjected to plentiful corrections (meson exchanges, higher harmonics, etc.), one may conclude that the outlined QCD approach is successful even in its simplest form.
It is important to realize that the QCD string model used above is a fully relativistic string model for light current masses, and the ”nonrelativistic” appearence of the Hamiltonian (1) is a consequence of the rigorous eibein formalism which was introduced in the most general form in .
The approach enables to investigate other electromagnetic properties of baryons: transition magnetic moments, polarizabilities , etc.
The authors are grateful to Yu.S.Kalashnikova for numerous enlighting discussions and suggestions and to A.M.Badalian and N.O.Agasian for useful remarks.
The financial support of the grants RFFI 97-02-16406 and RFFI 96-15-96740 are gratefully acknowledged, Yu.S. was partially supported by the RFFI grant 97-0217491.
Table 1. Magnetic moments of baryons (in nuclear magnetons) computed using Eqs.(12),(20),(21) in comparison with experimental data from PDG
| Baryon | $`p`$ | $`n`$ | $`\mathrm{\Lambda }`$ | $`\mathrm{\Sigma }^{}`$ | $`\mathrm{\Sigma }^0`$ | $`\mathrm{\Sigma }^+`$ | $`\mathrm{\Xi }^{}`$ | $`\mathrm{\Xi }^0`$ | $`\mathrm{\Omega }^{}`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Present work | 2.54 | -1.69 | -0.69 | -0.90 | 0.80 | 2.48 | -0.63 | -1.49 | -2.04 |
| Experiment | 2.79 | -1.91 | -0.61 | -1.16 | | 2.46 | -0.65 | -1.25 | -2.02 |
Appendix A
Eigenvalue equation for baryons
The eigenvalue equation for baryons in hyperspherical basis in its standard form is given by (9) and reduced form with Coulomb term included by (14). Though (14) can be easily solved numerically, it is instructive to present the analytical solution resorting to the oscillator approximation near the stationary point $`W^{}(x_0)=0`$. This approximation is known to yield the accuracy of 1-2% . It will be demonstrated below that the Coulomb term which tends to increase the quark dynamical mass almost exactly cancel with the spin-spin interaction term. Therefore one can consider (21) at $`\lambda =0`$. Then the ground state energy is equal to $`W(x_0)`$ plus the first quantum correction $`\omega /2`$, where $`\omega ^2=2W^{\prime \prime }(x_0)`$.
This yields
$$\epsilon (0)=\frac{3}{2}(\frac{15}{2})^{1/3}(1+\frac{2}{3\sqrt{5}}).$$
(A.1)
Substitution of this result into (13) and (11)-(12) leads to the expression (17) for the light quark current mass $`\nu _u`$.
Next we demonstrate the cancellation of the Coulomb and spin-spin contributions into the quark mass. Again this conclusion results directly from numerical calculations but it is always preferable to present transparent estimates. The derivative $`dE_n/d\nu `$ (see (11), (12), (13)) may be written as
$$\frac{dE_n}{d\nu }=\epsilon (\lambda )\frac{}{\nu }\frac{(2\nu b)^{2/3}}{2\nu }\frac{(2\nu b)^{2/3}}{2\nu }\frac{\lambda }{\nu }\left|\frac{d\epsilon }{d\lambda }\right|,$$
(A.2)
where the (-) sign stems from the fact that $`d\epsilon /d\lambda <0`$. Expanding $`\epsilon (\lambda )`$ in Taylor series in $`\lambda `$ and keeping only linear term (the small parameter is $`\lambda /\epsilon (0)1/4`$) one gets
$$\frac{dE_n}{d\nu }\frac{(2\nu b)^{2/3}}{6\nu ^2}\epsilon (0)\left\{1+\frac{\lambda }{\epsilon (0)}\left|\frac{d\epsilon }{d\lambda }\right|\right\}.$$
(A.3)
The value of $`\epsilon (0)`$ is given by (A.1), the estimate of $`d\epsilon /d\lambda `$ in the small $`\lambda `$ regime is strightforward, then recalling that according to (13) $`\lambda (\nu ^2/\sigma )^{1/3}`$ and solving the simple equations one obtains that due to Coulomb interaction $`\nu _u`$ increases by $`0.03GeV`$. This is confirmed by numerical solution of (14).
The spin-spin interaction in baryon results in the shift of $`E_n`$ equal to
$$\delta E_n=\frac{16}{9}\alpha _s\underset{i>j}{}\frac{𝐬_i𝐬_j}{\nu _i\nu _j}\delta (𝐫_{ij}).$$
(A.4)
For proton the summation over $`(i,j)`$ yields a factor $`4/3`$, all three delta–functions smeared over infinitesimal regious are equal to each other and scale with $`\nu `$ as $`\nu _u^{3/2}\delta `$, where the constant $`\delta `$ for nucleon has been with high accuracy computed by Green’s function Monte Carlo method in . As a result spin-spin interaction leads to a contribution into $`dE_n/d\nu `$ proportional to $`\nu ^{3/2}`$. This in turn results in the decrease of the quark dynamical mass $`\nu _u`$ by 0.035 GeV, i.e. the contributions from the Coulomb and spin-spin interaction into the quark mass almost exactly cancel each other. Thus we are led to a value $`\nu _u=0.37GeV`$ given by (17).
Appendix B
Spin-flavour wave functions and BMM in impulse Approximation.
As stated in the main text we have restricted the basis by considering only totally symmetric component of the baryon wave function in the coordinate space (see for the discussion of corrections to this approximation). Therefore the spin-flavour part of the wave function has to be symmetric too. Then the calculation of the BMM in ”impulse” (additive) approximation proceeds along the well trotted path . For example, the nucleon spin-flavour symmetric wave function entering into (22) is a combination $`\psi ^{symm}(\sigma ,f)=(\phi ^{\prime \prime }(\sigma )\chi ^{\prime \prime }(f)+\phi ^{}(\sigma )\chi ^{}(f))/\sqrt{2}`$, where prime and double prime denote mixed symmetry functions symmetric and antisymmetric with respect to the $`12`$ permutation. The $`\mathrm{\Sigma }^{}`$ spin-flavor wave function is obtained from that of neutron one by substitution of the $`u`$-quark by $`s`$-one and so on for other baryons. Due to the antisymmetry of the complete wave function (22) the calculation of the matrix element (21) reduces to the averaging of the operator $`(\delta _{3u}/\nu _u+\delta _{3s}/\nu _s)`$ or $`(\delta _{3d}/\nu _u+\delta _{3s}/\nu _s)`$. In this way one arrives at the well-known relations
$$\frac{\mu _n}{\mu _p}=\frac{2}{3},\frac{\mu _\mathrm{\Lambda }}{\mu _p}=\frac{\nu _u}{3\nu _s},\frac{\mu _{\mathrm{\Sigma }^+}}{\mu _p}=\frac{8}{9}+\frac{\nu _u}{9\nu _s},\frac{\mu _\mathrm{\Sigma }^{}}{\mu _p}=\frac{4}{9}+\frac{\nu _u}{9\nu _s},$$
$$\frac{\mu _{\mathrm{\Sigma }^0}}{\mu _p}=\frac{2}{9}+\frac{\nu _u}{9\nu _s},\frac{\mu _\mathrm{\Xi }^{}}{\mu _p}=\frac{1}{9}\frac{4}{9}\frac{\nu _u}{\nu _s},\frac{\mu _{\mathrm{\Xi }^0}}{\mu _p}=\frac{2}{9}\frac{4}{9}\frac{\nu _u}{\nu _s}$$
(B.1)
Various corrections to impulse approximation have been discussed in the literature ,. |
warning/0001/math0001052.html | ar5iv | text | # Chow groups of weighted hypersurfaces.
## 1 Introduction
The purpose of this paper is to generalize to the case of weighted projective spaces over an algebraically closed field $`𝐊`$ the following result from \[ELV\]:
###### Theorem 1.1
\[ELV\], Th. 4.6. Let $`X𝐏^n`$ be a hypersurface of degree $`d3`$ and let $`sn1`$ be an integer such that:
$$\left(\begin{array}{c}s+d\\ s+1\end{array}\right)n.$$
Then $`\mathrm{CH}_s(X)𝐐=𝐐`$.
Let $`Q=(q_0,\mathrm{},q_n)𝐍^{n+1}`$. Let $`\mu _a:=\{z𝐊|z^a=1\}`$ and set $`\mu :=_{i=1}^n\mu _{q_i}`$. The weighted projective space $`𝐏(Q)`$ can be realized either as the quotient $`𝐏^n/\mu `$ (with the action defined by componentwise multiplication) or as the quotient $`𝐊^{n+1}/𝐊^{}`$, the action being defined by $`t(x_0,\mathrm{}x_n):=(t^{q_0}x_0,\mathrm{},t^{q_n}x_n)`$. The map $`\phi _Q:[t_0:\mathrm{}:t_n]_\mu [t_0^{q_0},\mathrm{},t_n^{q_n}]_𝐊^{}`$ gives the isomorphism between the two representations. One deduces from this that there is a one to one correspondence between hypersurfaces $`X:=\{f=0\}`$ of $`𝐊^{n+1}/𝐊^{}`$ and those of $`𝐏^n/\mu `$ defined by the zeroes of the polynomial $`f^{}([t_0:\mathrm{};t_n]_\mu ):=f([t_0^{q_0},\mathrm{},t_n^{q_n}]_𝐊^{})`$. If $`f^{}`$ is smooth, the hypersurface $`\{f=0\}`$ is seen to be quasismooth: the cone $`𝒞_X:=\{x𝐊^{n+1}|f(x)=0\}`$ has one singularity in the origin.
## 2 The Main Result.
###### Theorem 2.1
For a smooth irreducible weighted hypersurface $`X^{}`$ of degree $`d3`$ in $`𝐏^n`$ and $`l𝐍`$ such that:
$$\left(\begin{array}{c}d+l\\ 1+l\end{array}\right)\underset{j=0}{\overset{n}{}}q_j1$$
one has:
$$\mathrm{CH}_l(X)𝐐=𝐐$$
where $`X=X^{}/\mu `$.
Proof:
Let:
$$N:=(\underset{j=0}{\overset{n}{}}q_j)1$$
$$N_r:=\{\begin{array}{cc}0& r=1\\ _{j=0}^rq_j& r=0,\mathrm{},n\end{array}$$
Remark in particular that $`N_n=N+1`$, and that $`N_rN_{r1}=q_r`$ $`r=0,\mathrm{},n`$. Define a rational map:
$$\sigma _Q:𝐏^N𝐏(Q)$$
by:
$$(\sigma _Q([t_0:\mathrm{}:t_N])_r:=\underset{j=N_{r1}}{\overset{N_r1}{}}t_jr=0,\mathrm{},n.$$
Set:
$$𝒥_Q:=\{(j_0,\mathrm{},j_n)𝐍^{n+1}:N_{r1}j_rN_r1r=0,\mathrm{},n\}$$
and consider $`J𝒥_Q`$, the subvarieties:
$$Z_J:=\{t𝐏^N:t_{j_0}=\mathrm{}=t_{j_n}=0\}$$
$$Z_Q:=_{J𝒥_Q}Z_J$$
It is clear that $`\sigma _Q`$ is only defined on $`𝐏^NZ_Q`$. This map is well-defined on $`𝐏^NZ_Q`$: indeed, if one considers $`lt_j`$ instead of $`t_j`$ for a nonzero $`l`$, one has:
$$\underset{j=N_{r1}}{\overset{N_r1}{}}lt_j=l^{q_r}\underset{j=N_{r1}}{\overset{N_r1}{}}t_j$$
so that modulo the weighted action of $`𝐊^{}`$ these two quantities coincide.
Also, $`\sigma _Q`$ is onto, since if $`x𝐏(Q)`$ and $`(x_0,\mathrm{},x_n)`$ is a representative in $`𝐊^{n+1^{}}`$, one may choose, $`r=0,\mathrm{},n`$, some $`q_r1`$ variables freely and the last one such that $`x_r=_{j=N_{r1}}^{N_r1}t_j`$. So:
$$x𝐏(Q),dim(\sigma _Q^1(x))=\underset{r=0}{\overset{n}{}}(q_r1)=Nn$$
Let $`X𝐏(Q)`$ be a weighted homogeneous hypersurface of $`Q`$-degree $`d3`$. If $`X`$ is defined by the weighted homogeneous polynomial $`f=f(x_0,\mathrm{},x_n)`$, we define $`\stackrel{~}{X}`$ in $`𝐏^N`$ by the polynomial $`\stackrel{~}{f}=\stackrel{~}{f}(t_0:\mathrm{}:t_N)`$, of the same degree, obtained by replacing $`x_k`$ by $`_{j=N_{k1}}^{N_k1}t_j`$. The map $`\sigma _Q`$ induces a rational map:
$$\sigma _Q:\stackrel{~}{X}X.$$
Let $`R`$ be the plane in $`𝐏^N`$ defined by the equations:
$$t_{N_{r1}}=\mathrm{}=t_{N_r1}r=0,\mathrm{},n$$
The number of equations which define it is:
$$\underset{r=0}{\overset{n}{}}(N_r1N_{r1})=\underset{r=0}{\overset{n}{}}q_r(n+1)=Nn$$
Let $`S:=R\stackrel{~}{X}`$. Then this linear space has dimension $`n`$ and has, by construction, the fundamental property that $`SZ_Q=\mathrm{}`$:
$$tZ_Q,r|0rn,i\text{ such that }N_{r1}iN_r1\text{ for which }t_i=0$$
But then in $`S`$, $`t_{N_{r1}}=0`$ also and all the other $`t_j`$ with $`j`$ in the $`r`$th string are also zero. This for every $`r`$.
Let
$$u:\mathrm{Bl}_{Z_Q}(\stackrel{~}{X})\stackrel{~}{X}$$
be the blow-up along $`Z_Q`$ turning $`\sigma _Q`$ into a morphism:
$$\begin{array}{ccc}\mathrm{Bl}_{Z_Q}(\stackrel{~}{X})& \stackrel{\widehat{\sigma }_Q}{}& X\\ u& & ||\\ \stackrel{~}{X}& \stackrel{\sigma _Q}{}& X\end{array}$$
Let:
$$l_0:=\underset{l𝐍}{\mathrm{max}}\left\{\left(\begin{array}{c}l+d\\ l+1\end{array}\right)N\right\}\{l𝐍|ln\}$$
We know from \[ELV\], Theorem 4.6., that if $`sl_0`$, then:
$$\mathrm{CH}_s(\stackrel{~}{X})𝐐=𝐐$$
So let’s take $`\gamma \mathrm{CH}_s(X)𝐐`$ where $`sl_0`$. Set $`\stackrel{~}{\gamma }:=\tau ^1(\gamma )`$, being $`\tau :=\sigma _Q|_S`$.
Certainly $`\stackrel{~}{\gamma }`$ is an $`s`$-cycle on $`\stackrel{~}{X}`$ which is supported on $`S`$. Therefore there is some $`a𝐐`$ and a $`\mathrm{\Gamma }\mathrm{Gr}(s+1)`$ such that:
$$\stackrel{~}{\gamma }_{\stackrel{~}{X}}[\mathrm{\Gamma }\stackrel{~}{X}]=a\mathrm{\Gamma }\stackrel{~}{X}$$
Since $`\mathrm{CH}_s(𝐏^N)𝐐=𝐐`$, one can eventually replace $`\mathrm{\Gamma }`$ by another $`(s+1)`$-plane which is transversal to $`Z_Q`$. Therefore we may assume that the proper transform of $`\mathrm{\Gamma }`$ under the blow-up along $`Z_Q`$, which I denote by $`\widehat{\mathrm{\Gamma }}`$, is isomorphic to $`\mathrm{\Gamma }`$ itself. Certainly $`\widehat{\stackrel{~}{\gamma }}\stackrel{~}{\gamma }`$ because $`\stackrel{~}{\gamma }Z_Q=\mathrm{}`$. Therefore we deduce:
$$\widehat{\stackrel{~}{\gamma }}_{\mathrm{Bl}_{Z_Q}(\stackrel{~}{X})}b\widehat{\mathrm{\Gamma }}\mathrm{Bl}_{Z_Q}(\stackrel{~}{X})$$
Since $`X^{}`$ is smooth, and since $`\mu `$ is a finite group, by \[FU\], Ex 11.4.7., we have a “moving lemma” on $`X=X^{}/\mu `$. Therefore we can move $`\gamma `$ inside $`X`$ in such a way that that it is not in the ramification locus of $`\widehat{\sigma }_Q`$. Hence $`\widehat{\sigma }_Q`$ is finite of a certain nonzero degree, say $`e`$.
So we deduce:
$$\widehat{\sigma }_Q\widehat{\stackrel{~}{\gamma }}=e\gamma $$
while:
$$\widehat{\sigma }_Q(\widehat{\mathrm{\Gamma }^{}}\mathrm{Bl}_{Z_Q}(\stackrel{~}{X}))=eH_{s+1}eX$$
being $`H_{s+1}`$ the generator of $`\mathrm{CH}_{s+1}(𝐏(Q))𝐐=𝐐`$.
Therefore $`\gamma _Xbe^2H_{s+1}X=tH_s`$, with $`H_s`$ generator of $`𝐏(Q)𝐐=𝐐`$. This shows $`\mathrm{CH}_s(X)𝐐=𝐐`$ $`sl_0`$.
QED
###### Remark 2.1
In the preceding proof a moving Lemma is used; for this reason $`X^{}`$ should have at most quotient singularities. One can probably avoid this as to arrive at the true generalization of the result in \[ELV\] valid irrespective of the singularities.
Essentially the same method also works for complete intersections so that appropriate analogues of \[ELV\] Prop. 3.5 and Thm. 4.6. hold. In view of technical complications we preferred to state and give the proof for hypersurfaces onl
References:
\[ELV\] H.Esnault- M.Levine- E.Viehweg “Chow groups of projective varieties of very small degree” Duke Math. Journal 87 n.1 (1997) 29-58.
\[FU\] W.Fulton “Intersection Theory”, Springer-Verlag, Berlin, 1984. |
warning/0001/gr-qc0001037.html | ar5iv | text | # To appear in Physical Review D Spacetime perspective of Schwarzschild lensing
## I Introduction
The phenomenon of gravitational lensing is firmly associated with the physics of a four-dimensional Lorentzian spacetime that satisfies the Einstein equations. Yet, it has become a common practice in the study of lensing to break with the basic ideas of general relativity by using the linearized Einstein equations off a fixed background, the thin lens approximation, and treating the bending of light as a linear phenomenon – without mention of its connection with the full theory.
This point of view is very much justified by the accuracy in the comparison of contemporary observations with the resulting calculations, i.e., general relativity does play an essential role in lensing but the weak field approach appears to be quite adequate for most discussions .
However, it is now a fact that the strong field characteristics of general relativity per se are observed in nature as well. Black holes are possibly ubiquitous , and a super-massive black hole may exist in the center of every spiral galaxy. Here is where the full theory of general relativity takes the leading part. In order to describe bending of light by black holes or in high curvature regions, it is necessary to write lens equations that respect the intrinsic nature of general relativity, namely: covariance and non-linearity.
The difficulty in writing down a lens equation that respects covariance and non-linearity is very much of a conceptual type. In fact, even when such a lens equation is developed, it is hard to interpret. A spacetime containing a lens is not the superposition of two spaces, a background spacetime and a lens space. Two different spacetimes are two different entities, and there are an infinite number of ways of identifying them point-wise. What is the meaning of the angular location of a source in the absence of a lens - an idea used extensively in the thin-lens approximation? What are the preferred angular coordinates that give the thin-lens equation its meaning? How do we refer to the distances between the observer, the source and the lens in a coordinate independent manner, or what is the preferred coordinate distance to use? All these questions have perfectly good answers if a background spacetime is available to us and we are given leave to isolate the lensing action from the background. This is not so if there is no background. Without reference to a background, some of these questions have no answers, and some do not even make sense. Treating lensing phenomena strictly in the context of the full theory of relativity requires other ideas and approaches.
We have recently introduced a proposal for a lens equation without reference to a background . An exact lens equation on an arbitrary Lorentzian spacetime can be written down, at least in principle, since it amounts, basically, to finding all the light-rays that reach the eye of an observer. However, for it to be meaningful, it is necessary to express the equation in such a way that it can be used in an astrophysical context; it must be written or expressed in terms of observable quantities. To some extent, we believe that we have partially succeeded in doing that.
As an illustration, we develop and interpret in full detail our lens equation in the case of a Schwarzschild black hole; explicitly working out quantities of astrophysical interest for lensing, such as the angular diameter distance and magnification factors. Furthermore, we use our exact lens equation to test the effectiveness of other lens equations that can be written down in the case that a background is available, most notably the lens equation obtained recently by K. S. Virbhadra and G. F. R. Ellis .
In Sec.II we discuss the idealized situation where, in principle, the null geodesic equations can be solved exactly for a static metric and stationary source and show, again in principle, how a set of lens equations can be constructed, while in Sec.III these ideas are then applied to the Schwarzschild black hole lensing problem. In this section, the important physical quantities such as the angular-diameter distance to a source and the magnification factor are explicitly calculated. In the subsequent sections, we compare the exact results with the thin lens calculations.
## II The exact lens equation
We begin with a four-dimensional static spacetime $`(𝔐,g_{ab}(x^a))`$ with local coordinates $`x^a`$ and consider an observer, at rest in the local coordinates, on a world-line given parametrically by $`x_0^a(\tau )`$, $`\tau `$ being the observer’s proper-time. The observer, looking out, sees null geodesics reaching him from all past null directions, $`l^a`$. These observed directions, labeled by the spatial projections (orthogonal to the observer’s velocity vector, $`v^a=\frac{d}{d\tau }x_0^a(\tau )`$) of the null vectors, can be taken as the two angular coordinates of the observer’s (past) celestial sphere, $`(\alpha _1,\alpha _2).`$ The null geodesics of the past lightcones from the observer’s worldline thus carry these labels; the points on each null geodesic are further labeled by the parameter along the curve, which we take to be an affine parameter $`s`$ suitably normalized so that $`l_av^a=1`$. Thus the past lightcone of the observer has the form
$$x^a=X^a(x_0^a(\tau ),\alpha _1,\alpha _2,s)$$
(1)
where the functions $`X^a(x_0^a(\tau ),\alpha _1,\alpha _2,s)`$ satisfy the geodesic equation
$`\dot{X}^a_a\dot{X}^b=0`$
with
$`\dot{X}^a={\displaystyle \frac{}{s}}X^a(x_0^a(\tau ),\alpha _1,\alpha _2,s)`$
and the null condition
$$g_{ab}\dot{X}^a\dot{X}^b=0.$$
(2)
The local coordinates $`x^a`$ can be chosen so that one of them, say $`x^0`$, is timelike and the remaining three $`x^i`$ are spacelike, $`i=1,2,3`$. In this case, the function $`\dot{X}^0`$ does not vanish at any point. Although we are interested in the past lightcone, it is more straightforward to work in terms of the future lightcone. The direction in which the lightrays are traced is not important in the case of interest, namely, static spacetimes. Therefore, $`\dot{X}^0`$ is everywhere positive.
This means that $`x^0`$ increases monotonically with the affine parameter $`s`$. Because $`\dot{X}^0`$ does not vanish anywhere, then, by (2), at all points on a geodesic one of $`\dot{X}^i`$ is non-zero (different $`i`$ possibly in different sections of the geodesic). For definiteness, we label this spatial coordinate by $`i=1`$. From the implicit function theorem, we have that
$$x^1=X^1(x_0^a(\tau ),\alpha _1,\alpha _2,s)$$
(3)
can be inverted to obtain
$$s=S(x_0(\tau ),\alpha _1,\alpha _2,x^1).$$
(4)
The inversion will only be possible in patches, since it is possible that $`\dot{X}^1`$ vanishes at isolated points. This means that $`s`$ will be, in general, a multiple-valued function of $`x^1`$. Still, this inversion allows us to reparametrize the geodesics in terms of just our coordinates and observation angles:
$`x^0`$ $`=`$ $`X^0(\tau ,\alpha _1,\alpha _2,S(\tau ,\alpha _1,\alpha _2,x^1))\widehat{X}^0(\tau ,\alpha _1,\alpha _2,x^1),`$ (5)
$`x^1`$ $`=`$ $`x^1`$ (6)
$`x^A`$ $`=`$ $`X^A(\tau ,\alpha _1,\alpha _2,S(\tau ,\alpha _1,\alpha _2,x^1))\widehat{X}^A(\tau ,\alpha _1,\alpha _2,x^1).`$ (7)
with $`A=2,3`$. The idea is now to treat these equations as if they determine a source at the spacetime point ($`x^0,x^1,x^A)`$ in terms of the observable quantities ($`\tau ,\alpha _1,\alpha _2)`$ where we have assumed, for the moment, that the coordinate value for $`x^1`$ can be determined from observation. We will treat the source as slow moving or effectively at rest. In this case, Eq. (7) is defined as the lens equation.
More specifically, we interpret this lens equation as follows. Consider a source at a spatial location $`x^i`$, emitting light at time $`x^0`$. We can think of the coordinate $`x^1`$ as a type of radial coordinate. The remaining two coordinates $`x^A`$ are thus a type of angular coordinates. The emitted light arrives at the observer at a time $`\tau `$, in a direction $`(\alpha _1,\alpha _2)`$. Eq. (7) expresses the angular location of a source at radial distance $`x^1`$ in terms of the observation angles $`(\alpha _1,\alpha _2)`$. On the other hand, Eq. (5) is an exact “time of arrival” equation; it relates the time of emission, $`x^0`$, at the radial location, $`x^1`$, with the observer’s proper time $`\tau `$, and arrival direction, $`(\alpha _1,\alpha _2)`$.
The lens equation, Eq. (7), represents a map from the image (or observation) angles $`(\alpha _1,\alpha _2)`$ to the source position angles, $`x^A`$. The map breaks down at locations where the determinant
$$J(\tau ,\alpha _1,\alpha _2,x^1)det\frac{(x^2,x^3)}{(\alpha _1,\alpha _2)}$$
(8)
vanishes. $`J(\tau ,\alpha _1,\alpha _2,x^1)=0`$ defines the caustics (a three surface in four-space) of the family of past lightcones of the observer. The direct consequence of the break-down of the map is that multiple images of the same source can be observed. More specifically, often one can see an image, in direction $`(\alpha _1,\alpha _2)`$, of an object that lies on a null geodesic before it reaches a caustic (in affine distance), while simultaneously seeing a different image, in a different direction $`(\alpha _1^{},\alpha _2^{})`$, from the same object along a different null geodesic, but, in this case, the object lies beyond the caustic in affine distance. The parity of the images is given by the sign of $`J`$. In background dependent calculations, $`J^1`$ is often interpreted as a magnification factor with respect to the “unlensed” source, but, as we have no background, this would not be appropriate here. (Note that $`J(\tau ,\alpha _1,\alpha _2,x^1)`$ could have been calculated holding $`s`$ fixed instead of fixed $`x^1;`$ the vanishing of $`J`$ is independent of that choice. This follows from the general theory of Lagrangian submanifolds and maps.)
The lens equation, Eq. (7), is not yet entirely usable since it involves the (up to now) unobservable quantity $`x^1`$. However, $`x^1`$ can be expressed in terms of observable quantities through the use of the idea of distance. Though there are many definitions of distance in use in general relativity and astrophysics, several of them can be considered to be observable and we thus explore the feasibility of inferring $`x^1`$ from the considerations of distance. We will investigate a definition of distance which is observable, namely the so-called angular-diameter distance \- there being several closely related distance definitions .
Since we have, in principle, exact expressions for the past lightcone of the observer in terms of parameters adapted to the null geodesic congruence, we have a natural way of expressing the angular-diameter distance to the source in exact form. The angular-diameter distance is defined in terms of the infinitesimal area spanned by the observer’s geodesic congruence at the location of the source per infinitesimal solid angle at the observer’s location, namely:
$$D_A=\left|\frac{dA_s}{d\mathrm{\Omega }_0}\right|^{\frac{1}{2}}$$
(9)
In order to calculate the area $`dA_s`$, we define two connecting vectors in the lightcone of the observer. By taking variations of the points on the lightcone with respect to the labels of the null geodesics in the congruence, we find the geodesic deviation vectors, or Jacobi fields:
$$M_1^a=\frac{X^a}{\alpha _1},M_2^a=\frac{X^a}{\alpha _2}.$$
(10)
It is irrelevant to the area calculation whether $`s`$ or $`x^1`$ are held constant in calculating the connecting vectors – the difference, lying along the null tangent vectors to the geodesics, does not affect the area.
The area $`dA_s`$ is the area spanned by these two vectors at the location of the source, namely, the norm of the wedge-product of the two vectors:
$`dA_s`$ $`=`$ $`\left|g_{ac}g_{bd}M_1^{[a}M_2^{b]}M_1^{[c}M_2^{d]}\right|^{\frac{1}{2}}d\alpha _1d\alpha _2`$ (11)
$`=`$ $`\left|2\left((M_1M_1)(M_2M_2)(M_1M_2)^2\right)\right|^{\frac{1}{2}}d\alpha _1d\alpha _2.`$ (12)
If the solid angle at the observer subtended by the area $`dA_s`$ is given by $`d\mathrm{\Omega }_0=K(\alpha _1,\alpha _2)d\alpha _1d\alpha _2`$, where $`K`$ depends on the choice of the coordinates, the angular-diameter distance is given by
$$D_A^2=D_A^2(\alpha _1,\alpha _2,\tau ,x_1)=2K^2|(M_1M_1)(M_2M_2)(M_1M_2)^2)|.$$
(13)
For sufficiently small values of $`x^1`$, Eq. (13) is invertible, i.e., $`x^1=x^1(\alpha _1,\alpha _2,\tau ,D_A)`$. However, $`D_A`$ goes to zero at the caustic, so that beyond the caustic $`x^1`$ is a multivalued function of $`D_A`$ and must be given in patches.
The angular-diameter distance is observable, because it is related to the intrinsic luminosity $`L`$ of the source and its apparent brightness $`S`$ (total flux at the observer) via
$$S=\frac{L}{4\pi (1+z)^4D_A^2}.$$
(14)
In principle, Eq. (14), with Eq. (13), gives $`x^1`$ implicitly as a function of observables: the angular location of the image $`(\alpha _1,\alpha _2)`$, its redshift $`z(=\omega _s/\omega _01)`$ its apparent brightness and the intrinsic luminosity of the source.
On the other hand, there may be situations where the intrinsic luminosity of the source is not available. In such cases, if there are multiple images observed, then we can make use of their relative brightness in order to estimate $`x^1`$. For two images of the same source, lying at angles $`(\alpha _1^{(1)},\alpha _2^{(1)})`$ and $`(\alpha _1^{(2)},\alpha _2^{(2)})`$, the ratio of the fluxes $`S_1/S_2`$ does not depend on the intrinsic luminosity of the source $`L`$ and can be interpreted as the relative magnification $`\mu _{12}`$ of one image with respect to the other one, or
$$\mu _{12}=\frac{D_A^2(\alpha _1^{(2)},\alpha _2^{(2)},x^1)}{D_A^2(\alpha _1^{(1)},\alpha _2^{(1)},x^1)}.$$
(15)
Notice that $`(\alpha _1^{(1)},\alpha _2^{(1)})`$ and $`(\alpha _1^{(2)},\alpha _2^{(2)})`$ are two image directions of Eq. (7) for a given value of the source coordinates $`(x^2,x^3)`$. The inversion of Eq. (15) is not likely to be feasible in closed form. Still, in principle, Eq. (15) gives $`x^1`$ implicitly in terms of the angular location of two images and their relative brightness $`\mu _{12}S_1/S_2`$.
(In the case of lensing at cosmological distances, it is customary to infer distances from redshifts. Even though we are not concerned with cosmological models in this paper, we consider redshifts as another alternative to infer $`x^1`$ from an observable quantity. For a source on a worldline with tangent vector $`v_s^a`$, emitted light of frequency $`\omega _s`$ and observed frequency $`\omega _0,`$ the ratio $`\omega _s/\omega _0`$ is given by
$$\frac{\omega _s}{\omega _0}=\frac{g_{ab}(x^a(\alpha _1,\alpha _2,x^1))v_s^a\dot{X}^b(\alpha _1,\alpha _2,x^1)}{g_{ab}(x_0^a)v_0^a\dot{X}^b(x_0^a)}$$
(16)
where Eq. (7) has been used for the source’s space-time location. Equation (16) gives $`x^1`$ implicitly in terms of the frequency of emission, the received frequency and the observed image angle. As our assumed source is at rest, its velocity is $`v_s^a=|g_{00}(x^a(\alpha _1,\alpha _2,x^1))|^{1/2}(1,0,0,0)`$.)
## III The Schwarzschild Case
### A The Lens Equation
We consider now the case of gravitational lensing by a Schwarzschild black hole of mass $`M`$. The line element is
$$ds^2=f(r)dt^2\frac{1}{f(r)}dr^2r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)$$
(17)
with
$$f(r)1\frac{2M}{r}$$
(18)
In order to take advantage of existing calculations , we temporarily use coordinates $`(u,l)`$ given by
$`u`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(t{\displaystyle \frac{dr}{f}}\right)={\displaystyle \frac{1}{\sqrt{2}}}\left(tr+2M\mathrm{log}(2Mr)\right),`$ (19)
$`l`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}r}}.`$ (20)
In these coordinates, the line element takes the form
$$ds^2=2fdu^2\frac{2}{l^2}dudl\frac{1}{2l^2}(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2).$$
(21)
The equations for null geodesics $`\ddot{x}^a+\mathrm{\Gamma }_{bc}^a\dot{x}^b\dot{x}^c=0`$ in terms of an affine parameter $`s`$ are equivalent to
$`\dot{u}`$ $`=`$ $`{\displaystyle \frac{C}{2f}}\left(1\pm \sqrt{1\left({\displaystyle \frac{B}{C}}\right)^2l^2f}\right)`$ (22)
$`\dot{l}`$ $`=`$ $`\pm Cl^2\sqrt{1\left({\displaystyle \frac{B}{C}}\right)^2l^2f}`$ (23)
$`\dot{\varphi }`$ $`=`$ $`{\displaystyle \frac{Al^2}{\mathrm{sin}^2\theta }}`$ (24)
$`\left({\displaystyle \frac{\dot{\theta }}{l^2}}\right)^2`$ $`=`$ $`B^2{\displaystyle \frac{A^2}{\mathrm{sin}^2\theta }}`$ (25)
with the null condition $`\dot{x}^a\dot{x}_a=0`$ equivalent to
$$4l^2f\dot{u}^24Cl^2\dot{u}+\dot{\theta }^2+\frac{A^2l^4}{\mathrm{sin}^2\theta }=0.$$
(26)
The symbol ($`\dot{})`$stands for $`d/ds`$ and $`A,B,C`$ are three first integrals of the null geodesics, depending on the initial point and the initial direction. The constant $`C`$ represents the freedom in the scaling of the affine parameter $`s`$. Treating the observers location $`(u_0,l_0,\theta _0,\varphi _0)`$ as the initial point, the constant $`B`$ is related to the angle $`\psi `$ that the null geodesic makes with the optical axis (defined by the radial line from observer to the lens center). More precisely:
$$\frac{B}{C}=\frac{\mathrm{sin}\psi }{l_0\sqrt{f(l_0)}},$$
(27)
where $`l_0`$ is the inverse radial location of the observer. Lastly, the constant $`A`$ can be related to the azimuthal angle $`\gamma `$ that the direction of the lightray makes around the optical axis at the observer’s location via
$$\frac{A}{C}=\mathrm{sin}\theta _0\mathrm{sin}\gamma \frac{\mathrm{sin}\psi }{l_0\sqrt{f(l_0)}},$$
(28)
where $`\theta _0`$ is the angular location of the observer.
We can switch from the null coordinate $`u`$ to the time coordinate $`t`$ using $`\dot{t}=\sqrt{2}\left(\dot{u}\frac{1}{2l^2f}\dot{l}\right)`$. Doing so and setting $`C=1`$ allows Eqs. (22-25) to be rewritten as
$`\dot{t}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}f}}`$ (29)
$`\dot{l}`$ $`=`$ $`\pm l^2\sqrt{1\left({\displaystyle \frac{\mathrm{sin}^2\psi }{l_0^2f(l_0)}}\right)l^2f}`$ (30)
$`\dot{\varphi }`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}\theta _0\mathrm{sin}\gamma \mathrm{sin}\psi l^2}{l_0\sqrt{f(l_0)}\mathrm{sin}^2\theta }}`$ (31)
$`\left({\displaystyle \frac{\dot{\theta }}{l^2}}\right)^2`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}^2\psi }{l_0^2f(l_0)}}{\displaystyle \frac{(\mathrm{sin}\theta _0\mathrm{sin}\gamma \mathrm{sin}\psi )^2}{l_0^2f(l_0)\mathrm{sin}^2\theta }}`$ (32)
For those null geodesics of interest to us, i.e., those whose initial direction has a component pointing towards the Schwarzschild origin, the inverse radial distance $`l`$ initially increases ($`\dot{l}>0`$) until the point of closest approach to the lens is reached, (with affine parameter value $`s_p)`$. The coordinate, $`l`$, then decreases ($`\dot{l}<0`$) after $`s_p`$ until reaching the source at some $`s_{fin}`$. However, for $`s<s_p`$ and for $`s>s_p`$ we have $`\dot{l}0`$, and thus the inverse radial distance $`l`$ can be used as a parameter (in two patches, the incoming and outgoing) along the null geodesics for the purposes of constructing our lens equation in the manner of the previous Section. It plays the role of $`x^1.`$
The value of $`l`$ at the point of closest approach (i.e. at $`\dot{l}=0`$) is denoted $`l_p.`$ If we assume, naturally, that the observer is located outside the last stable orbit (at $`r>3M`$), then, for lightrays that do not cross the $`r=3M`$ orbit, the closest approach $`l_p`$ is the smallest of the positive roots of
$$(\mathrm{sin}\psi )^2l_p^2(12\sqrt{2}Ml_p)l_0^2(12\sqrt{2}Ml_0)=0.$$
(33)
A simple analysis shows that for $`l_0<3\sqrt{2}M`$, Eq. (33) has no positive roots unless
$$\mathrm{sin}\psi >3\sqrt{2}Ml_0\sqrt{3(12\sqrt{2}Ml_0)}$$
(34)
in which case there are always two positive roots, and the closest approach $`l_p`$ is the smallest of them. It is simple to prove that $`l_p<(3\sqrt{2}M)^1`$ for all $`\psi `$ subject to Eq. (34), and that $`l_p(3\sqrt{2}M)^1`$ for $`\mathrm{sin}\psi 3\sqrt{2}Ml_0\sqrt{3(12\sqrt{2}Ml_0)}`$. See Fig. 1.
The $`l_p,`$ which is a turning point of the coordinate $`l`$ along the null geodesics, plays a major role in the following. First we notice that the term,
$`1\left({\displaystyle \frac{\mathrm{sin}^2\psi }{l_0^2f(l_0)}}\right)l^2f`$
from the $`\dot{u}`$ equation, can be rewritten with the role of $`\psi `$ now played by $`l_p,`$ in the form
$$1\left(\frac{\mathrm{sin}^2\psi }{l_0^2f(l_0)}\right)l^2f=\frac{1}{l_p^2(12\sqrt{2}Ml_p)}\left(l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml)\right)$$
(35)
using, from Eq. (33),
$$\frac{\mathrm{sin}^2\psi }{l_0^2(12\sqrt{2}Ml_0)}=\frac{1}{l_p^2(12\sqrt{2}Ml_p)}.$$
(36)
We thus see that the dependence on $`\psi `$ is now hidden away in the inverse radial distance of closest approach $`l_p`$. This observation will simplify some of the calculations that follow.
The past lightcone of an observer in coordinates $`x^a=(t,l,\theta ,\varphi )`$ in terms of the affine parameter $`s`$ and initial directions $`(\psi ,\gamma )`$ could in principle be obtained from Eq. (22 \- 25) or Eq. (29 \- 32). This requires the integration of four non-linear ordinary differential equations which can not be done by quadratures. In the spirit of the Section II, however, we do not need the lightcone in terms of the affine parameter $`s`$, but in terms of a radial coordinate. Our radial coordinate is the inverse radial distance $`l`$, which is better suited for treating large distances than the standard $`r`$. In particular, the infinite range $`3M<r<\mathrm{}`$ translates into the finite interval $`0<l<(3\sqrt{2}M)^1`$.
First we show how our radial coordinate $`l`$ is related to the affine length. Next, we integrate the lightcone in terms of $`l`$. For our purposes, it suffices to assume that by the time the lightray reaches the observer it has already passed by the point of closest approach $`l_p`$.
Eq. (30) can be integrated to obtain the affine parameter $`s`$ in terms of the inverse radial distance:
$`s`$ $`=`$ $`2{\displaystyle _{l_0}^{l_p}}\sqrt{{\displaystyle \frac{l_p^2(12\sqrt{2}Ml_p)}{l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml^{})}}}{\displaystyle \frac{dl^{}}{l^2}}`$ (38)
$`+{\displaystyle _l^{l_0}}\sqrt{{\displaystyle \frac{l_p^2(12\sqrt{2}Ml_p)}{l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml^{})}}}{\displaystyle \frac{dl^{}}{l^2}}.`$
Equation (38) corresponds to Eq. (4) of the previous section. This represents one of the two available patches for $`s`$ as a function of $`l.`$
The affine parameter as a function of $`l`$ is represented in Fig. 2 when the observer is at a distance of $`30M`$. (We chose a relatively small distance in order to better appreciate the strong field effects.) The affine length goes to infinity as $`l`$ approaches zero, in agreement with the fact that the lightray runs out to infinity. The affine length, $`s`$, is chosen to vanish at the observer’s location. We see, in the diagram, that the affine length bulges towards the $`3M`$ radius, resulting in a double valued function of $`l`$. The bulge is more pronounced for lightrays that reach the observer at smaller observation angles $`\psi `$. The rays that come closer to the $`3M`$ radius spend more affine time in reaching the observer, in agreement with the gravitational time delay.
In the following, we obtain the past lightcone of the observer $`(t_0,l_0,\theta _0,\varphi _0)`$ as a function of the inverse radial distance $`l`$, instead of the affine parameter $`s`$, and two angles $`(\psi ,\gamma )`$ specifying the direction of each null geodesic at the observer’s location.
Integrating Eq. (29) with Eq. (30), we obtain
$`t`$ $`=`$ $`t_0+2{\displaystyle _{l_0}^{l_p}}\sqrt{{\displaystyle \frac{l_p^2(12\sqrt{2}Ml_p)}{l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml)}}}{\displaystyle \frac{dl^{}}{\sqrt{2}l^{}{}_{}{}^{2}(12\sqrt{2}Ml^{})}}`$ (40)
$`+{\displaystyle _l^{l_0}}\sqrt{{\displaystyle \frac{l_p^2(12\sqrt{2}Ml_p)}{l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml)}}}{\displaystyle \frac{dl^{}}{\sqrt{2}l^{}{}_{}{}^{2}(12\sqrt{2}Ml^{})}}`$
This is the equivalent of Eq. (5) of the previous section. As a function of $`l`$, the time of arrival is double-valued (not so as a function of the affine parameter $`s`$); Eq. (40) represents one of the two patches.
The integration of the angular coordinates of the lightcone is carried out in . Representing the angular coordinates $`(\theta ,\varphi )`$ in terms of the complex stereographic variables $`\zeta \mathrm{cot}(\theta /2)e^{i\varphi }`$ the integration yields
$$\zeta =e^{i\varphi _0}\frac{\mathrm{cot}\frac{\theta _0}{2}+e^{i\gamma }\mathrm{cot}\frac{\mathrm{\Theta }(l,l_0,l_p)}{2}}{1e^{i\gamma }\mathrm{cot}\frac{\mathrm{\Theta }(l,l_0,l_p)}{2}\mathrm{cot}\frac{\theta _0}{2}}$$
(41)
where $`\mathrm{\Theta }(l,l_0,l_p)`$ is
$`\mathrm{\Theta }(l,l_0,l_p)`$ $`=`$ $`\pm (\pi 2{\displaystyle _{l_0}^{l_p}}{\displaystyle \frac{dl}{\sqrt{l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml)}}}`$ (42)
$`{\displaystyle _l^{l_0}}{\displaystyle \frac{dl^{}}{\sqrt{l_p^2(12\sqrt{2}Ml_p)l^{}{}_{}{}^{2}(12\sqrt{2}Ml^{})}}}).`$ (43)
The function $`\mathrm{\Theta }(l,l_0,l_p)`$ depends on the observation angle $`\psi `$ through $`l_p`$. The overall positive sign is taken when the value of the observation angle, $`\psi `$, is positive, and the negative sign is taken for negative $`\psi `$. This makes $`\mathrm{\Theta }(l,l_0,l_p)`$ an odd function of $`\psi `$.
Geometrically, $`\mathrm{\Theta }(l,l_0,l_p)`$ “represents” the angular position of the source relative to the optical axis, defined by the line between the lens and observer. The observer is considered to lie on the optical axis at $`\mathrm{\Theta }=\pi `$. The relative angular position of a source is given by $`\mathrm{\Theta }`$ values between $`\pi `$ and $`\pi `$. Hence, Eq. (43) must be considered mod $`2\pi `$, where values outside the range, $`\pi \mathrm{\Theta }\pi `$, represent multiple circlings of the lens. When $`\mathrm{\Theta }=0,2\pi ,4\pi ,`$ …, the source is colinear with the lens and observer and would be observed as an Einstein Ring. For positive $`\psi `$, a value of $`\mathrm{\Theta }`$ mod $`2\pi `$ between $`\pi `$ and $`0`$ represents a source located to the right of the lens, while $`\pi <\mathrm{\Theta }\mathrm{mod}2\pi <0`$ represents a source located to the left of the optical axis.
Figure 3 shows a plot of $`\mathrm{\Theta }`$ at fixed values of $`l`$ and $`l_0`$, as a function of the image angle $`\psi `$. We can see that $`\mathrm{\Theta }`$ blows up at $`l_p=(3\sqrt{2}M)^1`$, which agrees with the fact that, as the lightrays approach the $`3M`$ radius, they take a larger number of turns around the lens. Notice that $`\mathrm{\Theta }`$ is a regular function of $`l`$ for all $`l<l_p`$ because the integrand diverges slowly, as $`(l_pl)^{1/2}`$. In fact, for numerical integration it turns out to be much more efficient to make a change of variables $`l=l_pq`$ and write $`\mathrm{\Theta }`$ as
$`\mathrm{\Theta }`$ $`=`$ $`\pm (\pi 2{\displaystyle _0^{l_pl_0}}{\displaystyle \frac{dq}{\sqrt{2l_p(12\sqrt{2}Ml_p)q+(6\sqrt{2}Ml_p1)q^22\sqrt{2}Mq^3}}}`$ (44)
$`{\displaystyle _l^{l_0}}{\displaystyle \frac{dl^{}}{\sqrt{l_p^2(12\sqrt{2}Ml_p)l^{}{}_{}{}^{2}(12\sqrt{2}Ml^{})}}}).`$ (45)
In terms of the standard spherical coordinates $`(\theta ,\varphi )`$, Eq. (41) translates into:
$`\mathrm{cos}\theta `$ $`=`$ $`\mathrm{cos}\theta _0\mathrm{cos}\mathrm{\Theta }+\mathrm{sin}\theta _0\mathrm{sin}\mathrm{\Theta }\mathrm{cos}\gamma `$ (46)
$`\mathrm{tan}\varphi `$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}\varphi _0\mathrm{sin}\theta _0\mathrm{tan}\mathrm{\Theta }\left(\mathrm{cos}\varphi _0\mathrm{sin}\gamma \mathrm{sin}\varphi _0\mathrm{cos}\gamma \mathrm{cos}\theta _0\right)}{\mathrm{cos}\varphi _0\mathrm{sin}\theta _0+\mathrm{tan}\mathrm{\Theta }\left(\mathrm{sin}\varphi _0\mathrm{sin}\gamma +\mathrm{cos}\varphi _0\mathrm{cos}\gamma \mathrm{cos}\theta _0\right)}}`$ (47)
Equations (47), with Eq. (45) are the exact lens equations for the case of a Schwarzschild spacetime and correspond to Eqs. (7) of the previous section. Notice that the observer is located at generic values of $`(\theta _0,\varphi _0)`$, which means that we do not choose, as is often done, the $`z`$axis as the optical axis, the optical axis being the radial line that contains both the center of symmetry and the observer. This is because the spherical coordinates break down along the $`z`$axis. If we chose the observer to lie along the $`z`$ axis, then Eq. (47) reduce to $`\mathrm{cos}\theta =\mathrm{cos}\mathrm{\Theta }`$ and $`\mathrm{tan}\varphi =\mathrm{tan}\gamma `$, and we could interpret $`\mathrm{\Theta }`$ and $`\gamma `$ as the lens angular coordinates. However, this would result in erroneous predictions in the following subsections, unless we use additional care. In order to keep the remainder of this paper in the most transparent form, we prefer to keep the observer off the $`z`$axis.
### B Lensing Observables
In this subsection, we describe the calculation of three key lensing observables from the lens equations: the angular-diameter distance, the relative magnifications, and the time-delay between the arrival times of two images.
We start by exploring the angular-diameter distance, using Eqs. (47) and Eq. (40) to obtain an exact expression of the angular-diameter distance in terms of the inverse parameter $`l`$. In the next subsection, we will use the expressions we obtain here to explore the possibility of inferring the inverse radial distance, $`l`$, to the source.
First, we define the connecting vectors
$`M_1^a`$ $``$ $`({\displaystyle \frac{t}{\gamma }},{\displaystyle \frac{l}{\gamma }},{\displaystyle \frac{\theta }{\gamma }},{\displaystyle \frac{\varphi }{\gamma }})=(0,0,{\displaystyle \frac{\theta }{\gamma }},{\displaystyle \frac{\varphi }{\gamma }})`$ (48)
$`M_2^a`$ $``$ $`({\displaystyle \frac{t}{\psi }},{\displaystyle \frac{l}{\psi }},{\displaystyle \frac{\theta }{\psi }},{\displaystyle \frac{\varphi }{\psi }})=({\displaystyle \frac{t}{\psi }},0,{\displaystyle \frac{\theta }{\psi }},{\displaystyle \frac{\varphi }{\psi }})`$ (49)
where $`t,\theta ,\varphi `$ are functions of $`(l,\psi ,\gamma )`$ given by Eq. (40) and Eq. (47). The partial derivatives are taken at fixed value of $`l`$. From the expressions above, we have
$`{\displaystyle \frac{\theta }{\gamma }}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}\mathrm{\Theta }\mathrm{sin}\theta _0\mathrm{sin}\gamma }{\sqrt{1(\mathrm{cos}\mathrm{\Theta }\mathrm{cos}\theta _0\mathrm{sin}\mathrm{\Theta }\mathrm{sin}\theta _0\mathrm{cos}\gamma )^2}}}`$ (50)
$`{\displaystyle \frac{\theta }{\psi }}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}\mathrm{\Theta }\mathrm{cos}\theta _0+\mathrm{cos}\mathrm{\Theta }\mathrm{sin}\theta _0\mathrm{cos}\gamma }{\sqrt{1(\mathrm{cos}\mathrm{\Theta }\mathrm{cos}\theta _0\mathrm{sin}\mathrm{\Theta }\mathrm{sin}\theta _0\mathrm{cos}\gamma )^2}}}{\displaystyle \frac{\mathrm{\Theta }}{\psi }}`$ (51)
$`{\displaystyle \frac{\varphi }{\gamma }}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}\mathrm{\Theta }(\mathrm{sin}\mathrm{\Theta }\mathrm{cos}\theta _0+\mathrm{cos}\mathrm{\Theta }\mathrm{sin}\theta _0\mathrm{cos}\gamma )}{1(\mathrm{cos}\mathrm{\Theta }\mathrm{cos}\theta _0\mathrm{sin}\mathrm{\Theta }\mathrm{sin}\theta _0\mathrm{cos}\gamma )^2}}`$ (52)
$`{\displaystyle \frac{\varphi }{\psi }}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}\theta _0\mathrm{sin}\gamma }{1(\mathrm{cos}\mathrm{\Theta }\mathrm{cos}\theta _0\mathrm{sin}\mathrm{\Theta }\mathrm{sin}\theta _0\mathrm{cos}\gamma )^2}}{\displaystyle \frac{\mathrm{\Theta }}{\psi }}`$ (53)
Notice that, by Eq. (50) and Eq. (52), the vector $`M_1^a`$ is proportional to $`\mathrm{sin}\mathrm{\Theta }`$ for all generic values of $`\theta _0`$ except for $`\theta _0=0,\pi `$. This means that, generically, the vector $`M_1^a`$ vanishes at $`\mathrm{\Theta }=0`$, which, by Eq. (47), represents source points $`(\theta ,\varphi )`$ along the optical axis. If we had chosen the optical axis as the $`z`$axis this essential fact would not be as transparent.
With the metric, Eq. (17), we have
$`M_1M_1`$ $`=`$ $`{\displaystyle \frac{1}{2l^2}}\left(\left({\displaystyle \frac{\theta }{\gamma }}\right)^2+\mathrm{sin}^2\theta \left({\displaystyle \frac{\varphi }{\gamma }}\right)^2\right)`$ (54)
$`M_2M_2`$ $`=`$ $`f\left({\displaystyle \frac{t}{\psi }}\right)^2{\displaystyle \frac{1}{2l^2}}\left(\left({\displaystyle \frac{\theta }{\psi }}\right)^2+\mathrm{sin}^2\theta \left({\displaystyle \frac{\varphi }{\psi }}\right)^2\right)`$ (55)
$`M_1M_2`$ $`=`$ $`{\displaystyle \frac{1}{2l^2}}\left({\displaystyle \frac{\theta }{\gamma }}{\displaystyle \frac{\theta }{\psi }}+\mathrm{sin}^2\theta {\displaystyle \frac{\varphi }{\gamma }}{\displaystyle \frac{\varphi }{\psi }}\right).`$ (56)
Using Eqs. (54 \- 56) the area $`dA_s`$ from Eq. (12) can be written as
$$dA_s=\left(\frac{\mathrm{sin}^2\theta }{4l^4}\left(\frac{\theta }{\gamma }\frac{\varphi }{\psi }\frac{\varphi }{\gamma }\frac{\theta }{\psi }\right)^2+f\left(\frac{t}{\psi }\right)^2M_1M_1\right)^{\frac{1}{2}}d\psi d\gamma .$$
(57)
The determinant of the lens map $`J`$ (Eq. (8)),
$`J={\displaystyle \frac{\theta }{\gamma }}{\displaystyle \frac{\varphi }{\psi }}{\displaystyle \frac{\varphi }{\gamma }}{\displaystyle \frac{\theta }{\psi }}`$
which appears in Eq. (57) can be simplified using Eqs. (50 \- 53):
$$J=\frac{\mathrm{sin}\mathrm{\Theta }}{\sqrt{1(\mathrm{cos}\mathrm{\Theta }\mathrm{cos}\theta _0\mathrm{sin}\mathrm{\Theta }\mathrm{sin}\theta _0\mathrm{cos}\gamma )^2}}\frac{\mathrm{\Theta }}{\psi }.$$
(58)
The scalar product $`M_1M_1`$ can also be evaluated using Eqs. (50 \- 53):
$$M_1M_1=\frac{\mathrm{sin}^2\mathrm{\Theta }}{2l^2}$$
(59)
Thus Eq. (57) becomes
$$dA_s=\frac{\mathrm{sin}\mathrm{\Theta }}{2l^2}\left(\left(\frac{\mathrm{\Theta }}{\psi }\right)^22l^2f\left(\frac{t}{\psi }\right)^2\right)^{\frac{1}{2}}d\psi d\gamma $$
(60)
The solid angle at the observer’s location is $`d\mathrm{\Omega }_0=\mathrm{sin}\psi d\psi d\gamma `$. The angular-diameter distance is thus
$$D_A^2=\frac{\mathrm{sin}\mathrm{\Theta }}{2l^2\mathrm{sin}\psi }\left(\left(\frac{\mathrm{\Theta }}{\psi }\right)^22l^2f\left(\frac{t}{\psi }\right)^2\right)^{\frac{1}{2}}$$
(61)
This expression for the angular-diameter distance can be simplified by showing that $`t/\psi `$ can be expressed as a linear function of $`\mathrm{\Theta }/\psi `$. We present a short, intuitive derivation of this fact here; a more formal derivation is given in the appendix.
First, we notice that both connecting vectors $`M_1^a`$ and $`M_2^a`$ lie on the lightcone and therefore must be orthogonal to the null vector that is tangent to the lightrays, with components given by $`\mathrm{}^a(\dot{t},\dot{l},\dot{\theta },\dot{\varphi })`$. The scalar product of $`M_2^a`$ with $`\mathrm{}^a`$ is
$$g_{ab}M_2^a\mathrm{}^b=f\dot{t}\frac{t}{\psi }\frac{1}{2l^2}\left(\dot{\theta }\frac{\theta }{\psi }+\mathrm{sin}^2\theta \dot{\varphi }\frac{\varphi }{\psi }\right)$$
(62)
where $`\dot{\theta }`$ and $`\dot{\varphi }`$ are explicitly given by
$`\dot{\theta }`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}\mathrm{\Theta }\mathrm{cos}\theta _0+\mathrm{cos}\mathrm{\Theta }\mathrm{sin}\theta _0\mathrm{cos}\gamma }{\sqrt{1(\mathrm{cos}\mathrm{\Theta }\mathrm{cos}\theta _0\mathrm{sin}\mathrm{\Theta }\mathrm{sin}\theta _0\mathrm{cos}\gamma )^2}}}{\displaystyle \frac{\mathrm{sin}\psi }{\sqrt{l_0^2(12\sqrt{2}Ml_0)}}}`$ (63)
$`\dot{\varphi }`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}\theta _0\mathrm{sin}\gamma }{1(\mathrm{cos}\mathrm{\Theta }\mathrm{cos}\theta _0\mathrm{sin}\mathrm{\Theta }\mathrm{sin}\theta _0\mathrm{cos}\gamma )^2}}{\displaystyle \frac{\mathrm{sin}\psi }{\sqrt{l_0^2(12\sqrt{2}Ml_0)}}}`$ (64)
By inserting Eq. (51), Eq. (53), and Eqs. (64) into Eq. (62), we have
$$g_{ab}M_2^a\mathrm{}^b=\frac{1}{\sqrt{2}}\frac{t}{\psi }+\frac{\mathrm{sin}\psi }{2\sqrt{l_0^2(12\sqrt{2}Ml_0)}}\frac{\mathrm{\Theta }}{\psi }.$$
(65)
Since $`g_{ab}M_2^a\mathrm{}^b=0`$, we obtain the claimed result
$$\frac{t}{\psi }=\frac{\mathrm{sin}\psi }{\sqrt{2l_0^2(12\sqrt{2}Ml_0)}}\frac{\mathrm{\Theta }}{\psi }.$$
(66)
Then, using Eq. (66) in Eq. (61) and Eq. (60), our final expressions for the area and angular-diameter distance are
$$dA_s=\frac{\mathrm{sin}\mathrm{\Theta }}{2l^2}\left|\frac{\mathrm{\Theta }}{\psi }\right|\left(1\mathrm{sin}^2\psi \frac{l^2(12\sqrt{2}Ml)}{l_0^2(12\sqrt{2}Ml_0)}\right)^{\frac{1}{2}}d\psi d\gamma $$
(67)
and
$$D_A^2=\frac{\mathrm{sin}\mathrm{\Theta }}{2l^2\mathrm{sin}\psi }\left|\frac{\mathrm{\Theta }}{\psi }\right|\left(1\mathrm{sin}^2\psi \frac{l^2(12\sqrt{2}Ml)}{l_0^2(12\sqrt{2}Ml_0)}\right)^{\frac{1}{2}}.$$
(68)
It should be noted that the only place where $`D_A`$ vanishes is at $`\mathrm{sin}\mathrm{\Theta }=0`$, namely, along the optical axis. The factor $`\mathrm{\Theta }/\psi `$ does not vanish anywhere and diverges at $`l=l_p`$ at the same rate as the factor $`(1\mathrm{sin}^2\psi \frac{l^2(12\sqrt{2}Ml)}{l_0^2(12\sqrt{2}Ml_0)})^{1/2}`$ approaches zero (See Eq. (A3) in the appendix).
From Eq. (58) and Eq. (68), we see that the square of the angular-diameter distance is proportional to the Jacobian of the lens mapping. Because the angular diameter distance appears in the denominator of the apparent brightness, $`S`$, (see Eq. (14)), a point source lying on the caustic will be infinitely magnified in the geometrical optics limit. In addition, our expression for the angular-diameter distance substituted into Eq. (15) gives the relative magnifications for two lensed images.
If one observes two or more images in the directions $`\{\psi _i\}`$, Eq. (40) can be used to define time of arrivals, $`\{t_i\}`$. The subtraction of two such times defines a coordinate time delay, which can be converted into a proper time delay along an observer’s world line.
Among other possible candidates to useful lensing observables, which we have not concerned ourselves with, preliminary calculations suggest that the distortion of the images of small sources could be suitable for the application of the exact formalism as developed in this particular section.
### C Observables and the Parameter $`l`$
In each of our calculations of observable quantities, the non-measurable inverse radial parameter, $`l`$, plays an essential role. As mentioned earlier, this parameter should be eliminated in terms of observable quantities, perhaps a physical distance scale.
The most direct possibility is the angular-diameter distance expression given by Eq. (68). We can see that it is not a simple matter to invert the angular-diameter distance in order to infer $`l`$ in terms of observables and lens properties. Nevertheless, Eq. (68) is an implicit relationship between $`l`$ and the observable $`D_A`$, and can be solved numerically in local patches.
A second observational way to estimate the value of $`l,`$ is via Eq.(15). We have indicated that the ratio of the brightness of a source in two images yields an implicit equation for the source position $`l`$ through the distance relationship, Eq. (68). Hence, the parameter $`l`$ may be replaced by $`\mu _{12}`$ in all calculations.
\[An alternative approach, perhaps of only academic interest, to the inverse radial distance $`l`$ can be obtained from the redshift of the source in closed form. If we assume that the source and observer are at rest then $`v_s^a=|g_{00}(x^a(\alpha _1,\alpha _2,x^1))|^{1/2}(1,0,0,0)`$ and $`v_0^a=|g_{00}(x_0^a|^{1/2}(1,0,0,0)`$, thus $`g_{ab}v^a\dot{X}^b=|g_{00}|^{1/2}g_{00}\dot{t}`$ for both $`\omega _s`$ and $`\omega _0`$. Using the metric, we also have $`g_{00}\dot{t}=1/\sqrt{2}`$ at both locations. Thus
$$\frac{\omega _s}{\omega _0}=\left(\frac{12\sqrt{2}Ml_0}{12\sqrt{2}Ml}\right)^{\frac{1}{2}},$$
(69)
which is of course the standard gravitational redshift for Schwarzschild spacetime, expressed in our notation. Thus $`l`$ can be obtained as a function of the ratio of the observed and source frequencies (and lens mass $`M`$ and observers position $`l_0`$) by
$$l=\frac{1}{2\sqrt{2}M}(1\frac{\omega _s^2}{\omega _0^2}(12\sqrt{2}Ml_0)).]$$
(70)
### D Image and Lens Properties
If one is interested in learning properties of an unseen lens, then the lens equation Eq. (7) with Eq. (68) can be used in conjuction with knowledge of the image properties, especially the brightness of the two main images. Because the brightness $`S`$ of the images is proportional to an inverse power of the angular-diameter distance $`D_A,`$ (via Eq. (14)), the brighter images will be observed when the source is located near a caustic.
We can see that the angular-diameter distance vanishes at locations where either $`M_1^a`$ or $`M_2^a`$ vanish. At such locations, neighboring rays meet. We have that $`M_1^a`$ vanishes at $`\mathrm{\Theta }=0`$, which means that neighboring rays with the same value of $`\psi `$ meet along the optical axis. (In fact, all rays with that value of $`\psi `$ cross there, although only neighboring ones contribute to the intensity of the image.) This means that an observer in line with the lens and a source would observe an extremely bright perfect ring centered on the optical axis, at an angle $`\psi `$ that makes the function $`\mathrm{\Theta }`$ vanish (the Einstein ring). From Fig. 3, it can also be seen that as the image angle approaches zero, the source angle, $`\mathrm{\Theta }`$, tends to infinity. This means that there will be an infinite number of Einstein rings, appearing in principle for a black hole lens, at smaller and smaller angles – one each time that $`\mathrm{\Theta }`$ passes through an integer number of turns, i.e., $`\mathrm{\Theta }=2n\pi `$. However, $`\mathrm{\Theta }/\psi `$ goes to infinity as well, which means that the additional Einstein rings get much dimmer as the image angle goes to zero.
If the source is not on the optical axis, two main images will form, one on each side of the lens, because $`\mathrm{\Theta }`$ is an odd function of $`\psi `$. One image will form at large positive angle $`\psi `$, whereas the opposite image forms at small negative angle $`\psi `$, and they will have different brightness. The images at smaller angles are dimmer, because $`\mathrm{\Theta }`$ diverges steeply at the $`3M`$ radius, i.e., $`\mathrm{\Theta }/\psi `$ is large. As with the Einstein rings, in addition to the two images there will be an infinite number of other images, dimmer and at smaller angles for a black hole lens.
On the other hand $`M_2^a`$ $`=0`$ would vanish at locations such that $`\mathrm{\Theta }/\psi =0`$, where neighboring rays with the same value of $`\gamma `$ meet. These lie on a plane containing the source, the observer and the lens. It can be seen from Fig. 3 that in the case of a black hole, where the mass is contained within the $`3M`$ radius, $`\mathrm{\Theta }`$ is a monotonically increasing function of $`\psi `$, and thus there are no points where $`\mathrm{\Theta }/\psi `$ vanishes. Thus, we are not concerned with these caustics. These caustics do form in the case where a spherical lens is modeled as a uniform dust sphere with radius larger than $`3M`$, and lie on the lightrays that travel through the mass, assuming the mass is transparent.
We can now use the lens equation Eq. (7) to infer properties of an unseen dark matter or blackhole lens. Using Eq. (68) with Eq. (7), and labeling the optical axis as the $`z`$axis, we have:
$$\theta =\mathrm{\Theta }(l(M,observables),l_0,\psi )$$
(71)
where the $`observables`$ might be the brightness and luminosity or (see below) the frequency ratios. For example, if an Einstein ring is observed at an angle $`\psi _1`$, then we know both the image angle and the source’s angular location, i.e., $`\theta =0`$. Then Eq. (71) yields a relationship between the mass $`M`$ and the inverse radial location $`l_0`$ of the unseen blackhole. This is not particularly useful, but if another Einstein ring is observed at an angle $`\psi _2`$, then we have two equations,
$`0`$ $`=`$ $`\mathrm{\Theta }(l(M,observables),l_0,\psi _1)`$ (72)
$`0`$ $`=`$ $`\mathrm{\Theta }(l(M,observables),l_0,\psi _2)`$ (73)
for the two unknowns $`l_0`$ and $`M`$ and we can infer both the location and mass of the blackhole from lensing observables. Notice that this exact method is necessary in order to treat multiple Einstein rings, since the standard weak-field lens equation yields only one Einstein ring. This fact has been observed in , and is emphasized in the following section, where we compare the standard lens equation with the exact approach. As for the applicability of the method, we refer the reader to , where magnifications and angular locations of multiple Einstein rings have been calculated for the case of the Milky Way’s galactic blackhole.
## IV Comparisons of the exact and thin-lens equations
The available approaches to lensing build on the view that the lens is a perturbation on a given background. The backgrounds are normally taken as Minkowski spacetime or as a Friedmann model. For definiteness, here we restrict to a Minkowski background. Given the flat background, one can define the locations of the source plane and the lens plane, at distances $`D_s`$ and $`D_d`$ from the observer, respectively, as shown in Fig. 4. One can further define the angular location of the source on the lens plane $`\beta `$, and the angular location of the image on the lens plane $`\psi `$. One can also define $`D_{ds}`$, the distance between the lens plane and the source plane. The thin-lens approximation consists in considering the bending to take place at the lens plane, the lightrays being otherwise straight lines. The straight lightrays bend through a bending angle $`\alpha `$. The thin-lens approximation is justified from the point of view that the distances involved are much larger than the extent of the gravitational field, and is normally accompanied by the assumption that the image angles are small.
In our comparisons, we consider two different approximate lens equations available. One is the standard weak-field lens equation , and the other is a strong-field thin lens equation obtained recently in . These two lens equations differ essentially in the calculation of the bending angle at the lens plane.
The standard weak-field approximation calculates the bending angle via linearized Schwarzschild. This results in small bending angles, which justifies a further assumption that the source angle $`\beta `$ is small. Thus the standard weak-field thin-lens equation is also a small-angle approximation, where $`\mathrm{tan}x=\mathrm{sin}x=x`$ for $`x=\beta ,\psi ,\alpha `$. The weak-field thin-lens equation for a linearized Schwarzschild lens is
$$\beta =\psi \frac{4MD_{ds}}{D_dD_s\psi }$$
(74)
In our current notation, the angular location of the source from the optical axis is $`\theta `$. We need to transform $`\beta `$ into a function of $`\theta `$ in order to make a comparison with the exact lens equation. In this approximation, however, since all angles are small, then from Fig. 4. $`\beta /\theta =D_{ds}/D_s`$, thus
$$\beta =\frac{D_{ds}}{D_s}\theta .$$
(75)
We also need to express the distances in terms of the coordinates $`(l,\theta )`$. In this case, because of the small-angle assumption, we have
$`D_d`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}l_0}},`$ (76)
$`D_{ds}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}l}},`$ (77)
$`D_s`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}l_0}}+{\displaystyle \frac{1}{\sqrt{2}l}}.`$ (78)
Using Eq. (75) and Eq. (78) with Eq. (74), we obtain the weak-field thin-lens equation in our current notation:
$$\theta =\frac{l+l_0}{l}\left(\psi \frac{4\sqrt{2}M}{\psi }\frac{l_0^2}{(l_0+l)}\right).$$
(79)
This is to be compared with the lens equation, Eq. (46), in the case $`\theta _0=\pi `$. We can see that $`\theta =\mathrm{\Theta }`$ reduces to Eq. (79) in the following manner. We assume that the dimensionless quantities $`Mlϵ`$ and $`Ml_0ϵ`$ are small and make a Taylor series expansion of $`\mathrm{\Theta }\pi \mathrm{\Delta }`$ in terms of $`ϵ`$:
$$\mathrm{\Theta }(l,l_{},\psi )\pi \mathrm{\Delta }(ϵ=0,b^{},l_{},l)+ϵ\left[\frac{\mathrm{\Delta }}{ϵ}\right]_{ϵ=0}+\frac{ϵ^2}{2}\left[\frac{^2\mathrm{\Delta }}{ϵ^2}\right]_{ϵ=0}\pi \mathrm{\Delta }_{}\mathrm{\Delta }_1\mathrm{\Delta }_2.$$
(80)
One can show that the zeroth and first order terms in the Taylor series expansion, Eq. (80), yield Eq. (79). We can further derive the next term in the expansion. The second-order correction, $`\mathrm{\Delta }_2`$, is obtained to lowest order in $`\psi `$ by
$$\mathrm{\Delta }_2=\frac{15\pi (M)^2}{4D_d^2\psi ^2},$$
(81)
which corrects Eq. (79) as
$$\theta =\frac{l+l_0}{l}\left(\psi \frac{4\sqrt{2}M}{\psi }\frac{l_0^2}{(l_0+l)}\frac{15\pi M^2}{2\psi ^2}\frac{l_0^3}{l_0+l}\right).$$
(82)
Equation (82) translates into a second-order accurate version of the standard weak-field thin-lens equation in the form
$$\beta =\psi \frac{4MD_{ds}}{D_dD_s\psi }\frac{15\pi }{4}\frac{M^2D_{ds}}{D_sD_d^2\psi ^2}.$$
(83)
The strong-field thin-lens equation calculates the bending angle in exact Schwarzschild, for a lightray that deviates a total angle $`\widehat{\alpha }`$ between the incoming direction from infinity and the outgoing direction to infinity. The bending angle $`\widehat{\alpha }`$ is not necessarily small, and will increase to infinity as rays approach the $`3M`$ radius. Thus there is no basis for a small angle approximation of the angles $`\beta `$ and $`\widehat{\alpha }`$. The image angle $`\psi `$ is still considered small in the spirit of the thin lens approximation, and the lens and source spheres are still considered planes. The strong-field thin-lens equation is obtained in the same manner as the weak-field thin-lens equation is, from trigonometry on the lens diagram, but uses the exact trigonometric functions of $`\beta `$ and $`\widehat{\alpha }`$, rather than substitute the sines and tangents by their angles. The strong-field thin-lens equation is Eq. (1) in , namely
$$\mathrm{tan}\beta =\mathrm{tan}\psi \frac{D_{ds}}{D_s}\left[\mathrm{tan}\psi +\mathrm{tan}(\widehat{\alpha }\psi )\right]$$
(84)
with
$$\widehat{\alpha }=2_0^{l_p}𝑑l\frac{1}{\sqrt{l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml)}}\pi $$
(85)
Equation (85) is obtained from Eq. (10) in by making the identifications $`r\frac{1}{\sqrt{2}l}`$ and $`r_0\frac{1}{\sqrt{2}l_p}`$ .
Since we are interested in comparing with the exact lens equations, we need to express $`\beta ,\widehat{\alpha }`$ and $`D_d,D_{ds},D_s`$ in terms of our coordinates. In the first place, since angles are not small then we have
$$\mathrm{tan}\beta =\frac{D_{ds}}{D_s}\mathrm{tan}\theta $$
(86)
and
$`D_d`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}l_0}},`$ (87)
$`D_{ds}`$ $`=`$ $`{\displaystyle \frac{\mathrm{cos}\theta }{\sqrt{2}l}},`$ (88)
$`D_s`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}l_0}}+{\displaystyle \frac{\mathrm{cos}\theta }{\sqrt{2}l}}.`$ (89)
Additionally, from Eq. (43), it is straightforward to see that
$$\widehat{\alpha }=\mathrm{\Theta }(l,l_0,\psi )|_{l=l_0=0}.$$
(90)
With Eqs. (86), (89) and (90), Eq. (84) becomes
$$\mathrm{sin}\theta \mathrm{cos}\theta \mathrm{tan}\left(\mathrm{\Theta }|_{l=l_0=0}+\psi \right)\frac{l}{l_0}\mathrm{tan}\psi =0$$
(91)
which can be manipulated to yield
$$\theta =\psi +\mathrm{\Theta }|_{l=l_0=0}+\mathrm{arcsin}\left(\frac{l}{l_0}\mathrm{tan}\psi \mathrm{cos}\left(\mathrm{\Theta }|_{l=l_0=0}+\psi \right)\right).$$
(92)
Equation (92) is the strong-field thin-lens equation and is to be compared with the exact lens equation $`\theta =\mathrm{\Theta }`$.
We can now plot our three lens equations and see how well they compare. We choose $`l=l_0=\frac{0.001}{3\sqrt{2}M}`$, which corresponds to a distance of $`3000M`$ from the lens for both the source and the observer and set $`M=1`$ for the plots. We look at small image angles, which corresponds to approaches close to the $`3M`$ radius. The plots are only made for positive image angles. Since the lens equations are odd functions of $`\psi `$, the plot for negative $`\psi `$ is a reflection through the origin and can be inferred from Fig. 5.
We can see in Fig. 5 that the weak-field equation (79) deviates significantly from the exact equation both at first-order accuracy and at second-order accuracy, Eq. (82), as expected. The main reason for the second-order correction not to behave significantly better than the first-order accurate equation is that none of the perturbative terms blow up at the $`3M`$ radius, whereas the exact equation does. The perturbative approach is clearly inappropriate for the strong-field regime of a black hole.
However, the strong-field thin-lens equation Eq. (92) agrees remarkably well with the exact equation. In our example, we have an error of less than one part in a thousand, for source angles as large as about six turns around the lens. Notice that 3000M corresponds to only $`4500`$km for a stellar black hole, nowhere near the galactic distances expected for observed lensing. The thin-lens approximation appears to do very well at these relatively small distances and will almost certainly do much better at galactic and extragalactic distances.
One reason why Eq. (84) performs so accurately is the tremendous distances involved. The other reason is, however, that the exact bending angle through infinite distances is used. Most of the effort in using Eq. (84) is involved in evaluating the integral expression of the bending angle and its derivatives, which involves the same amount of work required to do the exact lens equation, as shown by our comparison above, Eq. (92). Thus the efficiency in terms of computational cost is not very high. Considering that the price is to break with the covariance and non-linearity of general relativity, one might even find it justified to give up the thin-lens approximation in favor of the exact lens equation in the case of strong, spherically symmetric gravitational fields.
A valuable, second comparison is the time delays predicted by the exact and thin lens approaches. Time delays are now a very important tool in astrophysics and provide a means to estimate the Hubble constant independent of previous methods. We will define a time delay as the observer’s elapsed proper time between the arrival of a signal along two distinct paths connecting the source and observer.
When the weak field, thin lens approach is applied to the Schwarzschild lens, generically, two paths connect any source and observer, one passing on each side of the lens. This results from the lens equation, Eq. (47), admitting two values for $`\psi `$ for given values of $`\beta `$, $`M`$, and distance parameters. The only exception is when the source, lens, and observer lie along the same radial line. In this case an Einstein ring is formed, and the time delay is zero by symmetry. The time along each of the two paths is found by integrating
$$t^{tl}=𝑑l\left(1+\frac{2M}{r(l)}\right)$$
(93)
along the trajectory determined by the weak field thin lens equation. In the integration, $`l`$ is the Euclidean length along the thin lens trajectory, and $`r(l)`$ represents the Euclidean distance from the origin to a point along the path. The thin lens time delay, $`\mathrm{\Delta }t^{tl}`$, is the difference between the two times.
In the exact approach, there are an infinite number of pairs of geodesics connecting the source and observer because geodesics may wrap around the black hole many times. However, there are only two geodesics which do not circle the lens; these geodesics, which can be distinguished from the others, are the analogue of the thin lens paths. The exact time delay, $`\mathrm{\Delta }t^e`$, is numerically computed from Eq. (40) by taking the difference between the times elapsed along these two geodesics.
Figure 6 shows the exact and weak field thin lens time delays given the same observer and source location. The time delays are given in geometrical units, and the $`\beta `$-axis is given in radians. In this calculation, the observer is located at $`l_0=\frac{0.001}{3\sqrt{2}M}`$, or a distance of $`3000M`$, and $`\theta =0`$. Sources are located in a fixed source plane whose distance from the lens along the optical axis is also $`3000M`$, as in the standard thin lens picture. The time delays are plotted against $`\beta `$, the source angle used in the thin lens equation.
At $`\beta =0`$, Einstein rings are formed, and each time delay will be zero. As $`\beta `$ increases, the thin lens time delay slightly overestimates the true value, as seen in the figure. This represents the general behavior for a single Schwarzschild lens at larger distances, but the effect remains fairly small. For a single Schwarzschild lens with a mass of $`2.5\times 10^{12}`$ solar masses, at redshift $`z=0.5`$ with a source at $`z=1.0`$ and $`\beta =0.5^{\prime \prime }`$, the overall exact time delay is close to $`400`$ days, while the error introduced by using the thin lens approximation is less than an hour.
The time delays computed in the thin lens approximation remain quite accurate in our comparisons because the light rays do not feel a strong gravitational field along their trajectories. This is why the thin lens fails so dramatically in the observation angle calculation presented in Fig. 5, while fairing well in the time delay comparisons.
Despite these results, it may be incorrect to assume that the thin lens method of computing time delays remains accurate for more complex lensing situations. The first of two possible problems is that the weak field assumption may not always be valid along an observed null geodesic. It may be very difficult to identify lens candidates whose null geodesics have undergone interactions with strong gravitational fields, however, if such candidates are found, the thin lens methodology will most likely prove quite inaccurate. Secondly, it is not known how accurate the time delay computations will be in more complex lensing scenarios, especially when the geodesics are bent in multiple lens planes.
## V Discussion
To date, virtually all applications of gravitational lensing have utilized the thin lens approximation. Although the thin lens method has proven a quick and useful tool, it can not be applied to high curvature regions. The failure of the next order correction to the thin lens equation, Eq. (83), as contrasted with the ability of the strong field thin lens equation , to capture the divergence of the observation angle $`\mathrm{\Theta }`$ in Fig. 5 emphasizes the point that some combination of exact methods are required in such situations.
We are putting forward the idea that exact gravitational lensing may not be just a purely academic exercise. In fact, we see that virtually all of the observationally relevant quantities can be determined analytically in the exact method with relative ease for a Schwarzschild spacetime. In this paper, we found straight-forward expressions for the time delays, observation angles, angular-diameter distances, and relative magnifications. These analytic expressions can be used in comparison calculations or model building with great computational prowess, power, or time.
The limited testing of the thin-lens methodology in this paper has indicated that there are regions (possibly not yet observable) where the thin-lens method fails in a highly symmetric case. In ongoing calculations, we are exploring the accuracy of the thin lens approximation under a broad range of conditions, including those in which there may be stronger fields or multiple lenses present. These calculations will require a combination of analytic and numerical results. A precedent for this kind of work was set by Rauch and Blandford , who studied the null geodesic equations (or the exact lens equations in our terminology) for Kerr spacetime and found the caustics of the lightcone. Our sense from these comparisons is that the error in the thin lens method for the time delays and observation angles will, in some cases, be appreciable .
We are also interested in an issue regarding the comparison of the sizes of two different types of corrections to the thin lens equations. On one hand, within the framework of the thin lens methodology, there are corrections due to the structure of the mass distribution (of the lens) over that of the monopole moment. On the other hand, even for the monopole case, there are differences between the predictions of the exact lens equations and the thin lens equations. The issue is whether the sizes of these corrections are comparable.
## ACKNOWLEDGMENTS
This research has been supported by the NSF under grants No. PHY-9803301, PHY-9722049 and PHY-9205109.
## A
An alternative derivation of Eq. (66), by direct computation, is obtained by taking the derivative of $`\mathrm{\Theta }`$ and of $`t`$ with respect to $`\psi `$. Because both $`t`$ and $`\mathrm{\Theta }`$ depend on $`\psi `$ only through the point of closest approach $`l_p`$, we actually need to calculate $`t/l_p`$ and $`\mathrm{\Theta }/l_p`$. We have
$`{\displaystyle \frac{\mathrm{\Theta }}{l_p}}`$ $`=`$ $`+{\displaystyle _l^{l_0}}{\displaystyle \frac{l_p(13\sqrt{2}Ml_p)dl^{}}{\left(l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml^{})\right)^{3/2}}}`$ (A3)
$`+\underset{ϵ0}{lim}\{2{\displaystyle _{l_0}^{l_pϵ}}{\displaystyle \frac{l_p(13\sqrt{2}Ml_p)dl^{}}{\left(l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml^{})\right)^{3/2}}}`$
$`{\displaystyle \frac{2}{\sqrt{l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml^{})}}}|_{l^{}=l_pϵ}\}`$
On the other hand we also have
$`{\displaystyle \frac{t}{l_p}}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}{\displaystyle _l^{l_0}}{\displaystyle \frac{l_p(13\sqrt{2}Ml_p)}{\sqrt{l_p^2}(12\sqrt{2}Ml_p)}}\left(l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml^{})\right)^{3/2}𝑑l^{}`$ (A6)
$`\underset{ϵ0}{lim}\{{\displaystyle \frac{2}{\sqrt{2}}}{\displaystyle _{l_0}^{l_pϵ}}{\displaystyle \frac{l_p(13\sqrt{2}Ml_p)}{\sqrt{l_p^2(12\sqrt{2}Ml_p)}\left(l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml^{})\right)^{3/2}}}dl^{}`$
$`+{\displaystyle \frac{2}{\sqrt{2}l^2(12\sqrt{2}Ml^{}))}}\sqrt{{\displaystyle \frac{l_p^2(12\sqrt{2}Ml_p)}{l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml^{})}}}|_{l^{}=l_pϵ}\}`$
Clearly the last term inside the braces under the limit sign in (A6) can be substituted with
$$\frac{2}{\sqrt{2l_p^2(12\sqrt{2}Ml_p))}}\frac{1}{\sqrt{l_p^2(12\sqrt{2}Ml_p)l^2(12\sqrt{2}Ml^{})}}|_{l^{}=l_pϵ}$$
(A7)
since the difference vanishes in the limit $`ϵ0`$. We can thus see that $`t/l_p`$ and $`\mathrm{\Theta }/l_p`$ are proportional to each other via
$$\frac{t}{l_p}=\frac{1}{\sqrt{2l_p^2(12\sqrt{2}Ml_p)}}\frac{\mathrm{\Theta }}{l_p}.$$
(A8)
This implies Eq.(66). |
warning/0001/astro-ph0001020.html | ar5iv | text | # HST/WFPC2 observations of the core of KjPn 8
## 1. Introduction
The extraordinary nature of the poly-polar planetary nebula, KjPn 8, has become apparent during a series of ground–based observations (López, Vázquez, & Rodríguez 1995; López et al. 1997, López et al. 1999; Steffen & López 1998; Vázquez, Kingsburgh, & López 1998). A distance estimation to KjPn 8 of 1600 $`\pm `$ 230 pc, has been deduced by a combination of proper motion and kinematical measurements (Meaburn 1997). It is the 14 $`\times `$ 4 extent of the largest lobes, with knots C<sub>1</sub>–C<sub>2</sub> at their extremities as shown in Fig. 1a, compared with the few arcsec diameter of the bright nebular core, that first indicated the unusual nature of this nebula. Also, secondary, smaller lobes, delineated by knots A<sub>1</sub>–A<sub>2</sub> in Figure 1 (top), have a distinctly different axis from C<sub>1</sub>–C<sub>2</sub>.
The recognition of multiple outflows along different axes lead originally to their interpretation as the action of a bipolar, rotating, episodic jet or BRET (López et al. 1995).
However, it has required optical imagery with the Hubble Space Telescope, to reveal the elliptical ionized ring which constitutes the nebular core of KjPn 8 and to locate the central star which is now shown to be at the center of this ionized central ring. This ring is clearly the ionized, inside surface of a 7 arcsec diameter ring of excited H<sub>2</sub> (López et al. 1999), see Figure 1 (bottom), itself located within a central 30 arcsec diameter CO disk (Foreveille et al. 1998) whose axis is aligned with the bipolar outflows defined by A<sub>1</sub>–A<sub>2</sub> in Figure 1 (top).
## 2. Dynamical characteristics
The largest lobes, with knots C<sub>1</sub>–C<sub>2</sub> at their extremities, from their linear dimensions (6.5 $`\times `$ 1.9 pc) and kinematics, must be $`12\times `$ 10<sup>4</sup> yr old (Steffen & López 1998), whereas the knots, A<sub>1</sub>–A<sub>2</sub>, aligned with the axis of the ring have a kinematical age $`3,400`$ yr as given directly by their angular displacements from the nebular core combined with measurements of their expansion proper motions (Meaburn 1997). This particular timescale estimation is independent of the distance to KjPn 8. The ionized ring itself, if expanding at a constant 40 km s<sup>-1</sup>, would only take $`500`$ yr to reach its present 2.7 arcsec ($``$ 0.02 pc) radius.
These temporal differences indicate that the A<sub>1</sub>–A<sub>2</sub> high-velocity (320 km s<sup>-1</sup>) knots and associated bipolar outflows were formed prior to the present central ionized ring. Furthermore, the largest features, culminating in the knots C<sub>1</sub>–C<sub>2</sub>, must have formed along a different ejection axis well before any of the central ionized and molecular circumstellar structures had been formed.
The small dimensions of the central ionized ring, associated molecular material and low excitation nebular spectrum (Vázquez et al. 1998), indicate that the physical characteristics of the core of KjPn 8 are representative of a very young PN. Moreover, its ionic abundances, with enhanced He and N, (Vázquez et al. 1998) correspond to extreme type I PNe that are identified with massive ($`>2.4M_{}`$) progenitors (Peimbert & Torres-Peimbert 1994) which should evolve relatively quickly during the PN stage towards higher effective temperatures and consequently higher excitation conditions. This implies that the core of KjPn 8 has only reached photoionization conditions during the last few hundred years and the formation of the bipolar high-speed (A<sub>1</sub>–A<sub>2</sub>) outflows ocurred shortly before, during the pre-planetary nebula stage.
For the current core conditions, the associated CO and H<sub>2</sub> molecular material must be related to a second heavy mass-loss episode prior to the formation of the ionized nebular core. The disk-like structure and common orientations of the molecular material and ionized nebular ring confirm their connection in this second event. These characteristics are incompatible with the expected conditions that the core must have had at the time when the C<sub>1</sub>–C<sub>2</sub> bipolar outflows where triggered. The arguments lead to the conclusion that the formation of the giant bipolar envelope had its origin in a different event, unrelated to the creation of the present nebular core and associated bipolar outflows.
KjPn 8 thus unfolds a unique situation among PNe: the creation of a double planetary nebulae event. A large bi-conical nebula was formed through episodic jets (Steffen & López 1997) along PA 72 (C<sub>1</sub>-C<sub>2</sub>), 1 - 2 $`\times 10^4`$ years ago. These jets have now ceased their activity. A second planetary nebula event is initiated $`3,400`$ years ago ejecting high-velocity bipolar outflows along PA 126 (A<sub>1</sub>-A<sub>2</sub>). Unequivocal signatures of a second heavy mass-loss, superwind episode accompany this second event. Massive molecular disks of CO and H<sub>2</sub> surround now a very young ionized ring, all of which are perpendicular to the most recent A<sub>1</sub>-A<sub>2</sub> bipolar outflows.
A possible explanation for the formation of KjPn 8 is that here we are witnessing the near-simultaneous death of two relatively massive stars in a binary system either with a separation large enough for no effective mass transfer to take place (separations from several tens to a few hundred astronomical units) or detached binaries (with separations of the order of a few tens of AU) where the evolution of an originally less massive secondary may be speeded up by wind accretion from the primary so both reach the PN stage one shortly after the other, within 1-2 $`\times 10^4`$ years. Two PNe-type events have thus been consecutively produced from a binary core where the influence of the companion has probably aided in the production of bipolar outflows on each occasion and for each event having its own symmetry axis. Full details of this work will appear elsewhere.
## References
Forveille, T., Huggins, P. J., Bachiller, R., & Cox, P. 1998, ApJ, 495, L111
López, J. A., Vázquez, R., & Rodríguez. L. F. 1995, ApJ, 455, L63
López, J. A., Meaburn, J., Bryce, M., & Rodríguez. L.F. 1997, ApJ, 475, 705
López, J. A., Meaburn, J., Kuhn, O., Rodríguez, L. F., Muxlow, T. W. B., Pedlar, A., & Thomasson, P. 1999, ApJ, 518, 778
Meaburn, J. 1997, MNRAS, 292, L11
Peimbert, M. & Torres-Peimbert, S. 1983 in IAU Symp. 103, Planetary Nebulae, ed. Flower, D. R. (Dordrecht, Reidel), 233
Steffen, W. & López, J. A. 1998, ApJ, 508, 696
Vázquez, R. Kingsburgh, R. L., & López, J. A. 1998 MNRAS, 296, 564 |
warning/0001/astro-ph0001415.html | ar5iv | text | # Measuring the Diffuse Optical Light in Abell 1651
## 1 Introduction
Measuring the surface brightness profiles of brightest cluster galaxies (BCGs) out to large radii is critical both for understanding the formation of these giant galaxies and for determining the mass-to-light ratios ($`M/L`$) of galaxy clusters. First, the form and color of the profiles yield information about the dynamical state and the distribution of stellar populations (Malamuth & Richstone (1984); Merritt (1984); Schombert (1988); Andreon, Garilli, & Maccagni (1995); Dubinski (1998)), thus constraining the accretion history of these systems. Second, measurement of the light contributed by the extended profile of the BCG is required for an accurate determination of the total cluster luminosity, which is essential for deriving an unbiased $`M/L`$.
Despite the importance of accurate BCG profile measurements, recent determinations disagree. For example, from a large sample of BCGs, Schombert (1986) finds that some of these galaxies have a ‘cD halo’ — an extended component, centered on the BCG, with a significantly different surface brightness profile than the central region of the galaxy. In contrast, Graham et al. (1996) find that BCGs can be fit with single Sersic (1968) profiles, with profiles that are typically shallower than a de Vaucouleurs ($`r^{1/4}`$) law. Meanwhile, the few detailed analyses of diffuse light in individual clusters find BCGs that are well-described by $`r^{1/4}`$ law profiles. Uson, Bough, & Kuhn (1990, 1991) show that the radial profile of the brightest cluster galaxy in Abell 2029 is consistent with a de Vaucouleurs model (reduced $`\chi ^2`$=0.78 in $`R`$) out to $`r(ab)^{1/2}=`$425 $`h^1`$ kpc, and Scheick & Kuhn (1994) conclude that the BCG in Abell 2670 has an r<sup>1/4</sup> profile (reduced $`\chi ^2`$=0.28 in $`V`$) out to 230 $`h^1`$ kpc. The latter result is surprising given that this giant elliptical is classified by both Oemler (1973) and Schombert (1986) as a cD galaxy with a pronounced envelope starting at r$``$80 $`h^1`$ kpc.
To unambiguously constrain BCG formation and permit accurate $`M/L`$ determination, we aim to resolve this disagreement in the form of BCG luminosity profiles. A new study is needed that extends the detailed analysis techniques used in Abell 2029 and 2670 to a statistical sample of clusters. However, attaining the required flatfielding accuracy with pointed CCD observations is a computationally and observationally intensive task (Gudehus (1989); Uson, Bough, & Kuhn 1990, (1991); Scheick & Kuhn (1994)). In this paper we develop a method of studying the diffuse light that minimizes the required telescope time and can be used to efficiently study a large sample of clusters. We employ very flat drift scan data, a new approach to determining surface brightness profiles, and techniques for detecting low surface brightness signals that, having been developed for finding high-redshift clusters (Dalcanton (1996); Zaritsky et al. (1997)), are also applicable to this problem.
With these tools, we perform a detailed analysis of the distribution of light in the cluster Abell 1651 at z=0.084. We choose this cluster to be our first because it appears to be dynamically relaxed, and hence is a good system with which to test our method. Specifically, X-ray observations show a symmetric temperature profile co-centric with the brightest cluster galaxy, with a mean temperature T$`{}_{x}{}^{}=6.1`$ keV (Markevitch et al. (1998)). We focus on measuring the surface brightness profile of the BCG, constraining the luminosity contribution of diffuse light, and assessing the relative contributions of various components to the total cluster luminosity.
## 2 Data and Preliminary Reductions
Drift scan data were obtained using the Las Campanas 1m telescope, the Great Circle Camera (Zaritsky, Schectman, & Bredthauer (1996)), and the Tek#5 CCD with both the Gunn $`i`$ filter (transformed to Cousins $`I`$ using Landolt standards) and a wide band filter (hereafter denoted as $`W`$) that roughly covers the wavelength region between $`B`$ and $`I`$ (see Figure 1). This $`W`$ filter is designed to maximize the incident signal while avoiding sky emission lines in the red and atmospheric refraction in the blue. Individual drift scans are 2048x13000 pixels with a plate scale of 0.7<sup>′′</sup> pixel<sup>-1</sup> and an effective exposure time of 95 seconds. The total time required for a single scan, including the time spent off-source, is $``$10 minutes. We have three scans of the cluster core in $`I`$ and two in $`W`$, for total exposure times of 4.75 minutes and 3.17 minutes. Conditions during the observations were photometric, with seeing of 1.5<sup>′′</sup>.
A key property of the data is the intrinsic flatness of drift scans. The data must have residual flatness variation less than 0.5%, or these variations will be the dominant source of noise in our derived surface brightness map. In drift scans, pixel-to-pixel variation is minimized as data are clocked across the chip, so sensitivity variations are a concern only perpendicular to the readout direction (at a level $``$ 2% in our raw data). Consequently, we construct a one dimensional flatfield, for which the Poisson noise is reduced significantly relative to a two-dimensional flatfield. Flatfielding is accomplished in two stages. In both stages we use a set of 6 ($`W`$) or 7 ($`I`$) data scans, to construct a median averaged flatfield. Each scan is 13,000 pixels in length and the typical sky level in $`I`$ is $``$140 counts, so the associated Poisson noise is 0.03% per column. The first stage of flatfielding immediately follows bias subtraction and reduces sensitivity variation from 2% to 0.2%. This level is below the noise from other sources; however, the remaining variation due to the presence of objects in the scans is correlated across columns. The second flatfielding stage is designed to remove this residual variation. To eliminate contamination from resolved objects, we use the segmentation image generated by SExtractor version 2.0.15 (Bertin & Arnouts (1996)) to generate a binary mask. We convolve this binary mask with a boxcar filter to mask all pixels within 7<sup>′′</sup> of object detection regions. The second stage flatfield image is constructed using only the unmasked pixels. Subsequent to this final flatfielding, all scans are flat to $`<`$0.1%, which corresponds to $`\mu _I`$=28.4 mag arcsec<sup>-2</sup>, and any residual column-column variation is not discernible.
Similar to the sensitivity variation, temporal sky variability is a one dimensional problem with drift scan data. This variability is a smooth feature with maximum amplitude of $``$10% of the sky level over the length of a scan. We apply a median boxcar of size 700<sup>′′</sup> (1000 pixels or 855 h<sup>-1</sup> kpc) to a flatfielded version of each image in which all resolved objects are masked. We find that a filter of this size does not cause oversubtraction of the sky near the cluster core or bright stars. The entire region within 350<sup>′′</sup> (500 pixels) of the cluster core is also masked as a precaution. We also try an alternative method in which the sky is fit with a spline of order 5. Comparison of the two methods yields rms variations at a level of $`\mu _I28`$ mag arcsec<sup>-2</sup>, and uncertainty at the level of $`\mu _I30.5`$ mag arcsec<sup>-2</sup> in fitting the profile of the brightest cluster galaxy.
Following bias subtraction, flatfielding, and sky subtraction, we register all images. The $`I`$\- and $`W`$-band data are averaged to generate a single image for each band and we also add the data from both bands to maximize the signal available for tracing the BCG profile at large radii. Adding the images also reduces uncertainty from removal of the time variable sky component.
## 3 The Cluster Components
To identify and characterize all significant sources of luminosity in the core of the cluster, we proceed as follows. First, we model the brightest cluster galaxy to determine the form of its surface brightness profile (§3.1). Next, we remove the brightest cluster galaxy and all other detected objects from the image and analyze the distribution of light from diffuse matter and faint, undetected cluster galaxies (§3.2). Finally, we use this information to assess the relative contribution of each of these components to the total cluster luminosity (§3.3).
### 3.1 The Brightest Cluster Galaxy
We model the brightest cluster galaxy using the IRAF routine ellipse.<sup>1</sup><sup>1</sup>1IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation. SExtractor is again used to generate an object mask. Previous work has demonstrated that contamination from other sources can significantly bias the derived profile at low surface brightness levels (Uson, Bough, & Kuhn 1990, (1991); Porter, Schneider, & Hoessel (1991)), and so we mask all objects except the BCG, and all pixels within 10<sup>′′</sup> of object detection regions. This procedure eliminates 30% of the image data from further consideration by ellipse. The masking is then augmented by manual masking of regions near saturated stars and bright galaxies, which excludes an additional 15% of the pixels in the image.<sup>2</sup><sup>2</sup>2The regions of excess surface brightness described in §3.2 are also masked at this point, and so are not responsible for any observed structure in the profile. Our approach is similar to that utilized by Vilchez-Gómez, Pelló, & Sanahuja (1994) in their study of the diffuse light of Abell 2390. We generate best fit models for the BCG, with position angle and ellipticity first allowed to vary freely, and then with these parameters fixed to the values given by SExtractor. The resultant surface brightness profile, as a function of $`r=(ab)^{1/2}`$, is unchanged whether these parameters are fixed or allowed to vary. We choose to fix both parameters.
To measure the surface brightness profile of the BCG at large radii, an accurate determination of the sky level is critical. Figure 2 illustrates the effect on an intrinsic de Vaucouleurs profile of error in determination of the sky level. Such an error in the background leads either to the truncation of the profile or to the existence of an artificial envelope. As has been noted by a number of authors (de Vaucouleurs & de Vaucouleurs (1970); Oemler (1976); Melnick, Hoessel, & White (1977); Uson, Bough, & Kuhn 1990, (1991)), systematic errors in the measured sky level can be induced by intrinsic background variation, spatial variation in detector response (e.g. flatness variation for CCDs), and contamination from the outer halos of other cluster members. For this data set we calculate that the uncertainty in our sky determination is 0.01% ($`\sigma _{sky}29.5`$ mag arcsec<sup>-2</sup> in $`I`$), which will impact the form of the profile at $`r>200h^1`$ kpc. To unambiguously quantify the form of the profile at larger radii, we must employ a technique that is insensitive to level of the background light.
Our alternate method uses the differential change in the flux, $`\mathrm{\Delta }f`$, between points in the profile. By taking a differential measurement, we obtain a quantity that is independent of a constant background level, but still contains all the information present in the luminosity profile. One difficulty exists with this approach. If we compute the differential change only for radially adjacent surface brightness measurements ($`\mathrm{\Delta }f_if_if_{i+1}`$), then both the reduced $`\chi ^2`$ ($`\chi _v^2`$) and the error bars for the model parameters are dependent on radial sampling density. Higher sampling density leads to lower $`\chi _\nu ^2`$ and larger error bars on the model parameters because the flux difference between adjacent points decreases, while the associated uncertainty does not.
Our preferred method, described in the Appendix, is to compute for each point the flux difference relative to all points at larger radii. We define
$$\mathrm{\Delta }f_if_i\frac{1}{Ni}\underset{j=i+1}{\overset{N}{}}f_j,$$
(1)
and compare this quantity with model predictions. This approach removes the dependence of $`\chi _\nu ^2`$ upon sampling density, permitting robust determination of both model parameters and their associated uncertainties.
Using ellipse, we measure the profile of the BCG in Abell 1651 out to $`r`$=670 $`h^1`$ kpc. Beyond this radius, the angular extent of the elliptical annulus used to measure the profile exceeds the width of the image. We show in Figure 3a the flux differential in $`I`$+$`W`$ for the BCG in Abell 1651, and our best fit de Vaucouleurs model. A best-fit Sersic (1968) model and a model with a cD envelope are also shown in the residual plot, Figure 3b.<sup>3</sup><sup>3</sup>3The properties of the cD envelope are equivalent to the envelope observed by Schombert (1988) for Abell 2670. It is modelled with a de Vaucouleurs profile with $`r_e`$=330 $`h^1`$ kpc and $`\mathrm{\Sigma }_e=0.008\mathrm{\Sigma }_{e,galaxy}`$. The de Vaucouleurs model fit to the differential profile has $`r_e=(41.7\pm 0.8)h^1`$ kpc (68% confidence) with $`\chi _\nu ^2`$=13.7. The large $`\chi _\nu ^2`$ is due to radial oscillations in the light profile (see Figure 3b), which is seen in both filters. This radial structure is not due to using a fixed position angle and eccentricity; the same oscillations are seen when these parameters are permitted to vary. The best-fit Sersic model formally has $`n=4.3\pm 0.2`$ with $`\chi _\nu ^2=14.3`$, which is slightly shallower than a de Vaucouleurs model. However, the oscillations seen in the residuals may contribute to this result. For example, if the three points beyond 300 $`h^1`$ kpc (which appear to be on a rising part of the oscillation pattern) are excluded from the fit, then the best-fit model has $`n`$=3.9, and so we conclude that the Sersic index of the galaxy profile is consistent with n=4 (de Vaucouleurs) to within our observational uncertainty. We also note that the cD envelope model shown in Figure 3b yields $`\chi _\nu ^2`$=21.6.
Figure 4 shows the $`I`$+$`W`$ composite surface brightness profile of the BCG in Abell 1651, with the background level fixed using the results from the differential analysis, and the vertical scale set such that $`\mu `$(1 $`h^1`$ kpc)=0 mag arcsec<sup>-2</sup> (see also Table 1). The de Vaucouleurs, Sersic and cD envelope models shown are the same as in Figure 3. A fit to the stellar PSF is also overlaid for comparison, demonstrating that seeing has a negligible impact on the profile. Figure 5 shows the $`I`$\- and $`W`$-band profiles independently, and de Vaucouleurs fits, with the effective radius fixed to $`r_e`$=41.7 $`h^1`$ kpc. Error bars represent observed rms flux variations in the data and do not include systematic errors. For $`r_e`$=41.7 $`h^1`$ kpc, independent fits in the $`I`$\- and $`W`$-bands respectively yield $`\mu _e(I)`$=23.55 mag arcsec<sup>-2</sup> with $`\chi _\nu ^2`$=9.4, and $`\mu _e(W)`$=24.70 mag arcsec<sup>-2</sup> with $`\chi _\nu ^2`$=14.7.
In addition to measuring the form of the profile, we also test for the presence of a color gradient. While we are able to measure the profiles out to $`r`$500 $`h^1`$ kpc in both bands, for $`r>`$100 $`h^1`$ kpc we are wary of systematic errors that may bias the resultant colors. Consequently, we restrict our attention to the inner 100 $`h^1`$ kpc. We find a mild gradient in the profile ($`\mathrm{\Delta }(WI)/(\mathrm{\Delta }\mathrm{log}r)=0.25\pm `$0.08) from 15-100 $`h^1`$ kpc, with the halo at 100 $`h^1`$ kpc redder than the center of the BCG by 0.2 mag. This mild gradient is consistent with other studies that have found shallow or no color gradients in BCGs (Mackie (1992); Garilli et al. (1997)). For comparison, in their study of 17 non-BCG elliptical galaxies (-22.5$`<`$M$`{}_{B}{}^{}<`$-20), Franx, Illingworth, & Heckman (1989) find in the mean a slightly blue radial gradient ($`\mathrm{\Delta }(B`$-$`R)/(\mathrm{\Delta }\mathrm{log}r)0.1`$).
The color gradient of the BCG is a potentially valuable probe of the evolutionary history of the system. Qualitatively, if significant recent accretion of cluster galaxies has occurred in the halo, then we should expect the halo to be blue relative to the core of the BCG, independent of whether the accreted systems are spirals or ellipticals. Spirals are bluer because of ongoing star formation, while the relative blueness of fainter ellipticals is primarily a metallicity effect (Larson (1974); Kaufmann & Charlot (1998); Ferreras, Charlot, & Silk (1999)). For reference, we estimate that if one $`L_{}`$ spiral ($``$5% of the total luminosity of the BCG) is accreted within the past 2 Gyrs and deposited uniformly at 50$`<`$r$`<`$100 $`h^1`$ kpc, the halo at these radii will be $``$0.1 mag bluer after accretion. Conversely, for formation scenarios in which there is no significant, recent contribution to the outer halo from tidally disrupted systems, we expect either no gradient, or a mild red gradient if there has been subsequent star formation in the center of the galaxy. One such formation scenario is demonstrated by Dubinski (1998) in a simulation that also produces a de Vaucouleurs profile for the BCG. Unfortunately, quantitative model predictions are currently lacking, and so, while our observations qualitatively agree with the early formation scenario, further modelling is needed for confirmation.
### 3.2 The Cluster Surface Brightness Distribution
Is there a discernible presence of intracluster light that is not associated/co-centric with the BCG? To investigate this issue, we first subtract from the image the BCG using our model from §3.1, and all other galaxies with $`I`$-band isophotal areas larger than 175 pixels using the IRAF package GIM2D (Simard (1998); Marleau & Simard (1998)). GIM2D generates optimal bulge+disk fits for each object, with an exponential disk and de Vaucouleurs profile bulge. The motivation for this detailed approach is to remove not only the visible central regions of these galaxies, but also their contribution to the total cluster light at fainter surface brightness levels.
Subsequent to the application of GIM2D, we use FOCAS (Jarvis & Tyson (1981); Valdes (1993)) to remove all remaining detected objects with m$`{}_{I}{}^{}<`$21 (or m$`{}_{W}{}^{}<22.8`$) and replace them with randomly drawn, local sky pixels. The interior regions of the previously removed bright galaxies are also replaced by locally drawn random sky pixels as a precaution against residual galactic light contaminating the cluster surface brightness map. At this stage, we also mask bright stars and the inner 35<sup>′′</sup> of the BCG. Next, we convolve the cleaned image with a 10<sup>′′</sup> (12.2 $`h^1`$ kpc) exponential kernel to generate a smoothed two dimensional map of the core region of the cluster. This kernel size is chosen as a compromise between sensitivity and resolution, being sufficiently small to resolve individual cluster galaxies, but wide enough to probe to $`\mu >`$26 mag arcsec<sup>-1</sup>. Residual variations persist after smoothing at an approximate rms level $`\mu _I`$=26.65 mag arcsec<sup>-2</sup>, and we detect fluctuations down to $`\mu _I`$26 mag arcsec<sup>-2</sup>. Figures 6 illustrates the process used to generate the surface brightness map. For comparison, the bottom panel, in which the brightest cluster galaxy halo is not removed, is included.
We find that within a radius of 400 $`h^1`$ Mpc of the BCG there exist three regions of excess brightness with peak surface brightnesses<sup>4</sup><sup>4</sup>4Note that this is the peak surface brightness after convolution. The true peak surface brightnesses could be significantly brighter if the sources have spatial scales much smaller than the smoothing kernel (i.e. individual faint galaxies). $`\mu _I<25.75`$ mag arcsec<sup>-2</sup>. These regions are denoted as A, B, and C in the middle right panel of Figure 6. An additional ring of excess brightness can also be seen at the bottom of the panel surrounding a masked star, but this ring is due to the extended point spread function of the star. Other regions of excess brightness can also be seen, such as the one between the BCG and the bright star, but these fall below our $`\mu _I=25.75`$ mag arcsec<sup>-2</sup> threshold. Of the three peaks, B is the brightest and largest, with a peak surface brightness $`\mu _I`$=25.3 mag arcsec<sup>-2</sup>. The total excess luminosity from this region corresponds to $`L_I`$=$`(1.4\pm 0.5)\times 10^{10}L_{}`$. Region B is aligned with the semimajor axis of the BCG (see Figure 6).
To discern whether these enhancements are diffuse in origin, we look for evidence of faint galaxies coincident with the bright regions. In region B, the detected faint galaxy population cannot account for the excess flux. Coupled with its large angular size, this eliminates the possibility that the excess is due to a higher redshift group or cluster. This region is possibly the remnant of a tidally disrupted cluster galaxy. Similar low surface brightness features have been seen in Coma (Gregg & West (1998)), and can be explained as arising from tidal processes. Alternately, this region could arise from a significant local enhancement of galaxies fainter than can be detected in our data. This interpretation seems less plausible, because it would require an excess relative to the expected average cluster density of at least 20 galaxies fainter than our detection threshold, with no corresponding overdensity of galaxies brighter than the detection threshold.
In contrast to region B, inspection of regions A and C reveals a group of faint galaxies associated with each surface brightness excess. These galaxies have m$`{}_{I}{}^{}>`$21 mag arcsec<sup>-2</sup>, and so were not removed from the image by FOCAS prior to smoothing. In both cases the flux associated with the fluctuation can be accounted for by light from these faint galaxies. Such groups could either be clumped dwarf galaxies associated with the cluster, or more distant clusters or groups. Based on the work of Gonzalez et al. (2000) detecting distant clusters, the surface density of background clusters is such that $``$1 would be detected in this field, and so is consistent with the latter explanation. To constrain the origin of fluctuations A and C, we measure the $`WI`$ color of the associated faint galaxies. These galaxies are shown in Figure 7 and compared to the color-magnitude relation for the cluster, derived using galaxies with m$`{}_{W}{}^{}<`$20 (dashed line). The weighted mean color of the ensemble is $`WI`$=0.97 ($``$0.3 mag bluer than the core of the BCG), which corresponds to $`RI`$$``$0.58. This color is consistent with the galaxies being dwarf ellipticals in the cluster, and inconsistent with their being giant ellipticals at higher redshift. Based on color alone, however, we cannot rule out the possibility that these galaxies are clustered spirals at higher redshift. If these are indeed cluster dwarfs, it is unclear why they are tightly clustered apart from any bright cluster galaxies.
### 3.3 Relative Luminosity Contributions
In $`\mathrm{\S }3.2`$ we found that a de Vaucouleurs profile with a total luminosity of $`L_I=1.17\times 10^{12}h^2`$ L is a good fit to the BCG light profile.<sup>5</sup><sup>5</sup>5The luminosity is corrected for a galactic extinction of 0.05 magnitudes (Schlegel, Finkbeiner, & Davis (1998)). To assess the fractional contribution of the BCG to the total cluster light, we examine the region within $`r`$=500 $`h^1`$ kpc of the center of the BCG. As mentioned earlier, the location of the BCG is consistent with the kinematic center of the cluster as defined by X-ray data. Roughly 98% of the luminosity of the central galaxy is contained within this radius. We calculate the total luminosity from cluster galaxies with m$`{}_{I}{}^{}<`$20.5 within the same region. Statistical background subtraction is used to correct for the contribution of galaxies not associated with the cluster. We use the region of the image further than 2 $`h^1`$ Mpc from the cluster core, covering to an area of 0.58 sq. degrees, to compute the average off-cluster contribution. The integrated flux for galaxies with $`m_I<`$20.5 is computed in both cluster and off-cluster regions, with background subtraction resulting in a 25% reduction in the observed cluster flux. The summed, extinction-corrected luminosity of cluster galaxies, excluding the BCG, is $`L_I=2.1\times 10^{12}`$ L.
To estimate the luminosity of cluster galaxies or intracluster light below this magnitude level, we use the surface brightness map (middle right in Figure 6). We cannot discern whether light in the surface brightness map is due to faint galaxies or diffuse intracluster light, but instead place an upper bound on the combined contribution by summing the total residual light within the same $`r`$=500 $`h^1`$ kpc elliptical region and background subtracting using an off-cluster region of the scan. To compute the mean off-cluster sky level, we use a region adjacent to this ellipse that extends 3000 pixels (35) in right ascension in both directions. The largest source of uncertainty in this measurement is due to large scale residual gradients in the background sky level, generated primarily by scattered light from off-image stars. Including a conservative estimate for this uncertainty, we calculate an excess flux of 110$`{}_{110}{}^{}{}_{}{}^{+190}`$ counts sec<sup>-1</sup> within $`r`$=500 $`h^1`$ kpc, which corresponds to L$`=(0.7_{0.7}^{+1.2})\times 10^{11}h^2`$ L, or 2$`{}_{2}{}^{}{}_{}{}^{+3}`$% of the total cluster light in this region. Because the error bars are large, we are not able to place a meaningful constraint on the faint end of the luminosity function. All faint end Schechter function slopes with $`\alpha >1.98`$ for $`m>`$20.5 are consistent with the observed flux to within 3$`\sigma `$. Our data are shallow, but our observed luminosity function has an upturn at the faint end in both bands and a slope $`|\alpha |1.71.9`$. This measurement suggests that any excess light can be explained as arising from faint cluster galaxies.
Table 2 lists the total and fractional contributions of each component of the net cluster luminosity within 500 $`h^1`$ kpc. The central dominant elliptical is a key contributor to the cluster luminosity. The BCG fractional contribution of 36% is in good agreement with the results from Uson, Bough, & Kuhn (1990, 1991) for Abell 2029 and Scheick & Kuhn (1994) for Abell 2670, who find that the BCG’s contribute 23% of the cluster light within 780 $`h^1`$ kpc and 30$`\pm `$8% of the total cluster light, respectively. Furthermore, as in Abell 2029, diffuse light beyond that associated with the BCG is a negligible contributor to the total light of this system.
## 4 The Mass-to-Light Ratio
X-ray and optical spectroscopic data exist for Abell 1651, enabling us to determine the cluster mass and hence the $`I`$-band mass-to-light ratio. Markevitch et al. (1998) computed an emission weighted temperature of 6.1$`\pm `$0.4 keV (90% confidence) for the cluster. Girardi et al. (1998) compute a cluster velocity dispersion $`\sigma `$=1006$`{}_{96}{}^{}{}_{}{}^{+118}`$ km s<sup>-1</sup>. Combining these two value yields
$$\beta \frac{\mu m_p\sigma ^2}{kT}=1.04\pm 0.24$$
(2)
for $`\mu `$=0.6, indicating that the gas and galaxies trace the potential with the same energy per unit mass, and suggesting that the cluster core is not far from equilibrium.<sup>6</sup><sup>6</sup>6Girardi et al. (1998) claim that this cluster has significant substructure, in conflict with the derived value of $`\beta `$ and detailed X-ray analysis (Markevitch et al. (1998)). However, this finding is based on the distribution of a relatively small sample of 30 cluster galaxies. To compute the mass enclosed within 500 $`h^1`$ kpc, we follow the method of Wu (1994), which assumes an isothermal gas distribution. This approximation is reasonable, as the temperature profile of Abell 1651 is quite flat (Markevitch et al. (1998)). Evrard, Metzler, & Navarro (1996) demonstrated in their simulations that isothermal $`\beta `$ models give an unbiased estimate of the true mass, but also demonstrated that there is $``$20% scatter in the relation between the computed and true mass. With the isothermal assumption, the mass within a given projected radius, $`r_p`$, is computed as a function of $`\beta `$, $`T`$, a core radius $`r_c`$, and a ‘physical size’ $`R`$ for the cluster, which defines the line-of-sight depth over which to integrate the enclosed mass. For a projected radius of 500 $`h^1`$ kpc the derived mass is only a weak function of $`r_c`$ and $`R`$. For example, changing $`R`$ from 3 $`h^1`$ Mpc to 8 $`h^1`$ Mpc modifies the resulting mass by 3%, while changing $`r_c`$ from 20 $`h^1`$ kpc to 100 $`h^1`$ kpc alters the resulting mass by 2%. This uncertainty is significantly smaller than the scatter from use of the isothermal model. For concreteness, we adopt $`r_c`$=50 $`h^1`$ kpc and $`R`$=5 $`h^1`$ Mpc. Including the scatter seen in the simulations, we compute
$$M(r_p<500h^1kpc)=(5.4\pm 1.4)\times 10^{14}h^1M_{}.$$
(3)
The total $`I`$-band mass-to-light ratio within this region then is
$$M/L_I(r_p<500h^1kpc)=(160\pm 45)h.$$
(4)
A key point to note is the dependence of M/L<sub>I</sub> on the inclusion of the extended BCG halo. Using only the BCG magnitude returned by SExtractor, we would have missed 50% of the light from the BCG, and hence 18% of the cluster light. Consequently, if such extended halos are a generic feature of brightest cluster galaxies, as they appear to be from our work and that of Uson, Bough, & Kuhn (1990, 1991) and Scheick & Kuhn (1994), then any M/L ratio that fails to account for this light will also overestimate M/L by $``$20%. This omission of luminosity exacerbates the cluster baryon problem for high $`\mathrm{\Omega }_0`$ models (White et al. (1993)).
## 5 Formation of the BCG Halo
What do the properties of the BCG tell us about the formation history of this system? We have found that the surface brightness profile of the BCG in Abell 1651 is, to first order, consistent with a de Vaucouleurs model, and have observed that the profile becomes mildly redder with increasing radius. The uniformity of the profile over such a large radial range argues for early assembly of the extended halo.<sup>7</sup><sup>7</sup>7The presence of oscillations in the profile also provides a potentially interesting constraint, however, dynamical modelling is first needed to assess the timescale over which such structure can be maintainted in the cluster environment. Meanwhile, the color of the halo indicates recently accreted cluster galaxies do not contribute a significant fraction of the halo luminosity, and so also supports early formation.
These results are consistent with the recent work of Dubinski (1998). In his hydrodynamic cluster simulation, the BCG is assembled at z$``$0.8 and significant accretion continues until z$``$0.4, after which there are no major mergers involving the BCG. Dubinski finds that a brightest cluster galaxy with an r<sup>1/4</sup> profile out to 200 $`h^1`$ kpc is formed in this simulation via the merger of massive galaxies during filamentary collapse. He also notes that, as we observe in Abell 1651, ‘a cD galaxy envelope did not form in this system’. In addition, the brightest cluster galaxy in the simulation retains a fossil alignment with the filament and the galaxy distribution. Such an alignment with the galaxy distribution and X-ray gas has been observed in real systems (Sastry (1968); Carter & Metcalfe (1980); Porter, Schneider, & Hoessel (1991); Allen et al. (1995); Mulchaey & Zabludoff (1998)). In Abell 1651 the BCG is aligned with both the X-ray gas contours (Figure 8a) and, more marginally, with the distribution of confirmed cluster members obtained from NED (Figure 8b). The alignment of Clump B with the BCG can also be interpreted in this picture as the recent disruption of a galaxy infalling along the direction of the filament.
## 6 Summary and Conclusions
We perform a detailed analysis of the distribution of luminous matter in the galaxy cluster Abell 1651. We assess the relative luminosity contributions of the brightest cluster galaxy, the rest of the cluster galaxy population, and any diffuse, luminous matter in the cluster that is unassociated with the other two components. In the process, we develop and demonstrate an approach for studying the distribution of luminous matter in cluster cores that allows detailed analysis, but requires minimal telescope time ($`<`$ 1 hour per cluster on a 40<sup>′′</sup> telescope). This technique can be applied to a large sample of clusters to test whether there exists true variation in the form of BCG surface brightness profiles, and also whether intracluster light is a significant contributor in some systems.
In the case of Abell 1651, we find that the brightest cluster galaxy contains 36% of the total cluster light within $`r`$=500 $`h^1`$ kpc of the center of the BCG and the cluster. Furthermore, the profile of the BCG is well approximated by a de Vaucouleurs model out to $`r`$=670 $`h^1`$ kpc, which is consistent with it being a D type galaxy (Matthews, Morgan, & Schmidt (1964); Morgan, Kayser, & White (1975); Schombert (1987)). Our current measurements extend further in radius than those of Uson, Bough, & Kuhn (1990, 1991) for the cluster Abell 2029 and Scheick & Kuhn (1994) for Abell 2670, and we find close agreement with the results of these studies. We also detect a color gradient in the profile in the sense that the halo is redder than the core of the BCG. The properties of the brightest cluster galaxy are consistent with the scenario of filamentary collapse and formation of the BCG at high redshift, as evidenced by Dubinski’s (1996) numerical simulations.
We constrain the luminosity of any additional diffuse matter in the cluster to constitute less than $``$5% of the total luminosity. Furthermore, the residual flux observed is consistent with arising from cluster galaxies fainter than the magnitude limit of our data. Thus, diffuse light beyond that of the BCG profile is negligible for this system. We do detect one distinct patch of excess light along the semimajor axis of the BCG (region B) that appears to be truly diffuse light, possibly from a tidally disrupted galaxy. Two additional, fainter peaks in the surface brightness are also seen, but are coincident with faint, clumped galaxies and have fluxes that are consistent with arising from these faint galaxies. The colors of these faint galaxies are consistent with the expected color of cluster dwarf ellipticals, and so a reasonable explanation is that these are groups of clumped cluster dwarfs. It is also possible that these galaxies are spirals in background clusters or groups.
Finally, we compute the $`I`$-band mass-to-light ratio and find $`M/L_I`$=(160$`\pm `$45) $`h`$. We note that failure to include the luminosity of the BCG halo causes $`M/L`$ to be overestimated by 18%. If this halo profile is typical of BCGs, any study of cluster mass-to-light ratios that ignores this significant contribution to the cluster light will systematically overestimate $`M/L`$. Omission of this light will also induce a systematic bias in measurements of $`\mathrm{\Omega }_0`$ derived using the resultant mass-to-light ratios.
## 7 Acknowledgements
We thank Carnegie Observatories for access to their facilities, and Roelof de Jong, Eric Bell, and Hans-Walter Rix for helpful discussions. We also thank the referee, Jim Schombert, for helpful comments and suggestions. AHG acknowledges support from the National Science Foundation Graduate Research Fellowship Program and the ARCS Foundation. AIZ acknowledges support from NASA grant HF-01087.01-96A. DZ acknowledges financial support from National Science Foundation CAREER grant AST-9733111, and fellowships from the David and Lucile Packard Foundation and Alfred P. Sloan Foundation. JD acknowledges support from NASA grant HF-01057.01-94A and GO-07327.01-96A. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration.
## Appendix A Appendix
The standard technique for fitting surface brightness profiles is via $`\chi ^2`$ minimization of the surface brightness data using the equation,
$$\chi _\nu ^2=\frac{1}{NM1}\underset{i=1}{\overset{N}{}}\frac{(y_if_i)^2}{\sigma _i^2},$$
(A1)
where $`\chi _\nu ^2`$ is the reduced $`\chi ^2`$, $`N`$ is the number of data points, $`M`$ is the number of free parameters, $`y_i`$ is the measured flux at point $`i`$, $`f_i`$ is the value of the functional fit at point $`i`$, and $`\sigma _i`$ is the uncertainty in the flux. For a de Vaucouleurs model there are three free parameters, $`r_e`$, $`\mathrm{\Sigma }_e`$, and the sky level. Sersic models have $`n`$ as a fourth free parameter. This approach is adequate for determination of $`r_e`$ and $`\mathrm{\Sigma }_e`$; however, fluctuations in the interior region of the galaxy (particularly correlated fluctuations arising from small-scale structure in the profile) have an inordinate impact on the resultant background level. For example, in our data for Abell 1651, determination of the sky level in this fashion leads to truncation of the profile beyond $`r`$ 300 $`h^1`$ kpc, despite the fact that the surface brightness is observed to monotonically decrease to beyond $`r`$=600 $`h^1`$ kpc. For Sersic models, error in the background sky level also induces error in the derived $`n`$, and so this method provides little leverage on the form of the profile at large radii.
To avoid the ambiguity that arises from uncertainty in the background level, we have opted in this paper for a differential approach to determining the form of surface brightness profiles. A quick way to gain intuition for this approach is to plot the flux difference between adjacent data points ($`\mathrm{\Delta }f_i=f_if_{i+1}`$) as a function of radius and compare this with various models. However, as discussed in the text, use of adjacent points has the drawback that $`\chi _\nu ^2`$, defined as
$`\chi _\nu ^2={\displaystyle \frac{1}{(N1)M1}}{\displaystyle \underset{i=1}{\overset{N1}{}}}{\displaystyle \frac{((y_iy_{i+1})(f_if_{i+1}))^2}{\sqrt{\sigma _i^2+\sigma _{i+1}^2}}},`$ (A2)
is dependent upon the radial sampling density, and so it is not possible to determine the uncertainty in the derived parameters.
Instead, for each point in the profile we compute the average flux decrement between that point and all other points in the profile at larger radii. Mathematically,
$$\mathrm{\Delta }f_if_i\frac{1}{Ni}\underset{j=i+1}{\overset{N}{}}f_j.$$
(A3)
This internal referencing allows us to compute a mean $`\chi ^2`$ value for each point in the profile, with larger separations receiving larger weighting in determination of this mean value (because $`\sigma `$ is roughly constant, while the flux decrement increases). The $`\chi _\nu ^2`$ equation for this method is:
$$\chi _\nu ^2=\frac{1}{(N1)M1}\underset{i=1}{\overset{N1}{}}\left[\frac{1}{Ni}\underset{j=i+1}{\overset{N}{}}\frac{((y_iy_j)(f_if_j))^2}{\sqrt{\sigma _i^2+\sigma _j^2}}\right],$$
(A4)
with $`\chi _\nu ^2`$ now independent of sampling density. Because of the increased leverage at large radii, this method permits a more robust determination of $`n`$ than is possible with the standard surface brightness fitting technique, while yielding comparable values of $`r_e`$ and $`\mathrm{\Sigma }_e`$.
Figure Captions |
warning/0001/hep-ph0001288.html | ar5iv | text | # 1 Introduction: QED Processes in Constant Electromagnetic Fields
## 1 Introduction: QED Processes in Constant Electromagnetic Fields
Processes involving constant electromagnetic fields play a special role in quantum electrodynamics. An obvious physical reason is that in many cases a general field can be treated as a constant one to a good approximation. In QED this is expected to be the case if the variation of the field is small on the scale of the electron Compton wavelength. Mathematically, the constant field is distinguished by being one of the very few known field configurations for which the Dirac equation can be solved exactly, allowing one to obtain results which are nonperturbative in the field strength. An early and well-known example is the Euler – Heisenberg Lagrangian , the one-loop QED vacuum amplitude in a constant field,
$``$ $`=`$ $`{\displaystyle \frac{1}{8\pi ^2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{s}}\text{e}^{ism^2}e^2ab{\displaystyle \frac{\mathrm{cos}(eas)\mathrm{cosh}(ebs)}{\mathrm{sin}(eas)\mathrm{sinh}(ebs)}}`$ (1.1)
where $`a^2b^2𝐁^2𝐄^2`$, $`ab𝐄𝐁`$. This Lagrangian encodes the information on the low energy limit of the one-loop photon S - matrix in a form which is convenient for the derivation of nonlinear QED effects such as photon – photon scattering and vacuum birefringence . Vacuum birefringence is a subject of actual interest since, due to recent improvements in laser technology, the first measurement of this effect in the laboratory seems now imminent .
Schwinger’s ingenious use of Fock’s proper–time method in 1951 allowed him to reproduce this result, as well as the analogous one for scalar QED, with considerably less effort. Shortly later Toll initiated the study of the effect of a background field on the one-loop photon propagator. This subject was then over the years investigated by a number of authors, first for the pure magnetic field and crossed field cases . The vacuum polarisation tensor in a general electromagnetic field was first obtained in and given in more explicit form in . The recent contains another recalculation of this quantity, as well as a detailed analysis of the implications for light propagation.
Another consequence of the presence of a background field is the invalidation of Furry’s theorem; already the three-photon amplitude is non-vanishing in a constant field. Moreover the modification of the photon dispersation relation through the background field can, depending on the photon polarisations, lead to the opening up of phase space for the photon splitting process $`\gamma \gamma +\gamma `$. For the case of a magnetic field this process was calculated in the low photon energy limit in and for general photon energies in . The amplitude turns out to be very small for the magnetic field strengths presently attainable in the laboratory. Nevertheless, the photon splitting process is believed to be of relevance for the physics of neutron stars which are known to have magnetic fields approaching, and even surpassing, the “critical” magnetic field strength $`B_{\mathrm{crit}}=\frac{m_e^2}{e}=4.41\times 10^{13}`$ Gauss . It seems also not impossible that, with some further improvements in laser technology, photon splitting may be observable in the laboratory in the near future .
For QED calculations in constant external fields it is possible and advantageous to take account of the field already at the level of the Feynman rules, i.e. to absorb it into the free electron propagator. Suitable formalisms have been developed decades ago . However beyond the simplest special cases they lead to exceedingly tedious and cumbersome calculations.
A different and more efficient formalism for such calculations has been developed during the last few years, using the so-called “string-inspired” technique. The idea of using string theory methods as a practical tool for calculations in ordinary quantum field theory was advocated by Bern and Kosower . Their work led to the formulation of new computation rules for QCD amplitudes which made it, for example, feasible to perform a complete calculation of the one-loop five gluon amplitudes . A parallel line of work led to the formulation of analogous computation rules for quantum gravity . The relation between the string-derived rules and ordinary Feynman rules was clarified in .
Later it was found that even in abelian gauge theory significant improvements over standard field theory methods can be obtained along these lines . Moreover, in this formalism the inclusion of constant external fields turned out to require only relatively minor modifications . For this reason it has been extensively applied to constant field processes in QED. This includes a recalculation of the photon-splitting amplitude as well as high order calculations of the derivative expansion of the QED effective action . A generalization to multiloop photonic amplitudes was applied to a calculation of the two-loop correction to the Euler-Heisenberg Lagrangian, using both proper-time and dimensional regularisation . We will not discuss here the involved history of this subject but rather refer the interested reader to the review articles . For other work on QED amplitudes similar in spirit to the string-inspired approach see .
In the present paper we first give, in chapter 2, a detailed and self-contained exposition of the string-inspired technique for the calculation of one-loop scalar/spinor QED photon amplitudes in vacuum. In chapter 3 we extend this formalism to the inclusion of constant external fields along the lines of . As a technical improvement on we derive a decomposition of the generalised worldline Green’s functions $`𝒢_{B,F}`$ in terms of the matrices $`1\text{ }\text{ }\text{ },F,\stackrel{~}{F},F^2`$ with coefficients that are functions of the two standard Maxwell invariants. This will allow us to arrive at explicit results in a manifestly Lorentz covariant way. In chapter 4 we apply the formalism to a calculation of the scalar and spinor QED vacuum polarisation tensors in a constant field. Chapter 5 contains our conclusions.
## 2 The QED One-Loop $`N`$-Photon Amplitude in Vacuum
In it was shown that, for the QED case, the full content of the Bern-Kosower rules can be captured using an approach to quantum field theory based on first-quantized particle path integrals (‘worldline path integrals’).
### 2.1 Scalar Quantum Electrodynamics
For the case of scalar QED the basic formulas needed go back to Feynman . The one-loop effective action due to a scalar loop for a Maxwell background can (in modern notation) be written as <sup>1</sup><sup>1</sup>1We work initially in the Euclidean with a positive definite metric $`g_{\mu \nu }=\mathrm{d}iag(++++)`$. The Euclidean field strength tensor is defined by $`F^{ij}=\epsilon _{ijk}B_k,i,j=1,2,3`$, $`F^{4i}=iE_i`$, its dual by $`\stackrel{~}{F}^{\mu \nu }=\frac{1}{2}\epsilon ^{\mu \nu \alpha \beta }F^{\alpha \beta }`$ with $`\epsilon ^{1234}=1`$. The corresponding Minkowski space amplitudes can be obtained by replacing $`g_{\mu \nu }\eta _{\mu \nu }=\mathrm{d}iag(+++)`$, $`k^4ik^0,Tis,\epsilon ^{1234}i\epsilon ^{1230},\epsilon ^{0123}=1,F^{4i}F^{0i}=E_i,\stackrel{~}{F}^{\mu \nu }i\stackrel{~}{F}^{\mu \nu }`$.
$`\mathrm{\Gamma }_{\mathrm{scal}}[A]`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dT}{T}}e^{m^2T}{\displaystyle _{x(T)=x(0)}}𝒟x(\tau )\text{e}^{_0^T𝑑\tau \left(\frac{1}{4}\dot{x}^2+ie\dot{x}A(x(\tau ))\right)}`$
Here $`T`$ denotes the usual proper-time for the loop fermion. For fixed $`T`$ $`𝒟x`$ denotes an integral over the space of all closed loops in spacetime with periodicity $`T`$.
This path integral can be used for the calculation of the effective action itself as well as for obtaining the corresponding scattering amplitudes. As a first step in any evaluation, one has to take care of the zero mode contained in it. This is done by fixing the average position of the loop, i.e. one writes
$`x^\mu (\tau )`$ $`=`$ $`x_0^\mu +y^\mu (\tau )`$
$`{\displaystyle 𝒟x}`$ $`=`$ $`{\displaystyle 𝑑x_0𝒟y}`$
where
$$x_0^\mu \frac{1}{T}_0^T𝑑\tau x^\mu (\tau )$$
(2.3)
The remaining $`y`$ path integral is, in the ‘string-inspired formalism’, performed using the Wick contraction rule
$`y^\mu (\tau _1)y^\nu (\tau _2)`$ $`=`$ $`g^{\mu \nu }G_B(\tau _1,\tau _2)`$ (2.4)
where
$`G_B(\tau _1,\tau _2)`$ $`=`$ $`\tau _1\tau _2{\displaystyle \frac{(\tau _1\tau _2)^2}{T}}`$
A “dot” always refers to a derivative in the first variable.
The free Gaussian path integral determinants are, in our conventions, given by
$`{\displaystyle 𝒟y\text{e}^{_0^T𝑑\tau \frac{1}{4}\dot{y}^2}}`$ $`=`$ $`(4\pi T)^{\frac{D}{2}}`$ (2.6)
Here $`D`$ denotes the spacetime dimension. Although in this paper we will consider only the four-dimensional case in this factor $`D`$ must be left variable in anticipation of dimensional regularization.
We can use this path integral for constructing the scalar QED $`N`$-photon amplitude as follows . Expanding the ‘interaction exponential’,
$`\mathrm{exp}\left[{\displaystyle _0^T}𝑑\tau ieA_\mu \dot{x}^\mu \right]`$ $`=`$ $`{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(ie)^N}{N!}}{\displaystyle \underset{i=0}{\overset{N}{}}}{\displaystyle _0^T}𝑑\tau _i\left[\dot{x}^\mu (\tau _i)A_\mu (x(\tau _i))\right]`$
the individual terms correspond to Feynman diagrams describing a fixed number of interactions of the scalar loop with the external field. The corresponding $`N`$ – photon scattering amplitude is then obtained by specializing to a background consisting of a sum of plane waves with definite polarizations,
$$A_\mu (x)=\underset{i=1}{\overset{N}{}}\epsilon _{i\mu }\text{e}^{ik_ix}$$
(2.8)
and picking out the term containing every $`\epsilon _i`$ once. This immediately yields the following representation for the $`N`$ \- photon amplitude,
$`\mathrm{\Gamma }_{\mathrm{scal}}[k_1,\epsilon _1;\mathrm{};k_N,\epsilon _N]`$ $`=`$ $`(ie)^N{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dT}{T}}e^{m^2T}(4\pi T)^{\frac{D}{2}}`$
$`\times V_A^0[k_1,\epsilon _1]\mathrm{}V_A^0[k_N,\epsilon _N]`$
Here $`V_A^0`$ denotes the same photon vertex operator which is also used in string perturbation theory (see, e.g., ),
$$V_A^0[k,\epsilon ]_0^T𝑑\tau \epsilon \dot{x}(\tau )\mathrm{e}^{ikx(\tau )}$$
(2.10)
At this stage the zero-mode integration (LABEL:split) can be performed, yielding the energy-momentum conservation factor
$`{\displaystyle d^Dx_0\underset{i=1}{\overset{N}{}}\text{e}^{ik_ix_0}}`$ $`=`$ $`(2\pi )^D\delta ({\displaystyle k_i})`$ (2.11)
The reduced path integral $`𝒟y`$ is Gaussian. Its evaluation therefore amounts to Wick contracting the expression
$$\dot{y}_1^{\mu _1}\text{e}^{ik_1y_1}\mathrm{}\dot{y}_N^{\mu _N}\text{e}^{ik_Ny_N}$$
(2.12)
using the correlator (2.4). For the performance of the Wick contractions it is convenient to formally exponentiate all the $`\dot{y}_i`$’s, writing
$$\epsilon _i\dot{y}_i\text{e}^{ik_iy_i}=\text{e}^{\epsilon _i\dot{y}_i+ik_iy_i}_{\mathrm{lin}(\epsilon _i)}$$
(2.13)
This allows one to rewrite the product of $`N`$ photon vertex operators as an exponential. Then one needs only to ‘complete the square’ to arrive at the following closed expression for the one-loop $`N`$ \- photon amplitude
$`\mathrm{\Gamma }_{\mathrm{scal}}[k_1,\epsilon _1;\mathrm{};k_N,\epsilon _N]`$ $`=`$ $`(ie)^N(2\pi )^D\delta ({\displaystyle k_i})`$
$`\times {\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dT}{T}}(4\pi T)^{\frac{D}{2}}e^{m^2T}{\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle _0^T}d\tau _i`$
$`\times \mathrm{exp}\left\{{\displaystyle \underset{i,j=1}{\overset{N}{}}}\left[{\displaystyle \frac{1}{2}}G_{Bij}k_ik_j+i\dot{G}_{Bij}k_i\epsilon _j+{\displaystyle \frac{1}{2}}\ddot{G}_{Bij}\epsilon _i\epsilon _j\right]\right\}_{\mathrm{multi}\mathrm{linear}}.`$
Here it is understood that only the terms linear in all the $`\epsilon _1,\mathrm{},\epsilon _N`$ have to be taken. Besides the Green’s function $`G_B`$ also its first and second deriatives appear,
$`\dot{G}_B(\tau _1,\tau _2)`$ $`=`$ $`\mathrm{sign}(\tau _1\tau _2)2{\displaystyle \frac{(\tau _1\tau _2)}{T}}`$
$`\ddot{G}_B(\tau _1,\tau _2)`$ $`=`$ $`2\delta (\tau _1\tau _2){\displaystyle \frac{2}{T}}`$
(2.15)
With ‘dots’ we generally denote a derivative acting on the first variable, $`\dot{G}_B(\tau _1,\tau _2)\frac{}{\tau _1}G_B(\tau _1,\tau _2)`$, and we abbreviate $`G_{Bij}G_B(\tau _i,\tau _j)`$ etc.
The expression (LABEL:scalarqedmaster) is identical with the corresponding special case of the ‘Bern-Kosower Master Formula’ . Let us consider explicitly the vacuum polarisation case, $`N=2`$. For $`N=2`$ the expansion of the exponential factor yields the following expression,
$$\left(\ddot{G}_{B12}\epsilon _1\epsilon _2+\dot{G}_{B12}^2\epsilon _1k_2\epsilon _2k_1\right)\mathrm{e}^{G_{B12}k_1k_2}$$
After performing a partial integration on the first term of eq. (2.1) in either $`\tau _1`$ or $`\tau _2`$, the integrand turns into
$$\left(\epsilon _1\epsilon _2k^2\epsilon _1k\epsilon _2k\right)\dot{G}_{B12}^2\mathrm{e}^{G_{B12}k^2}$$
(2.16)
($`k=k_1=k_2`$). Thus we have
$`\mathrm{\Gamma }_{\mathrm{scal}}[k_1,\epsilon _1;k_2,\epsilon _2]`$ $`=`$ $`(2\pi )^D\delta (k_1+k_2)\epsilon _1\mathrm{\Pi }_{\mathrm{scal}}(k)\epsilon _2`$
$`\mathrm{\Pi }_{\mathrm{scal}}^{\mu \nu }(k)`$ $`=`$ $`{\displaystyle \frac{e^2}{(4\pi )^{\frac{D}{2}}}}(k^\mu k^\nu g^{\mu \nu }k^2){\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dT}{T}}T^{\frac{D}{2}}e^{m^2T}`$ (2.17)
$`\times {\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle _0^T}d\tau _i\dot{G}_{B12}^2\mathrm{e}^{G_{B12}k^2}`$
Note that the transversality of the vacuum polarization tensor is already manifest. We rescale to the unit circle, $`\tau _i=Tu_i,i=1,2`$, and use translation invariance in $`\tau `$ to fix the zero to be at the location of the second vertex operator, $`u_2=0,u_1=u`$. We have then
$`G_B(\tau _1,\tau _2)`$ $`=`$ $`Tu(1u),\dot{G}_B(\tau _1,\tau _2)=12u`$
After performing the trivial $`T`$ \- integration one arrives at
$`\mathrm{\Pi }_{\mathrm{scal}}^{\mu \nu }(k)`$ $`=`$ $`{\displaystyle \frac{e^2}{(4\pi )^{\frac{D}{2}}}}(k^\mu k^\nu g^{\mu \nu }k^2)\mathrm{\Gamma }(2{\displaystyle \frac{D}{2}})`$
$`\times {\displaystyle _0^1}du(12u)^2[m^2+u(1u)k^2]^{\frac{D}{2}2}`$
The result of the final integration is, of course, the same as is found in the standard field theory calculation for the sum of the corresponding two Feynman diagrams (see, e.g., ).
### 2.2 Spinor Quantum Electrodynamics
The worldline path integral representation (LABEL:scalarqedpi) can be generalized to the spinor QED case in various different ways. The formulation most suitable to the ‘stringy’ approach uses Grassmann variables ,
$`\mathrm{\Gamma }_{\mathrm{spin}}[A]`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dT}{T}}e^{m^2T}{\displaystyle 𝒟x𝒟\psi }`$
$`\times \mathrm{exp}\left[{\displaystyle _0^T}𝑑\tau \left({\displaystyle \frac{1}{4}}\dot{x}^2+{\displaystyle \frac{1}{2}}\psi \dot{\psi }+ieAxie\psi F\psi \right)\right]`$
Thus we have, in addition to the same coordinate path integral as in (LABEL:scalarqedpi), a Grassmann path integral $`𝒟\psi `$ representing the fermion spin. The boundary conditions on the Grassmann path integral are antiperiodic, $`\psi (T)=\psi (0)`$, so that there is no new zero mode. The appropriate correlator is
$`\psi ^\mu (\tau _1)\psi ^\nu (\tau _2)`$ $`=`$ $`{\displaystyle \frac{1}{2}}g^{\mu \nu }G_F(\tau _1,\tau _2)`$ (2.21)
Our normalization for the free Grassmann path integral is
$`{\displaystyle 𝒟\psi \text{e}^{_0^T𝑑\tau \frac{1}{2}\psi \dot{\psi }}}`$ $`=`$ $`4`$ (2.22)
The photon vertex operator (2.10) acquires an additional Grassmann piece,
$$V_A^{\frac{1}{2}}[k,\epsilon ]_0^T𝑑\tau \left(\epsilon \dot{x}+2i\epsilon \psi k\psi \right)\mathrm{e}^{ikx}$$
(2.23)
Looking again at the vacuum polarization case, we need to Wick-contract two copies of the above vertex operator. The calculation of $`𝒟x`$ is identical with the scalar QED calculation. The additional contribution from $`𝒟\psi `$ is
$$(2i)^2\psi _1^\mu \psi _1k_1\psi _2^\nu \psi _2k_2=G_{F12}^2\left(g^{\mu \nu }k^2k^\mu k^\nu \right)=\left(g^{\mu \nu }k^2k^\mu k^\nu \right)$$
(2.24)
Taking the free Grassmann path integral normalization (2.22) into account, eq.(2.17) for the scalar QED vacuum polarisation tensor generalises to the spinor QED case as follows,
$`\mathrm{\Pi }_{\mathrm{spin}}^{\mu \nu }(k)`$ $`=`$ $`2{\displaystyle \frac{e^2}{(4\pi )^{\frac{D}{2}}}}(k^\mu k^\nu g^{\mu \nu }k^2){\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dT}{T}}T^{\frac{D}{2}}e^{m^2T}`$ (2.25)
$`\times {\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle _0^T}d\tau _i(\dot{G}_{B12}^2G_{F12}^2)\mathrm{e}^{G_{B12}k^2}`$
Proceeding as before one obtains
$`\mathrm{\Pi }_{\mathrm{spin}}^{\mu \nu }(k)`$ $`=`$ $`8{\displaystyle \frac{e^2}{(4\pi )^{\frac{D}{2}}}}(k^\mu k^\nu g^{\mu \nu }k^2)\mathrm{\Gamma }(2{\displaystyle \frac{D}{2}})`$
$`\times {\displaystyle _0^1}duu(1u)[m^2+u(1u)k^2]^{\frac{D}{2}2}`$
Remarkably, the explicit calculation of the Grassmann path integral can be circumvented, and replaced by the following simple pattern matching rule . Writing out the exponential in eq.(LABEL:scalarqedmaster) one obtains an integrand
$$\mathrm{exp}\left\{\mathrm{}\right\}_{\mathrm{multi}\mathrm{linear}}=(i)^NP_N(\dot{G}_{Bij},\ddot{G}_{Bij})\mathrm{exp}[\frac{1}{2}\underset{i,j=1}{\overset{N}{}}G_{Bij}k_ik_j]$$
(2.27)
with a certain polynomial $`P_N`$ depending on the various $`\dot{G}_{Bij},\ddot{G}_{Bij}`$ and on the kinematic invariants. Now one removes all second derivatives $`\ddot{G}_{Bij}`$ appearing in $`P_N`$ by suitable partial integrations in the variables $`\tau _i`$,
$$P_N(\dot{G}_{Bij},\ddot{G}_{Bij})\text{e}^{\frac{1}{2}{\scriptscriptstyle G_{Bij}k_ik_j}}\stackrel{\mathrm{part}.\mathrm{int}.}{}Q_N(\dot{G}_{Bij})\text{e}^{\frac{1}{2}{\scriptscriptstyle G_{Bij}k_ik_j}}$$
(2.28)
This is possible for any $`N`$ . The result is an alternative integrand for the scalar QED amplitude involving only $`G_B`$ and $`\dot{G}_B`$. The integrand for the spinor loop case can then, up to the global factor of $`2`$, be obtained from the one for the scalar loop simply by replacing every closed cycle of $`\dot{G}_B`$’s appearing in $`Q_N`$ by its “worldline supersymmetrization”,
$$\dot{G}_{Bi_1i_2}\dot{G}_{Bi_2i_3}\mathrm{}\dot{G}_{Bi_ni_1}\dot{G}_{Bi_1i_2}\dot{G}_{Bi_2i_3}\mathrm{}\dot{G}_{Bi_ni_1}G_{Fi_1i_2}G_{Fi_2i_3}\mathrm{}G_{Fi_ni_1}$$
Note that an expression is considered a cycle already if it can be put into cycle form using the antisymmetry of $`\dot{G}_B`$ (e.g. $`\dot{G}_{B12}\dot{G}_{B12}=\dot{G}_{B12}\dot{G}_{B21}`$). The replacement is done simultaneously on all cycles.
For $`N>3`$ the result of the partial integration procedure is not unique, however the above replacement rule is valid for all possible results. In a certain standardized way was found for performing the partial integrations which leads to a canonical, permutation symmetric and gauge invariant decomposition of the QED $`N`$ \- photon amplitudes.
## 3 The QED N-Photon Amplitude in a Constant Field
### 3.1 Generalization of the Bern-Kosower Master Formula
The presence of an additional constant external field, taken in Fock-Schwinger gauge centered at $`x_0`$ , changes the path integral Lagrangian in eq.(LABEL:spinorpi) only by a term quadratic in the fields, $`\mathrm{\Delta }=\frac{1}{2}iey^\mu F_{\mu \nu }\dot{y}^\nu ie\psi ^\mu F_{\mu \nu }\psi ^\nu `$. The field can therefore be absorbed by a change of the free worldline propagators, replacing $`G_B,\dot{G}_B,G_F`$ by (; see also )
$`𝒢_B(\tau _1,\tau _2)`$ $`=`$ $`{\displaystyle \frac{T}{2𝒵^2}}\left({\displaystyle \frac{𝒵}{\mathrm{sin}(𝒵)}}\mathrm{e}^{i𝒵\dot{G}_{B12}}+i𝒵\dot{G}_{B12}1\right)`$ (3.1)
$`\dot{𝒢}_B(\tau _1,\tau _2)`$ $`=`$ $`{\displaystyle \frac{i}{𝒵}}\left({\displaystyle \frac{𝒵}{\mathrm{sin}(𝒵)}}\mathrm{e}^{i𝒵\dot{G}_{B12}}1\right)`$ (3.2)
$`𝒢_F(\tau _1,\tau _2)`$ $`=`$ $`G_{F12}{\displaystyle \frac{\mathrm{e}^{i𝒵\dot{G}_{B12}}}{\mathrm{cos}(𝒵)}}`$ (3.3)
where we have defined $`𝒵eFT`$. These expressions should be understood as power series in the field strength matrix $`F`$. Note that the generalized Green’s functions are still translationally invariant in $`\tau `$, and thus functions of $`\tau _1\tau _2`$. By writing them as functions of the vacuum worldline Green’s functions $`\dot{G}_B,G_F`$ we have left the $`\tau `$ \- dependence implicit. This allows us to avoid making a case distinction between $`\tau _1>\tau _2`$ and $`\tau _1<\tau _2`$ that would become necessary otherwise . Note also the symmetry properties
$`𝒢_B(\tau _1,\tau _2)=𝒢_B^T(\tau _2,\tau _1),\dot{𝒢}_B(\tau _1,\tau _2)=\dot{𝒢}_B^T(\tau _2,\tau _1),𝒢_F(\tau _1,\tau _2)=𝒢_F^T(\tau _2,\tau _1)`$
(3.4)
Since $`𝒢_B,𝒢_F`$ are, in general, nontrivial Lorentz matrices, the Wick contraction rules eqs.(2.4),(2.21) have to be replaced by
$`y^\mu (\tau _1)y^\nu (\tau _2)`$ $`=`$ $`𝒢_B^{\mu \nu }(\tau _1,\tau _2)`$ (3.5)
$`\psi ^\mu (\tau _1)\psi ^\nu (\tau _2)`$ $`=`$ $`{\displaystyle \frac{1}{2}}𝒢_F^{\mu \nu }(\tau _1,\tau _2)`$ (3.6)
Another slight complication compared to the vacuum case is that, in contrast to their vacuum counterparts, $`𝒢_B,\dot{𝒢}_B`$, and $`𝒢_F`$ have non-vanishing coincidence limits. Those are $`\tau `$ \- independent:
$`𝒢_B(\tau ,\tau )`$ $`=`$ $`{\displaystyle \frac{T}{2𝒵^2}}\left(𝒵\mathrm{cot}(𝒵)1\right)`$ (3.7)
$`\dot{𝒢}_B(\tau ,\tau )`$ $`=`$ $`i\mathrm{cot}(𝒵){\displaystyle \frac{i}{𝒵}}`$ (3.8)
$`𝒢_F(\tau ,\tau )`$ $`=`$ $`i\mathrm{tan}(𝒵)`$ (3.9)
They are obtained from eqs.(3.1),(3.2),(3.3) using the rules that
$`\dot{G}_B(\tau ,\tau )`$ $`=`$ $`0,\dot{G}_B^2(\tau ,\tau )=1`$ (3.10)
This is almost all we need to know for computing one-loop photon scattering amplitudes, or the corresponding effective action, in a constant overall background field. The only further information required at the one–loop level is the change in the free path integral determinants due to the external field. This change is
$`(4\pi T)^{\frac{D}{2}}`$ $``$ $`(4\pi T)^{\frac{D}{2}}\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{sin}(𝒵)}{𝒵}}\right](\mathrm{Scalar}\mathrm{QED})`$ (3.11)
$`(4\pi T)^{\frac{D}{2}}`$ $``$ $`(4\pi T)^{\frac{D}{2}}\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{tan}(𝒵)}{𝒵}}\right](\mathrm{Spinor}\mathrm{QED})`$ (3.12)
Since those determinants describe the vacuum amplitude in a constant field they turn out to be, of course, just the proper-time integrands of the Euler-Heisenberg-Schwinger formulas (see (1.1)).
Retracing our above calculation of the $`N`$ \- photon path integral with the external field included we arrive at the following generalization of eq.(LABEL:scalarqedmaster), representing the scalar QED $`N`$ \- photon scattering amplitude in a constant field :
$`\mathrm{\Gamma }_{\mathrm{scal}}[k_1,\epsilon _1;\mathrm{};k_N,\epsilon _N]=(ie)^N(2\pi )^D\delta ({\displaystyle k_i})`$
$`\times {\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dT}{T}}[4\pi T]^{\frac{D}{2}}e^{m^2T}\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{sin}(𝒵)}{𝒵}}\right]{\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle _0^T}d\tau _i`$
$`\times \mathrm{exp}\left\{{\displaystyle \underset{i,j=1}{\overset{N}{}}}\left[{\displaystyle \frac{1}{2}}k_i𝒢_{Bij}k_ji\epsilon _i\dot{𝒢}_{Bij}k_j+{\displaystyle \frac{1}{2}}\epsilon _i\ddot{𝒢}_{Bij}\epsilon _j\right]\right\}_{\mathrm{multi}\mathrm{linear}}`$
(3.13)
From this formula it is obvious that adding a constant matrix to $`𝒢_B`$ will have no effect due to momentum conservation. We can use this fact to get rid of the coincidence limit of $`𝒢_B`$, (3.7), namely instead of $`𝒢_B`$ one can work with the equivalent Green’s function $`\overline{𝒢}_B`$, defined by
$`\overline{𝒢}_B(\tau _1,\tau _2)𝒢_B(\tau _1,\tau _2)𝒢_B(\tau ,\tau )`$ (3.14)
No such redefinition is possible for $`\dot{𝒢}_B`$ or $`𝒢_F`$.
The transition from scalar to spinor QED is done as in the vacuum case, again with only some minor modifications. The spinor QED integrand for a given number of photon legs $`N`$ is obtained from the scalar QED integrand by the following generalization of the Bern-Kosower algorithm:
1. Partial Integration: After expanding out the exponential in the master formula (3.13), and taking the part linear in all $`\epsilon _1,\mathrm{},\epsilon _N`$, remove all second derivatives $`\ddot{𝒢}_B`$ appearing in the result by suitable partial integrations in $`\tau _1,\mathrm{},\tau _N`$.
2. Replacement Rule: Apply to the resulting new integrand the replacement rule (2.2) with $`\dot{G}_B,G_F`$ substituted by $`\dot{𝒢}_B,𝒢_F`$. Since the Green’s functions $`𝒢_B,𝒢_F`$ are, in contrast to their vacuum counterparts, non-trivial matrices in the Lorentz indices, it must be mentioned here that the cycle property is defined solely in terms of the $`\tau `$ – indices, irrespectively of what happens to the Lorentz indices. For example, the expression
$$\epsilon _1\dot{𝒢}_{B12}k_2\epsilon _2\dot{𝒢}_{B23}\epsilon _3k_3\dot{𝒢}_{B31}k_1$$
would have to be replaced by
$$\epsilon _1\dot{𝒢}_{B12}k_2\epsilon _2\dot{𝒢}_{B23}\epsilon _3k_3\dot{𝒢}_{B31}k_1\epsilon _1𝒢_{F12}k_2\epsilon _2𝒢_{F23}\epsilon _3k_3𝒢_{F31}k_1$$
The only other difference compared to the vacuum case is due to the non-vanishing coincidence limits of $`\dot{𝒢}_B,𝒢_F`$, eqs.(3.8),(3.9). Those lead to an extension of the “cycle replacement rule” to include one-cycles :
$$\dot{𝒢}_B(\tau _i,\tau _i)\dot{𝒢}_B(\tau _i,\tau _i)𝒢_F(\tau _i,\tau _i)=\frac{i}{\mathrm{sin}(𝒵)\mathrm{cos}(𝒵)}\frac{i}{𝒵}$$
(3.15)
3. The scalar QED Euler-Heisenberg-Schwinger determinant factor must be replaced by its spinor QED equivalent,
$$\mathrm{det}^{\frac{1}{2}}\left[\frac{\mathrm{sin}(𝒵)}{𝒵}\right]\mathrm{det}^{\frac{1}{2}}\left[\frac{\mathrm{tan}(𝒵)}{𝒵}\right]$$
(3.16)
4. Multiply by the usual factor of $`2`$ for statistics and degrees of freedom.
### 3.2 Lorentz covariant decomposition of the generalized worldline Green’s functions
For the result to be practically useful it will be necessary to know $`𝒢_B,𝒢_F`$ in more explicit form. In the calculations performed in for a purely magnetic field $`𝐁`$ pointing along the $`z`$ \- direction the explicit matrix form of $`𝒢_B,𝒢_F`$ had been used. This would also be possible in the generic case, where, excepting the case $`𝐄𝐁=\mathrm{𝟎}`$, one could use the Lorentz invariance to choose both $`𝐄`$ and $`𝐁`$ to point along the $`z`$ \- axis. For this case the Green’s functions can be easily written out explicitly. However, it is possible to directly express them in terms of Lorentz invariants, without specialisation of the Lorentz frame. This can be done in the following way. Defining the Maxwell invariants
$`f`$ $``$ $`{\displaystyle \frac{1}{4}}F_{\mu \nu }F_{\mu \nu }={\displaystyle \frac{1}{2}}(B^2E^2)`$
$`g`$ $``$ $`{\displaystyle \frac{1}{4}}F_{\mu \nu }\stackrel{~}{F}_{\mu \nu }=i𝐄𝐁`$
we have the relations
$`F^2+\stackrel{~}{F}^2`$ $`=`$ $`2f1\text{ }`$ (3.18)
$`F\stackrel{~}{F}`$ $`=`$ $`g1\text{ }`$ (3.19)
Define
$`F_\pm `$ $``$ $`{\displaystyle \frac{N_\pm ^2FN_+N_{}\stackrel{~}{F}}{N_\pm ^2N_{}^2}}`$ (3.20)
$`N_\pm `$ $``$ $`n_+\pm n_{}`$ (3.21)
$`n_\pm `$ $``$ $`\sqrt{{\displaystyle \frac{f\pm g}{2}}}`$ (3.22)
Then one has
$`F`$ $`=`$ $`F_++F_{}`$ (3.23)
$`F^2F_\pm `$ $`=`$ $`N_\pm ^2F_\pm `$ (3.24)
$`F_+F_{}`$ $`=`$ $`0`$ (3.25)
With the help of these relations one easily derives the following formulas,
$`f_{\mathrm{even}}(F)`$ $`=`$ $`{\displaystyle \frac{1}{N_+^2N_{}^2}}\left\{f_{\mathrm{even}}(iN_+)\left[N_{}^21\text{ }\text{ }+F^2\right]+f_{\mathrm{even}}(iN_{})\left[N_+^21\text{ }\text{ }+F^2\right]\right\}`$
$`f_{\mathrm{odd}}(F)`$ $`=`$ $`{\displaystyle \frac{i}{N_+^2N_{}^2}}\{[N_{}f_{\mathrm{odd}}(iN_{})N_+f_{\mathrm{odd}}(iN_+)]F`$
$`+[N_{}f_{\mathrm{odd}}(iN_+)N_+f_{\mathrm{odd}}(iN_{})]\stackrel{~}{F}\}`$
where $`f_{\mathrm{even}}`$ ($`f_{\mathrm{odd}}`$) are arbitrary even (odd) functions in the field strength matrix regular at $`F=0`$,
$`f_{\mathrm{even}}(F)={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}c_{2n}F^{2n},f_{\mathrm{odd}}(F)={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}c_{2n+1}F^{2n+1}`$ (3.27)
Decomposing $`𝒢_{B,F}`$ into their even (odd) parts $`𝒮_{B,F}`$ ($`𝒜_{B,F}`$),
$`𝒢_{B,F}`$ $`=`$ $`𝒮_{B,F}+𝒜_{B,F}`$ (3.28)
and applying the above formulas we obtain the following matrix decompositions of $`𝒢_B,\dot{𝒢}_B,𝒢_F`$,
$`𝒮_{B12}`$ $`=`$ $`{\displaystyle \frac{T}{2}}\left[{\displaystyle \frac{A_{B12}^+}{z_+}}\widehat{𝒵}_+^2+{\displaystyle \frac{A_{B12}^{}}{z_{}}}\widehat{𝒵}_{}^2\right]`$
$`=`$ $`{\displaystyle \frac{T}{2(z_+^2z_{}^2)}}\left\{\left[{\displaystyle \frac{z_{}^2}{z_+}}A_{B12}^+{\displaystyle \frac{z_+^2}{z_{}}}A_{B12}^{}\right]1\text{ }\text{ }+\left[{\displaystyle \frac{A_{B12}^+}{z_+}}{\displaystyle \frac{A_{B12}^{}}{z_{}}}\right]𝒵^2\right\}`$
$`𝒜_{B12}`$ $`=`$ $`{\displaystyle \frac{iT}{2}}\left[(S_{B12}^+\dot{G}_{B12}){\displaystyle \frac{\widehat{𝒵_+}}{z_+}}+(S_{B12}^{}\dot{G}_{B12}){\displaystyle \frac{\widehat{𝒵_{}}}{z_{}}}\right]`$
$`=`$ $`{\displaystyle \frac{iT}{2(z_+^2z_{}^2)}}\left\{\left[S_{B12}^+S_{B12}^{}\right]𝒵+\left[{\displaystyle \frac{z_+}{z_{}}}(S_{B12}^{}\dot{G}_{B12}){\displaystyle \frac{z_{}}{z_+}}(S_{B12}^+\dot{G}_{B12})\right]\stackrel{~}{𝒵}\right\}`$
$`\dot{𝒮}_{B12}`$ $`=`$ $`S_{B12}^+\widehat{𝒵}_+^2S_{B12}^{}\widehat{𝒵}_{}^2`$
$`=`$ $`{\displaystyle \frac{1}{z_+^2z_{}^2}}\left\{\left[z_+^2S_{B12}^{}z_{}^2S_{B12}^+\right]1\text{ }\text{ }+\left[S_{B12}^{}S_{B12}^+\right]𝒵^2\right\}`$
$`\dot{𝒜}_{B12}`$ $`=`$ $`i\left[A_{B12}^{}\widehat{𝒵}_{}+A_{B12}^+\widehat{𝒵}_+\right]`$
$`=`$ $`{\displaystyle \frac{i}{z_+^2z_{}^2}}\left\{\left[z_{}A_{B12}^{}z_+A_{B12}^+\right]𝒵+\left[z_{}A_{B12}^+z_+A_{B12}^{}\right]\stackrel{~}{𝒵}\right\}`$
$`𝒮_{F12}`$ $`=`$ $`S_{F12}^+\widehat{𝒵}_+^2S_{F12}^{}\widehat{𝒵}_{}^2`$
$`=`$ $`{\displaystyle \frac{1}{z_+^2z_{}^2}}\left\{\left[z_+^2S_{F12}^{}z_{}^2S_{F12}^+\right]1\text{ }\text{ }+\left[S_{F12}^{}S_{F12}^+\right]𝒵^2\right\}`$
$`𝒜_{F12}`$ $`=`$ $`i\left[A_{F12}^{}\widehat{𝒵}_{}+A_{F12}^+\widehat{𝒵}_+\right]`$
$`=`$ $`{\displaystyle \frac{i}{z_+^2z_{}^2}}\left\{\left[z_{}A_{F12}^{}z_+A_{F12}^+\right]𝒵+\left[z_{}A_{F12}^+z_+A_{F12}^{}\right]\stackrel{~}{𝒵}\right\}`$
Here we have further introduced
$`z_\pm eN_\pm T,\stackrel{~}{𝒵}eT\stackrel{~}{F},𝒵_\pm eTF_\pm ={\displaystyle \frac{z_\pm ^2𝒵z_+z_{}\stackrel{~}{𝒵}}{z_\pm ^2z_{}^2}},\widehat{𝒵}_\pm {\displaystyle \frac{𝒵_\pm }{z_\pm }}`$
(3.30)
Note that $`𝒵\stackrel{~}{𝒵}=z_+z_{}1\text{ }\text{ }\text{ }`$, $`\widehat{𝒵}_\pm ^3=\widehat{𝒵}_\pm `$. The scalar, dimensionless coefficient functions appearing in these formulas are given by
$`S_{B12}^\pm `$ $`=`$ $`{\displaystyle \frac{\mathrm{sinh}(z_\pm \dot{G}_{B12})}{\mathrm{sinh}(z_\pm )}}`$
$`A_{B12}^\pm `$ $`=`$ $`{\displaystyle \frac{\mathrm{cosh}(z_\pm \dot{G}_{B12})}{\mathrm{sinh}(z_\pm )}}{\displaystyle \frac{1}{z_\pm }}`$
$`S_{F12}^\pm `$ $`=`$ $`G_{F12}{\displaystyle \frac{\mathrm{cosh}(z_\pm \dot{G}_{B12})}{\mathrm{cosh}(z_\pm )}}`$
$`A_{F12}^\pm `$ $`=`$ $`G_{F12}{\displaystyle \frac{\mathrm{sinh}(z_\pm \dot{G}_{B12})}{\mathrm{cosh}(z_\pm )}}`$
The non-vanishing coincidence limits are in $`A_{B,F}^\pm `$,
$`A_{Bii}^\pm `$ $`=`$ $`\mathrm{coth}(z_\pm ){\displaystyle \frac{1}{z_\pm }}`$
$`A_{Fii}^\pm `$ $`=`$ $`\mathrm{tanh}(z_\pm )`$
In the string-inspired formalism, those functions are the basic building blocks of parameter integrals for processes involving constant fields. Let us also write down the first few terms of the weak field expansions of these functions,
$`S_{B12}^\pm `$ $`=`$ $`\dot{G}_{B12}\left[1{\displaystyle \frac{2}{3}}{\displaystyle \frac{G_{B12}}{T}}z_\pm ^2+\left({\displaystyle \frac{2}{45}}{\displaystyle \frac{G_{B12}}{T}}+{\displaystyle \frac{2}{15}}{\displaystyle \frac{G_{B12}^2}{T^2}}\right)z_\pm ^4+\mathrm{O}(z_\pm ^6)\right]`$
$`A_{B12}^\pm `$ $`=`$ $`\left({\displaystyle \frac{1}{3}}2{\displaystyle \frac{G_{B12}}{T}}\right)z_\pm +\left({\displaystyle \frac{1}{45}}+{\displaystyle \frac{2}{3}}{\displaystyle \frac{G_{B12}^2}{T^2}}\right)z_\pm ^3+\mathrm{O}(z_\pm ^5)`$
$`S_{F12}^\pm `$ $`=`$ $`G_{F12}\left[12{\displaystyle \frac{G_{B12}}{T}}z_\pm ^2+{\displaystyle \frac{2}{3}}\left({\displaystyle \frac{G_{B12}}{T}}+{\displaystyle \frac{G_{B12}^2}{T^2}}\right)z_\pm ^4+\mathrm{O}(z_\pm ^6)\right]`$
$`A_{F12}^\pm `$ $`=`$ $`G_{F12}\dot{G}_{B12}\left[z_\pm \left({\displaystyle \frac{1}{3}}+{\displaystyle \frac{2}{3}}{\displaystyle \frac{G_{B12}}{T}}\right)z_\pm ^3+\mathrm{O}(z_\pm ^5)\right]`$
(here we used the identity $`\dot{G}_{B12}^2=1\frac{4}{T}G_{B12}`$).
In the same way one finds for the determinant factors (3.11),(3.12)
$`\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{sin}(𝒵)}{𝒵}}\right]`$ $`=`$ $`{\displaystyle \frac{z_+z_{}}{\mathrm{sinh}(z_+)\mathrm{sinh}(z_{})}},`$
$`\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{tan}(𝒵)}{𝒵}}\right]`$ $`=`$ $`{\displaystyle \frac{z_+z_{}}{\mathrm{tanh}(z_+)\mathrm{tanh}(z_{})}}`$
In the appendix we write these formulas also for various special cases of interest. Those are the magnetic field case $`𝐄=0`$, the crossed field case $`f=g=0`$, and the self-dual field $`F^{\mu \nu }=\stackrel{~}{F}^{\mu \nu }`$.
Using the above formulas we can obtain explicit results in a Lorentz covariant way. Nevertheless, it will be useful to write down these formulas also for the Lorentz system where $`𝐄`$ and $`𝐁`$ are both pointing along the positive z - axis, $`𝐄=(0,0,E),𝐁=(0,0,B)`$. (For this to be possible we have to assume that $`𝐄𝐁>0`$.) In this Lorentz system $`g=iEB`$, so that
$`n_\pm ={\displaystyle \frac{1}{2}}(B\pm iE),N_+=B,N_{}=iE,F_+=Br_{},F_{}=iEr_{},`$ (3.35)
where
$$r_{}\left(\begin{array}{cccc}0& 1& 0& 0\\ 1& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 0\end{array}\right),r_{}\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 1\\ 0& 0& 1& 0\end{array}\right)$$
Introducing also the projectors
$$g_{}\left(\begin{array}{cccc}1& 0& 0& 0\\ 0& 1& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 0\end{array}\right),g_{}\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 1& 0\\ 0& 0& 0& 1\end{array}\right)$$
the matrix decompositions (LABEL:decompcalSA) can then be rewritten as follows,
$`𝒮_{B12}^{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{T}{2}}{\displaystyle \underset{\alpha =,}{}}{\displaystyle \frac{A_{B12}^\alpha }{z_\alpha }}g_\alpha ^{\mu \nu }`$
$`𝒜_{B12}^{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{iT}{2}}{\displaystyle \underset{\alpha =,}{}}{\displaystyle \frac{S_{B12}^\alpha \dot{G}_{B12}}{z_\alpha }}r_\alpha ^{\mu \nu }`$
$`\dot{𝒮}_{B12}^{\mu \nu }`$ $`=`$ $`{\displaystyle \underset{\alpha =,}{}}S_{B12}^\alpha g_\alpha ^{\mu \nu }`$
$`\dot{𝒜}_{B12}^{\mu \nu }`$ $`=`$ $`i{\displaystyle \underset{\alpha =,}{}}A_{B12}^\alpha r_\alpha ^{\mu \nu }`$
$`𝒮_{F12}^{\mu \nu }`$ $`=`$ $`{\displaystyle \underset{\alpha =,}{}}S_{F12}^\alpha g_\alpha ^{\mu \nu }`$
$`𝒜_{F12}^{\mu \nu }`$ $`=`$ $`i{\displaystyle \underset{\alpha =,}{}}A_{F12}^\alpha r_\alpha ^{\mu \nu }`$
with $`S/A_{B/F}^{}S/A_{B/F}^+(z_+=eBTz_{}),S/A_{B/F}^{}S/A_{B/F}^{}(z_{}=ieETz_{})`$.
The determinant factors specialize to
$`\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{sin}(𝒵)}{𝒵}}\right]`$ $`=`$ $`{\displaystyle \frac{eBTeET}{\mathrm{sinh}(eBT)\mathrm{sin}(eET)}}`$
$`\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{tan}(𝒵)}{𝒵}}\right]`$ $`=`$ $`{\displaystyle \frac{eBTeET}{\mathrm{tanh}(eBT)\mathrm{tan}(eET)}}`$
## 4 The Scalar/Spinor QED Vacuum Polarization Tensors in a Constant Field
We now apply this formalism to a calculation of the scalar and spinor QED vacuum polarisation tensors in a general constant field. For the 2-point case eq.(3.13) yields the following integrand,
$$\mathrm{exp}\left\{\mathrm{}\right\}_{\mathrm{multi}\mathrm{linear}}=[\epsilon _1\ddot{𝒢}_{B12}\epsilon _2\epsilon _1\dot{𝒢}_{B1i}k_i\epsilon _2\dot{𝒢}_{B2j}k_j]\text{e}^{k_1\overline{𝒢}_{B12}k_2}$$
(4.1)
where summation over $`i,j=1,2`$ is understood. Removing the second derivative in the first term by a partial integration in $`\tau _1`$ this becomes
$$\left[\epsilon _1\dot{𝒢}_{B12}\epsilon _2k_1\dot{𝒢}_{B1j}k_j\epsilon _1\dot{𝒢}_{B1i}k_i\epsilon _2\dot{𝒢}_{B2j}k_j\right]\text{e}^{k_1\overline{𝒢}_{B12}k_2}$$
(4.2)
We apply the “cycle replacement rule” to this expression and use momentum conservation, $`kk_1=k_2`$. The content of the brackets then turns into $`\epsilon _{1\mu }I^{\mu \nu }\epsilon _{2\nu }`$, where
$`I^{\mu \nu }`$ $`=`$ $`\dot{𝒢}_{B12}^{\mu \nu }k\dot{𝒢}_{B12}k𝒢_{F12}^{\mu \nu }k𝒢_{F12}k`$
$`\left[\left(\dot{𝒢}_{B11}𝒢_{F11}\dot{𝒢}_{B12}\right)^{\mu \lambda }\left(\dot{𝒢}_{B21}\dot{𝒢}_{B22}+𝒢_{F22}\right)^{\nu \kappa }+𝒢_{F12}^{\mu \lambda }𝒢_{F21}^{\nu \kappa }\right]k^\kappa k^\lambda `$
Next we would like to use the fact that this integrand contains many terms which integrate to zero due to antisymmetry under the exchange $`\tau _1\tau _2`$. We therefore decompose $`𝒢_B`$ and $`𝒢_F`$ into their parts symmetric and antisymmetric in the Lorentz indices as in (3.28). First note that only the even part of $`𝒢_B`$ contributes in the exponent,
$`k_1\overline{𝒢}_{B12}k_2`$ $`=`$ $`k_1\left(𝒮_{B12}𝒮_{B11}\right)k_2Tk\mathrm{\Phi }_{12}k`$
$`I^{\mu \nu }`$ turns, after decomposing all factors of $`\dot{𝒢}_B,𝒢_F`$ as above, and deleting all $`\tau `$ \- odd terms, into
$`I_{\mathrm{spin}}^{\mu \nu }`$ $``$ $`\{(\dot{𝒮}_{B12}^{\mu \nu }\dot{𝒮}_{B12}^{\kappa \lambda }\dot{𝒮}_{B12}^{\mu \lambda }\dot{𝒮}_{B12}^{\nu \kappa })(𝒮_{F12}^{\mu \nu }𝒮_{F12}^{\kappa \lambda }𝒮_{F12}^{\mu \lambda }𝒮_{F12}^{\nu \kappa })`$
$`+\left(\dot{𝒜}_{B12}\dot{𝒜}_{B11}+𝒜_{F11}\right)^{\mu \lambda }\left(\dot{𝒜}_{B12}\dot{𝒜}_{B22}+𝒜_{F22}\right)^{\nu \kappa }`$
$`𝒜_{F12}^{\mu \lambda }𝒜_{F12}^{\nu \kappa }\}k^\kappa k^\lambda `$
(here we used (3.4)). In this way we obtain the following integral representations for the dimensionally regularised scalar/spinor QED vacuum polarisation tensors ,
$`\mathrm{\Pi }_{\mathrm{scal}}^{\mu \nu }(k)`$ $`=`$ $`{\displaystyle \frac{e^2}{[4\pi ]^{\frac{D}{2}}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dT}{T}}T^{2\frac{D}{2}}e^{m^2T}\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{sin}(𝒵)}{𝒵}}\right]{\displaystyle _0^1}𝑑u_1I_{\mathrm{scal}}^{\mu \nu }\text{e}^{Tk\mathrm{\Phi }_{12}k}`$
$`\mathrm{\Pi }_{\mathrm{spin}}^{\mu \nu }(k)`$ $`=`$ $`2{\displaystyle \frac{e^2}{[4\pi ]^{\frac{D}{2}}}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dT}{T}}T^{2\frac{D}{2}}e^{m^2T}\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{tan}(𝒵)}{𝒵}}\right]{\displaystyle _0^1}𝑑u_1I_{\mathrm{spin}}^{\mu \nu }\text{e}^{Tk\mathrm{\Phi }_{12}k}`$
Here $`I_{\mathrm{scal}}^{\mu \nu }`$ is obtained simply by deleting, in eq. (LABEL:intfinal), all quantities carrying a subscript “F”. As usual we have rescaled to the unit circle and set $`u_2=0`$.
Note that again the transversality of the vacuum polarization tensors is manifest at the integrand level, $`k_\mu I_{\mathrm{scal}/\mathrm{spin}}^{\mu \nu }=I_{\mathrm{scal}/\mathrm{spin}}^{\mu \nu }k_\nu =0`$.
The constant field vacuum polarisation tensors contain the UV divergences of the ordinary vacuum polarisation tensors (LABEL:scalarvpresult),(LABEL:spinorvpresult), and thus require renormalization. As is usual in this context we perform the renormalization on-shell, i.e. we impose the following condition on the renormalized vacuum polarization tensor $`\overline{\mathrm{\Pi }}^{\mu \nu }(k)`$ (see e.g. ),
$`\underset{k^20}{lim}\underset{F0}{lim}\overline{\mathrm{\Pi }}^{\mu \nu }(k)=0`$ (4.8)
Counterterms appropriate to this condition are easy to find from our above results for the ordinary vacuum polarisation tensors. From the representations eqs. (2.17), (2.25) for these tensors it is obvious that we can implement (4.8) by subtracting those same expressions with the last factor $`\text{e}^{G_{B12}k^2}`$ deleted. In this way we find for the renormalised vacuum polarisation tensors
$`\overline{\mathrm{\Pi }}_{\mathrm{scal}}^{\mu \nu }(k)`$ $`=`$ $`\mathrm{\Pi }_{\mathrm{scal}}^{\mu \nu }(k)+{\displaystyle \frac{\alpha }{4\pi }}\left(g^{\mu \nu }k^2k^\mu k^\nu \right){\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dT}{T}}e^{m^2T}{\displaystyle _0^1}𝑑u_1\dot{G}_{B12}^2`$
$`\overline{\mathrm{\Pi }}_{\mathrm{spin}}^{\mu \nu }(k)`$ $`=`$ $`\mathrm{\Pi }_{\mathrm{spin}}^{\mu \nu }(k){\displaystyle \frac{\alpha }{2\pi }}\left(g^{\mu \nu }k^2k^\mu k^\nu \right){\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dT}{T}}e^{m^2T}{\displaystyle _0^1}𝑑u_1\left(\dot{G}_{B12}^2G_{F12}^2\right)`$
The remaining $`u_1`$ \- integral can be brought into a more standard form by a transformation of variables $`v=\dot{G}_{B12}=12u_1`$. Writing the integrands explicitly using the formulas (LABEL:decompcalSA) and continuing to Minkoswki space <sup>2</sup><sup>2</sup>2For the Maxwell invariants this means $`f`$, $`gi𝒢`$, $`N_+a`$, $`N_{}ib`$ (to be able to fix all signs we assume $`𝒢0`$). Note also that $`r_{}k\stackrel{~}{k}_{},r_{}ki\stackrel{~}{k}_{}`$. we obtain our final result for these amplitudes,
$`\overline{\mathrm{\Pi }}_{\mathrm{scal}}^{\mu \nu }(k)`$ $`=`$ $`{\displaystyle \frac{\alpha }{4\pi }}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{s}}e^{ism^2}{\displaystyle _1^1}{\displaystyle \frac{dv}{2}}\{{\displaystyle \frac{z_+z_{}}{\mathrm{sinh}(z_+)\mathrm{sinh}(z_{})}}`$ (4.10)
$`\times \mathrm{exp}\left[i{\displaystyle \frac{s}{2}}{\displaystyle \underset{\alpha =+,}{}}{\displaystyle \frac{A_{B12}^\alpha A_{B11}^\alpha }{z_\alpha }}k\widehat{𝒵}_\alpha ^2k\right]`$
$`\times {\displaystyle \underset{\alpha ,\beta =+,}{}}(S_{B12}^\alpha S_{B12}^\beta [\left(\widehat{𝒵}_\alpha ^2\right)^{\mu \nu }k\widehat{𝒵}_\beta ^2k\left(\widehat{𝒵}_\alpha ^2k\right)^\mu \left(\widehat{𝒵}_\beta ^2k\right)^\nu ]`$
$`(A_{B12}^\alpha A_{B11}^\alpha )(A_{B12}^\beta A_{B22}^\beta )\left(\widehat{𝒵}_\alpha k\right)^\mu \left(\widehat{𝒵}_\beta k\right)^\nu )`$
$`(g^{\mu \nu }k^2k^\mu k^\nu )v^2\}`$
$`\overline{\mathrm{\Pi }}_{\mathrm{spin}}^{\mu \nu }(k)`$ $`=`$ $`{\displaystyle \frac{\alpha }{2\pi }}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{s}}e^{ism^2}{\displaystyle _1^1}{\displaystyle \frac{dv}{2}}\{{\displaystyle \frac{z_+z_{}}{\mathrm{tanh}(z_+)\mathrm{tanh}(z_{})}}`$ (4.11)
$`\times \mathrm{exp}\left[i{\displaystyle \frac{s}{2}}{\displaystyle \underset{\alpha =+,}{}}{\displaystyle \frac{A_{B12}^\alpha A_{B11}^\alpha }{z_\alpha }}k\widehat{𝒵}_\alpha ^2k\right]`$
$`\times {\displaystyle \underset{\alpha ,\beta =+,}{}}([S_{B12}^\alpha S_{B12}^\beta S_{F12}^\alpha S_{F12}^\beta ][\left(\widehat{𝒵}_\alpha ^2\right)^{\mu \nu }k\widehat{𝒵}_\beta ^2k\left(\widehat{𝒵}_\alpha ^2k\right)^\mu \left(\widehat{𝒵}_\beta ^2k\right)^\nu ]`$
$`[(A_{B12}^\alpha A_{B11}^\alpha +A_{F11}^\alpha )(A_{B12}^\beta A_{B22}^\beta +A_{F22}^\beta )A_{F12}^\alpha A_{F12}^\beta ]\left(\widehat{𝒵}_\alpha k\right)^\mu \left(\widehat{𝒵}_\beta k\right)^\nu )`$
$`(g^{\mu \nu }k^2k^\mu k^\nu )(v^21)\}`$
where now
$`z_+`$ $`=`$ $`iesa`$
$`z_{}`$ $`=`$ $`esb`$
$`\widehat{𝒵}_+`$ $`=`$ $`{\displaystyle \frac{aFb\stackrel{~}{F}}{a^2+b^2}}`$
$`\widehat{𝒵}_{}`$ $`=`$ $`i{\displaystyle \frac{bF+a\stackrel{~}{F}}{a^2+b^2}}`$
with $`a,b`$ denoting the standard ‘secular’ invariants
$`a`$ $``$ $`\sqrt{\sqrt{^2+𝒢^2}+}`$
$`b`$ $``$ $`\sqrt{\sqrt{^2+𝒢^2}}`$ (4.13)
($`=\frac{1}{2}(B^2E^2),𝒢=𝐄𝐁`$).
For fermion QED, the constant field vacuum polarization tensor was obtained before by various authors . For the sake of comparison with their results, let us also specialize to the Lorentz system where $`𝐄=(0,0,E)`$ and $`𝐁=(0,0,B)`$. In this system $`a=B,b=E`$. Denoting
$`k_{}`$ $`=`$ $`(k^0,0,0,k^3),k_{}=(0,k^1,k^2,0)`$
$`\stackrel{~}{k}_{}`$ $`=`$ $`(k^3,0,0,k^0),\stackrel{~}{k}_{}=(0,k^2,k^1,0)`$
our result can be written as follows,
$`\overline{\mathrm{\Pi }}_{\left(\genfrac{}{}{0pt}{}{\mathrm{spin}}{\mathrm{scal}}\right)}^{\mu \nu }(k)`$ $`=`$ $`{\displaystyle \frac{\alpha }{4\pi }}\left({\displaystyle \genfrac{}{}{0pt}{}{2}{1}}\right){\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{s}}{\displaystyle _1^1}{\displaystyle \frac{dv}{2}}\{{\displaystyle \frac{zz^{}}{\mathrm{sin}(z)\mathrm{sinh}(z^{})}}\left({\displaystyle \genfrac{}{}{0pt}{}{\mathrm{cos}(z)\mathrm{cosh}(z^{})}{1}}\right)`$ (4.15)
$`\times \text{e}^{is\mathrm{\Phi }_0}{\displaystyle \underset{\alpha ,\beta =,}{}}\left[s_{\left(\genfrac{}{}{0pt}{}{\mathrm{spin}}{\mathrm{scal}}\right)}^{\alpha \beta }(g_\alpha ^{\mu \nu }k_\beta ^2k_\alpha ^\mu k_\beta ^\nu )+a_{\left(\genfrac{}{}{0pt}{}{\mathrm{spin}}{\mathrm{scal}}\right)}^{\alpha \beta }\stackrel{~}{k}_\alpha ^\mu \stackrel{~}{k}_\beta ^\nu \right]`$
$`\text{e}^{ism^2}(g^{\mu \nu }k^2k^\mu k^\nu )\left({\displaystyle \genfrac{}{}{0pt}{}{v^21}{v^2}}\right)\}`$
where $`z=eBs,z^{}=eEs`$,
$`\mathrm{\Phi }_0=m^2+{\displaystyle \frac{k_{}^2}{2}}{\displaystyle \frac{\mathrm{cos}(zv)\mathrm{cos}(z)}{z\mathrm{sin}(z)}}{\displaystyle \frac{k_{}^2}{2}}{\displaystyle \frac{\mathrm{cosh}(z^{}v)\mathrm{cosh}(z^{})}{z^{}\mathrm{sinh}(z^{})}}`$
(4.16)
$`s_{\mathrm{scal}}^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}^2(zv)}{\mathrm{sin}^2(z)}}`$
$`s_{\mathrm{scal}}^,`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}(zv)\mathrm{sinh}(z^{}v)}{\mathrm{sin}(z)\mathrm{sinh}(z^{})}}`$
$`s_{\mathrm{scal}}^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sinh}^2(z^{}v)}{\mathrm{sinh}^2(z^{})}}`$
$`a_{\mathrm{scal}}^{}`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{cos}(zv)\mathrm{cos}(z)}{\mathrm{sin}(z)}}\right)^2`$
$`a_{\mathrm{scal}}^,`$ $`=`$ $`{\displaystyle \frac{\mathrm{cos}(zv)\mathrm{cos}(z)}{\mathrm{sin}(z)}}{\displaystyle \frac{\mathrm{cosh}(z^{}v)\mathrm{cosh}(z^{})}{\mathrm{sinh}(z^{})}}`$
$`a_{\mathrm{scal}}^{}`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{cosh}(z^{}v)\mathrm{cosh}(z^{})}{\mathrm{sinh}(z^{})}}\right)^2`$
$`s_{\mathrm{spin}}^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}^2(zv)}{\mathrm{sin}^2(z)}}{\displaystyle \frac{\mathrm{cos}^2(zv)}{\mathrm{cos}^2(z)}}`$
$`s_{\mathrm{spin}}^,`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}(zv)\mathrm{sinh}(z^{}v)}{\mathrm{sin}(z)\mathrm{sinh}(z^{})}}{\displaystyle \frac{\mathrm{cos}(zv)\mathrm{cosh}(z^{}v)}{\mathrm{cos}(z)\mathrm{cosh}(z^{})}}`$
$`s_{\mathrm{spin}}^{}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sinh}^2(z^{}v)}{\mathrm{sinh}^2(z^{})}}{\displaystyle \frac{\mathrm{cosh}^2(z^{}v)}{\mathrm{cosh}^2(z^{})}}`$
$`a_{\mathrm{spin}}^{}`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{cos}(zv)\mathrm{cos}(z)}{\mathrm{sin}(z)}}\mathrm{tan}(z)\right)^2{\displaystyle \frac{\mathrm{sin}^2(zv)}{\mathrm{cos}^2(z)}}`$
$`a_{\mathrm{spin}}^,`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{cos}(zv)\mathrm{cos}(z)}{\mathrm{sin}(z)}}\mathrm{tan}(z)\right)\left({\displaystyle \frac{\mathrm{cosh}(z^{}v)\mathrm{cosh}(z^{})}{\mathrm{sinh}(z^{})}}+\mathrm{tanh}(z^{})\right)`$
$`{\displaystyle \frac{\mathrm{sin}(zv)\mathrm{sinh}(z^{}v)}{\mathrm{cos}(z)\mathrm{cosh}(z^{})}}`$
$`a_{\mathrm{spin}}^{}`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{cosh}(z^{}v)\mathrm{cosh}(z^{})}{\mathrm{sinh}(z^{})}}+\mathrm{tanh}(z^{})\right)^2{\displaystyle \frac{\mathrm{sinh}^2(z^{}v)}{\mathrm{cosh}^2(z^{})}}`$
In this form our integrand for the spinor QED case can easily be identified with the one given in using the identities
$`g_{}^{\mu \nu }k_{}^2k_{}^\mu k_{}^\nu `$ $`=`$ $`\stackrel{~}{k}_{}^\mu \stackrel{~}{k}_{}^\nu `$
$`g_{}^{\mu \nu }k_{}^2k_{}^\mu k_{}^\nu `$ $`=`$ $`\stackrel{~}{k}_{}^\mu \stackrel{~}{k}_{}^\nu `$ (4.19)
and trigonometric identities <sup>3</sup><sup>3</sup>3Up to the global sign, which differs from the one in due to a different definition of the vacuum polarization tensor. (Our field theory conventions follow .).
For the scalar QED case, the vacuum polarization tensor in a constant field was obtained in using the “operator diagram technique”. The resulting parameter integral representation agrees with our eq.(4.10).
## 5 Discussion
We have described in detail the application of the ‘string-inspired’ formalism to the calculation of QED photon amplitudes in a constant external field. The two-point cases were studied explicitly. As is usual in the application of the string-inspired technique to QED processes, our calculation of the spinor QED vacuum polarisation tensor in a constant field has yielded the corresponding scalar QED quantity as a byproduct.
In both cases we have arrived at compact results written in terms of the two Lorentz invariants of the Maxwell field. Due to our novel representation (LABEL:decompcalSA) of the generalized worldline Green’s functions here this was achieved without the use of explicit matrix representations.
Already the two-point case clearly shows the advantages of the method as compared to the standard field theory techniques used in previous calculations of these quantities. There are several aspects to this. The partial integration procedure combined with the Bern-Kosower ‘replacement rule’ effectively replaces the calculation of Dirac traces, and is technically clearly preferable to the latter. Also, the string-inspired technique combines all loop propagators into a single propagator from the beginning, while in a Feynman diagram calculation each propagator has to be parametrized separately, and the global loop proper-time variable is to be introduced at a later stage. The close relationship between the scalar and spinor QED calculations is also useful. It is due to the fact that the “string-inspired” formalism is based on a second-order field theory formulation of fermion QED rather than the more usual first-order one.
Clearly one would expect these advantages to become more significant with increasing number of legs. For the three-photon amplitude in a magnetic field this was already demonstrated in . We believe that in the present formalism even a calculation of photon-photon scattering in a constant field would not be excessively cumbersome.
In a sequel paper we will consider more generally the calculation of amplitudes involving both vectors and axial vectors in a general constant field, using the generalization of the path integral representation (LABEL:spinorpi) given in .
Various other generalizations of this formalism would be of interest. An obvious one is the extension to QED amplitudes involving external scalars or fermions; the relevant generalizations of eqs.(LABEL:scalarqedpi),(LABEL:spinorpi) have been known for a long time . See (scalar QED) and (spinor QED) for relevant work for the vacuum case. Interesting would also be the extension to the finite temperature case along the lines of .
Acknowledgements: The author would like to thank W. Dittrich, L.E. Hernquist, M. Reuter and V.I. Ritus for various helpful informations.
## Appendix A Worldline Green’s functions for special field configurations
In this appendix we give the explicit form of the (Euclidean) generalized worldline Green’s functions and determinants for the following three special cases of a constant field, i) the purely magnetic field case, ii) the crossed - field case, iii) the self-dual case.
1. Magnetic field case:
$`E=g=0,f=\frac{1}{2}B^2,n_+=n_{}=\frac{B}{2},N_{}=0,N_+=B`$
$`\overline{𝒮}_{B12}`$ $`=`$ $`G_{B12}1\text{ }\text{ }+\left[{\displaystyle \frac{1}{z^2}}G_{B12}+T{\displaystyle \frac{\mathrm{cosh}(z\dot{G}_{B12})\mathrm{cosh}(z)}{2z^3\mathrm{sinh}(z)}}\right]𝒵^2`$
$`𝒜_{B12}`$ $`=`$ $`{\displaystyle \frac{iT}{2z^2}}\left[{\displaystyle \frac{\mathrm{sinh}(z\dot{G}_{B12})}{\mathrm{sinh}(z)}}\dot{G}_{B12}\right]𝒵`$
$`\dot{𝒮}_{B12}`$ $`=`$ $`\dot{G}_{B12}1\text{ }\text{ }+{\displaystyle \frac{1}{z^2}}\left[\dot{G}_{B12}{\displaystyle \frac{\mathrm{sinh}(z\dot{G}_{B12})}{\mathrm{sinh}(z)}}\right]𝒵^2`$
$`\dot{𝒜}_{B12}`$ $`=`$ $`i\left[{\displaystyle \frac{1}{z^2}}{\displaystyle \frac{\mathrm{cosh}(z\dot{G}_{B12})}{z\mathrm{sinh}(z)}}\right]𝒵`$
$`𝒮_{F12}`$ $`=`$ $`G_{F12}1\text{ }\text{ }+G_{F12}\left[{\displaystyle \frac{1}{z^2}}{\displaystyle \frac{\mathrm{cosh}(z\dot{G}_{B12})}{z^2\mathrm{cosh}(z)}}\right]𝒵^2`$
$`𝒜_{F12}`$ $`=`$ $`iG_{F12}{\displaystyle \frac{\mathrm{sinh}(z\dot{G}_{B12})}{z\mathrm{cosh}(z)}}𝒵`$
$`\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{sin}(𝒵)}{𝒵}}\right]`$ $`=`$ $`{\displaystyle \frac{z}{\mathrm{sinh}(z)}},\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{tan}(𝒵)}{𝒵}}\right]={\displaystyle \frac{z}{\mathrm{tanh}(z)}}`$
where $`z=eBT`$. We have subtracted from $`𝒮_B`$ its coincidence limit, which is expressed by the “bar”. The purely electric case is, of course, analogous.
2. Crossed field case:
$`f=g=n_\pm =N_\pm =0`$
$`\overline{𝒮}_{B12}`$ $`=`$ $`G_{B12}1\text{ }\text{ }+{\displaystyle \frac{1}{3T}}G_{B12}^2𝒵^2`$
$`𝒜_{B12}`$ $`=`$ $`{\displaystyle \frac{i}{3}}\dot{G}_{B12}G_{B12}𝒵`$
$`\dot{𝒮}_{B12}`$ $`=`$ $`\dot{G}_{B12}1\text{ }\text{ }+{\displaystyle \frac{2}{3T}}\dot{G}_{B12}G_{B12}𝒵^2`$
$`\dot{𝒜}_{B12}`$ $`=`$ $`i\left[{\displaystyle \frac{2}{T}}G_{B12}{\displaystyle \frac{1}{3}}\right]𝒵`$
$`𝒮_{F12}`$ $`=`$ $`G_{F12}1\text{ }\text{ }+{\displaystyle \frac{2}{T}}G_{F12}G_{B12}𝒵^2`$
$`𝒜_{F12}`$ $`=`$ $`iG_{F12}\dot{G}_{B12}𝒵`$
$`\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{sin}(𝒵)}{𝒵}}\right]`$ $`=`$ $`\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{tan}(𝒵)}{𝒵}}\right]=1`$ (A.4)
3. Self dual case:
$`F=\stackrel{~}{F},f=g,n_{}=0,n_+=N_+=N_{}=\sqrt{f}`$
$`\overline{𝒮}_{B12}`$ $`=`$ $`{\displaystyle \frac{T}{2}}{\displaystyle \frac{\mathrm{cosh}(Z)\mathrm{cosh}(Z\dot{G}_{B12})}{Z\mathrm{sinh}(Z)}}1\text{ }`$
$`𝒜_{B12}`$ $`=`$ $`i{\displaystyle \frac{T}{2Z^2}}\left[{\displaystyle \frac{\mathrm{sinh}(Z\dot{G}_{B12})}{\mathrm{sinh}(Z)}}\dot{G}_{B12}\right]𝒵`$
$`\dot{𝒮}_{B12}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sinh}(Z\dot{G}_{B12})}{\mathrm{sinh}(Z)}}1\text{ }`$
$`\dot{𝒜}_{B12}`$ $`=`$ $`i\left[{\displaystyle \frac{\mathrm{cosh}(Z\dot{G}_{B12})}{Z\mathrm{sinh}(Z)}}{\displaystyle \frac{1}{Z^2}}\right]𝒵`$
$`𝒮_{F12}`$ $`=`$ $`G_{F12}{\displaystyle \frac{\mathrm{cosh}(Z\dot{G}_{B12})}{\mathrm{cosh}(Z)}}1\text{ }`$
$`𝒜_{F12}`$ $`=`$ $`iG_{F12}{\displaystyle \frac{\mathrm{sinh}(Z\dot{G}_{B12})}{Z\mathrm{cosh}(Z)}}𝒵`$
$`\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{sin}(𝒵)}{𝒵}}\right]`$ $`=`$ $`{\displaystyle \frac{Z^2}{\mathrm{sinh}^2(Z)}},\mathrm{det}^{\frac{1}{2}}\left[{\displaystyle \frac{\mathrm{tan}(𝒵)}{𝒵}}\right]={\displaystyle \frac{Z^2}{\mathrm{tanh}^2(Z)}}`$
where $`Z=\sqrt{f}eT`$. |
warning/0001/astro-ph0001198.html | ar5iv | text | # Young massive star clusters in nearby spiral galaxies Based on observations made with the Nordic Optical Telescope, operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias, and with the Danish 1.5-m telescope at ESO, La Silla, Chile.
## 1 Introduction
A puzzling problem is to understand why different galaxies have such widely different young cluster populations as is observed. The star clusters in the Milky Way clearly do not constitute a representative cluster sample, as is evident already from a superficial comparison with our nearest extragalactic neighbours, the Magellanic Clouds. It was noted early on that the Clouds, in particular the LMC, contain a number of very massive, young clusters that do not have any counterparts in our own galaxy (van den Bergh vanden91 (1991); Richtler richtler93 (1993)). Many recent studies have shown the presence of such “Young Massive Clusters” (YMCs) also in a number of mergers and starburst galaxies (see e.g. list in Harris harris99 (1999)) and it is clear that the occurrence of such objects is often associated with violent star formation, leading to the formation of a large number of YMCs within a few times $`10^8`$ years or so. This does not explain, however, why other galaxies like the Magellanic Clouds are able to maintain the formation of YMCs over a much longer time span. YMCs with a broad age distribution have also been found in a few other galaxies, e.g. the blue compact galaxy ESO 338-IG04 (Östlin et al. ostlin98 (1998)), and in the Sc spirals M101 and M33 (Bresolin et al. bresolin96 (1996); Christian & Schommer cs88 (1988)).
In Larsen & Richtler (lr99 (1999), hereafter Paper1) we carried out a systematic search for YMCs in 21 nearby non-interacting, mildly inclined galaxies, and identified rich populations of YMCs in about a quarter of the galaxies in the sample. Within the range of Hubble types surveyed (Sbc – Irr), no correlation was found between the morphological type of the galaxies and their contents of YMCs. In the present paper we show that the richness of the cluster systems is indeed well correlated with certain other properties of the host galaxies, indicative of a dependence on the star formation rate. We extend our sample relative to Paper1 by also including literature data for a variety of different star-forming galaxies, and show that the correlations inferred from our sample are further strengthened when the additional data are included. Hence, it seems that starburst galaxies with their very rich populations of YMCs represent only an extreme manifestation of the cluster formation process, while the conditions that allow YMCs to be formed can be present also in normal galaxies.
## 2 Basic definitions
The data reduction procedure and identification of YMCs have been discussed elsewhere (Paper1; Larsen larsen99 (1999)) and we shall not repeat the details here. We just mention that the clusters were identified using broad-band photometry, applying a colour criterion of $`BV<0.45`$ (mainly in order to exclude foreground stars) and an absolute visual magnitude limit of $`M_V=8.5`$ for objects with $`UB>=0.4`$ and $`M_V=9.5`$ for $`UB<0.4`$. The $`BV`$ colour cut-off corresponds to an age of about 500 Myr (Girardi et al. girardi95 (1995)) and the lower mass limit is of the order of $`3\times 10^4`$ M, assuming a Salpeter IMF extending down to 0.1 M (Bruzual & Charlot bc93 (1993)). “Fuzzy” objects and HII regions were excluded by a combination of visual inspection and H$`\alpha `$ photometry (see Larsen larsen99 (1999) for details). Hence, we define an object that satisfies these criteria to be a Young Massive Cluster.
Following the definition of the “specific frequency” $`S_N`$ for old globular cluster systems (Harris & van den Bergh hv81 (1981)), we defined an equivalent quantity for young clusters in Paper1:
$$T_N=N\times 10^{0.4\times (M_B+15)}$$
(1)
Here $`N`$ is the total number of YMCs in a galaxy, and $`M_B`$ is the absolute $`B`$ magnitude of the galaxy. $`T_N`$ is then a measure of the number of clusters, normalised to the luminosity of the host galaxy. There are, however, several problems in defining a “specific frequency” for young clusters. Since old globular cluster systems have a log-normal like luminosity function (LF), the total number of old clusters belonging to a given galaxy is a well-defined quantity, and can be estimated with good accuracy even if the least luminous clusters cannot be observed directly. Young clusters, on the other hand, usually exhibit a power-law luminosity function of the form
$$N(L)dLL^\alpha dL$$
(2)
with an increasing number of clusters at fainter magnitudes. Hence, $`T_N`$ depends sensitively on the definition one adopts for a YMC, and it is difficult to compare literature data unless the exact selection parameters are known. Moreover, incompleteness effects and errors in the distance modulus always affect the number of clusters in the faintest magnitude bins most severely, and this leads to large uncertainties in $`T_N`$.
Another possibility is to consider the total luminosity of the cluster system compared to that of the host galaxy. This approach has the advantage of being independent of the distance modulus and interstellar absorption. Following Harris (harris91 (1991)), we define the specific luminosity
$$T_L=100\frac{L_{\mathrm{Clusters}}}{L_{\mathrm{Galaxy}}}$$
(3)
where $`L_{\mathrm{Clusters}}`$ and $`L_{\mathrm{Galaxy}}`$ are the total luminosities of the cluster system and of the host galaxy, respectively. It makes no difference if the absolute or apparent luminosities are used in Eq. (3), and corrections for reddening only play a role through the selection criteria for identification of YMCs.
As long as the exponent $`\alpha `$ in the LF (Eq. (2)) is less than 2, most of the light originates from the bright end of the LF. A typical value is $`\alpha 1.7`$ (Elmegreen & Efremov ee97 (1997); Harris & Pudritz hp94 (1994)), although slopes of $`\alpha 2`$ have also been reported (e.g. for NGC 3921, Schweizer et al. schweizer96 (1996)). In any case, $`T_L`$ is much less sensitive to incompleteness effects at the lower end of the LF than the specific frequency.
We remark that the brighter end of the LF of old globular cluster systems is also well described by a power-law distribution with an exponent similar to that observed for the young cluster populations. This has stimulated attempts to create a universal theoretical description of the formation of old globular clusters in the halo of the Milky Way and elsewhere as well as the present-day formation of young star clusters (Elmegreen & Efremov ee97 (1997); McLaughlin & Pudritz mp96 (1996)).
## 3 The data
The basic data related to the cluster systems considered in this paper are given in Table 1. The number of YMCs $`N`$ and corresponding specific frequencies $`T_N`$ are taken from Paper1, and in addition we now also list the absolute $`V`$-band magnitude of the brightest cluster in each galaxy $`V_m`$ and the $`U`$\- and $`V`$-band specific luminosities $`T_L(U)`$ and $`T_L(V)`$. The $`T_N`$ values in Tables 1 have not been corrected for completeness effects, which can be quite significant in particular for the more distant galaxies like NGC~2997 (Larsen larsen99 (1999)). However, we are not going to refer much to $`T_N`$ in this paper for the reasons given in Sect. 2 but will instead use specific luminosities. We remark that the often very luminous clusters found near the centres of certain “hot spot” galaxies (e.g. NGC~2997, Maoz et al. maoz96 (1996) and NGC~5236, Heap et al. heap93 (1993)) have not been considered in this study, but only clusters in the disks.
In addition to the Paper1 sample, we also include literature data for a number of (mostly) starburst and merger galaxies (see references in the caption to Table 1). Since the clusters in these galaxies were not identified according to a homogeneous set of criteria we do not list $`T_N`$ values, except for the LMC where the published photometry reaches below $`M_V=8.5`$. The photometry published for clusters in the remaining galaxies does not go as deep as ours but as we have argued above, the total integrated magnitude of a cluster system is normally dominated by the brighter clusters, so we have calculated $`T_L(U)`$ and $`T_L(V)`$ values for all galaxies based on the available data. Not all studies list $`UBV`$ colours, but these have been estimated from the published cluster ages and the Girardi et al. (girardi95 (1995)) “S”-sequence.
Table 2 lists integrated data for the galaxies, mostly taken from the RC3 catalogue, with the exception of the $`UB`$ colour which has in a few cases been derived from our own CCD data. $`T`$ is the revised Hubble type, $`m_{25}`$ is the $`B`$-band surface brightness, $`m_{21}`$ is a magnitude based on the 21 cm flux (see RC3 for details) and $`m_{\text{FIR}}`$ is a FIR magnitude based on the IRAS fluxes at $`60\mu `$ and $`100\mu `$. $`\mathrm{log}D_0`$ is the logarithm of the face-on diameter of the galaxy, and the last two columns in Table 2 list the area-normalised star formation rate $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ and the HI surface density $`\mathrm{\Sigma }_{\mathrm{HI}}`$ derived from $`m_{\text{FIR}}`$ and $`m_{21}`$ (see Sect. 4.1). The RC3 as well as the IRAS data were retrieved through the NASA/IPAC Extragalactic Database.
## 4 Correlations between host galaxy parameters and cluster systems
In this section we discuss correlations between various host galaxy properties and the specific $`U`$-band luminosity $`T_L(U)`$. We use $`T_L(U)`$ because the $`U`$-band most cleanly samples the young stellar populations in a galaxy, and therefore provides the purest measure of current cluster formation activity.
### 4.1 The Paper1 sample
First, we consider only the galaxies studied in Paper1. In Paper1 we showed that there is no evident correlation between $`T_N`$ and the Hubble type of the host galaxy. In Fig. 1 we show $`T_L(U)`$ instead of $`T_N`$ as a function of the Hubble type, but this does not change the conclusion - there is no clear trend in $`T_L(U)`$ as a function of Hubble type either. The earliest type represented in our sample is Sbc (type 4.0 in the RC3 terminology), and the latest is Im (type 10.0 in RC3). Independently of morphological type, we find a range from galaxies with practically no YMCs to very rich cluster systems in our sample, so even if YMCs might be systematically absent in galaxies of even earlier types, the presence of YMCs cannot be entirely related to morphology. Furthermore, some of the galaxies with high $`T_L(U)`$ values are grand-design spirals (NGC~5236, NGC~2997), other grand-design spirals are relatively cluster-poor (e.g. NGC~3184, NGC~7424), while the flocculent galaxy NGC~7793 also has a high $`T_L(U)`$ value, so the presence of a spiral density wave is apparently not a discriminating factor either. No galaxies of types Sa and Sb were included in our sample, primarily because of a general lack of sufficiently nearby galaxies of these types (see Paper1 for a more detailed discussion of the selection criteria).
We therefore continue to look for other host galaxy parameters that could correlate with $`T_L(U)`$. Even for the relatively nearby galaxies in our sample, it is not an easy task to find homogeneous sets of observations of integrated properties that allow a comparison of all galaxies, mainly because the most complete data exist for the northern hemisphere while many of our galaxies are in the southern sky. For example, existing CO surveys have included only few of our galaxies (Elfhag et al. elfhag96 (1996); Young et al. young95 (1995)), We are therefore largely limited to discussing optical data, HI data and Far-Infrared data from the IRAS survey.
In order to reach independence of distance and absolute galaxy luminosity, we normalise the FIR flux to the $`B`$-band magnitude of a galaxy by using the “FIR – B” index $`m_{\mathrm{FIR}\mathrm{B}}`$ = $`m(\text{FIR})m(B)`$.
Fig. 2 shows $`T_L(U)`$ as a function of various integrated host galaxy parameters: The $`m_{\mathrm{FIR}\mathrm{B}}`$ index, the $`B`$-band surface brightness, the integrated $`UB`$ colour and the IRAS $`f(60\mu )/f(100\mu )`$ flux ratio. The $`UB`$ and the $`B`$ band data have been corrected for Galactic foreground extinction (as given in Table 1), but not for internal absorption in the galaxies. The latter correction would move the points around slightly, but neither reduce the scatter significantly nor change the conclusions. We have therefore avoided to apply this anyway quite uncertain correction.
From Fig. 2 we first note the striking correlations between $`T_L(U)`$ and $`m_{\mathrm{FIR}\mathrm{B}}`$ and the surface brightness $`m_{25}`$. This is of great interest because both these parameters can be taken as indicators for the star formation rate in the host galaxy (Kennicutt 1998b ). We stress that, because we are operating with specific luminosities this is not just a sampling effect - Fig. 2 shows that the relative amount of light that originates from clusters, relative to the general field population, increases as a function of $`m_{25}`$ and $`m_{\mathrm{FIR}\mathrm{B}}`$. A similar result regarding surface brightness and the fraction of UV light in clusters was also noted by Meurer et al. (meurer95 (1995)) for a number of starburst galaxies, but over a smaller range in surface brightness.
No correlation between $`T_L(U)`$ and the $`UB`$ colour is seen, but this may not be quite as surprising since the $`UB`$ colour index has a less clear physical interpretation and is, in any case, severely affected by absorption effects.
There is also some correlation between $`T_L(U)`$ and the $`f(60\mu )/f(100\mu )`$ flux ratio, which measures the dust temperature and can therefore be taken as a measure of the intensity of the radiation field in a galaxy (Soifer et al. soifer89 (1989)). The radiation field might play a role for the formation of bound clusters by keeping proto-cluster clouds in thermal equilibrium and delaying thermal instabilities, thereby preventing star formation from setting in too early and disrupting the clouds (Murray & Lin ml92 (1992)). However, a high $`f(60\mu )/f(100\mu )`$ ratio follows naturally from a high global FIR luminosity (Soifer et al. soifer89 (1989)), and the correlation between $`T_L(U)`$ and $`f(60\mu )/f(100\mu )`$ does not by itself provide any evidence that the radiation field is a dominating factor in determining whether YMCs can form in a galaxy. Thermal instabilities might be prevented in other ways, particularly by magnetic pressure support (see e.g. Mouschovias mous91 (1991)).
The FIR luminosity itself is an indicator of the current SFR through heating of dust grains by young stars (Kennicutt 1998b ). The uncertainties on the exact relation are, however, considerable and a single calibration is unlikely to apply to all galaxies over a wide range in morphological type. This is mainly because older stellar populations also contribute to dust heating, and the ratio of current to past star formation varies along the Hubble sequence. Of course, the FIR luminosity also suffers the same IMF dependence as any other SFR indicator. Here we will use the calibration by Buat & Xu (bx96 (1996)) which is claimed to be reasonably accurate for galaxies later than type Sab, noting that it may overestimate the SFR in starburst galaxies by about a factor of 2 (Kennicutt 1998b ):
$$\text{SFR}(\text{M}\text{}\text{yr}^1)=8_3^{+8}\times 10^{37}L_{\text{FIR}}$$
(4)
where $`L_{\text{FIR}}`$ is the far-infrared luminosity (in J/sec). We obtain $`L_{\text{FIR}}`$ from the $`m_{\text{FIR}}`$ magnitudes in Table 2 and the distance moduli, using the relation
$$m_{\text{FIR}}=202.5\mathrm{log}(S_{\mathrm{FIR}})$$
(5)
with $`S_{\mathrm{FIR}}`$ being the far-infrared flux density, based on IRAS $`60\mu `$ and $`100\mu `$ flux densities (see RC3 for details). From (4) and (5),
$$\text{SFR}(\text{M}\text{}\text{yr}^1)=0.0096_{0.0036}^{+0.0096}D^210^{0.4\times (m_{\mathrm{FIR}}+20)}$$
(6)
where $`D`$ is the distance in pc.
However, the global SFR is not likely to tell us much because of the large range in galaxy size and total luminosity. We therefore normalise the SFR to the area of each galaxy based on the optical diameter (using $`\mathrm{log}D_0`$ from RC3), defining $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ as the SFR per kpc<sup>2</sup>:
$$\mathrm{\Sigma }_{\mathrm{SFR}}(\text{M}\text{}\mathrm{yr}^1\mathrm{kpc}^2)=144000\times 10^{0.4m_{\text{FIR}}\mathrm{\hspace{0.17em}2}\mathrm{log}D_0}$$
(7)
It might seem more reasonable to normalise to some area traced by the FIR luminosity, but the resolution of the IRAS data does not allow this in all cases. Another possibility would be to normalise to the optical luminosity rather than the area, but in this way some information might be lost because the optical luminosity is also correlated with the SFR, and because of the contribution from the bulge/halo components.
Fig. 3 displays $`T_L(U)`$ as a function of the host galaxy SFR according to Eq. 4 (top panel) and $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ (bottom panel). A correlation is evident in both cases, but the scatter clearly decreases when plotting $`T_L(U)`$ as a function of $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ rather than the global SFR.
The SFR in galaxies is generally assumed to be proportional to some power of the gas density (Schmidt schmidt59 (1959)), and it has recently been shown that the Schmidt law can also be formulated in terms of surface densities with $`\mathrm{\Sigma }_{\mathrm{SFR}}\mathrm{\Sigma }_{\mathrm{gas}}^{1.4}`$ (Kennicutt 1998a ). It would therefore be of interest to look for a corresponding relation between $`T_L(U)`$ and the gas surface density ($`\mathrm{\Sigma }_{\mathrm{gas}}`$). Lacking a homogeneous set of data on total gas masses, we will here consider the atomic hydrogen mass $`M_{\mathrm{HI}}`$ which may be derived from the 21-cm flux density (Roberts roberts75 (1975)):
$$M_{\mathrm{HI}}(\text{M}\text{})=\mathrm{\hspace{0.17em}2.356}\times 10^{19}D^2_{\mathrm{}}^{\mathrm{}}S_\nu 𝑑V_r$$
(8)
where $`D`$ is the distance in pc and $`_{\mathrm{}}^{\mathrm{}}S_\nu 𝑑V_r`$ is the flux density integrated over the line profile. Here $`S_\nu `$ is in units of W m<sup>-2</sup> Hz<sup>-1</sup> and $`V_r`$ is in km/sec. The total integrated flux density $`S_{\mathrm{HI}}`$ can be obtained from the $`m_{21}`$ values given in Table 2 using the expression
$$m_{21}=\mathrm{\hspace{0.17em}21.6}2.5\mathrm{log}(S_{\mathrm{HI}})$$
(9)
with $`S_{\mathrm{HI}}`$ in units of $`10^{24}`$ W m<sup>-2</sup> (RC3). Combining (8) and (9) we obtain
$$M_{\mathrm{HI}}(\text{M}\text{})=\mathrm{\hspace{0.17em}4.97}\times 10^9D^2\mathrm{\hspace{0.17em}10}^{0.4\times (21.6m_{21})}$$
(10)
We ignore corrections for self-absorption since most of the galaxies are seen nearly face-on. No homogeneous set of data is available on the HI sizes so we use again the optical sizes to derive the HI surface density $`\mathrm{\Sigma }_{\mathrm{HI}}`$:
$$\mathrm{\Sigma }_{\mathrm{HI}}(\text{M}\text{}\mathrm{pc}^2)=3.26\times 10^9\times \mathrm{\hspace{0.17em}10}^{0.4m_{21}2\mathrm{log}D_0}$$
(11)
This is somewhat problematic since HI disks often extend beyond the optical disk size. However, as long as the same procedure is applied to all galaxies in the sample the results should at least be comparable, although we stress that the absolute values of the HI surface density ($`\mathrm{\Sigma }_{\mathrm{HI}}`$) should probably not be given too much weight. The uncertainties on $`m_{21}`$ quoted in RC3 are typically of the order of 0.1 mag or about 10%, so errors in $`\mathrm{\Sigma }_{\mathrm{HI}}`$ are more likely to arise from the area normalisation because of differences in the scale length of the HI disks relative to the optical sizes.
Fig. 4 shows $`T_L(U)`$ vs. $`\mathrm{\Sigma }_{\mathrm{HI}}`$. The plot clearly shows a correlation, although not as nice as between $`T_L(U)`$ and $`\mathrm{\Sigma }_{\mathrm{SFR}}`$. This may not be surprising, considering the relatively small range in $`\mathrm{\Sigma }_{\mathrm{HI}}`$ compared to $`\mathrm{\Sigma }_{\mathrm{SFR}}`$, which makes the result much more sensitive to errors in the area normalisation. Also, $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ (and thus $`T_L(U)`$) is expected to depend on the total gas surface density $`\mathrm{\Sigma }_{\mathrm{gas}}`$ of which $`\mathrm{\Sigma }_{\mathrm{HI}}`$ constitutes only a fraction, which is not necessarily the same from galaxy to galaxy. However, we note that Kennicutt (1998a ) finds that $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ correlates nearly as well with $`\mathrm{\Sigma }_{\mathrm{HI}}`$ as with $`\mathrm{\Sigma }_{\mathrm{gas}}`$ though the physical interpretation of the correlation between $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ and $`\mathrm{\Sigma }_{\mathrm{HI}}`$ is not entirely clear, because of the complicated interplay between the different phases of the interstellar medium and young stars. Somewhat surprisingly, Kennicutt (1998a ) finds no significant correlation between $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ and the surface density of molecular gas.
### 4.2 Including literature data
It is of interest to see if the $`T_L(U)`$ vs. $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ relation holds also when including other types of galaxies than those from Paper1. In particular, a comparison with the many studies of starburst galaxies that exist in the literature is tempting. In Tables 1 and 2 we have included literature data for a number of different galaxies, briefly discussed in the following. These galaxies have been chosen mainly so that a number of different cluster-forming environments are represented, with the additional criterion that some photometry was available for individual clusters so that (at least approximate) $`T_L(U)`$ values could be estimated.
We first give a few comments on each galaxy:
#### NGC 5253:
A dwarf galaxy, located at a projected distance of about 130 kpc from NGC 5236. It is possible that the starburst currently going on in this galaxy could have been triggered by interaction with its larger neighbour, though no obvious indications of direct interaction between the two galaxies are evident. Several massive clusters exist in NGC 5253, but the absolute magnitudes are somewhat uncertain because of heavy extinction (Gorjian gorjian96 (1996)).
#### NGC 1569 and NGC 1705:
These were two of the first galaxies in which the existence of “super star clusters” was suspected (Arp & Sandage as85 (1985)). Their $`T_L(U)`$ values are dominated by 2 bright clusters in NGC 1569 and by a single cluster in NGC 1705, each with $`M_V13`$. Both galaxies are gas-rich amorphous dwarfs, but none of them have high enough star formation rates to qualify as real starburst galaxies (O’Connell et al. oconnell94 (1994)) although NGC 1569 may be in a post-starburst phase (Waller waller91 (1991)).
#### NGC 1741:
A merger/starburst galaxy with a large number of very young ($`10`$ Myr) YMCs. Johnson et al. (johnson99 (1999)) found that YMCs contribute with 5.1% of the $`B`$-band luminosity in NGC 1741, and since the YMCs are generally bluer than the host galaxy we have crudely adopted $`T_L(U)`$ $`10`$ for Table 1.
#### NGC 1275:
This is the central galaxy in the Perseus cluster. It is sitting at the centre of a cooling flow, and exhibits a number of structural peculiarities (Nørgaard-Nielsen et al. norgaard93 (1993)). Most recently, the cluster system in NGC 1275 was studied by Carlson et al. (carlson98 (1998)) who identified a population of 1180 YMCs. It has been proposed that the clusters could have condensed out of the cooling flow, but it seems more likely that they are due to a merger event (Holtzman et al. holtzman92 (1992)).
#### NGC 3256:
This is one of the classical recent merger galaxies. Zepf et al. (zepf99 (1999)) identified more than 1000 YMCs on HST / WFPC2 images, and estimated that the clusters contribute with about 15–20% of the total $`B`$-band luminosity in the starburst region. Thus, we adopt $`T_L(U)`$ = 15.
#### NGC 3921:
NGC 3921 is the remnant of two disk galaxies which merged 0.7$`\pm `$0.3 Gyr ago, and contains about 100 YMC candidates with $`VI`$ colours consistent with this age (Schweizer et al. schweizer96 (1996)). We have calculated $`T_L(U)`$ using the objects classified as types 1 or 2 by Schweizer et al. (schweizer96 (1996)).
#### NGC 7252:
Another famous example of a merger galaxy, although dynamically more evolved than NGC 3256 and the Antennae. The merger age has been estimated to be about 1 Gyr (Schweizer schweizer82 (1982)), and the 140 YMCs that have been identified in the galaxy have colours roughly compatible with this age (Whitmore et al. whitmore93 (1993); Miller et al. miller97 (1997)).
#### IC 1613:
IC 1613 stands out by containing very few star clusters at all, even when counting “normal” open clusters (van den Bergh vanden79 (1979)). Indeed, it has the lowest star formation rate among all the galaxies discussed in this paper and thus fits nicely into the $`T_L(U)`$ vs. SFR relation.
####
The conclusion that $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ may be one of the dominating parameters in determining the properties of the young cluster systems in galaxies is further strengthened by including the literature data for a variety of star forming environments. Fig. 5 shows $`T_L(U)`$ as a function of the global SFR and $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ once again, but now with all galaxies in Table 1 included. $`T_L(U)`$ now ranges from 0 – 15, and the galaxies span 5 decades in global SFR. Like in Fig. 3, $`T_L(U)`$ correlates significantly better with $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ than with the global SFR. The two dwarf galaxies NGC 1569 and NGC 1705, especially the latter, deviate somewhat from the general pattern, but because the cluster light in both these galaxies is dominated by only a few bright clusters, the statistical significance of their high $`T_L(U)`$ values is low. Furthermore, the area normalisation is obviously uncertain and could easily shift the data points horizontally in the diagram by large amounts. The data presented here are compatible with a linear relation between $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ and $`T_L(U)`$, though a least-squares fit formally yields a power-law dependence of the form $`T_L(U)\mathrm{\Sigma }_{\mathrm{SFR}}^{0.87\pm 0.15}`$. This is seen somewhat more clearly on a double-logarithmic plot (Fig. 6).
The $`T_L(U)`$ vs. $`\mathrm{\Sigma }_{\mathrm{HI}}`$ diagram for all galaxies with 21 cm data in RC3 is shown in Fig. 7. Note that $`m_{21}`$ data are lacking for many of the starburst and merger galaxies in Table 2. Thus, the only galaxies in Fig. 7 with a significantly higher $`T_L(U)`$ value than those from the Paper1 sample are NGC 1569 and NGC 1741. Again we see the poor fit of NGC 1569 into an otherwise quite good correlation, while NGC 1741 is located to the far right in the diagram, as expected from its high $`T_L(U)`$ value.
NGC 1569 and NGC 1705 differ from the other cluster-rich galaxies by their relatively low absolute luminosities, and one could speculate that YMC formation might be due to a different physical mechanism in these galaxies. In Fig. 8 we show $`T_L(U)`$ as a function of the absolute $`B`$ magnitude of the host galaxy (derived from $`m_B`$ and the distance moduli and $`A_B`$ values in Table 1). Although NGC 1569 and NGC 1705 are among the least luminous galaxies in our sample, there are in fact even less luminous galaxies with ongoing star formation, but without rich cluster populations (notably IC 1613). Thus the main cause for the high $`T_L(U)`$ values of NGC 1705 and NGC 1569 still appears to be their relatively high level of star formation activity, and the poor fit of these two galaxies into the $`T_L(U)`$ – $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ relation may be ascribed primarily to the small number statistics of their cluster systems.
## 5 Discussion
Our data apparently indicate that the formation efficiency of YMCs in galaxies is closely linked to the star formation activity. By using $`U`$-band luminosities, the derived specific luminosities are dominated by the youngest stars, effectively making $`T_L(U)`$ a measure of the relative fraction of stars that currently form in massive clusters. $`T_L(U)`$ increases from about 0.1 in the most cluster-poor galaxies to 15 or more in merger galaxies like NGC 3256. We can, of course, not exclude the possibility that some of the very youngest objects are unbound associations that will not survive for long, rather than bound clusters. However, as shown in Paper1, the age distributions of the clusters are generally quite smooth, indicating that at least some fraction of the objects are indeed gravitationally bound star clusters, orders of magnitudes older than their crossing times (Larsen larsen99 (1999)).
The $`T_L(U)`$ vs. $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ correlation may explain why YMCs have, so far, been noticed predominantly in late-type galaxies (Kennicutt & Chu kc88 (1988)). Apart from the small number of nearby, early-type spirals, this may just be an effect of the general increase in SFR along the Hubble sequence. However, there is a large scatter in SFR at any given morphological type (Kennicutt 1998b ), which is presumably also the reason for the corresponding scatter in $`T_L(U)`$, and we would expect YMCs to be abundant also in Sa and Sb galaxies with a sufficiently high $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ (that is, higher than about $`10^3`$ M yr<sup>-1</sup> kpc<sup>-2</sup>, Fig. 3). The main point here is that $`T_L(U)`$ correlates with the SFR, rather than that formation of YMCs is generally favoured in late-type galaxies.
Our data imply a continuum of $`T_L(U)`$ values, varying smoothly with $`\mathrm{\Sigma }_{\mathrm{SFR}}`$, rather than a division of galaxies into those that contain YMCs and those that do not. That YMCs have often been considered as a special class of objects which only exist in certain galaxies, probably arises from the fact that most efforts to detect them have focused on starburst galaxies, where they are much more numerous. Table 1 also shows that the $`M_V`$ of the brightest cluster in each galaxy varies significantly. Recent, deep studies of young clusters in NGC 3256 (Zepf et al. zepf99 (1999)), NGC 1275 (Carlson et al. carlson98 (1998)) and other galaxies have not revealed any clear indications of a turn-over in the cluster luminosity function down to $`M_V8.5`$ or so, so the fact that these galaxies contain brighter clusters than less cluster-rich systems may just be a statistical effect.
There does not seem to be any SFR threshold for formation of YMCs. Instead, the number of YMCs formed and the efficiency of YMC formation appear to increase steadily with the star formation rate. This also raises the question whether massive star clusters are good tracers of the star formation history in a galaxy, as they have often been used in the Magellanic Clouds. For example, the apparent lack of massive star clusters in the LMC in the age range 4 – 10 Gyr (Girardi et al. girardi95 (1995)) has been seen as an indication that the LMC was in a sort of “hibernating” state during this period. However, if the cluster formation efficiency depends upon the star formation rate as suggested by this paper, then the “gap” in the LMC cluster age distribution could merely represent an epoch where star formation proceeded at a somewhat slower, but not necessarily vanishing rate. Indeed, this has been recently demonstrated from field star studies by Dirsch et al. (dirsch99 (1999)).
It still remains to be explained why the formation of YMCs is correlated with the star formation rate. It is not even clear if YMCs form because there is a high SFR, or if the $`T_L(U)`$ – $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ correlation is a consequence of some underlying mechanism that regulates both the SFR and the formation of YMCs. Here we briefly discuss both possibilities in a speculative manner, and consider how they may complement each other.
### 5.1 SFR and cluster formation as resulting from a high gas density
An underlying parameter controlling both the star formation rate and the ability to form bound, massive clusters could be the mean gas density. It is well established that the SFR in a galaxy scales with some power of the gas density. Denoting the total gas surface density $`\mathrm{\Sigma }_{\mathrm{gas}}`$, the Schmidt (schmidt59 (1959)) law may be written as $`\mathrm{\Sigma }_{\mathrm{SFR}}\mathrm{\Sigma }_{\mathrm{gas}}^N`$, where the exponent $`N`$ has a value close to 1.4 (Kennicutt 1998a ). As shown by Kennicutt (1998a ), the Schmidt law provides a surprisingly good description of the SFR in galaxies in terms of a global $`\mathrm{\Sigma }_{\mathrm{gas}}`$ over a wide range of surface gas density, so there is hope that cluster formation may depend on similar global galaxy properties, at least to a first approximation.
The $`T_L(U)`$ – $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ relation in combination with the Schmidt law implies that $`T_L(U)`$ should scale with $`\mathrm{\Sigma }_{\mathrm{gas}}`$ as well. This is at least partly confirmed by the observed correlation between $`T_L(U)`$ and the HI gas surface density, $`\mathrm{\Sigma }_{\mathrm{HI}}`$ (Figs. 4 and 7). A $`T_L(U)`$ – $`\mathrm{\Sigma }_{\mathrm{gas}}`$ relation may follow from the fact that a higher gas density leads to a generally higher ISM pressure ($`P\mathrm{\Sigma }_{\mathrm{gas}}^2`$ where $`P`$ is the pressure, Elmegreen elmegreen99 (1999)). The ISM pressure has been suggested to be one of the dominant parameters governing the formation of strongly bound clusters (Elmegreen & Efremov ee97 (1997)) and acts by producing proto-cluster clouds with higher binding energies, thus preventing them from dispersing too easily once star formation sets in. The clouds will have higher densities so that recombination rates are higher, and smaller fractions of the gas will be ionized by massive stars. Also the dispersive power of stellar winds and supernovae will be lower in a high density environment. All these effects promote a high star formation efficiency, one of the necessary conditions to produce a bound cluster.
A $`T_L(U)`$ – $`\mathrm{\Sigma }_{\mathrm{gas}}`$ relation may thus be explained by saying that the high gas density delivers the required high pressure to form massive clusters. As local fluctuations are always important, we do not expect an overall “threshold” gas density when averaging over a whole galaxy, but as $`\mathrm{\Sigma }_{\mathrm{gas}}`$ increases, the number of regions with the required high density will gradually increase too and naturally lead to the formation of more strongly bound clusters. With a high $`\mathrm{\Sigma }_{\mathrm{gas}}`$ one also expects a fast growth of the protocluster so that higher masses become plausible.
### 5.2 A high SFR as a precondition to form massive clusters
The main effect of a high SFR is to pump energy into the ISM. Can this energy be responsible of creating suitable conditions for globular clusters? According to Elmegreen & Efremov (ee97 (1997)), globular cluster formation needs highly efficient star formation in a high pressure environment.
In order to form a massive, bound cluster two timescales apparently are of importance: The timescale for formation of a cloud core, which is massive enough to host a massive cluster, $`\tau _{\mathrm{cc}}`$, and the time scale for (high-mass) star formation in the cloud core, $`\tau _{\mathrm{sf}}`$.
It is interesting to note that the average density of a proto-YMC cloud prior to the onset of star formation (if the radius of the cluster equals the radius of the proto-cluster cloud)
$$\rho 1.3\times 10^{20}\left(\frac{M}{10^5\text{M}\text{}}\right)\left(\frac{R}{5\mathrm{pc}}\right)^3\mathrm{g}\mathrm{cm}^3$$
(12)
must be quite similar to that observed in cluster-forming clumps in Galactic giant molecular clouds (Lada et al. lada97 (1997)), although the total mass is much larger. In the Milky Way, efficient cluster formation appears to take place only in massive, high-density cloud cores, but not in all such cores (Lada et al. lada97 (1997)). A discriminating factor appears to be the degree of fragmentation within the core, presumably because star formation takes place only in regions with a density higher than $`10^5`$ molecules per cm<sup>3</sup>, or about $`3\times 10^{19}\mathrm{g}\mathrm{cm}^3`$. If such a critical density exists, one could understand $`\tau _{\mathrm{sf}}`$ as the timescale which is needed for the gas to reach this density.
Whatever the formation mechanism of the cloud core is (Elmegreen elmegreen93 (1993)), star formation may not commence early, because the returned energy from massive stars by radiation, outflows and stellar winds presumably will terminate the growth of the cloud core and moreover is a threat to its dynamic stability. If $`\tau _{\mathrm{sf}}\tau _{\mathrm{cc}}`$, the result might be a low mass cluster.
In addition, $`\tau _{\mathrm{sf}}`$ may not vary strongly in the cloud core. If it did so, one expects the outcome again to be not a globular cluster, but a star forming region with many dynamically distinct smaller clusters. i.e. a configuration resembling an association. However, if $`\tau _{\mathrm{sf}}>\tau _{\mathrm{cc}}`$, the cloud core can grow undisturbed by star formation and develop towards a strongly bound state. This may be the case either if the onset of star formation is somehow delayed, or if the formation of the proto-cluster cloud proceeds rapidly.
Any attempt to construct a scenario is hampered by the fact that even the physical cause for the onset of star formation (e.g. ambipolar diffusion, Jeans instabilities, thermal instabilities) is not yet clearly identified. However, star formation in general means to put matter into a state of strongly negative potential energy, so there is demand for an external energy input to delay star formation, even if the exact process is not known.
Part of the required energy may come from early low-mass star formation within the cloud (Tan tan99 (1999)), but in order to maintain energy equilibrium in a large, massive cloud, external heat sources might also be necessary. At the highest densities ($`10^5\mathrm{cm}^3`$) the thermal pressure may become able to compete with or even dominate over magnetic pressure (Pringle pringle89 (1989)), so an energy input may also prevent premature star formation by Jeans or thermal instability (Murray & Lin ml89 (1989)).
A high overall star formation rate naturally provides a number of energy sources, not only in the form of radiation from massive stars. Other possibilities are supersonic motions in the gas, induced by supernova shells or stellar winds. These may also help to compress proto-cluster clouds, so that large amounts of gas can be collected at high densities more easily, and fast enough to form a bound cluster. There is, in fact, some evidence that the formation of massive clusters marks the culmination of episodes of vivid star formation (Larson larson93 (1993)).
These arguments apply not exclusively to massive clusters, but it is conceivable that more extreme external conditions can lead to denser, more massive clusters. This is in good agreement with the observed continuous dependence of $`T_L(U)`$ on $`\mathrm{\Sigma }_{\mathrm{SFR}}`$.
### 5.3 The relation to old globular clusters
Within the scenarios described above, some findings regarding the systematics of globular clusters in early-type galaxies become understandable. The relevant labels can be called “hot” and “cold” dynamical environments. Cluster formation in orderly rotating gaseous disks, a “cold” dynamical environment, may not be supported without the impact of a high star formation rate. In the dynamically “hot” bulges and halos, the external energy supply comes from turbulent motions in the ambient medium which acts as a reservoir.
A striking feature regarding cluster populations in elliptical galaxies is the high specific frequency of central galaxies in clusters like M87 and NGC 1399. At least in the case of NGC 1399, these can be understood by the early infall of a population of dwarf galaxies into the Fornax cluster (Hilker et al. hilker99 (1999)). The infall velocities are of the order hundreds of km/s and the kinematic situation is similar to those in starburst galaxies. A lot of energy can by dissipated and very suitable conditions for cluster formation are provided.
The same interpretation may be valid for the relation between the specific frequency of globular cluster systems and the environmental galaxy density of the host galaxies (West west93 (1993)): The higher the galaxy density, the more frequent galaxy interaction with violent star formation must have been, leading to higher cluster formation efficiencies.
This might have been generally the case in the very early Universe, when the average star formation rates were much higher than nowadays. The old halo globular cluster systems of “normal” galaxies, which belong to the oldest stellar populations in galaxies, have been formed during this period, which quite naturally provided suitable conditions for massive cluster formation.
## 6 Conclusions
We have studied the cluster systems of the 21 galaxies in the sample of Larsen & Richtler (lr99 (1999)) together with literature data for some additional galaxies. It has been demonstrated that the specific $`U`$-band luminosity of the cluster systems, $`T_L(U)`$ (Eq. (3)) correlates with host galaxy parameters indicative of the star formation rate, in particular the $`B`$-band surface brightness ($`m_{25}`$) and IRAS far-infrared fluxes. Using the FIR fluxes to derive star formation rates (SFR) and obtaining the area-normalised SFR ($`\mathrm{\Sigma }_{\mathrm{SFR}}`$), we find an even stronger correlation with $`T_L(U)`$, which seems to indicate that the formation of YMCs is favoured in environments with active star formation. However, this does not imply that YMCs form only in bona-fide starbursts, but rather that the cluster formation efficiency as measured by $`T_L(U)`$ increases steadily with $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ and that the formation of YMCs in starbursts and mergers may just be extreme cases of a more general phenomenon.
We have also compared the $`T_L(U)`$ values with integrated HI gas surface densities ($`\mathrm{\Sigma }_{\mathrm{HI}}`$) and find a correlation here as well. Since $`T_L(U)`$ and $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ are correlated, this is an expected consequence of the fact that $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ scales with some power of the gas surface density $`\mathrm{\Sigma }_{\mathrm{gas}}`$ (Kennicutt 1998a ).
Although the two amorphous dwarfs NGC~1569 and NGC~1705 have rather high $`T_L(U)`$ values for their star formation rates, we do not see any examples of *cluster-poor* galaxies with a *high* $`\mathrm{\Sigma }_{\mathrm{SFR}}`$. In other words, a galaxy contains large numbers of YMCs whenever $`\mathrm{\Sigma }_{\mathrm{SFR}}`$ is high enough, although the physical relation is not yet well understood. Formation of a rich cluster system does not require a strong spiral density wave, for example, since the flocculent galaxy NGC~7793 has a high $`T_L(U)`$. Interaction with nearby neighbours does not appear to be necessary either, as illustrated by NGC~1156 which has been labeled “the less disturbed galaxy in the Local Universe” (Karachentsev et al. kara96 (1996)), but nevertheless contains a rich population of YMCs.
Some mechanisms were outlined which may explain why massive star clusters form at a high efficiency in environments with a high SFR: A generally high SFR acts as an energy source that keeps molecular clouds in an equilibrium state and allows massive clouds to contract to a high density before high-mass star formation sets in. Once the required high average density to form a YMC is reached (about $`10^4`$ cm<sup>-3</sup>), star formation proceeds rapidly and at a high efficiency within the clouds, because the high pressure in the ambient medium keeps the proto-cluster clouds from dispersing (Elmegreen & Efremov ee97 (1997)).
###### Acknowledgements.
This research was supported by the Danish Natural Science Research Council through its Centre for Ground-Based Observational Astronomy. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration. We would like to thank B. Elmegreen for interesting discussions. |
warning/0001/cond-mat0001009.html | ar5iv | text | # History dependence of peak effect in CeRu2 and V3Si: an analogy with the random field Ising systems
## I Introduction
Non-equilibrium properties associated with the peak-effect (PE) in the C15-Laves phase superconductor CeRu<sub>2</sub> have drawn some attention in recent years 1 ; 2 ; 3 . It is observed that in certain field (H) – temperature (T) regime (which includes part of the PE regime), the field-cooled (FC) vortex state in CeRu<sub>2</sub> is more disordered than the vortex state obtained by isothermal variation of H after zero field cooling (ZFC). This FC vortex state in CeRu<sub>2</sub> is quite metastable in nature and susceptible to external fluctuations 2 . The origin of PE and the associated non-equilibrium properties in CeRu<sub>2</sub> remain a matter of debate and various possibilities, starting from a underlying phase transition1 ; 4 ; 5 ; 6 ; 7 to dynamical crossover in flux-pinning properties 8 ; 9 , have been put forward.
In a recent communication 3 we have drawn analogy between the ZFC/FC response of the vortex state in and around the PE regime of CeRu<sub>2</sub> and the ZFC/FC response of a random field Ising systems (RFIM). Through dc magnetization study in polycrystalline samples of CeRu<sub>2</sub>, we had shown that the magnetization hysteresis in the FC state is distinctly more than the ZFC state. This relatively large hysteresis in the FC state suggested that the FC state was more disordered. It should be recalled here that in the RFIM systems while there exists a long range order in the ZFC state, the same is absent in the FC state; instead the FC state is frozen into a disordered domain structure, which is quite metastable in nature 10 ; 11 . The analogous behaviour (if not the exact similarity) of these two disparate class of systems has motivated us to investigate more in this direction. In this communication we shall present results of transport properties measured on good quality single crystals of CeRu<sub>2</sub> and V<sub>3</sub>Si. While the present results on CeRu<sub>2</sub> will enhance our earlier picture 3 obtained through dc magnetization study on polycrystalline samples, the additional results on the well known superconductor V<sub>3</sub>Si will probably indicate more universality of the concerned features. We point out here that, although there exists report of PE in V<sub>3</sub>Si 12 , our results (described below) will show the existence of history effect and metastability associated with the PE of V<sub>3</sub>Si.
## II Experimental
The single crystal samples of CeRu<sub>2</sub> and V<sub>3</sub>Si used in this study are prepared by Dr. A. D. Huxley 13 and Dr. A. Menovsky 14 respectively, and the details of the sample preparation and characterization can be found in the references 13 and 14. The residual resistivity ratio for the CeRu<sub>2</sub> and V<sub>3</sub>Si samples are 15 and 47 respectively 13 ; 14 . The electrical resistance measurements are performed using the standard linear four probe method. A superconducting magnet and cryostat system (Oxford Instruments, UK) is used to obtain the required temperature (T) and magnetic field (H) environment. In the configuration of our measurement the current (I<sub>M</sub>) is passed along the $`<211>`$ direction for the CeRu<sub>2</sub> sample and the $`<100>`$ direction for the V<sub>3</sub>Si sample. In all the measurements the direction of I<sub>M</sub> is kept perpendicular to H. The T<sub>C</sub> for the CeRu<sub>2</sub> and V<sub>3</sub>Si samples (obtained from our zero field resistance measurements) are 6.1 and 16.5K respectively. The magnetic field dependence of the resistance (R(H)) is measured,
1. on zero field cooling (ZFC) the sample to various T ($`<`$T<sub>C</sub>) followed by an isothermal variation of H.
2. on field cooling (FC) the sample across T<sub>C</sub> in a fixed H to T ($`<`$T<sub>C</sub>). This is done for various H at each T.
## III Results and discussion
For a sample of type-II superconductor with pinning, the critical current (I<sub>C</sub>) decreases with the increase in H and goes to zero at the irreversibility field (H$`{}_{irrv}{}^{}`$H<sub>C2</sub> ). However, for superconductors showing PE, I<sub>C</sub>(H) shows a peak or local maximum at an intermediate H value before finally going to zero at H<sub>irrv</sub>. In an isothermal field variation, the consequence of PE will show up in R(H) if the transport current (I<sub>M</sub>) used in the measurement is larger than I<sub>C</sub>(H) for an intermediate H regime but smaller than I<sub>C</sub>(H) in the PE regime. In such a situation one would observe a flux flow resistivity at fields H where I$`{}_{M}{}^{}>`$I<sub>C</sub>(H) but the resistance will once again fall back to zero in the PE regime where I$`{}_{M}{}^{}<`$ I<sub>C</sub>(H). Adjusting our measuring current I<sub>M</sub> appropriately, we show in Fig. 1(a) and 1(b) the R vs H plots with distinct signatures of PE for CeRu<sub>2</sub> and V<sub>3</sub>Si.
(Although we have results obtained with various other measuring currents at different temperatures, for the sake of clarity and conciseness we shall use these two representative figures for further discussions in the present work). The intermediate flux-flow regime ( 0.8T$``$H$``$1.24T for CeRu<sub>2</sub> and 1.9T$``$H$``$3.47T for V<sub>3</sub>Si) and the PE regime ( 1.25T$``$H$``$1.37T for CeRu<sub>2</sub> and 3.48T$``$H$``$3.62T for V<sub>3</sub>Si) are very clear in these figures. As H approaches H<sub>irrv</sub>, the flux-flow resistivity starts appearing again which ultimately leads to the normal state behaviour at H<sub>C2</sub>.
The PE regime for the CeRu<sub>2</sub> sample identified in our present transport measurements agrees well with that obtained earlier with the magnetic measurements 2 ; 3 . A comparison with the sole magnetic measurement (to our knowledge) on V<sub>3</sub>Si12 leads to a similar conclusion.
We shall now focus on the field-history dependence of the resistance in both CeRu<sub>2</sub> and V<sub>3</sub>Si. The value of I<sub>M</sub> was chosen for the two samples was such that the intermediate field flux-flow was observed in both the systems when the field is varied isothermally in the ZFC mode. The measured resistance is, however, found to be zero in the same field regime, when the measurement is performed following the FC protocol (see Fig.2). This clearly indicates that in this intermediate field regime I<sub>C</sub>(H) is greater than I<sub>M</sub> in the FC mode while I<sub>M</sub> is greater than I<sub>C</sub>(H) in the ZFC mode. Thus, I<sub>C</sub>(H) is higher in the FC mode than in the ZFC mode. A related history dependence of I<sub>C</sub> in polycrystalline sample of CeRu<sub>2</sub> has earlier been reported by Dilley et al 9 . All these results of transport properties measurements, we believe, are correlated to the anomalous FC response observed in and around the PE regime of CeRu<sub>2</sub> in various magnetic measurements 2 ; 3 ; 15 .
However, (to our knowledge) no such report of history effects exists for V<sub>3</sub>Si either in magnetic properties or in transport properties. Similar field-history effects are well known in the RFIM systems10 ; 11 ; 16 . Most experimental information in this regard has been obtained from various diluted antiferromagnets in an applied magnetic field. In ZFC mode, the diluted antiferromagnet is cooled (in zero field) through the zero-field Neel transition temperature. The resultant long range magnetic order is preserved when an external magnetic field is switched on at low temperatures. This long range order, however, gradually decreases on heating the sample to the high temperature paramagnetic phase. However, on cooling back now from the paramagnetic phase in the presence of the applied field (i.e. in the FC mode), the sample develops a short range ordered domain state 10 ; 11 ; 16 . The similarity with the vortex state in CeRu<sub>2</sub> and V<sub>3</sub>Si is apparent here, namely the higher I<sub>C</sub> in the FC vortex state of these systems clearly argues for a relatively more disordered FC vortex state.
To draw the analogy further, we shall now deal with the metastability of the FC state. It has been observed experimentally that the FC state in the RFIMs are unstable to field and temperature cycling below the phase boundary ; the FC state tend to get back the long range order through such cycling 16 ; 17 . To show the similar effects in the FC vortex state of CeRu<sub>2</sub> and V<sub>3</sub>Si we subject the sample to field cycling after the initial field cooling experiment. We have found that the intermediate field zero resistance state is readily destroyed by a subsequent field cycling through a small value (of the order of few tens of mT) and the corresponding ZFC state flux-flow resistance is recovered (see Fig. 2). Such metastability is not observed in the low H regime ( H $`<`$ 0.8T for CeRu<sub>2</sub> and H$`<`$1.9T for V<sub>3</sub>Si) and inside the PE regime ( 1.25T$`<`$H$`<`$1.37T for CeRu<sub>2</sub> and 3.48T$`<`$H$`<`$3.62T for V<sub>3</sub>Si); the zero resistance state is quite stable to any field cycling in these H-regime.
A continuous phase transition from an elastic vortex solid (or Bragg-glass) to a plastic vortex solid (or Vortex-glass) has been put forward as an explanation of the PE in various HTSC materials 18 . However, any ZFC/FC history effect has not been associated with the PE in these materials so far. Although it is widely accepted that the PE in CeRu<sub>2</sub> indicates a transition from a relatively ordered vortex solid to a disordered vortex solid1 ; 2 ; 4 ; 5 ; 6 ; 7 ; 8 ; 9 the exact nature of this transition remains a matter of debate. We have earlier suggested that the existence of a first order thermodynamic phase transition and the associated supercooling can explain various interesting features associated with PE in CeRu<sub>2</sub> including the history effects 1 ; 6 ; 7 . Here the history effect is associated with the supercooling of the high field high temperature disordered vortex state (with enhanced pinning) across the transition line. This picture gains further weight by our recent theoretical argument that the range of supercooling will be more while varying the temperature than while varying the field 19 . The experimental support in this regard already existed in magnetic studies of CeRu<sub>2</sub>, and further support is obtained through our present transport measurements. There is a finite hysteresis in the field variation of the resistance in CeRu<sub>2</sub> between the ascending and the descending field cycle (see inset of Fig. 1(a)). Such a hysteresis in the isothermal field variation of R(H), however, is not very distinct for V<sub>3</sub>Si. As shown in Fig.2, the path dependence of R(H) is very clear for both CeRu<sub>2</sub> and V<sub>3</sub>Si when the vortex state prepared through the FC protocol. In spite of all these arguments, we must point out here that a definite microscopic experimental evidence in support of (or against) a first order phase transition in CeRu<sub>2</sub> is yet to appear. The analogy with the RFIM systems continues here, since the question regarding the underlying phase transition is yet to be settled in the RFIM systems also 11 ; 20 .
## IV Conclusion
We have presented results of transport measurements in CeRu<sub>2</sub> which, in conjunction with our earlier magnetic measurements 3 , show clear analogy between the vortex state of CeRu<sub>2</sub> around the PE regime and the RFIM systems. Our study shows that like in RFIM systems, the FC vortex state in CeRu<sub>2</sub> is relatively more disordered and metastable in character. In addition, we have shown here the existence of the same features in the well known superconductor V<sub>3</sub>Si.
Figure Captions
* (a) Resistance (R) vs field (H) plot for CeRu<sub>2</sub> obtained in the ZFC mode at 5K with I<sub>M</sub> = 100 mA. Open squares (open triangles) denote the data points in the ascending (descending) H cycle. The inset shows the hysteresis in R(H) between the ascending and the descending H cycle, at the onset of the PE regime. (b) Resistance (R) vs Field (H) plot for V<sub>3</sub>Si at 14.5K with I<sub>M</sub> = 85 mA.
* (a) Metastable behaviour of R(H) of CeRu<sub>2</sub> obtained in the FC mode at 5K with I<sub>M</sub> = 100 mA. Solid circles denote R(H) values obtained after field cooling in various H values. Filled triangles denote R(H) values obtained after a field cycling of maximum 25 mT subsequent to the first FC measurement at the corresponding H. Solid and dashed lines denote the R(H) obtained in the isothermal ZFC mode in the ascending and descending H respectively (same as in Fig. 1(a)). (b) Metastable behaviour of R(H) of V<sub>3</sub>Si obtained in the FC mode at 14.5K with I<sub>M</sub> = 85 mA. Solid circles denote R(H) values obtained after field cooling in various H values. Filled triangles denote R(H) values obtained after a field cycling of maximum 50 mT subsequent to the first FC measurement at the corresponding H. Solid and dashed lines denote the R(H) obtained in the isothermal ZFC mode in the ascending and descending H respectively (same as in Fig. 1(b)). |
warning/0001/hep-ph0001064.html | ar5iv | text | # Contribution of the direct decay ϕ→𝜋⁺𝜋⁻𝛾 to the process 𝑒⁺𝑒⁻→𝜋⁺𝜋⁻𝛾 at DAΦNE
## I Introduction
Investigation of CP violation is the most important physical goal of DA$`\mathrm{\Phi }`$NE, a high luminosity $`e^+e^{}`$ collider which operates on the $`\varphi (1020)`$ resonance. However, thanks to high luminosity, there will be a substantial amount of data which may be used to advance our knowledge on low energy hadron dynamics and even contribute to precision electroweak measurements .
Recently it was suggested , that the annihilation cross section $`\sigma (e^+e^{}\mathrm{hadrons})`$ at energies below the mass of the $`\varphi `$ resonance may be studied at DA$`\mathrm{\Phi }`$NE using reaction $`e^+e^{}\mathrm{hadrons}+\gamma `$. By tagging the photon it is possible to determine the pion form factor at the momentum transfer below the mass of the $`\varphi `$ meson . There are several possibilities to improve further the analysis of and in this paper we consider the contribution of the direct rare decay $`\varphi \pi ^+\pi ^{}\gamma `$ to the reaction $`e^+e^{}\pi ^+\pi ^{}\gamma `$. Using the terminology of , the direct decay contributes to the final state radiation which, for the purpose of the cross section measurement, has to be suppressed by an appropriate choice of cuts on the photon and pion angles and energies. One of the aims of the present paper is to find out how the contribution of the direct decay affects the analysis of Ref..
Besides that, the rare decay $`\varphi \pi ^+\pi ^{}\gamma `$ is an interesting process by itself. As one deals here with the low energy limit of QCD, the first principles calculations are not possible and one has to resort to various models . Since the number of models is flourishing, we think that the experiments should distinguish between them. In principle, that can be achieved by studying the low energy region of the photon spectrum in the reaction $`e^+e^{}\pi ^+\pi ^{}\gamma `$ , but it is not an easy task. The reason is that the relative phases of the direct decay $`\varphi \pi ^+\pi ^{}\gamma `$ and the pure QED processes (initial (ISR) and final (FSR) state radiation) are not predicted by these models. As a consequence, the sign of the interference term<sup>*</sup><sup>*</sup>*Let us note that for symmetric cuts on the pions angles the initial state radiation does not contribute to the interference term because of charge parity conservation. appears to be to a large extent arbitrary. If one assumes that the interference is destructive, the branching ratio of the direct decay becomes very small, $`\mathrm{BR}(\varphi \pi ^+\pi ^{}\gamma )4\times 10^5`$. Under such circumstances, a detailed study of the decay $`\varphi \pi ^+\pi ^{}\gamma `$ will be rather difficult, requiring high statistics and a careful control over efficiencies in order to discriminate between different models by fitting the photon spectrum.
In this paper we report on the implementation of the direct decay $`\varphi \pi ^+\pi ^{}\gamma `$ into the Monte Carlo event generator for pure QED process $`e^+e^{}\pi ^+\pi ^{}\gamma `$ described in . Our implementation permits to choose between different models for the decay $`\varphi \pi ^+\pi ^{}\gamma `$. A clear advantage of having a Monte Carlo event generator for these studies is that it allows to keep control over efficiencies and resolution of the detector, fine tuning of the parameters and also provides for the possibility to generate realistic distributions where the reaction $`e^+e^{}\pi ^+\pi ^{}\gamma `$ is accompanied by radiation of photons collinear to electrons and positrons .
## II The matrix element for $`\pi ^+\pi ^{}\gamma `$ final state
The matrix element for the direct decay $`\varphi \pi ^+\pi ^{}\gamma `$ is parameterized as:
$$_0=ief_\varphi (Q^2,Qq)ϵ_{\varphi }^{}{}_{}{}^{\mu }d_{\mu \alpha }ϵ^\alpha ,d_{\mu \alpha }=(Qq)g_{\mu \alpha }q_\mu Q_\alpha ,$$
(1)
where $`ϵ_\varphi `$ and $`ϵ`$ are polarizations of the $`\varphi `$ meson and the photon, respectively; $`q`$ is the momentum of the photon and $`Q`$ is the momentum of the $`\varphi `$. The function $`f_\varphi (Q^2,Qq)`$ in Eq.(1) is the form factor for the direct decay. Its exact form depends on the chosen model.
Considering production of the $`\varphi `$ meson in $`e^+e^{}`$ collision with the center of mass energy squared $`s=Q^2`$ and its subsequent decay to $`\pi ^+\pi ^{}\gamma `$ final state, we find:
$$_\varphi =\frac{ie^3}{Q^2}F_\varphi (Q^2,Qq)\overline{v}(p_2)\gamma _\mu u(p_1)d_{\mu \alpha }ϵ^\alpha ,$$
(2)
where the form factor $`F_\varphi `$ is defined as:
$$F_\varphi =\frac{g_{\varphi \gamma }f_\varphi }{Q^2M_\varphi ^2+iM_\varphi \mathrm{\Gamma }_\varphi }.$$
(3)
The coupling constant $`g_{\varphi \gamma }`$ describes the mixing of the photon and the $`\varphi `$ meson and can be determined from the decay width of the $`\varphi `$ meson into electron positron pair. Using
$$\mathrm{\Gamma }(\varphi e^+e^{})=\frac{4\pi }{3}\frac{g_{\varphi \gamma }^2\alpha ^2}{M_\varphi ^3}$$
(4)
and $`\mathrm{\Gamma }(\varphi e^+e^{})=1.324610^6\mathrm{GeV}`$, $`M_\varphi =1.0194\mathrm{GeV}`$, one obtains $`g_{\varphi \gamma }=7.92910^2\mathrm{GeV}^2`$.
Consider now the QED process $`e^{}(p_1)+e^+(p_2)\pi ^+(\pi _1)+\pi ^{}(\pi _2)+\gamma (q)`$. The initial state radiation amplitude reads:
$$_{isr}=\frac{ie^3F_\pi (Q_1^2)}{Q_1^2}\overline{v}(p_2)\left[\frac{\gamma _\mu (\widehat{p}_1\widehat{q})\gamma _\alpha }{2p_1q}+\frac{\gamma _\alpha (\widehat{p}_2+\widehat{q})\gamma _\mu }{2p_2q}\right]u(p_1)\pi ^\mu ϵ^\alpha ,$$
(5)
where $`Q_1=\pi _1+\pi _2`$ and $`\pi =\pi _1\pi _2`$.
For the amplitude of the final state radiation we obtain:
$`_{fsr}={\displaystyle \frac{ie^3F_\pi (Q^2)}{Q^2}}\overline{v}(p_2)\gamma _\mu u(p_1)`$ (6)
$`\times \left[{\displaystyle \frac{2\pi _2^\alpha +q^\alpha }{2\pi _2q}}(\pi ^\mu +q^\mu )+{\displaystyle \frac{(2\pi _1^\alpha q^\alpha )}{2\pi _1q}}(\pi ^\mu q^\mu )2g^{\alpha \mu }\right]ϵ_\alpha .`$ (7)
Then, the differential cross section for $`e^+e^{}\pi ^+\pi ^{}\gamma `$ can be written as:
$$\mathrm{d}\sigma _{\mathrm{total}}=\mathrm{d}\sigma _{\mathrm{QED}}+\mathrm{d}\sigma _\varphi ,$$
(8)
where $`\mathrm{d}\sigma _{\mathrm{QED}}`$ is the contribution considered in
$$\mathrm{d}\sigma _{\mathrm{QED}}|_{isr}+_{fsr}|^2,$$
(9)
and
$$\mathrm{d}\sigma _\varphi \left[|_\varphi |^2+2\mathrm{R}\mathrm{e}\left\{_{isr}^{}_\varphi \right\}+2\mathrm{R}\mathrm{e}\left\{_{fsr}^{}_\varphi \right\}\right]$$
(10)
includes the amplitude of the direct decay. One sees that $`\mathrm{d}\sigma _\varphi `$ contains different interference terms. For this reason one might expect a significant dependence of the $`\varphi \pi ^+\pi ^{}\gamma `$ signal on the relative phases of $`_\varphi `$ and $`_{isr}+_{fsr}`$. We will show below that this is indeed the case. We now describe three different models for the direct decay $`\varphi \pi ^+\pi ^{}\gamma `$ that are implemented in our event generator.
1. “No structure” model .
In this case the decay $`\varphi \pi ^+\pi ^{}\gamma `$ occurs through two subsequent transitions $`\varphi f_0\gamma \pi ^+\pi ^{}\gamma `$. The form factor $`f_\varphi `$ in Eq.(1) becomes:
$$f_\varphi ^{nostr.}=\frac{g_{\varphi f_0\gamma }g_{f_0\pi ^+\pi ^{}}}{m_{f_0}^2Q_1^2im_{f_0}\mathrm{\Gamma }_{f_0}}.$$
(11)
The coupling constants in the above equation can be estimated by using the information on the branching ratio $`\mathrm{Br}(\varphi f_0\gamma )`$ and on the branching ratio $`\mathrm{Br}(f_0\pi ^+\pi ^{})`$. One obtains :
$$|g_{\varphi f_0\gamma }g_{f_0\pi ^+\pi ^{}}|=(144\pm 15)\sqrt{\mathrm{Br}(\varphi f_0\gamma )}.$$
Needless to say, that the region of applicability of this model is restricted to relatively soft photons, when the $`f_0`$ meson in the intermediate state is not too far off shell. For this reason, when implementing this model into the event generator, we have introduced an additional exponential damping factor which suppresses the emission rate for high energy photons :
$$f_\varphi ^{nostr.}1.625\times f_\varphi ^{nostr.}\mathrm{exp}\left\{\frac{(Qq)}{\mathrm{\Delta }^2}\right\},$$
(12)
with $`\mathrm{\Delta }=0.3\mathrm{GeV}`$ .
2. $`K^+K^{}`$ model .
In this model one also has a two step transition, similar to “no structure” model. However, the $`\varphi f_0\gamma `$ decay amplitude is generated dynamically through the loop of charged kaons. The form factor $`f_\varphi `$ in Eq.(1) reads:
$$f_\varphi ^{K^+K^{}}=\frac{g_{\varphi K^+K^{}}g_{f_0\pi ^+\pi ^{}}g_{f_0K^+K^{}}}{2\pi ^2m_K^2(m_{f_0}^2Q_1^2im_{f_0}\mathrm{\Gamma }_{f_0})}I(\frac{m_\varphi ^2}{m_K^2},\frac{Q_1^2}{m_K^2}).$$
(13)
The coupling constants $`g_{\varphi K^+K^{}},g_{f_0\pi ^+\pi ^{}},g_{f_0K^+K^{}}`$ can be estimated by using the information on corresponding decay rates :
$$\frac{g_{\varphi K^+K^{}}^2}{4\pi }=1.66,\frac{g_{f_0\pi ^+\pi ^{}}^2}{4\pi m_{f_0}^2}=0.105,\frac{g_{f_0K^+K^{}}^2}{4\pi }=0.6\mathrm{GeV}^2,$$
(14)
and $`I(a,b)`$ is the function known in the analytic form :
$$I(a,b)=\frac{1}{2(ab)}\frac{2}{(ab)^2}\left[f(b^1)f(a^1)\right]+\frac{a}{(ab)^2}\left[g(b^1)g(a^1)\right].$$
(15)
The functions $`f(x)`$ and $`g(x)`$ are given by:
$$\begin{array}{c}f(x)=\{\begin{array}{cc}\mathrm{arcsin}^2\frac{1}{2\sqrt{x}}x>\frac{1}{4},& \\ \frac{1}{4}[\mathrm{ln}\frac{\eta _+}{\eta _{}}i\pi ]^2x<\frac{1}{4},& \end{array}\hfill \\ g(x)=\{\begin{array}{cc}\sqrt{4x1}\mathrm{arcsin}\frac{1}{2\sqrt{x}}x>\frac{1}{4},& \\ \frac{1}{2}\sqrt{14x}[\mathrm{ln}\frac{\eta _+}{\eta _{}}i\pi ]x<\frac{1}{4},& \end{array}\hfill \end{array}$$
(16)
with $`\eta _\pm =(1\pm \sqrt{14x})/(2x)`$.
3. Chiral Unitary Approach ($`U\chi PT`$) .
In this case the decay $`\varphi \pi ^+\pi ^{}\gamma `$ occurs through a loop of charged kaons that subsequently annihilate into $`\pi ^+\pi ^{}\gamma `$. The $`f_0`$ resonance is generated dynamically by unitarizing the one-loop amplitude. Using notations of Ref., the form factor $`f_\varphi `$ in Eq.(1) reads:
$$f_\varphi ^{U\chi PT}=t_{\mathrm{ch}}\left\{\frac{G_VM_\varphi }{f_\pi ^22\sqrt{2}\pi ^2m_K^2}I(\frac{m_\varphi ^2}{m_K^2},\frac{Q_1^2}{m_K^2})+\frac{\sqrt{2}}{M_\varphi f_\pi ^2}\left(\frac{F_V}{2}G_V\right)G_{K^+K^{}}\right\},$$
(17)
where the coupling $`G_V`$ and $`F_V`$ are related to the decays $`\varphi K^+K^{}`$ and $`\varphi e^+e^{}`$, respectively, $`f_\pi `$ is the pion decay constant and $`I(a,b)`$ is the function given in Eq.(15). $`G_{K^+K^{}}`$ is defined by the integral:
$$G_{K^+K^{}}=\frac{1}{2\pi ^2}_0^{q_{\mathrm{max}}}\frac{q^2dq}{\sqrt{q^2+m_K^2}\left(Q_1^24(q^2+m_K^2)+iϵ\right)}.$$
(18)
In Eq.(17) $`t_{\mathrm{ch}}`$ is the strong scattering amplitude
$$t_{\mathrm{ch}}=\frac{1}{\sqrt{3}}t_{K\overline{K},\pi \pi }^{I=0}.$$
(19)
The scattering amplitude $`t_{K\overline{K},\pi \pi }^{I=0}`$ is determined by using chiral perturbation theory (see Ref.). We have used the following values for the above constants: $`G_V=0.055\mathrm{GeV}`$, $`F_V=0.165\mathrm{GeV}`$, $`f_\pi =0.093\mathrm{GeV}`$, $`q_{\mathrm{max}}=0.9\mathrm{GeV}`$.
In Fig.1 we present a comparison of the photon spectrum obtained using the event generator and retaining only the term $`|_\varphi |^2`$ in the cross section (cf. Eq.(10)), with the analytic expressions from Refs.. One sees a good agreement between the Monte Carlo simulation and the analytic results. Note also, that different models predict different shapes of the photon spectrum.
## III Studying the direct decay $`\varphi \pi ^+\pi ^{}\gamma `$ at DA$`\mathrm{\Phi }`$NE
We now address the question of whether precision studies of the direct decay $`\varphi \pi ^+\pi ^{}\gamma `$ are possible at DA$`\mathrm{\Phi }`$NE. While writing the general formula for the process $`e^+e^{}\pi ^+\pi ^{}\gamma `$, we have pointed out that the observable signal of $`\varphi \pi ^+\pi ^{}\gamma `$ might strongly depend on the interference with the FSR. The $`f_0`$ signal may be enhanced if the sign between $`|_\varphi |^2`$ and $`2\mathrm{R}\mathrm{e}\left\{_{fsr}^{}_\varphi \right\}`$ is the same (constructive interference) or may be reduced in the opposite case (destructive interference).
In Fig.2 we present the spectrum of photons in the reaction $`e^+e^{}\pi ^+\pi ^{}\gamma `$ in the situation when the invariant mass of two pions is close to the mass of the $`f_0`$ meson. We consider both constructive and destructive interference and generate events with and without collinear radiation, but initial and final state radiation is always kept. One sees from Fig.2 that the collinear radiation results in the reduction of the signal. However, if the tagged photon is emitted at a relatively large angle, the effect of collinear radiation can be partially removed by combining the information on the position of the neutral cluster in the calorimeter with the directions of the charged pions determined with the drift chamber. In this case the kinematics of the reaction becomes over-constrained and it is possible to restore the “actual” center of mass energy for any given event. This will require a dedicated analysis, however.
Fig.3 shows the signal-to-background ratio
$$S/B=\frac{\mathrm{d}\sigma _{\mathrm{total}}}{\mathrm{d}\sigma _{\mathrm{QED}}}$$
(20)
for different models. As expected, the sign of the interference affects not only the magnitude of the decay $`\varphi \pi ^+\pi ^{}\gamma `$, but also the shape of the distribution. The models where the structure of the $`f_0`$ meson is assumed show a broader signal for the constructive interferenceThe excess of events is significant in the region of photon energies $`20\mathrm{MeV}<E_\gamma <100\mathrm{MeV}`$. than in the opposite case. In addition, the “no structure” model does not show a clear peak in the case of destructive interference and the $`U\chi PT`$ model in the case of constructive interference.
The number of events required to separate the signal from the background can be obtained by estimating the necessary number of events in the energy region around the $`f_0`$ peak. We require the statistical error to be smaller than $`10`$% of the signal itself. Hence,
$$\delta N\frac{\mathrm{\Delta }N}{10},$$
(21)
where $`\mathrm{\Delta }N`$ is the number of events due to direct decay of the $`\varphi `$ meson:
$$\mathrm{\Delta }N=N_{\mathrm{total}}N_{\mathrm{QED}}.$$
(22)
If we introduce a parameter $`\xi `$ such that
$$N_{\mathrm{total}}=(1+\xi )N_{\mathrm{QED}},$$
(23)
Eq.(21) takes the form:
$$\delta N\frac{\xi N_{QED}}{10}.$$
(24)
The value of $`\xi `$ can be estimated from the $`S/B`$ ratio shown in Fig.3. Using the standard formula for statistical fluctuation, $`\delta N=\sqrt{N_{\mathrm{total}}}`$, we estimate the number of events required to separate the contribution of $`\varphi \pi ^+\pi ^{}\gamma `$ from the QED background:
$$N_{\mathrm{QED}}(1+\xi )\left(\frac{10}{\xi }\right)^2,\frac{N_{\mathrm{QED}}}{ϵ\sigma _{\mathrm{QED}}}.$$
(25)
Here $`ϵ`$ is the overall detector efficiency for $`\pi ^+\pi ^{}\gamma `$ events and $``$ is the required integrated luminosity.
The results are summarized in Table I. We use $`ϵ=0.5`$ and $`\sigma _{\mathrm{QED}}=2.1\mathrm{nb}`$ with the cuts $`|\mathrm{cos}\theta _\gamma |<0.9`$, $`|\mathrm{cos}\theta _{\pi ^\pm }|<0.9`$, $`|\mathrm{cos}\theta _{\pi \gamma }|<0.9`$ ( without collinear radiation). When the collinear radiation is included, $`\sigma _{\mathrm{QED}}`$ is reduced to approximately $`2\mathrm{nb}`$.
In a similar way we make a rough estimate of the number of events and the luminosity required to discriminate between different models for the direct decay. We obtain:
$$N_{\mathrm{QED}}\left(\frac{10}{\xi _{12}}\right)^2,$$
(26)
with
$$\xi _{12}=\xi _1\xi _2,$$
(27)
and $`\xi _{1,2}`$ are the $`\xi `$-parameters for two models under consideration. In Table II we summarize the results. One can see that the required number of events can be accumulated at DA$`\mathrm{\Phi }`$NE in less than one year assuming the luminosity $`=10^{31}\mathrm{cm}^2\mathrm{sec}^1`$. The required luminosity is, however, only indicative.
## IV Direct decay of the $`\varphi `$ meson and the measurement of the electron positron annihilation cross section at DA$`\mathrm{\Phi }`$NE
It was suggested in Ref. that the measurement of $`\sigma (e^+e^{}\mathrm{hadrons})`$ at DA$`\mathrm{\Phi }`$NE for different values of the center of mass energy can be performed by analyzing events with additional hard photon emitted at a relatively large angle ($`\theta _\gamma >7^o`$). The difficulties of this approach are related to the obvious fact that the hard photon can be emitted from both initial and final state of the process. If the ISR takes place, the total energy of the collision is reduced and such events can be used to measure $`\sigma (e^+e^{}\mathrm{hadrons})`$ at different energies. In contrast to that, the photons caused by the FSR represent a background that must be suppressed by applying suitable cuts. Since, to be competitive, the measurement of $`\sigma (e^+e^{}\mathrm{hadrons})`$ for $`\sqrt{s}<1\mathrm{GeV}`$ has to be performed at the one percent level, the practical realization of this idea is a non-trivial experimental task. In Ref. only the QED process was studied. Here we would like to add the direct decay $`\varphi \pi ^+\pi ^{}\gamma `$ which also contributes to the FSR and therefore increases the background. In Fig.4 we show the values of $`(\mathrm{d}\sigma _{\mathrm{total}}/\mathrm{d}E_\gamma )/(\mathrm{d}\sigma _{\mathrm{ISR}}/\mathrm{d}E_\gamma )`$ with and without the contribution of the direct decay. The “pure QED” case was studied in Ref.. The photon energies $`20\mathrm{MeV}<E_\gamma <100\mathrm{MeV}`$ are considered, which corresponds to $`0.836\mathrm{GeV}^2<Q_{\pi ^+\pi ^{}}^2<0.996\mathrm{GeV}^2`$. These invariant masses of two pions include the contribution of the $`f_0`$ resonance and for this reason the largest contribution of the direct decay is expected in this region. The cuts reduce the FSR considerably; nevertheless, its contribution close to $`f_0`$ peak is significant.
As discussed in , even “pure QED” theoretical predictions for the FSR are, strictly speaking, model dependent. It is therefore important to get a handle on it experimentally. In Ref. it was suggested to use the forward-backward asymmetry of the produced pions to control the FSR. The direct decay $`\varphi \pi ^+\pi ^{}\gamma `$ changes the forward-backward asymmetry in the expected manner. Since the contribution of the direct decay is significant only if the invariant mass of the two pions is close to the mass of the $`f_0`$ meson, the forward-backward asymmetry integrated over large range of $`Q_{\pi ^+\pi ^{}}^2`$ is not affected by the direct decay. Hence it can be used to control the models for QED-like final state radiation. On the other hand, by applying the cut $`0.836\mathrm{GeV}^2<Q_{\pi ^+\pi ^{}}^2<0.996\mathrm{GeV}^2`$, we significantly enhance the contribution of the direct decay to forward-backward asymmetry. This is shown in Fig.5 where predictions of $`K^+K^{}`$ model are displayed for both constructive and destructive interference.
## V Conclusions
We have discussed the contribution of the direct decay $`\varphi \pi ^+\pi ^{}\gamma `$ to the process $`e^+e^{}\pi ^+\pi ^{}\gamma `$ at DA$`\mathrm{\Phi }`$NE energies. To facilitate this study, three different models It is relatively straightforward to include other models for the direct decay, for example the four quark model of Ref. , to the event generator. We plan to do that in the nearest future. for the direct decay $`\varphi \pi ^+\pi ^{}\gamma `$ have been implemented into the Monte Carlo event generator described in Ref..
The importance of this decay is twofold. First, it gives the information about the nature of the $`f_0(980)`$ meson. Second, it provides an additional background to the measurement of $`\sigma (e^+e^{}\pi ^+\pi ^{})`$ at different values of the center of mass energy by tagging the hard photon in the reaction $`e^+e^{}\pi ^+\pi ^{}\gamma `$.
We have shown that DA$`\mathrm{\Phi }`$NE has a very good potential to study the nature of $`f_0`$ resonance. Even with moderate luminosity $`=10^{31}\mathrm{cm}^2\mathrm{sec}^1`$, it is possible to discriminate between different models for the decay $`\varphi \pi ^+\pi ^{}\gamma `$ in a relatively short time.
As for the measurement of the hadronic cross section $`\sigma (e^+e^{}\mathrm{hadrons})`$ at $`\sqrt{s}<1\mathrm{GeV}`$ using the process $`e^+e^{}\pi ^+\pi ^{}\gamma `$, we have found that the direct decay $`\varphi \pi ^+\pi ^{}\gamma `$ increases the final state radiation by several percent in the region of pion invariant masses $`0.836\mathrm{GeV}^2<Q_{\pi ^+\pi ^{}}^2<0.996\mathrm{GeV}^2`$, but quickly dies out beyond this region.
Finally, we note that it will also be possible to perform a detailed study of the decay $`\varphi \pi ^o\pi ^o\gamma `$ at DA$`\mathrm{\Phi }`$NE . We believe that it will be quite useful to combine these independent measurements in order to check the theoretical understanding of the $`f_0`$ meson.
## VI Acknowledgments
We are grateful to J.H. Kühn, W. Kluge, G. Pancheri, M. Greco, A. Denig and G. Cataldi for useful discussions and E. Marco for providing us with his code. We also thank M.Pennington for organizing a pleasant EuroDA$`\mathrm{\Phi }`$NE meeting in Durham where part of this work was done.
This work is supported by the EU Network EURODAPHNE, contract FMRX-CT98-0169, by BMBF under the contracts BMBF-06KA860 and BMBF-057KA92P, by the United States Department of Energy, contract DE-AC03-76SF00515, by Graduiertenkolleg “Elementarteilchenphysik an Beschleunigern” at the University of Karlsruhe and by the DFG Forschergruppe “Quantenfeldtheorie, Computeralgebra und Monte-Carlo-Simulation” |
warning/0001/hep-ph0001119.html | ar5iv | text | # On the azimuthal asymmetries in DIS
## 1 Introduction
Recently a first information about azimuthal asymmetries in semi inclusive hadron production on longitudinally (HERMES ) and transversely (SMC ) polarized targets was reported. These asymmetries contain information on the proton transversity distribution.
The three most important (twist-2) parton distributions functions (PDF) in a nucleon are the non-polarized distribution function $`f_1(x)`$, the longitudinal spin distribution $`g_1(x)`$ and the transverse spin distribution $`h_1(x)`$ . The first two have been more or less successfully measured experimentally in classical deep inelastic scattering (DIS) experiments but the measurement of the last one is especially difficult since it belongs to the class of the so-called helicity odd structure functions and can not be seen there. To access these helicity odd structures one needs either to scatter two polarized protons or to know the transverse polarization of the quark scattered from transversely polarized target.
There are several ways to do this:
1. To measure a polarization of a self-analyzing hadron to which the quark fragments in a semi inclusive DIS (SIDIS), e.g. $`\mathrm{\Lambda }`$-hyperon . The drawback of this method however is a rather low rate of quark fragmentation into $`\mathrm{\Lambda }`$-particle ($`2\%`$) and especially that it is mostly sensitive to $`s`$-quark polarization.
2. To use a spin dependent T-odd parton fragmentation function (PFF) responsible for the left-right asymmetry in one particle fragmentation of transversely polarized quark with respect to quark momentum–spin plane. (The so-called ”Collins asymmetry” .)
3. To measure a transverse handedness in multi-particle parton fragmentation , i.e. the correlation of the quark spin 4-vector $`s_\mu `$ and particle momenta $`k^\nu `$, $`ϵ_{\mu \nu \sigma \rho }s^\mu k_1^\nu k_2^\sigma k^\rho `$ ($`k=k_1+k_2+k_3+\mathrm{}`$).
The last two methods are comparatively new and only in the last years some experimental indications to the T-odd PFF have appeared . In this paper we will use this result to extract the information on the proton transversity distribution. More exactly with this result and the calculation of $`h_1(x)`$ in the effective chiral quark soliton model , we compute the azimuthal asymmetries in SIDIS and compare it with the experimental points . A similar work was done recently in the paper where the authors used some adjustable parametrization for the T-odd PFF and some estimations for $`h_1(x)`$. Our approach is free of any adjustable parameters.
In it was shown that the chiral quark–soliton model possesses all features needed for a successful description of the nucleon parton structure: it is essentially a quantum field-theoretical relativistic model with explicit quark degrees of freedom, which allows an unambiguous identification of the quark as well as the antiquark distributions in the nucleon. Owing to its field-theoretical nature the quark and antiquark distributions obtained in this model satisfy all general QCD requirements: positivity, sum rules, inequalities, etc.
Analogous of $`f_1,g_1`$ and $`h_1`$ are the functions $`D_1,G_1`$ and $`H_1`$, which describe the fragmentation of a non-polarized quark into a non-polarized hadron and a longitudinally or transversely polarized quark into a longitudinally or transversely polarized hadron, respectively<sup>1</sup><sup>1</sup>1We use the notation of the work ..
These fragmentation functions are integrated over the transverse momentum $`𝐤_T`$ of a quark with respect to a hadron. With $`𝐤_T`$ taken into account, new possibilities arise. Using the Lorentz- and P-invariance one can write in the leading twist approximation 8 independent spin structures . Most spectacularly it is seen in the helicity basis where one can build 8 twist-2 combinations, linear in spin matrices of the quark and hadron $`𝝈`$, $`𝐒`$ with momenta $`𝐤`$, $`𝐏_h`$.
Especially interesting is a new T-odd and helicity odd structure that describes a left–right asymmetry in the fragmentation of a transversely polarized quark: $`H_1^{}𝝈(𝐤\times 𝐏_h)/kP_h,`$ where the coefficient $`H_1^{}`$ is a function of the longitudinal momentum fraction $`z`$ and quark transverse momentum $`k_T^2`$. The $`P_h`$ is the averaged transverse momentum of the final hadron<sup>2</sup><sup>2</sup>2 Notice different normalization factor compared to , $`P_h`$ instead of $`M_h`$..
Since the $`H_1^{}`$ term is helicity odd, it makes possible to measure the proton transversity distribution $`h_1`$ in semi-inclusive DIS from a transversely polarized target by measuring the left-right asymmetry of forward produced pions (see and references therein).
The problem is that this function was completely unknown both theoretically and experimentally. Meanwhile, the data collected by DELPHI (and other LEP experiments) give a possibility to measure $`H_1^{}`$. The point is that despite the fact that the transverse polarization of a quark ( an antiquark) in Z<sup>0</sup> decay is very small ($`O(m_q/M_Z)`$), there is a non-trivial correlation between transverse spins of a quark and an antiquark in the Standard Model: $`C_{TT}^{q\overline{q}}=(v_q^2a_q^2)/(v_q^2+a_q^2)`$, which reaches rather high values at $`Z^0`$ peak: $`C_{TT}^{u,c}0.74`$ and $`C_{TT}^{d,s,b}0.35`$. With the production cross section ratio $`\sigma _u/\sigma _d=0.78`$ this gives for the average over flavors a value of $`C_{TT}0.5`$.
The spin correlation results in a peculiar azimuthal angle dependence of produced hadrons, if the T-odd fragmentation function $`H_1^{}`$ does exist . A simpler method has been proposed recently by an Amsterdam group . They predict a specific azimuthal asymmetry of a hadron in a jet around the axis in direction of the second hadron in the opposite jet<sup>3</sup><sup>3</sup>3 We assume the factorized Gaussian form of $`P_h`$ dependence for $`H_1^q`$ and $`D_1^q`$ integrated over $`|P_h|`$.:
$`{\displaystyle \frac{\mathrm{d}\sigma }{\mathrm{d}\mathrm{cos}\theta _2\mathrm{d}\varphi _1}}(1+\mathrm{cos}^2\theta _2)\left(1+{\displaystyle \frac{6}{\pi }}\left[{\displaystyle \frac{H_1^q}{D_1^q}}\right]^2C_{TT}^{q\overline{q}}{\displaystyle \frac{\mathrm{sin}^2\theta _2}{1+\mathrm{cos}^2\theta _2}}\mathrm{cos}(2\varphi _1)\right),`$ (1)
where $`\theta _2`$ is the polar angle of the electron and the second hadron momenta $`𝐏_2`$, and $`\varphi _1`$ is the azimuthal angle counted off the $`(𝐏_2,𝐞^{})`$-plane.
This asymmetry was measured using the DELPHI data collection. For the leading particles in each jet of two-jet events, summed over $`z`$ and averaged over quark flavors (assuming $`H_1^{}=_HH_1^{q/H}`$ is flavor independent), the most reliable value of the analyzing power is given by
$$\left|\frac{H_1^{}}{D_1}\right|=(6.3\pm 2.0)\%,$$
(2)
with presumably large systematic errors<sup>4</sup><sup>4</sup>4Close value was also obtained from pion asymmetry in inclusive $`pp`$-scattering ..
## 2 Azimuthal asymmetries
The T-odd azimuthal asymmetry in semi inclusive DIS $`epe^{}\pi ^\pm X`$, which was measured by HERMES consist of two sorts of terms (see Eq. (115)): a twist-2 asymmetry $`\mathrm{sin}2\varphi _h`$ and a twist-3 asymmetry $`\mathrm{sin}\varphi _h`$. Here $`\varphi _h`$ is the azimuthal angle around the $`z`$-axis opposite to direction of virtual $`\gamma `$ momentum in the Lab frame, counted from the electron scattering plane (see Fig. 1). The first asymmetry is proportional to the $`p_T`$-dependent transverse quark spin distribution in longitudinally polarized proton, $`h_{1L}^{}(x,p_T)`$, while the second one contains two parts: one term is proportional to the twist-3 distribution function $`h_L(x)`$ and the second one proportional to the twist-3 interaction dependent correction to the fragmentation function $`\stackrel{~}{H}_L`$. In what follows we will systematically disregard this interaction dependent correction such as correction $`\stackrel{~}{H}_L`$ or $`\stackrel{~}{h}_L`$ <sup>5</sup><sup>5</sup>5The calculations in the instanton model of QCD vacuum supports this assumption ..
In the same approximation, the integrated functions over the quark transverse momentum, $`h_{1L}^{}(x,p_T)`$ and $`h_L(x)`$, are expressed through $`h_1`$ (see Eqs. (C15),(C19))
$$h_{1L}^{(1)}(x)d^2p_T\left(\frac{p_T^2}{2M^2}\right)h_{1L}^{}(x,p_T)=x^2_x^1𝑑\xi h_1(\xi )/\xi ^2=(x/2)h_L(x),$$
(3)
and the longitudinal spin dependent part of the SIDIS integrated over the modulus of the final hadron transverse momentum (assuming a Gaussian distribution) and over $`z`$ reads as<sup>6</sup><sup>6</sup>6Subscript $`U,L,T`$ means unpolarized, longitudinally or transversely polarized beam or target respectively. (see Eq. (115))
$`{\displaystyle \frac{d\sigma _{UL}}{dxdyd\varphi }}`$ $`=`$ $`{\displaystyle \frac{2\alpha ^2s}{Q^4}}S_L[{\displaystyle \frac{2M}{P_h}}{\displaystyle \frac{1y}{1+\frac{p_T^2}{k_T^2}}}\mathrm{sin}2\varphi x^3{\displaystyle \underset{a}{}}e_a^2({\displaystyle _x^1}d\xi h_1^a(\xi )/\xi ^2)H_1^{a/\pi }(z)`$ (4)
$`+`$ $`{\displaystyle \frac{M}{Q}}{\displaystyle \frac{4(2y)\sqrt{1y}}{\sqrt{1+\frac{p_T^2}{k_T^2}}}}\mathrm{sin}\varphi x^3{\displaystyle \underset{a}{}}e_a^2({\displaystyle _x^1}d\xi h_1^a(\xi )/\xi ^2)H_1^{a/\pi }(z)/z],`$
where $`M`$ is the nucleon mass, $`S_L=S\mathrm{cos}\theta _\gamma S(12M^2x(1y)/sy)S`$ is longitudinal with respect to the virtual photon<sup>7</sup><sup>7</sup>7Notice, that in HERMES experiment the target polarization was longitudinal with respect to the incident electron beam. part of the proton polarization $`S`$, $`s=2(Pl)=2ME`$ is the electron-proton c.m. total energy squared, $`Q^2=sxy`$ the modulus of the squared momentum transfer $`q=ll^{}`$, $`x=Q^2/2(Pq)`$, $`y=2(Pq)/s`$. The quantities $`p_T^2`$ and $`k_T^2=P_h^2/z^2`$ are mean square values of the transverse momenta of the quark in distribution and fragmentation functions, respectively.
For the transverse part of the polarization and for the unpolarized target one can write (see Eq. (110) with $`\varphi _S=\pi `$ and Eq. (113))
$`{\displaystyle \frac{d\sigma _{UT}}{dxdyd\varphi }}`$ $`=`$ $`{\displaystyle \frac{2\alpha ^2s}{Q^4}}S_T{\displaystyle \frac{1y}{\sqrt{1+\frac{p_T^2}{k_T^2}}}}\mathrm{sin}\varphi x{\displaystyle \underset{a}{}}e_a^2h_1^a(x)H_1^{a/\pi }(z)/z,`$ (5)
$`{\displaystyle \frac{d\sigma _{UU}}{dxdyd\varphi }}`$ $`=`$ $`{\displaystyle \frac{2\alpha ^2s}{Q^4}}{\displaystyle \frac{1+(1y)^2}{2}}x{\displaystyle \underset{a}{}}e_a^2f_1^a(x)D_1^{a/\pi }(z),`$ (6)
where $`S_T=S\mathrm{sin}\theta _\gamma S\sqrt{4M^2x(1y)/sy}`$ is the transverse part of the proton polarization.
The asymmetries measured by HERMES are
$$A_{UL}^W=\frac{𝑑\varphi 𝑑yW\left(d\sigma ^+/S^+dxdyd\varphi d\sigma ^{}/S^{}dxdyd\varphi \right)}{\frac{1}{2}𝑑\varphi 𝑑y\left(d\sigma ^+/dxdyd\varphi +d\sigma ^{}/dxdyd\varphi \right)},$$
(7)
where $`W=\mathrm{sin}\varphi `$ or $`\mathrm{sin}2\varphi `$ and $`S_H^\pm `$ is the nucleon polarization<sup>8</sup><sup>8</sup>8More preferable would be the weights $`W=(P_h/P_h)\mathrm{sin}\varphi `$ or $`(P_h^2/MP_h)\mathrm{sin}2\varphi `$ since the factors $`(1+p_T^2/k_T^2)`$ in denominators of (4) and (5) would disappear. ($`\pm `$ sign means different spin directions with ”+” means opposite to incident lepton beam), averaged over the transverse momentum $`P_h`$ and over $`z`$ of the final $`\pi ^+`$ or $`\pi ^{}`$ and $`\sigma =\sigma _{UU}+\sigma _{UL}+\sigma _{UT}`$.
Substituting (6), (4), (5) into (7) and integrating over the region of $`y`$ allowed by the experimental cuts:
$$1GeV^2Q^215GeV^2,W^2=(P+q)^24GeV^2,y<0.85,$$
(8)
one can find the asymmetries $`A_{UL}^{\mathrm{sin}\varphi }`$ and $`A_{UL}^{\mathrm{sin}2\varphi }`$ proportional to the ratios
$$\frac{_ae_a^2h_1^a(x)H_1^{a/\pi }(z)/z}{_ae_a^2f_1^a(x)D_1^{a/\pi }(z)},$$
(9)
and
$$\frac{x^2_ae_a^2\left(_x^1𝑑\xi h_1^a(\xi )/\xi ^2\right)H_1^{a/\pi }(z)}{_ae_a^2f_1^a(x)D_1^{a/\pi }(z)}.$$
(10)
Let us assume that only the favored fragmentation functions $`D_1^{a/\pi }`$ and $`H_1^{a/\pi }`$ will contribute this ratios, i.e. $`D_1^{u/\pi ^+}(z)=D_1^{\overline{d}/\pi ^+}(z)=D_1^{d/\pi ^{}}(z)=D_1^{\overline{u}/\pi ^{}}(z)D_1(z)`$ and similarly for $`H_1^{}(z)`$. The dominance of the favored T-odd fragmentation is asserted also from Schäfer-Teryaev sum rule for these functions . To explore the DELPHI result (2) we will use the approximation $`H_1^{}(z)/z=H_1^{}(z)/z`$ with the experimental values $`z=0.41`$ and $`P_hp_T0.4GeV`$ (see and ). This would allow us to extract from the observed HERMES asymmetries an information on $`h_1^u(x)+(1/4)h_1^{\overline{d}}(x)`$ and to compare with some model prediction. Instead, we use the prediction of the chiral soliton model for $`h_1^a(x)`$ (see Fig. 2) and the GRV parametrization of the unpolarized DIS data for $`f_1^a(x)`$ to calculate the asymmetries $`A_{UL}^{\mathrm{sin}\varphi }`$ and $`A_{UL}^{\mathrm{sin}2\varphi }`$ for $`\pi ^+`$ and $`\pi ^{}`$. The comparison of the asymmetries thus obtained with the HERMES experimental data is presented on Fig.3.
The agreement is good enough though the experimental errors are yet rather large. Moreover the sign of the asymmetry is uncertain since only the modulus of the analyzing power (2) is known experimentally. However, Fig.3 gives evidence for positive sign. The theoretical curves correspond to normalization point $`Q^2=4GeV^2`$ although the $`Q^2`$-dependence of the asymmetries is very weak and do not exceeds 10% in the range (8). Notice that in spite of the factor $`M/Q`$ the $`\mathrm{sin}\varphi `$ term in Exp. (4) is several times larger than that of $`\mathrm{sin}2\varphi `$ for moderate $`Q^2`$. That is why this asymmetry prevails for the HERMES data where $`Q^22.5GeV^2`$. One can thus state that the effective chiral quark soliton model gives a rather realistic picture of the proton transversity $`h_1^a(x)`$.
The interesting observable related to $`h_1(x)`$ is the proton tensor charge defined as
$$g_T\underset{a}{}_0^1𝑑x\left(h_1^a(x)h_1^{\overline{a}}(x)\right).$$
(11)
The calculation of $`g_T`$ in this model yields for $`Q^2=4GeV^2`$
$$g_T=0.6.$$
(12)
The most recent experimental value of the proton axial charge is
$$a_0=0.28\pm 0.05,$$
(13)
and the value obtained in the model is $`a_0=0.35`$ . We can conclude that the chiral quark soliton model predicts very different values for the axial and tensor charges of the nucleon, which is in contradiction with the nonrelativistic quark model prediction.
Concerning the asymmetry observed by SMC on transversely polarized target one can state that it agrees with result of HERMES. Really, SMC has observed the azimuthal asymmetry $`\mathrm{d}\sigma (\varphi _c)const(1+a\mathrm{sin}\varphi _c)`$, where $`\varphi _c=\varphi _h+\varphi _S\pi `$ ($`\varphi _S`$ is the azimuthal angle of the polarization vector) is the so-called Collins angle. The raw asymmetry $`a=P_TfD_{NN}A_N`$, where $`P_T,f,`$ and $`D_{NN}=2(1y)/\left[1+(1y)^2\right]`$ are the target polarization value, the dilution factor and the spin transfer coefficient.
The physical asymmetry $`A_N`$, averaged over transverse momenta (assuming again a Gaussian form) is given by expression (9) divided by $`\sqrt{1+p_T^2/k_T^2}`$. With the same functions $`h_1^a(x),f_1^a(x)`$, integrating over $`x`$ separately the numerator and the denominator weighted by $`xQ^4`$, we get for $`Q^2=4GeV^2`$ with error due to (2) (see Fig. 4)
$$A_N=0.07\pm 0.02,$$
(14)
which should be compared with the experimental best fit value $`A_N=0.11\pm 0.06`$.
## 3 Conclusions
In conclusion, using the effective chiral quark soliton model for the proton transversity distribution we obtain a rather good description of the azimuthal asymmetries in semi-inclusive hadron production measured by HERMES and SMC, though the experimental errors are yet large. This, however is only the first experiment! We would like to stress that our description has no free adjustable parameters.
Probably the most useful lesson we have learned is that to measure transversity in SIDIS in the region of moderate $`Q^2`$ it is not necessary to use a transversely polarized target. Due to approximate Wandzura-Wilczek type relations (3) one can explore the longitudinally polarized target also. This is very important for future experiments, like COMPASS at CERN since the proton transversity measurements could be done simultaneously with measurement of the spin gluon distribution $`\mathrm{\Delta }g(x)`$. For a better interpretation of the result a better knowledge of quark analyzing power (2) with smaller systematic errors is necessary.
We would like to thank H. Avakian, D. Boer, A. Kotzinian, P. Mulders, A. Schäfer, O. Teryaev, P. Pobylitsa for fruitful discussions. One of authors (A.E.) is grateful to the Institute for Theoretical Physics II of Ruhr University Bochum, where main part of this work was done, for warm hospitality. D.U. acknowledges financial support from PRAXIS XXI/BD/9300/96 and from PRAXIS PCEX/C/FIS/6/96. The work has partially been supported by the DFG and BMBW |
warning/0001/quant-ph0001079.html | ar5iv | text | # THE PHYSICAL MODEL OF SCHRODINGER ELECTRON . SCHRODINGER CONVENIENT WAY FOR DESCRIPTION OF ITS QUANTUM BEHAVIOUR.
## Abstract
The physical model (PhsMdl) of a Schrodinger nonrelativistic quantized electron (SchEl) is built by means of a transition of the quadratic differential particle equation of Hamilton-Jacoby (QdrDfrPrtEqtHam/Jkb) into the quadratic differential wave equation of Schrodinger (QdrDfrWvEqtSch) in this work, which interprets the physical reason of its quantum (wave and stochastic) behaviour (QntWvBhv) by explanation of the physical reason which forces the classical Lorentz electron (LrEl) to participate in Furthian quantized stochastic oscillation motion (FrthStchOscMtn), which turn it into quantum SchEl. It is performed that this transition is realized by my consideration the Bohm’s quantum potential as a kinetic energy of the forced FurthStchOscMtn of the SchEl’s well spread (WllSpr) elementary electric charge (ElmElcChrg) close to a smooth thin trajectory of a classical LrEl. There exist as an essential analogy between the Furthian quantum stochastic trembling oscillation motion and the Brownian classical stochastic trembling motion so and between the description of their behaviours.
The object of this paper is to discuss and to bring a green light on the problems of the physical interpretation of the nonrelativistic quantized behaviour of the Schrodinger electron (SchEl), described by means of the nonrelativistic quantum mechanics (NrlQntMch) laws and its mathematical results. The purpose of the present work is to describe the felicitous physical model (PhsMdl) of the SchEl. An obvious physical model (PhsMdl) of the nonrelativistic quantized SchEl is built by means of some simple mathematical transformation of the known classical quadratic differential particle equation of Hamilton-Jacoby (ClsQdrDfrPrtEqtHam-Jkb) into the quantum quadratic differential wave equation of Schrodinger (QntQdrDfrWv EqtSch). After well physical substantiation it is performed that this transformation is realized by taking in a consideration the so called Bohm’s quantum potential as a kinetic energy, what it is in reality, of the forced Furthian stochastic oscillation motion (FurthStchOscMtn) of the SchEl’s well spread (WllSpr) elementary electric charge (ElmElcChrg) within the nearness to the trajectory of the classical Lorentz’ electron (LrEl). In such a natural way this transition interprets the physical reason, exciting the quantum (stochastic corpuscular-wave) behaviour (QntWvBhv) by explanation of the physical reason which forces the classical LrEl to participate in a quantized FrthStchOscMtn, which turns it into the quantized SchEl. In this fashion the QntQdrDfrWvEqtSch is obtained through addition of the kinetic energy of the SchEl’s FrthStchOscMtn, expressed the dispersion of its momentum or stochastic velocity $`u`$, to the ClsQdrDfrPrtEqtHam-Jkb. Therefore the nonrelativistic quantized Furthian random trembling circular oscillation motion with various radius values inside of different planes could be roughly determined with some mathematical calculation by means of the classical probabilities laws of both the classical stochastic theory (ClsStchThr) and Maxwell classical electrodynamics (ClsElcDnm).
Hence the resonant electric interaction (ElcIntAct) of the SchEl’s WllSpr ElmElcChrg with the averaged electric intensity (ElcInt) of the StchVrtPhtns from the fluctuating vacuum (FlcVcm)(zero-point radiation field) determines the influence of its behavior because they creates their stochastically diverse harmonic circular oscillations with various radii within the neighborhood of the smooth narrow path of the LrEl, spreading and turning it into some wide rough cylindrically spread path and inducting the transition of the classical LrEl into the quantized SchEl. The ElcInt between the WllSpr ElmElcChrg of the SchEl and the ElcInt of the resultant quantized electromagnetic field (QntElcMgnFld) (zero-point field),determined by both the boundary conditions and the existent StchVrtPhtns, forced the WllSpr ElmElcChrg to participate within isotropic stochastically orientated in the three-dimensional space circular oscillation, the averaged kinetic energy, which every SchEl could obtained from the FlcVcm, may be obtained by the following formula, well known from NrlClsMch :
$$E_k=\frac{m(\omega )^2(\delta r)^2}{2}=\frac{e^2}{\pi }\frac{m.C}{\mathrm{}}\left\{\frac{\mathrm{}}{m.C^2}\right\}^2\underset{\omega _{min}}{\overset{\omega _{max}}{}}\omega 𝑑\omega $$
(1)
As usual we suppose that the upper limit $`\omega _{max}`$ is equal to double value of the energy at rest of the SchEl ($`\omega _{max}=\mathrm{\hspace{0.17em}2}m.C^2`$). As the contribution of the lower limit $`\omega _{min}`$ has negligible importance, we could suppose that $`\omega _{min}=\mathrm{\hspace{0.17em}0}`$. In this approximation we cam easily obtained from eq.(1) its following presentation :
$$E_k=\frac{2}{\pi }.\frac{e^2}{C.\mathrm{}}.m.C^2$$
(2)
Hence the existence of the isotropic three-dimensional nonrelativistic Furthian QntStchBhv of the SchEl within the nonrelativistic quantum mechanics (NrlQntMchn) very strongly remind us about the classical StchBhv (ClsStchBhv) of some Brownian stochastic particle (BrnStchPrt). Thence the ElcIntAct of the SchEl’s WllSpr ElmElcChrg (or a MgnIntAct of the neutron’s MgnDplMm) with the resonantly averaged ElcInt (or MgnInt for neutral massive hadron) of the QntElcMgnFld of the existent StchVrtPhtns in the FlcVcm corresponds to the stochastic action of the fluctuating resultant force on account of many molecular impacts upon the BrnStchPrt at a time of its scattering. In our PhsMdl of the SchEl we explain its FrthQntStchBhv and one assist sorting the matter out the physical opinion of its parameter within the NrlQntMchn.
In above elaborate we have possibility to present the spatial distribution $`\mathrm{{\rm Y}}(\varrho )`$ of the ElcChrg of the WllSpr ElmElcChrg by dint of Kirchoff’s presentation of $`\delta (\varrho )`$-function :
$$F(\varrho )=\left\{\frac{2}{3\pi }\right\}^{3/2}\left\{\frac{m.C}{\mathrm{}}\right\}^3\mathrm{exp}\{(\frac{\varrho }{\lambda _o})^2\}$$
(3)
Here we must point that the spatial distribution (3) of the SchEl’s WllSpr ElmElcChrg is caused by the participation of the Dirac’s electron’s fine spread (FnSpr) ElmElcChrg in the isotropic three-dimensional relativistic quantized Schrodinger’s self-consistent strong correlated fermion harmonic oscillation motion.The isotropic three-dimensional relativistic quantized Schrodinger’s self-consistent strong correlated fermion harmonic oscillation motion of the FnSpr ElmElcChrg of the DrEl may be correctly described by the three $`\alpha `$ ($`\gamma `$) matrixes of four order. but in approximation of change of the strongly correlated fermion harmonic oscillation by the incorrelated boson harmonic oscillation, we could used the well-known orbital wave function (OrbWvFnc) $`\psi _o(\varrho )`$ of the three-dimensional harmonic oscillator in its ground state, having the following analytical presentation :
$$\psi _o(\varrho )=\{\lambda _o\sqrt{\pi }\}^{\frac{3}{2}}\mathrm{exp}\{\frac{\varrho ^2}{2\lambda _o^2}\}$$
(4)
where $`\lambda _o`$ is the constant of the oscillation ($`\lambda _o^2=\frac{\mathrm{}}{m\omega }=\frac{3}{2}.\{\frac{\mathrm{}}{m.C}\}^2=\frac{2}{3}.\varrho ^2`$. After some cursory comparison it is easily to understand, that Kirchoff $`\delta `$-function $`F(\varrho )`$ (3) is obtained from the OrbWvFnc $`\psi _o(\varrho )`$ (3) by means of the equation $`F(\varrho )=\left|\psi _o(\varrho )\right|^2`$, the well known from the NrlQntMch.
In order to obtain the averaged potential of the SchEl we must put into right side of Poison equation the spatial distribution of ElcChrg $`\mathrm{{\rm Y}}(\varrho )`$ of its WllSpr ElmElcChrg.In such a naturally way we have possibility to calculate roughly the averaged self-potential of the SchEl’s WllSpr ElmElcChrg and to obtain its following excertional presentation :
$$V(\varrho )=\frac{2.e}{\sqrt{\pi }.\varrho }_o^{(\frac{\varrho }{\lambda _o})}\mathrm{exp}(x^2)𝑑x$$
(5)
The potential energy of the electric self-action (ElcSlfAct) of the SchEl’s WllSpr ElmElcChrg with the spatial distribution of its ElcChrg $`\mathrm{{\rm Y}}(\rho )`$ from (3) and its own potential $`V(\rho )`$ from (5) we are capable to determine by means of the following obvious presentation :
$$E_p=\frac{2e}{\sqrt{\pi }}.\frac{4\pi e}{\pi \sqrt{\pi }\lambda _o}_o^{\mathrm{}}\mathrm{exp}(u^2)\frac{u^2du}{u}_o^u\mathrm{exp}(x^2)𝑑x$$
(6)
The twofold integration can be easily execute by integration by parts. In such a way after elementary calculation we can obtain the following obvious result :
$$E_p=\frac{4e^2}{\lambda _o\pi }_o^{\mathrm{}}\mathrm{exp}(x^2)𝑑x=\sqrt{\frac{2}{\pi }}\frac{e^2}{\lambda _o}=\frac{2}{\sqrt{3\pi }}.\frac{e^2}{C.\mathrm{}}.m.C^2$$
(7)
In further after some cursory comparison of the eqs.(2) and (7) we could understand that the value of the averaged kinetic energy, which the SchEl obtain from the FlcVcm at its stochastic circular oscillations, is equal of the value of the potential energy of its ElcSlfAct between spatial density of its WllSpr ElmElcChrg and its own averaged potential. This equality is no accidental nature and for certain have important significant. After this comparison we can understand why the potential energy of the own averaged electric potential has no contribution into the rest energy of the DfEl. It turns out that every electron obtains the potential energy of the ElcSlfAct of its WllSpr ElmElcChrg by its own averaged potential in form of the kinetic energy on account of its participation in the isotropic three-dimensional nonrelativistic quantized stochastic boson harmonic oscillations from the FlcVcm at the interaction of its WllSpr ElmElcChrg with the ElcInt of the StchVrtPhtns. Moreover, we can easily understand that the participation of the WllSpr ElmElcChrg of the SchEl in the isotropic three-dimensional nonrelativistic quantized stochastic boson harmonic oscillations not only takes its illocalizing energy from the FlcVcm, ensuring with this the stability of its ground state in H-atom, but at this as well as all this oscillation create its additional MchMmn and MgnDplMmn, and this ElcIntAct its tunnelling through some potential barriers and causes the shift of its energy levels in atoms.Therefore all this experimental observed phenomena in the long run demonstrate the real participate of the SchEl in the isotropic three-dimensional nonrelativistic quantized stochastic boson harmonic oscillations as a result of the ElcIntAct of its WllSpr ElmElcChrg with the EctInt of the resultant QntElcMgnFld of the existent StchVrtPhtns.
Although till now nobody know what the McrPrt means, all the same there exists a possibility for a consideration of an unusual behaviour of a QntMcrPrt by means of a transparent surveyed PhsMdl of the SchEl. In our PhsMdl the SchEl will be treated as a well spread (WllSpr) ElmElcChrg, taking simultaneously part in two different motions: A/The classical motion of the LrEl along an well contoured smooth and thin trajectory realized in a consequence of some classical interaction (ClsIntAct) of its over spread (OvrSpr) ElmElcChrg, bare mass or magnetic dipole moment (MgnDplMm) with some external classical fields (ClsFlds), described by well known laws of the Newton nonrelativistic classical mechanics (NrlClsMch). This motion may be finically described by virtue of the laws of both the NrlClsMch and the classical electrodynamics (ClsElcDnm); B/The isotropic three-dimensional nonrelativistic quantized (IstThrDmnNrlQnt) Furthian stochastic boson harmonic oscillation motion (FrthStchBznHrmOscMtn) of the SchEl as a result of the permanent ElcIntAct of the electric intensity (ElcInt) of the self-consistent resultant QntElcMgnFld of all the StchVrtPhtns, existing within the FlcVcm and generated by dint of the VrtPhtn’s stochastic exchange between them. The SchEl’s motion and its unusual quantized behaviour, described in the NrlQntMch may be easily understood by assuming it as a forced random trembling oscillation motion (RndTrmMtn) upon a stochastic joggle influence of the StchVrtPhtns scattering from some BrnClsPrt. Therefore the RndTrmMtn can be approximately described through some determining calculations by means of both the laws of the Maxwell ClsElcDnm and the probable laws of the classical stochastic theory (ClsStchThr). But in a principle the exact description of the SchEl’s uncommon behaviour can be carry into a practice by means only of the NrlQntMch’s laws and ClsElcDnm s ones.
In an accordance of the analogy between the Furthian quantum stochastic trembling oscillation motion and the Brownian classical stochastic trembling motion and the description of their behaviours (of the BrnClsPrts and of the FrthQntPrts) with a deep physical understanding of the Furthian random trembling oscillation motion (FrthRndTrmOscMtn), we must determine both as the value $`V_j^{}`$ of the BrnClsMcrPrt’s (FrthQntMcrPrt) velocity before the moment $`t`$ of the scattering time of some molecule (LwEnr-StchVrtPhtn) from one (its OvrSpr ElmElcChrg), so the value $`V_j^+`$ of its velocity after the same moment $`t`$ of the scattering time by means of the following definitions :
$$V_j^{}(r,t)=Lim_{Dto}\left(\frac{r_j(t)r_j(tDt)}{Dt}\right);V_j^+(r,t)=Lim_{Dto}\left(\frac{r_j(t.+Dt)r_j(t)}{Dt}\right);$$
(8)
In addition we may determine two new velocities $`v_j`$ and $`u_j`$ by dint of the following simple equations :
$$2V_j=[V_j^++V_j^{}];,2iU_j=[V_j^+V_j^{}];$$
(9)
In conformity with the eqs.(9) it is obviously followed that the current velocity, having a real value $`V`$, in reality describes the regular drift of the BrnClsMcrPrt (FrthQntMcrPrt) and the osmotic velocity, having a imagine value $`iU`$, in reality describes nonrelativistic Brawnian classical (Furthian quantized) stochastic trembling harmonic oscillations. Afterwards by virtue of the well-known definition equations :
$$2mV_j=m\left[V_j^++V_j^{}\right]=\mathrm{\hspace{0.17em}2}_jS_1;and\mathrm{\hspace{0.17em}2}imU_j=m\left[V_j^+V_j^{}\right]=\mathrm{\hspace{0.17em}2}i_jS_2,;$$
(10)
one can obtain following presentation of the SchEl’s OrbWvFnc $`\mathrm{\Psi }(r,t)`$ :
$$\mathrm{\Psi }(r,t)=\mathrm{exp}\left(\frac{iS_1}{\mathrm{}}\frac{S_2}{\mathrm{}}\right)=B\mathrm{exp}\left(\frac{iS_1}{\mathrm{}}\right)$$
(11)
It is easily to verify the results (10) and (11). In effect one be obtained by means of the following natural equations :
$$mV_j^+\mathrm{\Psi }=i\mathrm{}_j\mathrm{exp}\left(\frac{iS_1}{\mathrm{}}\frac{S_2}{\mathrm{}}\right)=\left(_jS_1+i_jS_2\right)\mathrm{\Psi };$$
(12)
$$mV_j^{}\mathrm{\Psi }^+=+i\mathrm{}_j\mathrm{exp}\left(\frac{iS_1}{\mathrm{}}\frac{S_2}{\mathrm{}}\right)=\left(_jS_1i_jS_2\right)\mathrm{\Psi }^+;$$
(13)
In this fashion the QntQdrDfrEqtSch is obtained through addition of the kinetic energy of the SchEl’s FrthRndTrmMtn, expressed with the dispersion of its momentum or stochastic velocity, to the ClsQdrDfrEqtHam-Jkb. Hence the classical motion of the LrEl is described by a smooth narrow path, which is determined from its classical real part $`S_1`$ of the complex action $`S[r,t]`$ and its derivatives, but the Furthian quantized stochastic motion of the SchEl is described by a rough cylindrically spread broad path, which is determined correctly from its imaginary part $`S_2`$ represented by the module of its orbital wave function (OrbWvFnc) $`\mathrm{\Psi }(r,t)`$ and operators. Consequently, the quantum motion is described by rough broad path, which is determined from the quantum action $`S[r,t]`$ and its derivatives by the orbital wave function (OrbWvFnc) $`\mathrm{\Psi }(r,t)`$ and operators. It turns out, that if the action function $`S(r,t)`$ has only a real value $`S_1`$, then the micro particle (McrPrt) moves along a classical well contoured smooth and narrow path ; but when if the action function $`S(r,t)`$ has only imaginary value $`S_2`$, then the McrPrt moves on a its trajectory, cylindrically spread and turned into wide path of the cylindrical form with differ radii and centers, being on small pieces from stochastically broken line ; when the action function has a complex value $`S(r,t)`$, then the McrPrt moves in the quantized dual form : indeed as the real part $`S_1`$ of the action function and its derivative determine the classical motion and its current velocity $`v`$ and the imaginary part $`S_2`$ of the complex action function $`S(r,t)`$ and its derivative determine the stochastic motion and its osmotic velocity $`u`$. This spread of the smooth thin curve through its cylindrically spread and turned into wide path of the cylindrical form with differ radii and centers, being on petty breaking of small pieces makes the trajectory in rough and road path, which forces us to put the OrbWvFnc $`\mathrm{\Psi }(r,t)`$ description of the SchEl’s behaviour.Hence the classical motion of the LrEl is described by a smooth narrow path, which is determined from its classical real part $`S_1`$ of the complex action $`S(r,t)`$ and its derivatives, but the Furthian stochastic quantum oscillation motion of the SchEl is described by a wide rough path, which is mathematical correctly determined from its imaginary part $`S_2`$ represented by the module of its orbital wave function (OrbWvFnc) $`\mathrm{\Psi }(r,t)`$ and operators. It turns out, when the action function $`S(r,t)`$ has only a real value $`S_1`$, then the NtnMcrPrt moves along its classical well contoured smooth and narrow path ; when the action function $`S(r,t)`$ has only an imaginary value $`S_2`$, then the BrnMcrPrt moves stochastically on a frequently broken and very scattered orientated line of small pieces ; when the action function $`S`$ has a complex value, then the QntMcrPrt moves in a quantized dual form : as the real part $`S_1`$ of the action function $`S`$ and its derivatives determine the classical motion and its current velocity $`v`$ and the imaginary part $`S_2`$ of the action function $`S`$ and its derivatives determine the forced stochastic motion and its spreading (osmotic) velocity $`u`$. This spreading of the thin and smooth classical trajectory through its wide path of the cylindrical form with differ radii and centers, being on often breaking of small pieces forces us to put the OrbWvFnc $`\mathrm{\Psi }(r,t)`$ for description of the SchEl’s behaviour.
Indeed, it is well known that the imaginary part of the energy of the McrPrt describes its decay in the time and the imaginary part of the velocity of the McrPrt describes its going out from the classical trajectory in the space, which is forbidden for the free motion of the ClsMcrPrt. Therefore the module quadrate of the SchEl’s OrbWvFnc $`\mathrm{\Psi }(r,t)`$ $`\mathrm{\Psi }(r,t)^2`$, where hasn’t any imaginary part (i.s.has no real part $`S_1`$ of its action function $`S`$), describes only its probability for its discovering (location) in a very small area of the space,close by the space point having coordinates r,in the moment t of the time.The fluctuating alternation of the imaginary parts of the SchEl’s energy and momentum (quantities of motion) may be considered as a result of continuous exchange of some parts of its energy and momentum at the uninterrupted alternative absorption and emission of the stochastic virtual photons (StchVrtPhtns) within the fluctuating vacuum (FlcVcm).
In a consequence of what was asserted above in order to obtain the QntQdrDfr WvEqn of Sch we must add to the kinetic energy $`\frac{(_lS_1)^2}{2m}`$ of the NtnClsPrt in the following ClsQdrDifPrtEqt of Hml-Jcb
$$\frac{S_1}{t}=\frac{(_jS_1)^2}{2m}+U;$$
(14)
the kinetic energy $`\frac{(_lS_2)^2}{2m}`$ of the BrnClsPrt. In such the natural way we obtain the following analytic presentation of the QntQdrDfrWvEqt of Sch :
$$\frac{S_1}{t}=\frac{(_jS_1)^2}{2m}+\frac{(_jS_2)^2}{2m}+U;$$
(15)
It is obviously to understand that the first term $`\frac{(_lS_1)^2}{2m}`$ in the eq.(15) describes the kinetic energy of the regular translation motion of the NtnClsPrt with its current velocity $`v_l=\frac{_lS_1}{m}`$ and the second term $`\frac{(_lS_2)^2}{2m}`$ describes the kinetic energy of the random trembling oscillation motion (RndTrmOscMtn) of the BrnClsPrt with its osmotic velocity $`u_l=\frac{_lS_2}{m}`$ . Therefore we can rewrite the expression (15) in the following form :
$$E_t=\frac{mv^2}{2}+\frac{mu^2}{2}+U=\frac{P^2}{2m}+\frac{(\mathrm{\Delta }P)^2}{2m}+U;$$
(16)
After elementary physical obviously suppositions some new facts have been brought to light. Therefore the upper investigation entitles us to make the explicit assertion that the most important difference between the QntQdrDfr WvEqt of Sch and the ClsQdrDfrPrtEqt of Hml-Jcb is exhibited by the existence of the kinetic energy of the FrthRndTrmOscMtn in the first one. Therefore when the SchEl is appointed in the Coulomb’s potential of the atomic nucleus fine spread (FnSpr) electric charge (ElcChrg) $`Ze`$ its total energy may be written in the following form :
$$E_t=\frac{1}{2m}\left[P_r^2+\frac{L^2}{r^2}\right]+\frac{1}{2m}\left[(\mathrm{\Delta }P_r)^2+\frac{(\mathrm{\Delta }L)^2}{r^2}\right]\frac{Ze^2}{r}$$
(17)
As any SchEl has eigenvalues $`n_r=\mathrm{\hspace{0.17em}0}`$ and $`l=\mathrm{\hspace{0.17em}0}`$ in a case of its ground state, so it follows that $`P_r=\mathrm{\hspace{0.17em}0}`$ and $`L=\mathrm{\hspace{0.17em}0}`$. As a consistency with the eq.(19) the eigenvalue of the SchEl’s total energy $`E_t^o`$ in its ground state in some H-like atom is contained only by two parts :
$$E_t^o=\frac{1}{2m}\left[(\mathrm{\Delta }P_r)^2+\frac{(\mathrm{\Delta }L)^2}{(r)^2}\right]\frac{Ze^2}{r}$$
(18)
Further the values of the dispersions $`(\mathrm{\Delta }P_r)^2`$ and $`(\mathrm{\Delta }L)^2`$ can be determined by virtue of the Heisenberg Uncertainty Relations (HsnUncRlt) :
$$(\mathrm{\Delta }P_r)^2\times (\mathrm{\Delta }r)^2\frac{\mathrm{}^2}{4}$$
(19)
$$(\mathrm{\Delta }L_x)^2\times (\mathrm{\Delta }L_y)^2\frac{\mathrm{}^2}{4}(\mathrm{\Delta }L_z)^2$$
(20)
Thence the dispersion $`(\mathrm{\Delta }P_r)^2`$ will really have its minimal value at the maximal value of the $`(\mathrm{\Delta }r)^2==r^2`$.In this way the minimal dispersion value of the $`(\mathrm{\Delta }P_r)^2`$ can be determined by the following equation :
$$(\mathrm{\Delta }P_r)^2=\frac{\mathrm{}^2}{4r^2}$$
(21)
As the SchEl’s ground state has a spherical symmetry at $`l=\mathrm{\hspace{0.17em}0}`$, then the following equalities take place :
$$(\mathrm{\Delta }L_x)^2=(\mathrm{\Delta }L_y)^2=(\mathrm{\Delta }L_z)^2;$$
(22)
Hence we can obtain minimal values of the dispersions (22) through division of the eq.(19) with the corresponding equation from the eq. (22). In that a way we obtain the following result :
$$(\mathrm{\Delta }L_x)^2+(\mathrm{\Delta }L_y)^2+(\mathrm{\Delta }L_z)^2=\frac{3\mathrm{}^2}{4}$$
(23)
Just now we are in a position to rewrite the expression (19) in the handy form as it is well-known :
$$E_t^o=\frac{1}{2m}\left[\frac{\mathrm{}^2}{4r^2}+\frac{3\mathrm{}^2}{4r^2}\right]\frac{Ze^2}{r}=\frac{1}{2}\frac{\mathrm{}^2}{mr^2}\frac{Ze^2}{r};$$
(24)
Subsequently the minimal value of the $`E_t^o`$ may be determined by minimization of the expression (23) in respect of the radius r. In such a way we could obtain the minimizing equality :
$$\frac{E_t^o}{r}|_{r=r_o}=\frac{\mathrm{}^2}{mr^3}+\frac{Ze^2}{r^2}=\mathrm{\hspace{0.17em}0};$$
(25)
Thence we can obtain the value of the SchEl’s orbital radius r in its ground state of an H-like atom as a result of the minimizing eq.(23)
$$r_o=\frac{\mathrm{}^2}{2me^2}=\frac{a_o}{Z};$$
(26)
Here $`a_o`$ is the Bohr’s radius of the SchEl’s ground state in the H-like atom.Further we can obtain the averaged value of the SchEl’s total energy $`E_t^o`$ when it occupies its ground state by the substitution of the following equilibrium value of the orbital radius r from the eq.(22) :
$$E_t^o=\frac{mZ^2e^4}{2\mathrm{}^2};$$
(27)
Since then it is easily to understand by means of upper account that if he ClsMcrPrt s motion is going along the clear definitized smooth thin trajectory in accordance with the NrlClsMch,then the QntMcrPrt’s motion is perform in the form of the RndTrbOscMtn rough broad roadway near classical one of any NtnClsPrt within NrlClsMch. As a result of that we can suppose that the unusual dualistic behaviour of QntMcrPrt can be described by dint of the following physical quantities within NrlQntMch :
$$r_j=\overline{r}_j+\delta r_j;p_j=\overline{p}_j+\delta p_j;$$
(28)
Indeed, because of existence of $`\delta r_j\mathrm{\hspace{0.17em}0}`$ and $`\delta p_j\mathrm{\hspace{0.17em}0}`$ within the NrlQntMch the value of the MchMm’s square $`L^2`$ of the SchEl is different from the value of averaged MchMmn’s square $`L^2`$ of the LrEl in the NrlClsMch. Really,by dint of the Heisenberg Commutation Relations (HsnCmtRlt) :
$$L_xL_yL_yL_x=i\mathrm{}L_z;L_yL_zL_zL_y=i\mathrm{}L_x;L_zL_xL_xL_z=i\mathrm{}L_y;$$
(29)
we can write two analogous inequalities : the inequality (20) and the following corresponding inequality :
$$(\mathrm{\Delta }L_y)^2\times (\mathrm{\Delta }L_z)^2(\mathrm{\Delta }L_x)^2;(\mathrm{\Delta }L_z)^2\times (\mathrm{\Delta }L_x)^2(\mathrm{\Delta }L_y)^2$$
(30)
We can suppose in following that in a case when the SchEl is placed in the external potential of cylindrical symmetry its MchMn’s component along the axis Z has averaged value$`<L_z>=l\mathrm{}`$ In a spite of that the averaged value of the MchMn’s square must be determined by the following equality :
$$L^2=(L_z)^2+(\mathrm{\Delta }L_x)^2+(\mathrm{\Delta }L_y)^2+(\mathrm{\Delta }L_z)^2;$$
(31)
Further the values of the quantities $`(\mathrm{\Delta }L_x)^2`$ $`(\mathrm{\Delta }L_y)^2`$ and $`(\mathrm{\Delta }L_z)^2`$ can be determined by virtue of the inequalities (29) and (30) in the following form :
$$(\mathrm{\Delta }L_x)^2=(\mathrm{\Delta }L_y)^2=\frac{l\mathrm{}^2}{2}and(\mathrm{\Delta }L_z)^2=\frac{\mathrm{}^2}{4}$$
(32)
Then it is quite naturally that we must obtain the averaged value of the MchMn’s square at experiment,which is well-founded by my physical point of view:
$$L^2=l^2\mathrm{}^2+\frac{l\mathrm{}^2}{2}+\frac{l\mathrm{}^2}{2}+\frac{\mathrm{}^2}{4}=\mathrm{}^2(l+\frac{1}{2})^2$$
(33)
I think my successful picturesque example illustrates very exactly the extraordinary situation of the QntMcrPrt within the NrlQntMch. Hence the difference between the NtnClsBhv of the NtnClsMcrPrt, described by the laws of the NtnClsMch, the BrnStchBch of the BrnClsMcrPrt, described by the laws of the ClsStchMch, and the FrthStchBhv of the FrthQntMcrPrt, described by the laws of the NrlQntMch may be roughly understand by means of three different values of the action function $`S`$. It turns out, when the action function $`S(r,t)`$ has only a real value $`S_1`$, then the NtnMcrPrt moves along its classical well contured smooth and narrow path ; when the action function $`S(r,t)`$ has only an imaginary value $`S_2`$, then the BrnMcrPrt moves stochastically on a frequently broken and very scattered orientated line of small pieces ; when the action function $`S`$ has a complex value, then the QntMcrPrt moves in the quantized dual form : as the real part $`S_1`$ of the action function $`S`$ and its derivatives determine the classical motion and its current velocity $`v`$ and the imaginary part $`S_2`$ of the action function $`S`$ and its derivatives determine the forced stochastic motion and its spreading (osmotic) velocity $`u`$. This spreading of the thin and smooth classical trajectory through wide path of the cylindrical form with differ radii and centers, being on often breaking of small pieces forces us to put the OrbWvFnc $`\mathrm{\Psi }(r,t)`$ for description of the SchEl’s behaviour.
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warning/0001/cond-mat0001358.html | ar5iv | text | # Universal Statistics of Inviscid Burgers Turbulence in Arbitrary Dimensions
## Abstract
We investigate the non-perturbative results of multi-dimensional forced Burgers equation coupled to the continuity equation. In the inviscid limit, we derive the exact exponents of two-point density correlation functions in the universal region in arbitrary dimensions. We then find the universal generating function and the tails of the probability density function (PDF) for the longitudinal velocity difference. Our results exhibit that in the inviscid limit, density fluctuations affect the master equation of the generating function in such a way that we can get a positive PDF with the well-known exponential tail. The exponent of the algebraic tail is derived to be $`5/2`$ in any dimension. Finally we observe that various forcing spectrums do not alter the power law behaviour of the algebraic tail in these dimensions, due to a relation between forcing correlator exponent and the exponent of the two-point density correlation function.
PACS numbers 47.27.Gs and 47.40.Ki
The interest in solving the randomly driven Burgers equation with a large scale driving force is motivated by the hope that it can provide us with the first solvable model of turbulence. Consequently tremendous activity emerged on the non-perturbative understanding of Burgers turbulence . As an original attempt, Polyakov offered a field theoretical method to derive the probability distribution or density function (PDF) of velocity difference in the problem of randomly driven Burgers equation in one dimension . The problem of computation of correlation functions in the inertial range is reduced to the solution of a closed partial differential equation . However, Polyakov’s approach was based on the conjecture of the existence of the operator product expansion (OPE). This method was then extended to the forced Burgers equation coupled to the continuity equation and some results were derived for the behaviour of the probability density function tails and for the value of intermittency and density-density correlators exponents . On the other hand, some extensive numerical simulations show that the predictions of these theoretical works coincide with the numerical simulations, within a good approximation .
It was known that the PDF in Burgers turbulence behaves physically different in two different intervals of velocity difference $`u`$. When $`|u|>U_{rms}`$ the PDF behaves as:
$`P(u,r)=rG({\displaystyle \frac{u}{U_{rms}}})`$
which depends on the single-point property $`U_{rms}`$ (root-mean-square of velocity fluctuations) and therefore is not a universal function. While in the interval $`uU_{rms}`$ and $`rL`$ (where $`L`$ is the energy input scale), the PDF can be represented in the universal scaling form:
$`P(u,r)={\displaystyle \frac{1}{r^\delta }}F({\displaystyle \frac{u}{r^\delta }})`$
where $`_{\mathrm{}}^+\mathrm{}F(x)𝑑x=1`$ and the exponent $`\delta `$ is related to the random force spectrum . Results for one-dimensional case indicates that the function $`F(x)`$ behaves like $`\mathrm{exp}[c(\delta )x^3]`$ when $`x+\mathrm{}`$, where the coefficient $`c(\delta )`$ can be evaluated from the theory . In this region, various algebraic behaviours were predicted for the PDF in the limit $`x\mathrm{}`$ and determination of the asymptotic behaviour of the PDF is at the moment controversial. Several different proposals have been made, each leads to an asymptotic experssion of the forms $`|u|^\alpha `$ but with a variety of values for the exponent $`\alpha `$ includes $`2`$ , the range $`5/2`$ to $`3`$ , $`3`$ and $`7/2`$ . Numerical simulations performed in shows that the power law exponent of the PDF depends on the forcing spectrum. The investigations of forced Burgers turbulence models have also given furthur understanding of intermittency in the velocity structure functions. It is believed that intermittency in these systems is a consequence of the algebraic tail of PDF implying the scaling exponent of velocity structure functions, $`\xi _n`$, is saturated to the value $`\xi _n=1`$ for $`n>n_c`$, where the value of critical moment number $`n_c`$ depends on the forcing function spectrum . This simply means that the moments $`S_{n>n_c}`$ are dominated by the non-universal region and thus vary with the sigle-point property $`U_{rms}`$ induced by the large scale random force. At the same time, the moments with $`n<n_c`$ are universal .
The first attempt on $`d`$-dimensional Navier-Stokes turbulence was made in as a renormalized perturbation expansion with $`1/d`$ as a small parameter. This attempt failed because $`1/d`$ factors appearing in the expansion are cancelled by the $`O(d)`$ multipliers resulting from the summation over the $`d`$ components of velocity field. The problem of $`d`$-dimensional turbulence was recently revisited using Polyakov’s non-perturbative approach. It was shown that in the limit $`d\mathrm{}`$ Kolmogorov scaling is an exact solution of the incompressible Navier-Stokes equations and the pressure contributions to the equations are responsible for a clear distinction between the Navier-Stokes and Burgers dynamics. In an other work , the asymptotics of the PDF of velocity gradient were found in $`d`$-dimensional randomly driven Burgers equation in a compressible fluid.
In the present paper we investigate the isotropic forced Burgers equation coupled to the continuity equation in arbitrary dimensions. In the inviscid limit, we find a complete closed equation for the generating function of velocity difference. We solve this equation for the longitudinal component of velocity difference in the universal region and show that the main requirments on the PDF fix the exponent of two-point density correlation function. This results in a dimension dependent exponent for density fluctuations. This then means that the equation governing the PDF is independent of dimensions. In this region, our results predict the exponential decaying of the right tail of PDF of velocity difference which is also obtained in several other works . Thus the power law decay of the left tail is independent of the dimensionality and the forcing spectrum with the exponent $`5/2`$ in any dimension. While the previous results for one-dimensional forced Burgers turbulence exhibit a force spectrum dependent tail or a different power law decaying . Finally, we discuss Polyakov’s approach for dealing with the problem in the limit of infinitesimal viscosity. For a special forcing spectrum this method would not give anything more than the inviscid calculations. Our work extends a previous result on two and three-dimensional Burgers turbulence to higher dimensions.
Let us start with the Burgers and continuity equations:
$$_t𝐮+(𝐮)𝐮=\nu ^2𝐮+𝐟(𝐱,t)$$
(1)
$$_t\rho +(\rho 𝐮)=0$$
(2)
for the irrotational velocity field $`𝐮(𝐱,t)`$, viscosity $`\nu `$ and density $`\rho `$ in $`d`$ dimensions. The force $`𝐟(𝐱,t)`$ is the external stirring force, which injects energy into the system on a length scale $`L`$. More specifically, one can take, for instance a Gaussian distributed random force, which is identified by its two moments:
$`f_\mu (𝐱,t)=0`$
$$f_\mu (𝐱,t)f_\nu (𝐱^{},t^{})=\delta (tt^{})k_{\mu \nu }(𝐱𝐱^{})$$
(3)
where $`\mu ,\nu =1,2,\mathrm{},d`$ and the correlation function $`k_{\mu \nu }(r)`$ is concentrated at some large scale $`L`$. The problem is to understand the statistical properties of the velocity and density fields which are the solutions of equations (1) and (2). Following Polyakov, we consider the following two-point generating functional:
$$F_2(\lambda _1,\lambda _2,𝐱_1,𝐱_2,t)=\rho (𝐱_1,t)\rho (𝐱_2,t)\mathrm{exp}(\lambda _1𝐮(𝐱_1,t)+\lambda _2𝐮(𝐱_2,t))$$
(4)
where the symbol $`\mathrm{}`$ means an average over various realization of the random force. Now one can show that $`F_2`$ satisfies the following equation:
$`_tF_2+{\displaystyle \underset{i=1,2;\mu =1,\mathrm{},d}{}}{\displaystyle \frac{}{\lambda _{\mu ,i}}}_{\mu ,i}F_2`$
$`{\displaystyle \underset{i,j=1,2;\mu ,\nu =1,\mathrm{},d}{}}\lambda _{\mu ,i}\lambda _{\nu ,j}k_{\mu \nu }(𝐱_i𝐱_j)F_2=D_2`$ (5)
where the first two terms on the left-hand side of equation (5) come from the terms on the left-hand side of equations (1) and (2), and the third is the contribution of forcing term, in which we have used Furutsu-Novikov-Donsker formula . Also, $`D_2`$-term is the contribution of dissipation. $`D_2`$ is the anomaly term and has the following form:
$$D_2=\nu \rho (𝐱_1)\rho (𝐱_2)[\lambda _1^2𝐮(𝐱_1)+\lambda _2^2𝐮(𝐱_2)]\mathrm{exp}(\lambda _1𝐮(𝐱_1)+\lambda _2𝐮(𝐱_2))$$
(6)
It is noted that although the advection contribution are accurately accounted for in this equation, it is not closed due to the dissipation term. In what follows, we consider the inviscid ($`\nu =0`$) Burgers equation to avoid the anomaly problem and leave Polyakov’s approach for dealing with the problem in the limit $`\nu 0`$ to the last part of the present paper. Now we change the variables as $`𝐱_\pm =𝐱_1\pm 𝐱_2`$, $`\lambda _+=\lambda _1+\lambda _2`$ and $`\lambda _{}=\frac{\lambda _1\lambda _2}{2}`$. By the Galilean invariance and the spatial homogeneity assumptions the variables $`𝐱_+`$ and $`\lambda _+`$ can be set to zero. It is found from the equation (5) that in the stationary state we have:
$$\underset{\mu =1,\mathrm{},d}{}\frac{}{\lambda _\mu }\frac{}{x_\mu }F_2+2\underset{\mu ,\nu =1,\mathrm{},d}{}\lambda _\mu \lambda _\nu [k_{\mu \nu }(𝐱)k_{\mu \nu }(0)]F_2=0$$
(7)
where we have used $`𝐱`$ and $`\lambda `$ instead of $`𝐱_{}`$ and $`\lambda _{}`$ for simplification. Also, because of isotropy $`F_2`$ can depend only on the absolute values of vectors $`𝐱`$ and $`\lambda `$ and the angle $`\theta `$ between them as $`F_2=F_2(r,\lambda ,s)`$ where $`r=|𝐱|`$, $`\lambda =|\lambda |`$ and $`s=\mathrm{cos}\theta =(x_\mu \lambda _\mu )/r\lambda `$. We suppose the stirring correlation function has the following form:
$$k_{\mu \nu }(𝐱)=k_0\delta _{\mu \nu }\frac{k_1}{2L^2}r^2(\delta _{\mu \nu }+2\frac{x_\mu x_\nu }{r^2})$$
(8)
with $`k_1`$ and $`L=1`$. Now, using spherical coordinates $`(r,\lambda ,s)`$ it can be shown from equations (7) and (8) that $`F_2`$ satisfies the following closed equation for homogeneous and isotropic turbulence:
$`[s_r_\lambda {\displaystyle \frac{s(1s^2)}{r\lambda }}_s^2+{\displaystyle \frac{(d2+s^2)}{r\lambda }}_s+{\displaystyle \frac{(1s^2)}{\lambda }}_r_s`$
$`+{\displaystyle \frac{(1s^2)}{r}}_\lambda _sr^2\lambda ^2(1+2s^2)]F_2=0`$ (9)
The one-dimensional case of equation (7) is easily recovered by setting $`s=1`$. We wish to consider the longitudinal velocity component statistics which results from equation (9) by taking the limit $`s1`$. Assuming $`F_2`$ be a regular function near $`s=1`$ we can safely drop the terms multiply by $`(1s^2)`$ in equation (9). We propose the universal scale invariant solution of equation (9) in the following form:
$`F_2(r,\lambda ,s)=g(r)F(\lambda r^\delta ,s)`$
$$g(r)=r^{\alpha _d}$$
(10)
In equation (10), $`g(r)`$ is the conditional two-point correlation function of density field conditioned on a fixed value of velocity differnce. We assume that $`g(r)`$ depends only on $`r`$ and its dependence on the velocity interval appears in the exponent $`\alpha _d`$, we shall discuss this further in the next section. For a general stirring correlation function $`k_{\mu \nu }(1r^\zeta )`$, the exponent $`\delta `$ is found by substituting the proposed form of generating function as $`\delta =\frac{\zeta +1}{3}`$ which in our case ($`\zeta =2`$) is $`\delta =1`$. Indeed, we assume that the two-point density correlation function exists, and therefore it is necessary to find $`F(\lambda r^\delta ,s)`$ such that it tends to a constant in the limit of $`\lambda 0`$. Also, It is straight forward to show that the mean value of velocity difference is zero as expected from the homogeneity and isotropy constraints. Now let us consider the longitudinal velocity component statistics suggested by equation (9) in the limit $`s1`$. In this limit, we assume that the generating function of velocity difference $`F(\lambda r,s)`$ has the following form:
$`F(\lambda r,s)=F(\lambda rs)`$ (11)
this form ensures the factorizing property of the angular part of structure functions as $`S_n(r,s)s^nS_n(r)`$ when $`n<1`$. The factorization of the angular part of velocity structure functions in the limit $`s1`$ has also been known for the Navier-Stokes turbulence . Plugging the ansatz (10) and (11) into equation (9) and rewriting it for the variable $`z=\lambda rs`$ gives the following equation for the generating function of longitudinal velocity difference:
$`zF^{\prime \prime }(z)+(d\alpha _d)F^{}(z)3z^2F(z)=0`$ (12)
It is interesting that equation (12) is similar to the equation first derived by Polyakov for the problem of one dimensional Burgers. In that work the effect of the viscous term is found by taking the limit of infinitesimal viscosity applying the self-consistent conjectures of operator product expansion. The anomaly terms which arise from the viscous term modify the master equation of the generating function in such a way that a positive, finite and normalizable PDF can be found. Comparing equation (12) with Polyakov’s result shows that the anomaly term in Polyakov’s approach is replaced with the exponent of two-point density correlation function such that a simple change of the parameters maps equation (12) to one derived by Polyakov . Therefore, as mentioned in , the presented approach for inviscid forced Burgers turbulence shows that considering the density fluctuations coupled to the velocity field, alters the governing equations in such a way that we can obtain positive PDF even in the inviscid limit and with no need for the viscosity anomaly. It is easy to show using equation (12), as discussed in , that the main requirments on the PDF forces us to take the two point density correlator exponents in arbitrary dimensions as:
$`\alpha _d=d+{\displaystyle \frac{1}{2}}`$ (13)
which yields $`F(z)=\mathrm{exp}[\frac{2}{\sqrt{3}}(z^{3/2})]`$. This result consequently gives the right tail of the PDF of longitudinal velocity differrence as $`\frac{1}{r}\mathrm{exp}[c(\frac{u}{r})^3]`$ (for $`\frac{u}{r}+\mathrm{}`$) where $`c=\frac{1}{9}`$. This tail coincides with the result of several other approaches . The left tail of the PDF is obtained in the limit of $`\frac{u}{r}\mathrm{}`$ as $`|u|^{(\alpha _dd+2)}`$ or, by equation (13), $`|u|^{5/2}`$. As a result, density fluctuations which couple to the velocity field appear themselves in the exponent of left tail of PDF and lead to a dimensionality independent decay law.
Now we wish to focus our attention on the dependnce of these results on the stirring force spectrum. We consider a general large-scale stirring force correlator as follows:
$`k_{\mu \nu }(𝐱)=k_0\delta _{\mu \nu }{\displaystyle \frac{1}{2}}r^\zeta (\delta _{\mu \nu }+2{\displaystyle \frac{x_\mu x_\nu }{r^2}})`$ (14)
With this choice the velocity field remains irrotational also the coefficients in expression (14) are taken such it simply reduces to equation (8) when $`\zeta =2`$ . The last term in the equation (5) can be written in the form $`ar^\zeta \lambda ^2F_2`$ for a general form of the stirring force. The coefficient $`a`$ depends on the parameters in the expression of the stirring correlator. For the choice as in equation (14) $`a`$ is $`(1+2s^2)`$. However the exact form of $`a`$ does not affect the main features of the problem such as algebraic tail of the PDF. Taking the universal solution (10) for the new master equation gives the following eqation for the generating function $`F(\lambda r^\delta s)=F(z)`$ in the limit $`s1`$:
$`\delta zF^{\prime \prime }(z)+(d\alpha _d+\delta 1)F^{}(z)3z^2F(z)=0`$ (15)
where $`\delta =\frac{1+\zeta }{3}`$. The PDF of longitudinal velocity difference is the inverse Laplace transform of $`F(z)`$. The positivity, finitness and normalizability requirements on the PDF will fix the exponent of two-point density correlator as:
$`\alpha _d=d+{\displaystyle \frac{1}{2}}(\zeta 1)`$ (16)
also we obtain $`F(z)=\mathrm{exp}[\frac{2}{\sqrt{3\delta }}(z^{3/2})]`$. The right tail of the PDF can be readily deduced as $`\mathrm{exp}[cx^3]`$ when $`x=\frac{u}{r^\delta }+\mathrm{}`$ and $`c=\frac{\delta }{9}`$. On the other hand, the limit $`x\mathrm{}`$ gives the left tail in the following form:
$`P(u,r)|u|^{(\alpha _dd+\delta +1)/\delta }`$ (17)
Substituting the value of $`\alpha _d`$ from equation (16) and $`\delta =\frac{\zeta +1}{3}`$, we obtain the algebraic tail as:
$`P(u,r)r^{3\delta /2}|u|^{5/2}`$ (18)
We observe that the density fluctuations affect the algebraic tail of the PDF and modify its decaying exponent such that it becomes independent of the dimension and the forcing spectrum.
As mentioned previously, in the limit $`\nu 0`$, Polyakov formulated a method for analyzing the inertial range statistics based on the conjecture of the existence of OPE. Extending the assumptions of OPE to take into account the anomaly term in the case of arbitrary dimensions for Burgers equation coupled to the continuity equation, it was shown that $`D_2`$-term has the following structure :
$$D_2=aF_2$$
(19)
where $`a`$ is generally a function of $`\lambda _1`$ and $`\lambda _2`$. Therefore keeping the viscosity infinitesimal but nonzero produces a finite effect and a new term on the right hand side of equation (9) as:
$`[s_r_\lambda {\displaystyle \frac{s(1s^2)}{r\lambda }}_s^2+{\displaystyle \frac{(d2+s^2)}{r\lambda }}_s+{\displaystyle \frac{(1s^2)}{\lambda }}_r_s`$
$`+{\displaystyle \frac{(1s^2)}{r}}_\lambda _sr^2\lambda ^2(1+2s^2)]F_2=a(\lambda )F_2`$ (20)
The $`\lambda `$ dependence of $`a(\lambda )`$ anomaly must be chosen to conform the scaling and can be changed depending on the properties of the force correlation function. For a general correlation function $`k_{\mu \nu }(1r^\zeta )`$ the $`\lambda `$ dependence of $`a`$ is fixed as $`a_0\lambda ^\sigma `$ where $`\sigma =\frac{2\zeta }{1+\zeta }`$ and $`a_0`$ is a constant. It is evident that in the case of $`\zeta =2`$, $`a(\lambda )`$ is independent of $`\lambda `$. In this case, one can easily show from the master equation that the parameter $`a_0`$ depends linearly on the mean value of velocity difference field of flow and therefore vanishes in the homogeneous isotropic turbulence. However for different types of correlations of the stirring force, e.g.$`k_{\mu \nu }(1r^\zeta )`$ with $`\zeta 2`$, we have to assume non-zero $`a_0`$ . Thus, for the stirring correlation as the type $`1r^2`$, the results of Polyakov’s formalism (in the limit of infinitesimal viscosity) will not be different from the inviscid results of homogeneous isotropic turbulence.
To our knowledge, there is a little informations about the statistics of the density field. There exists one simulation to find the PDF tails of density field for one dimensional decaying Burgers turbulence in the zero viscosity limit, which exhibits a power law tail for the density PDF in the high density regime. In one dimension, Boldyrev has reported a simulation in which the exponent of two-point density correlation function is predicted to be $`2`$.
We would like to thank J. Davoudi, S. Moghimi-Araghi and M.R. Rahimi Tabar for useful discussions. |
warning/0001/cond-mat0001088.html | ar5iv | text | # Concentration-Pressure phase diagram for rich Zr PZT ceramics
## Abstract
This work reports on the systematic high pressure Raman studies in the PbZr<sub>1-x</sub>Ti<sub>x</sub>O<sub>3</sub> ($`0.02x0.14`$) ceramics performed at room temperature. The pressure dependence of the Raman spectra reveals the stable phases of the material under pressure variation. The results allowed us to propose a concentration-pressure phase diagram for rich Zr PZT system up to pressures of 5.0 GPa.
Lead Zirconate titanate, PbZr<sub>1-x</sub>Ti<sub>x</sub>O<sub>3</sub> is widely known for their technological importance in the field of electronic, sensors, and non-volatile ferroelectric memory devices. Due this, PZT system at different forms (ceramics, single crystals and thin films) is one of the most studied ferroelectric material for over 50 years by several experimental techniques such as X-ray and neutron diffraction, electric measurements, and Raman spectroscopy. Their dielectric, piroelectric, and ferroelectric properties are strongly dependent both on the structural phase and on the preparation method. Depending on the $`x`$ value PZT exhibits at atmospheric pressure and room temperature different phases as follows. For 0 $`x`$ 0.05, PZT presents an orthorhombic antiferroelectric structure belonging to the C$`{}_{}{}^{8}{}_{2v}{}^{}`$ space group. For $`x`$ varying from 0.05 to 0.37 (0.37 to 0.48) PZT presents rhombohedral ferroelectric low temperature phase F<sub>R</sub>(LT) (rhombohedral ferroelectric high temperature phase F<sub>R</sub>(HT)) belonging to the space group C$`{}_{}{}^{5}{}_{3v}{}^{}`$ (C$`{}_{}{}^{6}{}_{3v}{}^{}`$). The composition around x = 0.48 defines a region known as morphotropic phase boundary (MPB) which divides the rhombohedral from the tetragonal phases. From x = 0.48 to x = 1.0 the PZT exhibits a tetragonal structure belonging to the space group C$`{}_{}{}^{1}{}_{4v}{}^{}`$. Recently, new features on the MPB region were reported. Noheda et al. using high-resolution synchroton X-ray powder diffraction and dielectric measurements, a new monoclinic ferroelectric phase belonging to the C$`{}_{}{}^{2}{}_{s}{}^{}`$ space group was discovered at low temperatures.
There are several number of theoretical and experimental efforts in order to determine the thermodynamically stable phase of PZT when pressure varies. Cerdeira et al have studied the behavior of PbTiO<sub>3</sub> single crystal up to 80 kbar. The pressure dependence of the lowest E(TO) soft mode frequency obeys the Curie-Weiss law which predict that PbTiO<sub>3</sub> undergoes a structural phase transition from a ferroelectric tetragonal to a cubic paraelectric phase at pressure of about 90 kbar. Bauerle et. al have studied PbTi<sub>0.10</sub>Zr<sub>0.90</sub>O<sub>3</sub> ceramics by Raman spectroscopy with pressures up to 6.85 GPa. They showed that the material undergoes a phase transition at 0.57 GPa from the initial room temperature-atmospheric pressure (F<sub>R</sub>(LT)) to a high-temperature rhombohedral phase. Between 0.8 and 0.91 GPa, PbTi<sub>0.10</sub>Zr<sub>0.90</sub>O<sub>3</sub> goes to the orthorhombic antiferroelectric phase and between 3.97 and 4.2 GPa a new phase is reached, with a symmetry higher than that of the antiferroelectric phase.
Recently, by means of dielectric, X-ray and Raman measurements, Furuta et al. showed that a PbZrO<sub>3</sub> polycrystalline fine-powder sample undergoes a rich phase transition sequence up to 30 GPa: from the antiferroelectric phase to an orthorhombic phase I’ at 2.3 GPa, from an orthorhombic phase I’ to an orthorhombic phase I” at 17.5 GPa, and finally from an orthorhombic phase I” to a monoclinic phase at 23 GPa. More recently, Souza Filho et al. have studied the PbZr<sub>0.94</sub>Ti<sub>0.06</sub>O<sub>3</sub>, which besides presenting at room temperature the same phase that of PbZr<sub>0.90</sub>Ti<sub>0.10</sub>O<sub>3</sub>, it presents a sequence of phase transitions very different from the latter. This fact points out to the richness of the PZT concentration-pressure phase diagram.
In spite of the variety of studies of PZT under temperature variation by several techniques, there is a limited number of Raman studies performed on the PZT system under pressure variation. The micro-Raman spectroscopy, which is quite useful to investigate a localized area in the probed sample with a spatial resolution of the order of $`\mu `$m, is one of the most powerful technique to investigate phase transition in condensed matter under pressure variation. The purpose of this work is to investigate through micro-Raman spectroscopy the structural properties of PbZr<sub>1-x</sub>Ti<sub>x</sub>O<sub>3</sub> ceramics under high hydrostatic pressure. A careful analysis of the Raman spectra of samples with six different $`x`$ value yielded information concerning the different stable phases of PbZr<sub>1-x</sub>Ti<sub>x</sub>O<sub>3</sub> under pressure variation. Based on previous Raman and X-ray investigations in PbZr<sub>1-x</sub>Ti<sub>x</sub>O<sub>3</sub> and PbZrO<sub>3</sub> we propose a concentration-pressure phase diagram for rich Zr PZT system up to pressures of 5.0 GPa for $`0.02x0.14`$.
The preparation of our samples is described elsewhere. Raman microprobe spectroscopy experiments were performed at room temperature in the backscattering geometry using the 514.5 nm radiation line of a Ar-ion laser for excitation. The backscattered light was analyzed using a Jobin Yvon Triplemate 64000. A $`N_2`$\- cooled Charge Coupled Device (CCD) detector was used to detect the Raman signal. The spectrometer slits were set for a 2 cm<sup>-1</sup> spectral resolution. An Olympus microscope lens and an objective with a numerical aperture NA $`=0.80`$ were employed to focus the laser beam at the polished sample surface. The laser power impinging on the samples surface was of the order of 10 mW. The pressure transmitting fluid used was 4:1 methanol-ethanol and pressure calibration was achieved with the well known pressure shift of the ruby luminescence lines.
Orthorhombic Antiferroelectric Phase - PbZr<sub>1-x</sub>Ti<sub>x</sub>O<sub>3</sub> with $`\mathbf{0.02}𝐱\mathbf{0.04}`$ \- Figure 1 shows the unpolarized Raman spectra for PbZr<sub>0.98</sub>Ti<sub>0.02</sub>O<sub>3</sub>. At room temperature and room pressure, this composition has an orthorhombic structure belonging to the space group C$`{}_{}{}^{8}{}_{2v}{}^{}`$ as PbZrO<sub>3</sub>. Below 150 cm<sup>-1</sup> (spectral region depicted in the insert of Fig. 1) six modes at frequencies of 35, 44, 50, 55, 70, and 132 $`cm^1`$ are observed. This spectral region contains the external modes related to Pb- lattice modes. In the high frequency region, $`150\omega 1000`$ cm<sup>-1</sup> some internal modes related to certain polyatomic groups of the material appears in the Raman spectra. In the 0.0 GPa spectrum, bands at 204, 232 (Zr-O bending), 285, 330, and 344 ($`ZrO_3`$ torsions), 501, and 532 cm<sup>-1</sup> (Zr-O stretching) are also observed. The assignments of these bands were made based on the works in PbZrO<sub>3</sub> single crystals.
To understand the pressure dependence of Raman spectra for PbZr<sub>0.98</sub>Ti<sub>0.02</sub>O<sub>3</sub>, let us remember the main results obtained by Furuta et. al. in PbZrO<sub>3</sub> polycrystalline up to pressure of 5.0 GPa. These authors showed that the left-hand side mode of doublet located at about 210 cm<sup>-1</sup> disappears at pressures higher then 2.3 GPa and that the right side mode increases in intensity. This spectral discontinuity is attributed to the orthorhombic(I) antiferroelectric phase $``$ orthorhombic(I’) phase transition already determined by means of high-pressure X-ray diffraction measurements. For PbZr<sub>0.98</sub>Ti<sub>0.02</sub>O<sub>3</sub> the doublet mode is characterized by bands at 207 (labeled with a in the Fig. 1) and 232 cm<sup>-1</sup> (labeled with b in the Fig. 1). Upon increasing pressures, the spectral features for the doublet is the same that was found in PbZrO<sub>3</sub>. This spectral discontinuity observed for PbZr<sub>0.98</sub>Ti<sub>0.02</sub>O<sub>3</sub> around 2.18 GPa indicates the orthorhombic(I) antiferroelectric phase $``$ orthorhombic(I’) phase transition. Moreover, the transition can be clearly identified by drastic changes in the lattice mode region (insert in Fig. 1), in particular through the observation of a band (marked with an arrow) that disappears in the spectra of high pressure phase.
For pressures above 2.18 GPa and up to 4.0 GPa , the Raman spectra remain the same which could suggest that the material did not undergoes additional structural phase transitions as occur for the PbZrO<sub>3</sub>. The Raman spectra of PbZr$`{}_{0.96}{}^{}Ti_{0.04}O_3`$ are qualitatively similar to those of PbZr$`{}_{0.98}{}^{}Ti_{0.02}O_3`$. The only difference is that the pressure where the phase transition orthorhombic phase (I) $``$ orthorhombic phase (I’) occurs is 2.4 for the PbZr$`{}_{0.96}{}^{}Ti_{0.04}O_3`$.
Rhombohedral Ferroelectric Phase - PbZr<sub>1-x</sub>Ti<sub>x</sub>O<sub>3</sub> with $`\mathbf{0.10}𝐱\mathbf{0.14}`$ \- This set of samples presents at room temperature and atmospheric pressure a rhombohedral structure belonging to the C$`{}_{}{}^{6}{}_{3v}{}^{}`$ space group. First, let us describe the pressure dependence of Raman spectra for PbZr$`{}_{0.94}{}^{}Ti_{0.06}O_3`$ and PbZr$`{}_{0.92}{}^{}Ti_{0.08}O_3`$. The former was the subject of our recent work where we have shown that $`PbZr_{0.94}Ti_{0.06}O_3`$ undergoes two different phase transitions up to 3.7 $`GPa`$ as follow: rhombohedral(LT)$`\stackrel{0.3GPa}{}`$orthorhombic(I) $`\stackrel{2.9GPa}{}`$orthorhombic(I). These phase transitions and the presssure dependence of Raman active modes were described in details elsewhere. It should be pointed that composition PbZr$`{}_{0.92}{}^{}Ti_{0.08}O_3`$ have exactly the same pressure dependence and the transitions rhombohedral(LT) $``$ orthorhombic(I) $``$ orthorhombic(I) occur at 0.5 and 3.4 GPa, respectively.
Figure 2 shows the Raman spectra for PbZr<sub>0.90</sub>Ti<sub>0.10</sub>O<sub>3</sub> recorded at different pressures. Ba$`\ddot{u}`$erle et. al. have reported for PbZr<sub>0.90</sub>Ti<sub>0.10</sub>O<sub>3</sub> composition the following sequence of pressure-induced phase transitions: rhombohedral(LT)$`\stackrel{0.57GPa}{}`$ rhombohedral (HT) $`\stackrel{0.8GPa}{}`$ orthorhombic(I) $`\stackrel{3.9GPa}{}`$higher symmetry phase (probably cubic). Our results agree in part with those reported in Ref. 20: in the pressure range of 0.0 - 1.0 GPa, we found the same sequence of phase transitions. Unfortunately, Ba$`\ddot{u}`$rele et al. did not report the spectral region above 200 $`cm^1`$. By observing the double bands (labeled with a and b) of the spectra in the insert of Figure 2, it is clear that the stable phase above 4.2 GPa for PbZr<sub>0.90</sub>Ti<sub>0.10</sub>O<sub>3</sub> is the orthorhombic phase I’ as already depicted in this paper and in the works of Refs. 22 and 23. Thus, the transition observed in PbZr<sub>0.90</sub>Ti<sub>0.10</sub>O<sub>3</sub> at 3.9 GPa is from an antiferroelectric orthorhombic phase to the orthorhombic I’ instead of antiferroelectric orthorhombic to a paraelectric cubic phase as proposed by Ba$`\ddot{u}`$erle et al. .
For the compositions PbZr<sub>0.86</sub>Ti<sub>0.14</sub>O<sub>3</sub> (see Fig. 3) and PbZr<sub>0.88</sub>Ti<sub>0.12</sub>O<sub>3</sub> it was observed the almost the same qualitative features that was found for PbZr<sub>0.90</sub>Ti<sub>0.10</sub>O<sub>3</sub>. It was found an increase in the rhombohedral(LT) $``$ rhombohedral(HT) $``$ orthorhombic(I) phase transition pressures and surprisingly a decreasing in the orthorhombic(I) $``$ orthorhombic(I’) transition pressure. Finally, the results of all compositions investigated in this work can be summarized in the equilibrium phase diagram (concentration-pressure) for Zr rich PZT ceramics depicted in Fig. 4.
In conclusion, we have performed a systematic high-pressure Raman study on several PbZr<sub>1-x</sub>Ti<sub>x</sub>O<sub>3</sub> samples in order to reveal the effects of the pressure on the stable phases of Zr rich PZT ceramics. We detected the existence of a triple point which limit the antiferroelectric, rhombohedral low temperature phase, and rhombohedral high temperature phase for Ti concentration around 0.09. Also, it should be pointed out the possibility of the existence of another triple point in the phase diagram that would be determined by the extension limit of antiferroelectric phase.
Acknowledgments \- A.G.S.F. acknowledges the fellowship received from Fundação Cearense de Amparo à Pesquisa (FUNCAP). P.T.C.F. acknowledges FUNCAP for grant n$`^{\underset{¯}{\text{o}}}`$ 017/96 PD. Financial support from CNPq, FAPESP and FINEP, Brazilian funding agencies, is also grateful acknowledged. |
warning/0001/astro-ph0001268.html | ar5iv | text | # High Resolution Simulation of Galaxy Formation with Feedback
## 1. Introduction
Steinmetz & Muller (1993, hereafter SM93) have shown that in SPH simulations at least $`3\times 10^4`$ SPH particles are necessary to accurately follow local hydrodynamic evolution, in particular shocks and velocity fields. The simulation we discuss in this Letter is the first simulation of galaxy formation, we are aware of, to meet this criterion and also account for long range tidal fields. The tidal fields are incorporated by using the multiple mass technique (Porter 1985).
To date, the highest resolution studies of galaxy formation including long range tidal forces are those of Navarro and Steinmetz (1997) which used up to 5,000 gas particles per galaxy. These simulations were integrated to $`z=0`$ and required over 50,000 time-steps. Although the particle number is comparatively low, the integration to $`z=0`$ is a significant achievement.
The simulation presented here includes star formation and feedback using an algorithm tested in detail in Thacker & Couchman (1999, hereafter TC99). Many authors believe (e.g. White 1994) that feedback may solve both the cooling catastrophe (White & Frenk 1991) and the associated problem of core-halo angular momentum (AM) transport (Navarro & Benz 1991). The morphological results for objects in this simulation are of great interest since we are able to probe smaller mass scales than previous investigations. This is particularly relevant in simulations with feedback since lower mass halos are more susceptible to perturbations produced by feedback.
## 2. Algorithm and Initial conditions
The Bond & Efstathiou (1984) CDM power spectrum was used to assign curvature perturbations in an Einstein-de Sitter universe, with cosmological parameters $`\mathrm{\Omega }_b=0.1`$, $`\mathrm{\Omega }_{CDM}=0.9`$, $`h=0.5`$, shape parameter $`\mathrm{\Gamma }=0.41`$ and normalization $`\sigma _8=0.6`$. The perturbations were assigned to a low resolution $`100^3`$ dark-matter-only simulation of comoving width 48 Mpc, at a redshift of $`z=67`$. The simulation was evolved to $`z=1`$ using the adaptive P<sup>3</sup>M algorithm of Couchman (1991), at which point a halo of mass $`1.66\times 10^{12}`$ $`\mathrm{M}_{}`$ was selected for re-simulation. The halo, which lies on a filament approximately 2 Mpc long, does not have a violent merger history at this resolution and can be categorized as a being the halo of a field galaxy.
The initial conditions of the high resolution simulation were prepared by creating four mass hierarchies in radial shells within the simulation volume. Each shell has a width half that of the previous hierarchy, and the per-particle mass scales by a factor of 8 between each level, yielding a central high resolution region 6 Mpc in comoving diameter. The mass in this region is $`7.8\times 10^{12}`$ $`\mathrm{M}_{}`$, and a particle number of $`2\times `$523,535 gives particle masses of $`1.5\times 10^6`$ $`\mathrm{M}_{}`$ and $`1.4\times 10^7`$ $`\mathrm{M}_{}`$ for gas and dark matter respectively. The minimum ‘glob’ and dark halo mass resolutions are 52 times higher, corresponding to the number of neighbors in the SPH solver. Only the high resolution region includes SPH particles, which were given an initial temperature of 1,000 K. The effective resolution of the high resolution region is $`2\times 800^3`$. The particle positions were drawn from a ‘glass’ and the same power spectrum was used to assign modes to the particle distribution although the spectrum was truncated at the Nyquist frequency of each hierarchy. In the high resolution simulation at $`z=1`$ the candidate halo is represented by about 220,000 particles, half dark matter and half gas. A Plummer softening length of $`ϵ=1.5`$ kpc was chosen and the minimum SPH smoothing length was $`h_{min}=1.76`$ kpc.
In TC99 it was demonstrated that the temperature smoothing (TS) algorithm produces the most significant feedback effect. However, it was also observed that the NGC 6503 prototype was more affected by feedback than was the Milky Way prototype. Hence, given the higher resolution in this simulation, the energy smoothing (ESa) algorithm was adopted. The ESa algorithm smooths $`5\times 10^{15}`$ erg g<sup>-1</sup> of feedback energy over the neighbor particles of an SPH particle after a star formation event and allows this energy to persist for a time $`t^{}=5`$ Myr. Given the higher densities resolved in the simulation the Schmidt Law SFR normalization was reduced by 30% compared to the low resolution runs in TC99. A self-gravity criterion, also prevents star formation in regions where $`\rho _b<0.4\rho _{DM}`$.
## 3. Results
It was not possible to integrate the simulation beyond $`z=2.16`$ due to inefficiencies developed in the SPH algorithm as a result of the fixed minimum smoothing length employed. Integration to this redshift required 4,100 time-steps; approximately 37,000 would be required to $`z=0`$. By $`z=2.16`$ 40,777 star particles had been created (4% of the initial gas mass) and $`r_{200}=75`$ kpc.
The structure and evolution of the gas in the simulation is depicted in figure 4. Three notable stages of evolution are evident: (i) by $`z=10`$, five gas cores have formed with masses between $`10^8`$ $`\mathrm{M}_{}`$ and $`6\times 10^8`$ $`\mathrm{M}_{}`$ and the associated dark halo masses are between $`10^9`$ $`\mathrm{M}_{}`$ and $`5\times 10^9`$ $`\mathrm{M}_{}`$. A small fraction of the gas has been shocked to temperatures greater than 5,000 K, but otherwise adiabatic cooling due to expansion dominates; (ii) by $`z=5`$, well over 100 dark matter halos and globs are resolved. The largest dark matter halo at this epoch has a mass of $`5\times 10^{10}`$ $`\mathrm{M}_{}`$ and the associated glob $`5\times 10^9`$ $`\mathrm{M}_{}`$. Between $`z=3`$ and $`z=5`$, a large fraction of halos merge and it becomes clear that accretion on the central object is dominated by collapse along a filament in the z-direction. The hot gas halo begins developing at this epoch; (iii) by $`z=2.16`$, the hot halo has evolved significantly and has a central temperature close to $`10^6`$ K (see section 3.5). The largest dark matter halo has a mass of $`6\times 10^{11}`$ $`\mathrm{M}_{}`$, while the largest glob has a mass of $`6\times 10^{10}`$ $`\mathrm{M}_{}`$.
### 3.1. Morphology and the effect of feedback
In our low resolution studies (TC99) disks form a very dense gas core, with a spatial extent smaller than $`0.1h_{min}`$, in nearly all simulations, the exception being the highly energetic temperature smoothing feedback. There is a clear trend toward higher specific angular momenta in the gas compared to dark matter with increased feedback. However, the effect is small when compared to that needed to produce observed spiral galaxy characteristics (Fall 1983). Increasing feedback, in an attempt to unbind the dense gas cores, lead to hot halo gas being unable to cool within a Hubble time, thus rendering it unavailable for disk formation.
The higher resolution in this simulation, in combination with hierarchical clustering, leads to the the gas overcoming the self-gravity criterion, and hence forming stars, at an earlier epoch ($`z=5`$) than in the simulations of TC99 ($`z=4`$). Note that the 1.5 kpc resolution allows for density values that are 20 times higher than the simulations in TC99.
The dwarf systems formed here did not have the tight central gas core, observed in the lower resolution runs (TC99). The two largest dwarf systems contained over 30,000 and 20,000 gas particles respectively, before merging together at $`z=2.16`$. Visualization of the dwarfs shows that feedback causes small pockets of hot gas which remain static until the region reaches the end of the feedback period at which point the gas cools rapidly. There is little evidence for ‘blow-out’.
In figure 1, the distribution of dark matter, gas and stars at $`z=2.16`$ is shown. The dark matter exhibits overmerging, which should be expected, given that the gravitational force is only resolved to $`0.02r_{200}`$. The dark matter is comparatively featureless while the gas shows a number of dense cores. The results of Moore et al. (1998) suggest that to avoid overmerging, a force resolution of $`0.002r_{200}`$ is necessary, i.e. ten times smaller than that used here.
The high mass resolution in the simulation allows us to resolve tidal tails extremely well. The viscosity of gas tends to accentuate the stripping effect, with collisionless matter being much less susceptible. An examination of the final state, shown in figure 1, shows that the bulk of the gas objects merging with the central core are tidally stripped as they merge. The largest dwarf system develops a ring feature because an in-falling satellite becomes phase-wrapped as it accretes.
Fig. 1.—Z-projection of the dark matter, gas and stellar distributions in the main halo at $`z=2.16`$. Overmerging is apparent in the dark matter and it is not possible to associate halos directly with the stellar and gaseous features.
### 3.2. Angular momenta of the dwarfs and main halo
To analyze the growth of the specific angular momentum, $`𝐋`$, in the two largest dwarf systems, the z-component of $`𝐋`$ was compared to the expected value of a flattened rotating disk of radius $`R`$ and circular velocity $`v_c`$. For a disk system with radial orbits $`L_z=Rv_c`$. The analysis was performed at $`z=2.2`$ since the dwarfs later coalesce. For both of the systems, most of the gas and star particles have $`L_z`$ values marginally under the $`Rv_c`$ prediction, but do seem to follow the shape of the predicted curve reasonably well. This suggests that both of the disks have not yet lost a significant amount of angular momentum due to bar formation, although this is likely to occur. Note that the two dwarfs have well-defined disks, albeit with a comparatively low aspect ratio since the disk thickness is about 1 kpc, while the diameter is about 4 kpc (which is smaller than $`4h_{min}`$). Analysis of the $`X_2(R)`$ (Toomre (1981)) data show that both disks achieve stability at around a radius of 2 kpc, which must be considered sub-resolution.
The same $`L_z`$ analysis was applied to the baryon condensation in the main halo at $`z=2.16`$. Although no clear disk is yet visible, visualization shows that a number of in-falling systems are orbiting in a similar plane. Provided that these systems contribute the largest fraction of the orbital component of $`𝐋`$ to the main halo, the dominant angular momentum component should be perpendicular to this plane. The data show that almost all the in-falling matter, picked out in the horizontal plane perpendicular to $`L_z`$, has lost a significant proportion of angular momentum relative to the $`Rv_c`$ prediction. Since no disk has formed, all of this angular momentum loss must be due to the core-halo transport mechanism. This result appears to show that at higher resolution the angular momentum loss is greater. However, caution should be emphasized in interpreting this result: if the selected matter just happens to be passing through the plane then its $`𝐋`$ vector will not align well with that of the entire system and hence the $`L_z`$ analysis will overestimate the
Fig. 2.—SFR integrated over the entire high resolution region. The higher mass resolution present in the simulation leads to a smoother SFR than the low resolution data (the smoothed version is shown for comparison). Points along the bottom of the plot are from code restarts and the small gap in the data is due to a log file being accidentally erased.
loss of angular momentum.
At $`z=2.16`$, the largest part of the specific angular momentum within $`r_{200}`$ is carried by one system very close to $`r_{200}`$. Calculation of $`|𝐋|`$ for the dark matter, gas cores and gas halo shows that all the values lies within a factor of two. However, recalculating these values within $`r_{200}/2`$, i.e. removing the contribution from $`rr_{200}`$, shows markedly different results: the ratio of $`|𝐋|`$ of the stars to dark matter is 0.19, compared to values in the range 0.1 to 0.15 for the low resolution simulations at $`z=1`$ at $`r_{200}`$ in TC99. Hence the angular momentum loss in the core region is occurring earlier in this high resolution simulation.
### 3.3. Halo and glob mass multiplicity functions
Three red-shifts were selected for analysis, namely $`z=10,5,2.16`$. To identify halos the ‘friends of friends’ group-finding algorithm was employed. The linking length for dark matter was $`r_{DM}=0.15d`$ while for the baryons it was $`r_{bary}=0.11d,0.06d,0.03d`$ respectively for the different red-shifts, where $`d`$ is the average inter-particle spacing. The cumulative mass multiplicity functions for the dark matter and baryons are fit well by $`N(<M)M^1`$. This is shallower than the observed $`M^2`$ power law in Evrard et al. (1994), but is in close agreement with the results of Ghigna et al. (1999) who derive a (non-cumulative) mass multiplicity function with power law slope $`dN(M)/dMM^{1.9}`$ in a galaxy cluster simulation. Note, our results, and those of Ghigna et al. , are measured close to a density peak and are thus biased. Further, the tilt in the power law cannot be due to feedback blowing apart small baryon cores since both the dark matter and the baryons exhibit a similar slope. There is noticeably more evolution in the globs between $`z=5`$ and $`z=2.16`$ than there is for the dark matter halos, which is probably related to the Rees-Ostriker (1977) cooling criterion: prior to this epoch globs have not been able to cool.
### 3.4. Star formation rate
Although gas cores are beginning to form at $`z=10`$, none of them overcomes the self-gravity criterion until $`z=5`$ at which point star formation begins. The higher resolution in this simulation leads to an integrated SFR that is less burst-like than in the low resolution results of TC99. The gradient of the SFR versus time is shallower than the lower resolution runs since the SFR normalization is lower. As is shown in the plot of SFR versus time in figure 2, the peak SFR is reached at $`z=2.18`$ and is 80 $`\mathrm{M}_{}\mathrm{yr}^1`$. A linear scaling of the peak value suggests an SFR of over 100 $`\mathrm{M}_{}\mathrm{yr}^1`$ would be attained if the low resolution SFR normalization from TC99 had been kept. The formation of the first star particles, and hence the first feedback events, occurred at $`z=3.4`$ which is only slightly earlier than the low resolution runs ($`z=3.0`$). This is due to the lower SFR normalization. Since there is no sudden drop in the SFR following the first feedback events, energy smoothing does not have a significant effect on the SFR at this resolution (as compared to the results found in the low resolution temperature smoothing, and single particle feedback experiments).
### 3.5. Halo properties
Although the center of the dark halo is not completely relaxed at $`z=2.16`$ (the dwarfs are merging) it is still interesting to plot the radial density profile of the system since there is much interest in the shape of halo profiles (Navarro et al. (1997); Moore et al. (1998)).
The densities of the dark matter and gas are shown in figure 3. A fit of the dark matter to the Moore et al. profile is shown for reference and the fit is excellent. The averaged SPH density (not shown) peaks about half an order of magnitude higher than the dark matter density. The self-gravity criterion is achieved out to 4$`ϵ`$, indicating that a large fraction of the condensing gas is available for star formation.
The radial temperature profile is approximately flat, i.e. isothermal, with a temperature of $`6\times 10^5`$ K out to a radius of 150 kpc (ignoring gas for which $`\delta _{gas}>2000`$, which is assumed to be cold dense gas in dwarf systems). The temperature declines steeply at a radius of 250 kpc, where it falls from $`2\times 10^5`$ K to $`10^4`$ K. The sound crossing time is 0.03 Gyr so the hot gas distribution has had time to relax. At the center of the halo the cooling times are close to 10 Gyr, so cooling has little effect on the profile. The full three dimensional velocity dispersion for the dark matter within $`r_{200}`$ was found to be 163 $`kms^1`$. The average temperature for all of the gas within $`r_{200}`$ was $`2.4\times 10^5`$ K, while for the hot halo it was $`6.4\times 10^5`$ K. This leads to isothermal $`\beta `$ parameters of $`\beta _{all}`$=1.89 and $`\beta _{halo}=0.73`$. The value for the halo gas is lower than unity which is consistent with energy input from feedback.
## 4. Conclusion
This Letter has presented results for a simulation with sufficient mass resolution to accurately resolve shock structures within the forming galaxy. Unfortunately, due to limitations in the simulation algorithm, it was necessary to truncate the evolution of the system at $`z=2.16`$.
Principal conclusions follow:
1. The cooling catastrophe continues to be a significant problem. The dwarf galaxies, even those containing greater than $`10^4`$ gas particles, collapsed to a size close to the gravitational softening length of the simulation. However, the dwarfs did not exhibit a very tight central concentration of gas as observed in earlier low resolution models. Even given the higher mass resolution in this simulation, ESa feedback still does not cause
Fig. 3.—Density profiles for the dark matter and gas in the main halo. The profiles are constructed using spherical 208 particle Lagrangian bins.
strong damping of the SFR.
2. Overmerging is still observed. Including the baryons does not have any significant effect on this problem. In the core of the main halo, a number of the baryon cores do not have an accompanying dark matter halo.
3. The core-halo angular momentum transport mechanism remains a serious problem. The star particles, which are formed from the gas cores, showed a noticeable loss of specific angular momentum relative to the dark matter at $`z=2.16`$.
4. The mass multiplicity function for both the dark matter halos and globs is well fit by an $`M^1`$ power law. Although it is tempting to suggest this change is due to feedback reducing the number of low mass objects, this not the case.
The higher resolution moved the onset of star formation to $`z=5`$, compared to the $`z3.5`$ epoch for the low resolution runs in TC99. Nonetheless $`z=5`$ is still later than some of the observations suggest. For example, Chen et al. (1999) report the possible identification of a star-forming galaxy at $`z=6.68`$. The estimated star formation rate is 70 $`\mathrm{M}_{}\mathrm{yr}^1`$, assuming a flat, $`h=0.5`$ cosmology. Given the simulation just presented, this result seems remarkable. Even though the self-gravity criterion delays star formation until comparatively late times, it is difficult to see how, with the power spectrum used, such an object could be formed. The earlier onset of star formation can be achieved by adding more resolution or by using a power spectrum with a higher normalization. However, continuing to add resolution has limits since 100 times the current mass resolution would enable the Jeans’ Mass of the first objects in the CDM cosmology to be resolved, i.e. there is a limit to the cooling catastrophe. We note that the Lyman break galaxies, characterized by masses of a few $`10^{10}`$ $`\mathrm{M}_{}`$, and star formation rates of order 5-25 $`\mathrm{M}_{}\mathrm{yr}^1`$, are quite well approximated within the simulation. The two large dwarfs could conceivably be likened to these objects.
Changes are currently being made to our simulation algorithm and we hope to evolve this simulation further with the new code. Nonetheless this simulation provides one particularly important result: even at a mass resolution of $`1.5\times 10^6`$ $`\mathrm{M}_{}`$, a plausible feedback algorithm still fails to prevent the cooling catastrophe.
The authors thank Jimmy Scott of SGI-Cray Canada for securing a grant of supercomputer time at the Eagan Supercomputing Center where part of this research was conducted. A grant of time on the UK-CCC server, ‘COSMOS’, provided by the Virgo Consortium is also acknowledged. RJT was supported by a Dissertation Fellowship from the University of Alberta while this research was conducted. HMPC thanks NSERC of Canada for financial support.
Fig. 4.—4-panel plot showing the evolution of the comoving density from $`z=10`$ to the final epoch $`z=2.16`$. The SPH data is smoothed onto a grid with spacing $`h_{min}`$, thus the grids are a realistic representation of the resolution. In physical coordinates the top left panel would be 3.48 times smaller than the bottom left. The color scheme runs from $`10^{18}n_B\mathrm{cm}^2`$ (blue) to $`10^{21}n_B\mathrm{cm}^2`$ (red). The filamentary structure is already forming at $`z=10`$ and by $`z=5`$ the first halos have reached sufficient density to form stars. Evolution from $`z=3`$ to $`z=2.16`$ is dominated by collapse along the x-direction. Note that the z-projection looks directly along a filament and thus over-emphasizes the collapse. |
warning/0001/math0001132.html | ar5iv | text | # Pinching, Pontrjagin classes, and negatively curved vector bundles
## 1 Introduction
According to the Cartan-Hadamard theorem, the universal cover of any complete negatively curved manifold is diffeomorphic to the Euclidean space. Surprisingly, beyond this fact little is known about topology of infinite volume complete negatively curved manifolds. For example, so far there has been found no restriction on the fundamental groups of such manifolds except being the fundamental groups of aspherical manifolds.
In this paper we study topology of pinched negatively curved manifolds. (We call a manifold pinched negatively curved if it admits a complete Riemannian metric with sectional curvatures bounded between two negative constants.) For instance, the fundamental groups of pinched negatively curved manifolds have the property that any amenable subgroup must be finitely generated and virtually nilpotent \[BS87, Bow93\]. Examples include closed negatively curved manifolds and complete locally symmetric negatively curved manifolds. Also, elementary warped product construction gives pinched negatively curved metrics on the direct products of pinched negatively curved manifolds with Euclidean spaces \[FJ87\]. Furthermore, the total space of any vector bundle over a closed negatively curved manifold is pinched negatively curved \[And87\].
According to a general pinching principle, a negatively curved manifold with sectional curvatures close to $`1`$ ought to be topologically similar to a hyperbolic manifold. In its strongest form this principle fails even for closed manifolds. In fact, for each $`n4`$ and any $`ϵ>0`$, M. Gromov and W. Thurston \[GT87\] found a closed negatively curved $`n`$-manifold with sectional curvatures within $`[1ϵ,1]`$ that is not diffeomorphic to a hyperbolic manifold. (Any closed negatively curved $`3`$-manifold is diffeomorphic to a hyperbolic one if Thurston’s hyperbolization conjecture is true.) However, the pinching principle holds if the pinching constant $`ϵ`$ is allowed to depend on the fundamental group, namely, there exists an $`ϵ=ϵ(\pi )>0`$ such that any closed manifold in the class $`_{1ϵ,1,\pi ,n}`$ is diffeomorphic to a hyperbolic manifold \[Bel97b\]. In even dimensions Gromov \[Gro78\] proved a stronger pinching theorem: any closed even-dimensional Riemannian manifold with sectional curvatures within $`[1ϵ,1]`$ is diffeomorphic to a hyperbolic manifold where $`ϵ`$ depends on the dimension and the Euler characteristic of the manifold.
The following theorem restricts the topology of strongly pinched negatively curved manifolds without assuming compactness.
###### Theorem 1.1.
Let $`\pi `$ be the fundamental group of a finite aspherical cell complex. Suppose that $`\pi `$ is not virtually nilpotent and that $`\pi `$ does not split as a nontrivial amalgamated product or an HNN-extension over a virtually nilpotent group. Then, for any positive integer $`n`$, there exists an $`ϵ=ϵ(\pi ,n)>0`$ such that any manifold in the class $`_{1ϵ,1,\pi ,n}`$ is tangentially homotopy equivalent to an $`n`$-manifold of constant negative curvature.
Recall that a homotopy equivalence of manifolds $`f:MN`$ is called tangential if the vector bundles $`f^\mathrm{\#}TN`$ and $`TM`$ are stably isomorphic. If we weaken the assumption “$`\pi `$ is the fundamental group of a finite aspherical cell complex” to “$`\pi `$ is finitely presented”, then the same conclusion holds without the word “tangentially”.
Any manifold of constant sectional curvature has zero rational Pontrjagin classes \[Ave70\], hence, applying the Mayer-Vietoris sequence and the accessibility result of Delzant and Potyagailo \[DP98\] (reviewed in 2.5), we deduce the following.
###### Theorem 1.2.
Let $`\pi `$ be a finitely presented group with finite $`4k`$th Betti numbers for all $`k>0`$. Assume that any nilpotent subgroup of $`\pi `$ has cohomological dimension $`2`$. Then for any $`n`$ there exist $`ϵ=ϵ(n,\pi )>0`$ such that the tangent bundle of any manifold in the class $`_{1ϵ,1,\pi ,n}`$ has zero rational Pontrjagin classes.
In particular, the following is true because any nilpotent subgroup of a word-hyperbolic group has cohomological dimension $`1`$.
###### Corollary 1.3.
Let $`\pi `$ be a word-hyperbolic group. Then for any $`n`$ there exist $`ϵ=ϵ(n,\pi )>0`$ such that the tangent bundle of any manifold in the class $`_{1ϵ,1,\pi ,n}`$ has zero rational Pontrjagin classes.
As we showed in \[Bel97a\], the class $`_{a,b,\pi ,n}`$ falls into finitely many tangentially homotopy types under mild assumptions on the group $`\pi `$. However, \[Bel97a\] does not provide explicit bounds on the number of tangentially homotopy inequivalent manifolds in the class $`_{a,b,\pi ,n}`$. The only exception is the class $`_{1ϵ,1,\pi ,n}`$ in the theorem 1.1 because the number of tangentially homotopy inequivalent real hyperbolic manifolds is bounded by the number of connected components of the representation variety $`\text{Hom}(\pi ,\text{Isom}(𝐇_{}^n))`$ \[Bel98\]. The latter can be estimated in terms of $`n`$ and the numbers of generators and relators of $`\pi `$.
M. Anderson \[And87\] showed that the total space of any vector bundle over a closed negatively curved manifold $`M`$ can be given a complete Riemannian metric of sectional curvature within $`[a,b]`$ for some $`ab<0`$. However, the theorem below says that, once pinching $`a/b`$ is fixed, total spaces of only finitely many vector bundles over $`M`$ of a given rank admit metrics of sectional curvature within $`[a,b]`$. Note that the set of isomorphism classes of vector bundles of the same rank over $`M`$ is infinite provided certain Betti numbers of $`M`$ are nonzero (see 4.15).
###### Theorem 1.4.
Let $`M`$ be a closed negatively curved manifold with $`dim(M)3`$ and let $`k>0`$ be a positive integer and $`ab<0`$ be real numbers. Then, up to isomorphism, there exist only finitely many rank $`k`$ vector bundles over $`M`$ whose total spaces admit complete Riemannian metrics with sectional curvatures within $`[a,b]`$.
As we explain in the appendix, the isomorphism type of a vector bundle $`\xi `$ over a finite cell complex is determined, up to finitely many possibilities, by its Euler class and Pontrjagin classes (for non-orientable bundles one looks at the Euler class of the orientable two-fold-pullback). Pontrjagin classes depend on the tangent bundle of the total space $`E(\xi )`$ while the Euler class can be computed via intersections in $`E(\xi )`$. Finiteness results for tangent bundles of pinched negatively curved manifolds were obtained in \[Bel97a\]; in the present paper we prove similar results for intersections.
A homotopy equivalence $`f:NL`$ of orientable $`n`$-manifolds is called intersection preserving if, for some orientations of $`N`$ and $`L`$, the intersection number of any pair of homology classes of $`N`$ is equal to the intersection number of their $`f`$-images in $`L`$. More generally, a homotopy equivalence $`f`$ of nonorientable manifolds is called intersection preserving if $`f`$ preserves first Stiefel-Whitney classes and the lift of $`f`$ to orientable two-fold covers is an intersection preserving homotopy equivalence. For example, if $`f`$ is homotopic to a homeomorphism, then $`f`$ is an intersection preserving homotopy equivalence.
###### Theorem 1.5.
Let $`\pi `$ be a finitely presented group with finite Betti numbers. Assume that $`\pi `$ does not split as a nontrivial amalgamated product or an HNN-extension over a virtually nilpotent group. Then, for any $`ab<0`$, the class $`_{a,b,\pi ,n}`$ breaks into finitely many intersection preserving homotopy types.
Theorem 1.5 was first proved in \[Bel98\] for oriented locally symmetric negatively curved manifolds. This special case is somewhat easier to handle due to the fact that theory of convergence discussed in the section 2 has been thoroughly studied in the constant negative curvature case. Note that if $`a=b=1`$, one can naturally identify $`_{a,b,\pi ,n}`$ with the set of injective discrete representations of $`\pi `$ into the isometry group of the real hyperbolic $`n`$-space which is a standard object in Kleinian group theory.
#### Synopsis of the paper.
The second section contains background in convergence of Riemannian manifolds as well as some results on splittings and accessibility over virtually nilpotent groups. The main technical result is proved in the section three after discussing some invariants of maps and proper discontinuous actions. The forth section is devoted to applications. Section five is a discussion of certain natural pinching invariants. A bundle-theoretic result is proved in the appendix.
#### Acknowledgments.
I am grateful to Werner Ballmann, Mladen Bestvina, Thomas Delzant, Martin J. Dunwoody, Karsten Grove, Lowell E. Jones, Misha Kapovich, Vitali Kapovitch, Bruce Kleiner, Bernhard Leeb, John J. Millson, Igor Mineyev, Sergei P. Novikov, Frédéric Paulin, Conrad Plaut, Jonathan M. Rosenberg, James A. Schafer, Harish Seshadri, and Shmuel Weinberger for helpful discussions and communications. Special thanks are due to my advisor Bill Goldman for his constant interest and support. This work is a part of my thesis at the University of Maryland, College Park. Also I wish to thank Heinz Helling and SFB-343 at the University of Bielefeld for support and hospitality.
## 2 Convergence, splittings and accessibility
The exposition in this section is a variation of the one given in \[Bel97a\]. Several straightforward lemmas are only stated and refered to \[Bel97a\] for proofs.
By an action of an abstract group $`\pi `$ on a space $`X`$ we mean a group homomorphism $`\rho :\pi \mathrm{Homeo}(X)`$. An action $`\rho `$ is called free if $`\rho (\gamma )(x)x`$ for all $`xX`$ and all $`\gamma \pi \text{id}`$. In particular, if $`\rho `$ is a free action, then $`\rho `$ is injective.
### 2.1 Equivariant pointed Lipschitz topology
Let $`\mathrm{\Gamma }_k`$ be a discrete subgroup of the isometry group of a complete Riemannian manifold $`X_k`$ and $`p_k`$ be a point of $`X_k`$. The class of all such triples $`\{(X_k,p_k,\mathrm{\Gamma }_k)\}`$ can be given the so-called equivariant pointed Lipschitz topology \[Fuk86\]; when $`\mathrm{\Gamma }_k`$ is trivial this reduces to the usual pointed Lipschitz topology. For convenience of the reader we give here some definitions borrowed from \[Fuk86\].
For a group $`\mathrm{\Gamma }`$ acting on a pointed metric space $`(X,p,d)`$ the set $`\{\gamma \mathrm{\Gamma }:d(p,\gamma (p))<r\}`$ is denoted by $`\mathrm{\Gamma }(r)`$. An open ball in $`X`$ of radius $`r`$ with center at $`p`$ is denoted by $`B_r(p,X)`$.
For $`i=1,2`$, let $`(X_i,p_i)`$ be a pointed complete metric space with the distance function $`d_i`$ and let $`\mathrm{\Gamma }_i`$ be a discrete group of isometries of $`X_i`$. In addition, assume that $`X_i`$ is a $`C^{\mathrm{}}`$–manifold. Take any $`ϵ>0`$.
Then a quadruple $`(f_1,f_2,\varphi _1,\varphi _2)`$ of maps $`f_i:B_{1/ϵ}(p_i,X_i)B_{1/ϵ}(p_{3i},X_{3i})`$ and $`\varphi _i:\mathrm{\Gamma }_i(1/3ϵ)\mathrm{\Gamma }_{3i}`$ is called an $`ϵ`$Lipschitz approximation between the triples $`(X_1,p_1,\mathrm{\Gamma }_1)`$ and $`(X_2,p_2,\mathrm{\Gamma }_2)`$ if the following seven condition hold:
$``$ $`f_i`$ is a diffeomorphism onto its image;
$``$ for each $`x_iB_{1/3ϵ}(p_i,X_i)`$ and every $`\gamma _i\mathrm{\Gamma }_i(1/3ϵ)`$, $`f_i(\gamma _i(x_i))=\varphi _i(\gamma _i)(f_i(x_i))`$;
$``$ for every $`x_i,x_i^{}B_{1/ϵ}(p_i,X_i)`$, $`e^ϵ<d_{3i}(f_i(x_i),f_i(x_i^{}))/d_i(x_i,x_i^{})<e^ϵ`$;
$``$ $`f_i(B_{1/ϵ}(p_i,X_i))B_{(1/ϵ)ϵ}(p_{3i},X_{3i})`$ and $`\varphi _i(\mathrm{\Gamma }_i(1/3ϵ))\mathrm{\Gamma }_{3i}(1/3ϵϵ)`$;
$``$ $`f_i(B_{(1/ϵ)ϵ}(p_i,X_i))B_{1/ϵ}(p_{3i},X_{3i})`$ and $`\varphi _i(\mathrm{\Gamma }_i(1/3ϵϵ))\mathrm{\Gamma }_{3i}(1/3ϵ)`$;
$``$ $`f_{3i}f_i|_{B_{(1/ϵ)ϵ}(p_i,X_i)}=\mathrm{id}`$ and $`\varphi _{3i}\varphi _i|_{\mathrm{\Gamma }_i(1/3ϵϵ)}=\mathrm{id}`$;
$``$ $`d_{3i}(f_i(p_i),p_{3i})<ϵ`$.
We say a sequence of triples $`(X_k,p_k,\mathrm{\Gamma }_k)`$ converges to $`(X,p,\mathrm{\Gamma })`$ in the equivariant pointed Lipschitz topology if for any $`ϵ>0`$ there is $`k(ϵ)`$ such that for all $`k>k(ϵ)`$, there exists an $`ϵ`$–Lipschitz approximation between $`(X_k,p_k,\mathrm{\Gamma }_k)`$ and $`(X,p,\mathrm{\Gamma })`$. If all the groups $`\mathrm{\Gamma }_k`$ are trivial, then $`\mathrm{\Gamma }`$ is trivial; in this case we say that that $`(X_k,p_k)`$ converges to $`(X,p)`$ in the pointed Lipschitz topology.
Note that if $`X_k`$ is a complete Riemannian manifold for all $`k`$, then the space $`X`$ is necessarily a $`C^{\mathrm{}}`$–manifold with a complete $`C^{1,\alpha }`$–Riemannian metric \[GW88\]. If each $`X_k`$ is a Hadamard manifold, then for any $`x_kX_k`$, the sequence $`(X_k,x_k)`$ is precompact in the pointed Lipschitz topology because the injectivity radius of $`X_k`$ at $`x_k`$ is uniformly bounded away from zero \[Fuk86, p.132\].
###### Remark 2.1.
Equivariant pointed Lipschitz topology is closely related to the so-called Chabauty topology used in Kleinian group theory \[CEG84\]\[BP92\]. Indeed, let $`\mathrm{\Gamma }_k`$ be a sequence of discrete subgroups of the isometry group of a complete Riemannian manifold $`X`$ (e.g. a hyperbolic space). Then $`\mathrm{\Gamma }_k`$ converges in the Chabauty topology to a discrete group $`\mathrm{\Gamma }`$ if and only if for each $`pX`$ $`(X,\mathrm{\Gamma }_k,p)`$ converges to $`(X,\mathrm{\Gamma },p)`$ in the equivariant pointed Lipschitz topology.
### 2.2 Pointwise convergence topology
Suppose that, for some $`p_kX_k`$, the sequence $`(X_k,p_k)`$ converges to $`(X,p)`$ in the pointed Lipschitz topology, i.e., for any $`ϵ>0`$ there is $`k(ϵ)`$ such that for all $`k>k(ϵ)`$, there exists an $`ϵ`$–Lipschitz approximation $`(f_k,g_k)`$ between $`(X_k,p_k)`$ and $`(X,p)`$. We say that a sequence $`x_kX_k`$ converges to $`xX`$ if for some $`ϵ`$
$$d(f_k(x_k),x)0\text{as}k\mathrm{}$$
where $`d(,)`$ is the distance function on $`X`$ and $`f_k`$ comes from the $`ϵ`$–Lipschitz approximation $`(f_k,g_k)`$ between $`(X_k,p_k)`$ and $`(X,p)`$. Trivial examples: if $`(X_k,p_k)`$ converges to $`(X,p)`$ in the pointed Lipschitz topology, then $`p_k`$ converges to $`p`$; furthermore, if $`xX`$, the sequence $`g_k(x)`$ converges to $`x`$.
Given a sequence of isometries $`\gamma _k\mathrm{Isom}(X_k)`$ we say that $`\gamma _k`$ converges, if for any $`xX`$ and any sequence $`x_kX_k`$ that converges to $`x`$, $`\gamma _k(x_k)`$ converges. The limiting transformation $`\gamma `$ that takes $`x`$ to the limit of $`\gamma _k(x_k)`$ is necessarily an isometry of $`X`$. Furthermore, if $`\gamma _k`$ and $`\gamma _k^{}`$ converge to $`\gamma `$ and $`\gamma ^{}`$ respectively, then $`\gamma _k\gamma _k^{}`$ converges to $`\gamma \gamma ^{}`$. In particular, $`\gamma _k^1`$ converges to $`\gamma ^1`$ since the identity maps $`\text{id}_k:X_kX_k`$ converge to $`\text{id}:XX`$.
Let $`\rho _k:\pi \mathrm{Isom}(X_k)`$ be a sequence of isometric actions of a group $`\pi `$ on $`X_k`$. We say that a sequence of actions $`(X_k,p_k,\rho _k)`$ converges in the pointwise convergence topology if $`\rho _k(\gamma )`$ converges for every $`\gamma \pi `$. The limiting map $`\rho :\mathrm{\Gamma }\text{Isom}(X)`$ that takes $`\gamma `$ to the limit of $`\rho _k(\gamma )`$ is necessarily a homomorphism. If $`\pi `$ is generated by a finite set $`S`$, then in order to prove that $`\rho _k`$ converges in the pointwise convergence topology it suffices to check that $`\rho _k(\gamma )`$ converges, for every $`\gamma S`$.
It is worth clarifying that the term “pointwise convergence” refers to the convergence of group action rather than individual isometries. The definitions are set up so that individual isometries converge “uniformly on compact subsets”. The motivation comes from the following example.
###### Example 2.2.
Let $`X`$ be a complete Riemannian manifold (e.g. a hyperbolic space). Consider the isometry group $`\mathrm{Isom}(X)`$ equipped with compact-open topology and let $`\pi `$ be a group. The space $`\mathrm{Hom}(\pi ,\mathrm{Isom}(X))`$ has a natural topology (which is usually called “algebraic topology” or “pointwise convergence topology”), namely $`\rho _k`$ is said to converge to $`\rho `$ if, for each $`\gamma \pi `$, $`\rho _k(\gamma )`$ converges to $`\rho (\gamma )`$ in the Lie group $`\mathrm{Isom}(X)`$. Note that if $`\pi `$ is finitely generated, this topology on $`\mathrm{Hom}(\pi ,\mathrm{Isom}(X))`$ coincide with the compact-open topology. Certainly, for any $`pX`$, the constant sequence $`(X,p)`$ converges to itself in pointed Lipschitz topology. Then the sequence $`(X,p,\rho _k)`$ converges in the pointwise convergence topology (as defined in this section) if and only if $`\rho _k\mathrm{Hom}(\pi ,\mathrm{Isom}(X))`$ converges in the algebraic topology. (Indeed, $`\rho _k(\gamma )`$ converges to $`\rho (\gamma )`$ in $`\mathrm{Isom}(X)`$ iff $`\rho _k(\gamma )`$ converges to $`\rho (\gamma )`$ uniformly on compact subsets. In particular, the latter implies that $`\rho _k(\gamma )(x_k)\rho (\gamma )(x)`$ for any $`x_kx`$. Conversely, if $`\rho _k(\gamma )(x_k)\rho (\gamma )(x)`$ for any $`x_kx`$, then $`\rho _k(\gamma )`$ converges to $`\rho (\gamma )`$ uniformly on compact subsets \[KN63, 4.7, Lemma 5\].)
A sequence of actions $`(X_k,p_k,\rho _k)`$ is called precompact in the pointwise convergence topology if every subsequence of $`(X_k,p_k,\rho _k)`$ has a subsequence that converges in the pointwise convergence topology.
Repeating the proof of \[KN63, 4.7\], it is easy to check that a sequence of isometries $`\gamma _k\text{Isom}(X_k)`$ has a converging subsequence if, for some converging sequence $`x_kX_k`$, the sequence $`d_k(x_k,\gamma _k(x_k))`$ is bounded (where $`d_k(,)`$ is the distance function on $`X_k`$).
Suppose that $`\pi `$ is a countable (e.g. finitely generated) group and assume that for each $`\gamma \pi `$ the sequence $`d_k(p_k,\rho _k(\gamma )(p_k))`$ is bounded. Then $`(X_k,p_k,\rho _k)`$ is precompact in the pointwise convergence topology. (Indeed, let $`\gamma _1\mathrm{}\gamma _n\mathrm{}`$ be the list of all elements of $`\pi `$. Take any subsequence $`\rho _{k,0}`$ of $`\rho _k`$. Pass to subsequence $`\rho _{k,1}`$ of $`\rho _{k,0}`$ so that $`\rho _{k,1}(\gamma _1)`$ converges. Then pass to subsequence $`\rho _{k,2}`$ of $`\rho _{k,1}`$ such that $`\rho _{k,2}(\gamma _2)`$ converges, etc. Then $`\rho _{k,k}(\gamma _n)`$ converges for every $`n`$.)
Note that if $`\pi `$ is generated by a finite set $`S`$, then to prove that $`\rho _k`$ is precompact it suffices to check that $`d_k(p_k,\rho _k(\gamma )(p_k))`$ is bounded, for all $`\gamma S`$ because it implies that $`d_k(p_k,\rho _k(\gamma )(p_k))`$ is bounded, for each $`\gamma \pi `$.
The following two lemmas can be easily deduced from definitions; the reader is refered to \[Bel97a\] for details.
###### Lemma 2.3.
Let $`\rho _k:\pi \mathrm{Isom}(X_k)`$ be a sequence of isometric actions of a discrete group $`\pi `$ on complete Riemannian $`n`$-manifolds $`X_k`$ such that $`\rho _k(\pi )`$ acts freely. If the sequence $`(X_k,p_k,\rho _k(\pi ))`$ converges in the equivariant pointed Lipschitz topology to $`(X,\mathrm{\Gamma },p)`$ and $`(X_k,p_k,\rho _k)`$ converges to $`(X,p,\rho )`$ in the pointwise convergence topology, then
$`(1)`$ $`\mathrm{\Gamma }`$ acts freely, and
$`(2)`$ $`\rho (\pi )\mathrm{\Gamma }`$, and
$`(3)`$ $`\mathrm{ker}(\rho )\mathrm{ker}(\rho _k)`$, for all large $`k`$.
###### Lemma 2.4.
Let $`\rho _k:\pi \mathrm{Isom}(X_k)`$ be a sequence of isometric actions of a discrete group $`\pi `$ on complete Riemannian $`n`$-manifolds $`X_k`$ such that $`\rho _k(\pi )`$ acts freely. Suppose that the sequence $`(X_k,p_k,\rho _k(\pi ))`$ converges in the equivariant pointed Lipschitz topology to $`(X,\mathrm{\Gamma },p)`$ and $`(X_k,p_k,\rho _k)`$ converges to $`(X,p,\rho )`$ in the pointwise convergence topology.
Then, for any $`ϵ>0`$ and for any finite subset $`S\pi `$, there is $`k(ϵ,S)`$ with the property that for each $`k>k(ϵ,S)`$ there exists an $`ϵ`$–Lipschitz approximation $`(f_k,g_k,\varphi _k,\tau _k)`$ between $`(X_k,p_k,\rho _k(\pi ))`$ and $`(X,p,\mathrm{\Gamma })`$ such that $`\varphi _k(\rho _k(\gamma ))=\rho (\gamma )`$ and $`\rho _k(\gamma )=\tau _k(\rho (\gamma ))`$ for every $`\gamma S`$.
### 2.3 Applications of the Margulis’ lemma
The following proposition generalizes a well-known statement in the Kleinian group theory. Namely, if $`\pi `$ is a non-virtually-abelian group and $`\rho _k`$ is a sequence of injective discrete representations of $`\pi `$ into $`\mathrm{𝐏𝐒𝐋}(2,)`$ that converges algebraically to a representation $`\rho `$, then $`\rho `$ is injective and discrete. Moreover, the closure of $`\{\rho _k(\pi )\}`$ in the Chabauty topology consists of discrete groups.
###### Proposition 2.5.
Let $`X_k`$ be a sequence of Hadamard manifolds with sectional curvatures in $`[a,b]`$ for $`ab<0`$ and let $`\pi `$ be a finitely generated group that is not virtually nilpotent. Let $`\rho _k:\pi \mathrm{Isom}(X_k)`$ be an arbitrary sequence of free and isometric actions such that $`(X_k,p_k,\rho _k)`$ converges converges to $`(X,p,\rho )`$ in the pointwise convergence topology. Then
(i) the sequence $`(X_k,p_k,\rho _k(\pi ))`$ is precompact in the equivariant pointed Lipschitz topology, and
(ii) $`\rho `$ is a free action, in particular $`\rho `$ is injective,
###### Proof.
Choose $`r`$ so that the open ball $`B(p,r)X`$ contains $`\{\rho (\gamma _1)(p),\mathrm{}\rho (\gamma _m)(p)\}`$ where $`\{\gamma _1,\mathrm{}\gamma _m\}`$ generate $`\pi `$. Passing to subsequence, we assume that $`B(p_k,r)`$ contains $`\{\rho _k(\gamma _1)(p),\mathrm{}\rho _k(\gamma _m)(p)\}`$.
Show that, for every $`k`$, there exists $`q_kB(p_k,r)`$ such that for any $`\gamma \pi \{\mathrm{id}\}`$, we have $`\rho _k(\gamma )(q_k)B(q_k,\mu _n/2)`$ where $`\mu _n`$ is the Margulis constant. Suppose not. Then for some $`k`$, the whole ball $`B(p_k,r)`$ projects into the thin part $`\{\mathrm{InjRad}<\mu _n/2\}`$ under the projection $`\pi _k:X_kX_k/\rho _k(\pi )`$. Thus the ball $`B(p_k,r)`$ lies in a connected component $`W`$ of the $`\pi _k`$–preimage of the thin part of $`X_k/\rho _k(\pi )`$. According to \[BGS85, p111\], the stabilizer of $`W`$ in $`\rho _k(\pi )`$ is virtually nilpotent and, moreover, the stabilizer contains every element $`\gamma \rho _k(\pi )`$ with $`\gamma (W)W\mathrm{}`$. Therefore, the whole group $`\rho _k(\pi )`$ stabilizes $`W`$. Hence $`\rho _k(\pi )`$ must be virtually nilpotent. As $`\rho _k`$ is injective, $`\pi `$ is virtually nilpotent. A contradiction.
Thus, $`(X_k,q_k,\rho _k(\pi ))`$ is Lipschitz precompact \[Fuk86\] and, hence passing to subsequence, one can assume that $`(X_k,q_k,\rho _k(\pi ))`$ converges to some $`(X,q,\mathrm{\Gamma })`$.
It is a general fact that follows easily from definitions that whenever $`(X_k,q_k,\mathrm{\Gamma }_k)`$ converges to $`(X,q,\mathrm{\Gamma })`$ in the equivariant pointed Lipschitz topology and a sequence of points $`p_kX_k`$ converges to $`pX`$, then $`(X_k,p_k,\mathrm{\Gamma }_k)`$ converges to $`(X,p,\mathrm{\Gamma })`$ in the equivariant pointed Lipschitz topology. The proof of $`(i)`$ is complete.
Pass to a subsequence so that $`(X_k,p_k,\rho _k)`$ converges to $`(X,p,\mathrm{\Gamma })`$ in the equivariant pointed Lipschitz topology. By 2.3, $`\rho `$ is injective. Furthermore, $`\rho (\pi )`$ acts freely because it is a subgroup of $`\mathrm{\Gamma }`$. Thus, $`(ii)`$ is proved. ∎
### 2.4 Diverging actions and splittings over virtually nilpotent groups
We say that a group $`\pi `$ splits over a virtually nilpotent group if $`\pi `$ has a nontrivial decomposition into an amalgamated product or an HNN-extension over a virtually nilpotent group.
Let $`\pi `$ be a finitely generated group and let $`S\pi `$ be a finite subset that contains $`\{\mathrm{id}\}`$ and generates $`\pi `$. Let $`\rho _k:\pi \mathrm{Isom}(X_k)`$ be an arbitrary sequence of free and isometric actions of $`\pi `$ on Hadamard $`n`$-manifolds $`X_k`$. Assume that the sectional curvatures of $`X_k`$ lie in $`[a,b]`$ for $`ab<0`$.
For $`xX_k`$, we denote $`D_k(x)`$ the diameter of the set $`\rho _k(S)(x)`$. Set $`D_k=inf_{xX_k}D_k(x)`$. Suppose the sequence $`D_k`$ is bounded. Then there exist $`x_kX_k`$ such that $`D_k(x_k)`$ is bounded. Therefore, as we observed in the section 2.2, the sequence $`(X_k,x_k,\rho _k)`$ is precompact in the pointwise convergence topology. The following lemma shows what happens if $`D_k`$ is unbounded.
###### Proposition 2.6.
Suppose that the sequence $`\{D_k\}`$ is unbounded. Assume that $`\pi `$ is not virtually nilpotent. Then $`\pi `$ acts on a certain $``$-tree without global fixed points and so that the stabilizer of any non-degenerate arc is virtually nilpotent. Furthermore, if $`\pi `$ is finitely presented, then $`\pi `$ splits over a virtually nilpotent group.
###### Proof.
This proposition is well-known to experts. First, using work of Bestvina \[Bes88\] and Paulin \[Pau88, Pau91\], we produce an action of $`\pi `$ on a real tree and then invoke Rips’ machine to get a splitting over a virtually nilpotent group. For completeness, we briefly review the argument.
The rescaled pointed Hadamard manifold $`\frac{1}{D_k}X_k`$ has sectional curvature $`bD_k\mathrm{}`$ as $`k\mathrm{}`$. Find $`p_kX_k`$ such that $`D_k(p_k)D_k+1/k`$. Consider the sequence of triples $`(\frac{1}{D_k}X_k,p_k,\rho _k)`$. Repeating an argument of Paulin \[Pau91, §4\], we can pass to subsequence that converges to a triple $`(X_{\mathrm{}},p_{\mathrm{}},\rho _{\mathrm{}})`$. (For the definition of the convergence see \[Pau88, Pau91\]. Paulin calls it “convergence in the Gromov topology”.)
The limit space $`X_{\mathrm{}}`$ is a length space of curvature $`\mathrm{}`$, that is a real tree. Because of the way we rescaled, the limit space has a natural isometric action $`\rho _{\mathrm{}}`$ of $`\pi `$ with no global fixed point \[Pau88, Pau91\]. Then it is a standard fact that there exists a unique $`\pi `$–invariant subtree $`T`$ of $`X_{\mathrm{}}`$ that has no proper $`\pi `$–invariant subtree. In fact $`T`$ is the union of all the axes of all hyperbolic elements in $`\pi `$. Since the sectional curvatures are uniformly bounded away from zero and $`\mathrm{}`$, the Margulis lemma implies that the stabilizer of any non-degenerate segment is virtually nilpotent (cf. \[Pau88\]).
Note that any increasing sequence of virtually nilpotent subgroups of $`\pi `$ is stationary. Indeed, since a virtually nilpotent group is amenable, the union $`U`$ of an increasing sequence $`U_1U_2U_3\mathrm{}`$ of virtually nilpotent subgroups is also an amenable group. If the fundamental group of a complete manifold of pinched negative curvature is amenable, it must be finitely generated \[BS87, Bow93\]. In particular, $`U`$ is finitely generated, hence $`U_n=U`$ for some $`n`$. Thus, the $`\pi `$–action on the tree $`T`$ is stable \[BF95, Proposition 3.2(2)\].
We summarize that the $`\pi `$–action on $`T`$ is stable, has virtually nilpotent arc stabilizers and no proper $`\pi `$–invariant subtree. Since $`\pi `$ is finitely presented and not virtually nilpotent, the Rips’ machine \[BF95, Theorem 9.5\] produces a splitting of $`\pi `$ over a virtually solvable group. Any amenable subgroup of $`\pi `$ must be virtually nilpotent \[BS87, Bow93\], hence $`\pi `$ splits over a virtually nilpotent group. ∎
###### Example 2.7.
Let $`K`$ be a closed aspherical $`n`$–manifold such that any nilpotent subgroup of $`\pi _1(K)`$ has cohomological dimension $`n2`$. Then $`\pi _1(K)`$ does not split as a nontrivial amalgamated product or HNN-extension over a virtually nilpotent group \[Bel98\]. In particular, this is the case if $`K`$ is a closed aspherical manifold such that $`dim(K)3`$ and $`\pi _1(K)`$ is word-hyperbolic.
###### Theorem 2.8.
Let $`\pi `$ be a finitely presented group that is not virtually nilpotent and that does not split over virtually nilpotent subgroups. Suppose that $`\pi `$ is not isomorphic to a discrete subgroup of the isometry group of the hyperbolic $`n`$-space. Then the class $`_{1ϵ,1,\pi ,n}`$ is empty, for some $`ϵ>0`$.
###### Proof.
Arguing by contradiction, we assume that for each $`k`$ there exists a manifold $`X_k/\rho _k(\pi )_{11/k,1,\pi ,n}`$ where $`\rho _k`$ is free, isometric action $`\pi `$ on the Hadamard manifold $`X_k`$.
According to 2.6, $`(X_k,p_k,\rho _k)`$ is precompact in the pointwise convergence topology, for some $`p_kX_k`$. Pass to subsequence so that $`(X_k,p_k,\rho _k)`$ converges to $`(X,p,\rho )`$ in the pointwise convergence topology. By 2.3, $`\rho `$ is a free action of a discrete group $`\pi `$, in particular $`X/\rho (\pi )`$ is a manifold with fundamental group isomorphic to $`\pi `$.
By a standard argument $`X`$ is an inner metric space of curvature $`1`$ and $`1`$ in the sense of Alexandrov. Hence \[Ale57\] implies that $`X`$ is isometric to the real hyperbolic space. Thus, $`\pi `$ is the fundamental group of a hyperbolic manifold $`X/\rho (\pi )`$ which is a contradiction. ∎
### 2.5 Accessibility over virtually nilpotent groups
Delzant and Potyagailo have recently proved a powerful accessibility result which we state below (in torsion-free case) for reader’s convenience. The definition 2.9 and the theorem 2.10 are taken from \[DP98\]. I am grateful to Thomas Delzant for helpful discussions.
Recall that a graph of groups is a graph whose vertices and edges are labeled with vertex groups $`\pi _v`$ and edge groups $`\pi _e`$ and such that every pair $`(v,e)`$ where the edge $`e`$ is incident to the vertex $`v`$ is labeled with a group monomorphism $`\pi _e\pi _v`$. We only consider finite connected graphs of groups. To each graph of groups one can associate its fundamental group which is a result of repeated amalgamated products and HNN–extensions of vertex groups over the edge groups (see \[Bau93\] for more details).
###### Definition 2.9.
A class $``$ of subgroups of a torsion free group $`\pi `$ is called elementary provided the following four conditions hold.
$``$ is closed under conjugation in $`\pi `$;
any infinite group from $``$ is contained in a unique maximal subgroup from the class $``$;
if a group from the class $``$ acts on a tree, it fixes a point, an end, or a pair of ends;
each maximal infinite subgroup from $``$ is equal to its normalizer in $`\pi `$.
Note that the condition (iii) holds if any group in $``$ is amenable \[Neb88\].
###### Theorem 2.10.
Let $`\pi `$ be a torsion-free finitely presented group and $``$ be an elementary class of subgroups of $`\pi `$. Then there exists an integer $`K>0`$ and a finite sequence $`\pi _0,\pi _1,\mathrm{},\pi _m`$ of subgroups of $`\pi `$ such that
$`(1)`$ $`\pi _m=\pi `$, and
$`(2)`$ for each $`k`$ with $`0k<K`$, the group $`\pi _k`$ either belongs to $``$ or does not split as a nontrivial amalgamated product or an HNN-extension over a group from $``$, and
$`(3)`$ for each $`k`$ with $`Kkm`$, the group $`\pi _k`$ is the fundamental group of a finite graph of groups with edge groups from $``$, vertex groups from $`\{\pi _0,\pi _1,\mathrm{},\pi _{k1}\}`$, and proper edge-to-vertex homomorphisms.
###### Proposition 2.11.
Let $`\pi `$ be a finitely presented group. If $`_{a,b,\pi ,n}\mathrm{}`$, then the class of virtually nilpotent subgroup of $`\pi `$ is elementary.
###### Proof.
The proof is straightforward and can be found in \[Bel97a\]. ∎
###### Proposition 2.12.
Let $`\pi `$ be the fundamental group of a finite graph of groups with virtually nilpotent edge groups. Assume $`_{a,b,\pi ,n}\mathrm{}`$. Then
$`(1)`$ $`\pi `$ is finitely presented iff all the vertex groups are finitely presented, and
$`(2)`$ $`dim_{}H^{}(\pi ,)<\mathrm{}`$ iff $`dim_{}H^{}(\pi _v,)<\mathrm{}`$ for every vertex group $`\pi _v`$.
###### Proof.
Since $`_{a,b,\pi ,n}\mathrm{}`$, any virtually nilpotent subgroup of $`\pi `$ is finitely generated \[Bow93\] and hence is the fundamental group of a closed aspherical manifold \[FH81\]. The statement $`(2)`$ now follows from the Mayer-Vietoris sequence. For details on the proof of $`(1)`$ see \[Bel97a\]. ∎
## 3 Invariants of maps and actions
This section is a condensed version of \[Bel98, sections 3;4\].
### 3.1 Invariants of continuous maps
###### Definition 3.1.
Let $`B`$ be a topological space and $`S_B`$ be a set. Let $`\iota `$ be a map that, given a smooth manifold $`N`$, and a continuous map from $`B`$ into $`N`$, produces an element of $`S_B`$. We call $`\iota `$ an invariant of maps of $`B`$ if the two following conditions hold:
$`(1)`$ Homotopic maps $`f_1:BN`$ and $`f_2:BN`$ have the same invariant.
$`(2)`$ Let $`h:NL`$ be a diffeomorphism of $`N`$ onto an open subset of $`L`$. Then, for any continuous map $`f:BN`$, the maps $`f:BN`$ and $`hf:BL`$ have the same invariant.
There is a version of this definition for maps into oriented manifolds. Namely, we require that the target manifold is oriented and the diffeomorphism $`h`$ preserves orientation. In that case we say that $`\iota `$ is an invariant of maps into oriented manifolds.
###### Example 3.2.
(Tangent bundle.) Assume $`B`$ is paracompact and $`S_B`$ is the set of isomorphism classes of real vector bundles over $`B`$. Given a continuous map $`f:BN`$, set $`\tau (f:BN)=f^\mathrm{\#}TN`$, the isomorphism class of the pullback of the tangent bundle to $`N`$ under $`f`$. Clearly, $`\tau `$ is an invariant.
###### Example 3.3.
(Intersection number in oriented $`n`$-manifolds.) Assume $`B`$ is compact and fix two homology classes $`\alpha H_m(B)`$ and $`\beta H_{nm}(B)`$. (In this paper we always use singular (co)homology with integer coefficients unless stated otherwise.) Let $`f:BN`$ be a continuous map of a compact topological space $`B`$ into an oriented $`n`$-manifold $`N`$ where $`\mathrm{dim}(N)=n`$. Set $`I_{n,\alpha ,\beta }(f)`$ to be the intersection number of $`f_{}\alpha `$ and $`f_{}\beta `$ in $`N`$. It was verified in \[Bel98\] that $`I_{n,\alpha ,\beta }`$ is an integer-valued invariant of maps into oriented manifolds.
We say that an invariant of maps is liftable if in the part $`(2)`$ of the definition the word “diffeomorphism” can be replaced by a “covering map”. For example, tangent bundle is a liftable invariant. Intersection numbers are not liftable. The following proposition shows to what extent it can be repaired.
###### Proposition 3.4.
\[Bel98\] Let $`p:\stackrel{~}{N}N`$ be a covering map of manifolds and let $`B`$ be a finite connected CW-complex. Suppose that $`f:B\stackrel{~}{N}`$ is a map such that $`pf:BN`$ is an embedding (i.e., a homeomorphism onto its image). Then $`\iota (f)=\iota (pf)`$ for any invariant of maps $`\iota `$.
### 3.2 Invariants of actions
Assume $`X`$ is a smooth contractible manifold and let $`\mathrm{Diffeo}(X)`$ be the group of all self-diffeomorphisms of $`X`$ equipped with the compact-open topology. Let $`\pi `$ be the fundamental group of a finite-dimensional CW-complex $`K`$ with the universal cover $`\stackrel{~}{K}`$.
To any action $`\rho :\pi \text{Diffeo}(X)`$, we associate a continuous $`\rho `$-equivariant map $`\stackrel{~}{K}X`$ as follows. Consider the $`X`$–bundle $`\stackrel{~}{K}\times _\rho X`$ over $`K`$ where $`\stackrel{~}{K}\times _\rho X`$ is the quotient of $`\stackrel{~}{K}\times X`$ by the following action of $`\pi `$
$$\gamma (\stackrel{~}{k},x)=(\gamma (\stackrel{~}{k}),\rho (\gamma )(x)),\gamma \pi .$$
Since $`X`$ is contractible, the bundle has a section that is unique up to homotopy through sections. Any section can be lifted to a $`\rho `$-equivariant continuous map $`\stackrel{~}{K}\stackrel{~}{K}\times X`$. Projecting to $`X`$, we get a $`\rho `$-equivariant continuous map $`\stackrel{~}{K}X`$. Note that any two $`\rho `$-equivariant continuous maps $`\stackrel{~}{g},\stackrel{~}{f}:\stackrel{~}{K}X`$, are $`\rho `$-equivariantly homotopic. (Indeed, $`\stackrel{~}{f}`$ and $`\stackrel{~}{g}`$ descend to sections $`K\stackrel{~}{K}\times _\rho X`$ that must be homotopic. This homotopy lifts to a $`\rho `$–equivariant homotopy of $`\stackrel{~}{f}`$ and $`\stackrel{~}{g}`$.)
Assume now that $`\rho (\pi )`$ acts freely and properly discontinuously on $`X`$. Then the map $`\stackrel{~}{f}`$ descends to a continuous map $`f:KX/\rho (\pi _1(K))`$. We say that $`\rho `$ is induced by $`f`$.
Let $`\iota `$ be an invariant of continuous maps of $`K`$. Given an action $`\rho `$ such that $`\rho (\pi )`$ acts freely and properly discontinuously on $`X`$, set $`\iota (\rho )`$ to be $`\iota (f)`$ where $`\rho `$ is induced by $`f`$. We say $`\rho `$ is an invariant of free, proper discontinuous actions of $`\pi _1(K)`$. Similarly, any invariant $`\iota `$ of continuous maps of $`K`$ into oriented manifolds defines an invariant of free, proper discontinuous, orientation-preserving actions on $`X`$.
Note that actions conjugate by a diffeomorphism $`\varphi `$ of $`X`$ have same invariants. (Indeed, if $`\stackrel{~}{f}:\stackrel{~}{K}X`$ is a $`\rho `$-equivariant map, the map $`\varphi \stackrel{~}{f}`$ is $`\varphi \rho \varphi ^1`$-equivariant.) The same is true for invariants of orientation-preserving actions when $`\varphi `$ is orientation-preserving.
###### Example 3.5.
(Tangent bundle.) Let $`\tau `$ be the invariant of maps defined in 3.2. Then, for any action $`\rho `$ such that $`\rho (\pi )`$ acts freely and properly discontinuously on $`X`$, let $`\tau (\rho )`$ be the pullback of the tangent bundle to $`X/\rho (\pi )`$ via a map $`f:KX/\rho (\pi )`$ that induces $`\rho `$.
###### Example 3.6.
(Intersection number for orientation preserving actions.) Assume the cell complex $`K`$ is finite and choose an orientation on $`X`$ (which makes sense because, like any contractible manifold, $`X`$ is orientable). Given homology classes $`\alpha H_m(K)`$ and $`\beta H_{nm}(K)`$, let $`I_{n,\alpha ,\beta }`$ is an invariant of maps defined in 3.3 where $`n=\mathrm{dim}(X)`$.
Let $`\rho `$ be an action of $`\pi `$ into the group of orientation preserving diffeomorphisms of $`X`$ such that $`\rho (\pi )`$ acts freely and properly discontinuously on $`X`$. Then let $`I_{n,\alpha ,\beta }(\rho )`$ be the intersection number of $`f_{}\alpha `$ and $`f_{}\beta `$ in $`X/\rho (\pi )`$ where $`f:KX/\rho (\pi )`$ is a map that induces $`\rho `$.
### 3.3 Main theorem
Throughout this section $`K`$ is a finite, connected CW-complex with a reference point $`q`$. Let $`\stackrel{~}{K}`$ be the universal cover of $`K`$, $`\stackrel{~}{q}\stackrel{~}{K}`$ be a preimage of $`qK`$. Using the point $`\stackrel{~}{q}`$ we identify $`\pi _1(K,q)`$ with the group of automorphisms of the covering $`\stackrel{~}{K}K`$. Let $`\iota `$ is an invariant of actions.
###### Theorem 3.7.
Let $`\rho _k:\pi =\pi _1(K,q)\mathrm{Isom}(X_k)`$ be a sequence of isometric actions of $`\pi _1(K)`$ on Hadamard $`n`$-manifolds $`X_k`$ such that $`\rho _k(\pi )`$ is a discrete subgroup of $`\mathrm{Isom}(X_k)`$ that acts freely. Suppose that, for some $`p_kX_k`$, $`(X_k,p_k,\rho _k(\pi ))`$ converges in the equivariant pointed Lipschitz topology to $`(X,p,\mathrm{\Gamma })`$ and $`(X_k,p_k,\rho _k)`$ converges to $`(X,p,\rho )`$ in the pointwise convergence topology. Let $`\stackrel{~}{h}:\stackrel{~}{K}X`$ be a $`\rho `$-equivariant continuous map and let $`\overline{h}:KX/\mathrm{\Gamma }`$ be the drop of $`\stackrel{~}{h}`$. Then $`\iota (\rho _k)=\iota (\overline{h})`$ for all large $`k`$.
###### Proof.
Recall that according to 3.2 such a map $`\stackrel{~}{h}`$ always exists and is unique up to $`\rho `$-equivariant homotopy.
Let $`\stackrel{~}{q}F\stackrel{~}{K}`$ be a finite subcomplex that projects onto $`K`$. Clearly, the finite set $`S=\{\gamma \pi _1(K,q):\gamma (F)F\mathrm{}\}`$ generates $`\pi _1(K,q)`$.
Note that $`X`$ is contractible. (Indeed, any spheroid in $`X`$ lies in the diffeomorphic image of a metric ball in $`X_j`$. Any metric ball in a Hadamard manifold is contractible. Thus $`\pi _{}(X)=1`$.)
Choose $`ϵ>0`$ so small that $`\stackrel{~}{h}(F)`$ lies in the open ball $`B(p,1/10ϵ)X`$. For large $`k`$, we find an $`ϵ`$-Lipschitz approximation $`(\stackrel{~}{f}_k,\stackrel{~}{g}_k,\varphi _k,\tau _k)`$ between $`(X_k,p_k,\rho _k(\pi ))`$ and $`(X,p,\mathrm{\Gamma })`$.
By lemma 2.4 we can assume that $`\tau _k(\rho (\gamma ))=\rho _k(\gamma )`$ for all $`\gamma S`$. Hence, the map $`\stackrel{~}{h}_k=\stackrel{~}{g}_k\stackrel{~}{h}:FX_k`$ is $`\rho _k`$-equivariant. Extend it by equivariance to a $`\rho _k`$-equivariant map $`\stackrel{~}{h}_k:\stackrel{~}{K}X_k`$. Passing to quotients we get a map $`h_k:KX_k/\rho _k(\pi _1(K))`$ such that $`\iota (\rho _k)=\iota (h_k)`$.
By construction, $`h_k=g_k\overline{h}`$ where $`g_k`$ is the drop of $`\stackrel{~}{g}_k`$. Since $`g_k`$ is a diffeomorphism, $`\iota (h_k)=\iota (\overline{h})`$. Hence $`\iota (\rho _k)=\iota (\overline{h})`$ and the proof is complete. ∎
###### Remark 3.8.
There is a version of the theorem 3.7 for invariants of maps into oriented manifolds. Suppose all the actions $`\rho _k`$ on $`X_k`$ preserve orientations (it makes sense because being a contractible manifold $`X_k`$ is orientable). Fix an orientation on $`X`$ (which is also contractible) and choose orientations of $`X_k`$ so that diffeomorphisms $`g_k`$ preserve orientations. Then the same proof gives $`\iota (\rho _k)=\iota (\overline{h})`$ for any invariant of maps into oriented manifolds $`\iota `$. Yet this new orientation on $`X_k`$ may be different from the original one.
###### Corollary 3.9.
Suppose that in addition to the assumptions of the theorem 3.7 any of the following holds
* $`\iota `$ is a liftable invariant, or
* $`\rho (\pi _1(K))=\mathrm{\Gamma }`$, or
* $`\overline{h}`$ is homotopic to an embedding.
Then $`\iota (\rho _k)=\iota (\rho )`$ for all large $`k`$.
###### Proof.
Let $`h:KX/\rho (\pi )`$ be the drop of $`\stackrel{~}{h}`$. Since $`\iota (\rho )=\iota (h)`$, it suffices to understand when $`\iota (h)=\iota (\overline{h})`$. This is trivially true if $`\iota `$ is liftable or if $`\rho (\pi _1(K))=\mathrm{\Gamma }`$. In case $`\overline{h}`$ is homotopic to an embedding, 3.4 implies that $`\iota (h)=\iota (\overline{h})`$. ∎
###### Remark 3.10.
In Kleinian group theory the condition $`\rho (\pi _1(K))=\mathrm{\Gamma }`$ means, by definition, that $`\rho _k`$ converges to $`\rho `$ strongly.
## 4 Applications
### 4.1 Strongly pinched manifolds have zero Pontrjagin classes
Let $`X`$ be the limit of Hadamard $`n`$-manifolds $`X_k`$ in the pointed Lipschitz topology. Assume that the sectional curvature of $`X_k`$ is within $`[11/k,1]`$. Then $`X`$ is a smooth $`n`$-manifold \[Fuk86\] and by a standard argument $`X`$ is an inner metric space of curvature $`1`$ and $`1`$ in the sense of Alexandrov. Hence \[Ale57\] implies that $`X`$ is isometric to the real hyperbolic space.
###### Theorem 4.1.
Let $`\pi `$ be the fundamental group of a finite aspherical complex. Suppose that $`\pi `$ is not virtually nilpotent and that $`\pi `$ does not split as a nontrivial amalgamated product or an HNN-extension over a virtually nilpotent group. Then, for any positive integer $`n`$, there exists an $`ϵ=ϵ(\pi ,n)>0`$ such that any manifold in the class $`_{1ϵ,1,\pi ,n}`$ is tangentially homotopy equivalent to a manifold of constant negative curvature.
###### Proof.
Arguing by contradiction, consider a sequence of manifolds $`X_k/\rho _k(\pi )_{11/k,1,\pi ,n}`$ that are not tangentially homotopy equivalent to manifolds of constant negative curvature.
According to 2.6, $`(X_k,p_k,\rho _k)`$ is precompact in the pointwise convergence topology, for some $`p_kX_k`$. Hence 2.5 implies that $`(X_k,p_k,\rho _k(\pi ))`$ is precompact in the equivariant pointed Lipschitz topology. Pass to subsequence so that $`(X_k,p_k,\rho _k)`$ converges to $`(X,p,\rho )`$ in the pointwise convergence topology and $`(X_k,p_k,\rho _k(\pi ))`$ converges to $`(X,p,\mathrm{\Gamma })`$ in the equivariant pointed Lipschitz topology.
By 2.3, $`\rho `$ is a free action of a discrete group $`\pi `$, in particular $`X/\rho (\pi )`$ is a manifold with fundamental group isomorphic to $`\pi `$. Set $`K=X/\rho (\pi )`$ and let $`\tau `$ be the invariant of representations of $`\pi _1(K)`$ defined in 3.5. According to 3.9, $`\tau (\rho )=\tau (\rho _k)`$ for large $`k`$, thus $`\rho _k\rho ^1`$ induces a tangential homotopy equivalence of $`X_k/\rho _k(\pi )`$ and $`X/\rho (\pi )`$. Since $`X`$ is isometric to the real hyperbolic space, the proof is complete. ∎
###### Theorem 4.2.
Let $`\pi `$ be the fundamental group of a finite-dimensional aspherical CW-complex $`K`$ such that $`dim_{}_mH^{4m}(K,)<\mathrm{}`$. Suppose that $`\pi `$ is finitely presented, not virtually nilpotent and that $`\pi `$ does not split as a nontrivial amalgamated product or an HNN-extension over a virtually nilpotent group. Then, for any positive integer $`n`$, there exists an $`ϵ=ϵ(\pi ,n)>0`$ such that the tangent bundle of any manifold in the class $`_{1ϵ,1,\pi ,n}`$ has zero rational Pontrjagin classes.
###### Proof.
Arguing by contradiction, consider a sequence of manifolds $`X_k/\rho _k(\pi )_{11/k,1,\pi ,n}`$ whose tangent bundles have nonzero rational Pontrjagin classes. According to 2.6, $`(X_k,p_k,\rho _k)`$ is precompact in the pointwise convergence topology, for some $`p_kX_k`$. Hence 2.5 implies that $`(X_k,p_k,\rho _k(\pi ))`$ is precompact in the equivariant pointed Lipschitz topology. Pass to subsequence so that $`(X_k,p_k,\rho _k)`$ converges to $`(X,p,\rho )`$ in the pointwise convergence topology and $`(X_k,p_k,\rho _k(\pi ))`$ converges to $`(X,p,\mathrm{\Gamma })`$ in the equivariant pointed Lipschitz topology.
By an elementary homological argument there exists a finite connected subcomplex $`XK`$ such that the inclusion $`i:XK`$ induces a $`\pi _1`$–epimorphism and a $`_mH^{4m}(,)`$-monomorphism (for example, see \[Bel97a\] for a proof). The sequence of isometric actions $`\rho _ki_{}`$ of $`\pi _1(X,x)`$ on $`X_k`$ satisfies the assumptions of 3.7, therefore, $`\tau (\rho _ki_{})=\tau (\rho i_{})`$ for all large $`k`$. In other words, the pullback bundles $`i^\mathrm{\#}\tau (\rho _k)`$ are isomorphic to the vector bundle $`i^\mathrm{\#}\tau (\rho )`$.
By 2.3, $`\rho `$ is a free action of a discrete group $`\pi `$, in particular $`X/\rho (\pi )`$ is a real hyperbolic manifold. Hence, the tangent bundle to $`X/\rho (\pi )`$ has zero rational Pontrjagin classes $`p_m`$ for $`m>0`$. (Avez observed in \[Ave70\] that Pontrjagin forms on any conformally flat manifold vanish.) Hence $`\tau (\rho )`$ and $`i^\mathrm{\#}\tau (\rho )`$ have zero rational Pontrjagin classes because they are pullbacks of the tangent bundle to $`X/\rho (\pi )`$. Thus $`i^\mathrm{\#}\tau (\rho _k)`$ has zero rational Pontrjagin classes for all large $`k`$. Hence $`i^{}p_m(\tau (\rho _k))=p_m(i^\mathrm{\#}\tau (\rho _k))=0`$ all large $`k`$. Since $`i^{}`$ is injective, $`p_m(\tau (\rho _k))=0`$ which is a contradiction. ∎
###### Remark 4.3.
For any connected finite-dimensional cell complex $`B`$, the Pontrjagin character defines an isomorphism $`\stackrel{~}{KO}(B)_{m>0}H^{4m}(B,)`$. In particular, a vector bundle $`\xi `$ has zero rational Pontrjagin classes iff for some $`n`$ the Whitney sum $`\underset{n}{\underset{}{\xi \xi \mathrm{}\xi }}`$ is a trivial bundle.
###### Proposition 4.4.
Let $`\pi `$ be the fundamental group of a finite graph of groups such that each edge group has cohomological dimension $`2`$. Let $`n`$ be a positive integer. Assume that there exists an $`ϵ>0`$ such that, for any vertex group $`\pi _v`$, the tangent bundle of any manifold in the class $`_{1ϵ,1,\pi _v,n}`$ has zero rational Pontrjagin classes. Then the tangent bundle of any manifold in the class $`_{1ϵ,1,\pi ,n}`$ has zero rational Pontrjagin classes.
###### Proof.
Following \[SW79\], we assemble the cell complexes $`K(\pi _v,1)`$ and $`K(\pi _e,1)\times [1,1]`$ into an $`K(\pi ,1)`$ cell complex by using edge–to–vertex monomorphisms. By Mayer-Vietoris sequence the map $`H^{4m}(\pi ,)_vH^{4m}(\pi _v,)`$ induced by inclusions $`\pi _v\pi `$ is an isomorphism. Let $`N_{1ϵ,1,\pi ,n}`$ and let $`N_v`$ be the cover of $`N`$ that corresponds the inclusions $`\pi _v\pi `$; clearly $`N_v_{1ϵ,1,\pi _v,n}`$. Since coverings preserve tangent bundles, the map $`H^{4m}(N,)H^{4m}(N_v,)`$ takes $`p_m(TN)`$ to $`p_m(TN_v)`$. Thus, $`p_m(TN)=0`$ iff $`p_m(TN_v)=0`$ for all $`v`$. ∎
###### Theorem 4.5.
Let $`\pi `$ be a finitely presented group with finite $`4k`$th Betti numbers for all $`k`$ Assume that any nilpotent subgroup of $`\pi `$ has cohomological dimension $`2`$. Then for any $`n`$ there exist $`ϵ=ϵ(n,\pi )>0`$ such that the tangent bundle of any manifold in the class $`_{1ϵ,1,\pi ,n}`$ has zero rational Pontrjagin classes.
###### Proof.
Applying the theorem 2.10, we get a sequence $`\pi _0,\pi _1,\mathrm{},\pi _m`$ of subgroups of $`\pi `$. In particular, for every $`k`$ with $`0k<K`$, the group $`\pi _k`$ either is virtually nilpotent or does not split over a virtually nilpotent subgroup of $`\pi `$. By the proposition 2.12, the group $`\pi _k`$ is finitely presented and has finite Betti numbers. Therefore, by 4.2, any manifold in the class $`_{1ϵ,1,\pi _k,n}`$ has zero rational Pontrjagin classes.
Repeatedly applying 4.4, we deduce that any manifold in the class $`_{1ϵ,1,\pi ,n}`$ has zero rational Pontrjagin classes. ∎
###### Corollary 4.6.
Let $`\pi `$ be a word-hyperbolic group. Then for any $`n`$ there exist $`ϵ=ϵ(n,\pi )>0`$ such that the tangent bundle of any manifold in the class $`_{1ϵ,1,\pi ,n}`$ has zero rational Pontrjagin classes.
###### Proof.
Any torsion free word-hyperbolic group is the fundamental group of a finite aspherical cell complex \[CDP90, 5.24\]. Moreover, any virtually nilpotent subgroup of a torsion free word-hyperbolic group of is either trivial or infinite cyclic. So 4.5 applies. ∎
### 4.2 Intersections in negatively curved manifolds
Given an oriented $`n`$-manifold $`N`$, consider the intersection form $`I_{m,nm}(,)`$ of type $`(m,nm)`$
$$I_{m,nm}:H_m(N)H_{nm}(N).$$
A homotopy equivalence $`f`$ of orientable $`n`$-manifolds is called $`(m,nm)`$-intersection preserving if, for some choice of orientations of the manifolds,
$$I_{m,nm}(f_{}\alpha ,f_{}\beta )=I_{m,nm}(\alpha ,\beta )$$
for all $`(\alpha ,\beta )H_m(N)H_{nm}(N)`$.
We now extend the notion of $`(m,nm)`$-intersection preserving homotopy equivalence to non-orientable manifolds. Recall that a homotopy equivalence of manifolds $`f:NL`$ is called orientation-true if the vector bundles $`TN`$ and $`f^\mathrm{\#}TL`$ have equal first Stiefel-Whitney class. Let $`f`$ be an orientation-true homotopy equivalence of non-orientable manifolds. Then $`f`$ lifts to a homotopy equivalence $`\stackrel{~}{f}:\stackrel{~}{N}\stackrel{~}{L}`$ of orientable two-fold covers. We say that $`f`$ is $`(m,nm)`$-intersection preserving if so is $`\stackrel{~}{f}`$.
If $`f`$ is $`(m,nm)`$-intersection preserving for all $`m`$, we say that $`f`$ is intersection preserving. For example, if $`f`$ is homotopic to a homeomorphism, then $`f`$ is $`(m,nm)`$-intersection preserving for all $`m`$ \[Dold, 13.21\].
###### Theorem 4.7.
Let $`K`$ be a connected finite cell complex and let $`I_{n,\alpha ,\beta }`$ be the invariant of maps defined in 3.3. Let $`\rho _k:\pi _1(K)\mathrm{Isom}(X_k)`$ be a sequence of free, isometric actions of $`\pi _1(K)`$ on Hadamard $`n`$-manifolds $`X_k`$. Suppose that, for some $`p_kX_k`$, $`(X_k,p_k,\rho _k(\pi _1(K)))`$ is precompact in the equivariant pointed Lipschitz topology and $`(X_k,p_k,\rho _k)`$ is precompact in the pointwise convergence topology.
Then, for any sequence of continuous maps $`f_k:KX_k/\rho _k(\pi _1(K))`$ that induce $`\rho _k`$, the sequence of integers $`I_{n,\alpha ,\beta }(f_k)`$ is bounded.
###### Proof.
Since $`I_{n,\alpha ,\beta }(f_k)=I_{n,\alpha ,\beta }(\rho _k)`$, this is a particular case of 3.7. ∎
###### Theorem 4.8.
Let $`\pi `$ finitely generated group and let $`\rho _k:\pi \mathrm{Isom}(X_k)`$ be a sequence of free, isometric actions of $`\pi `$ on Hadamard $`n`$-manifolds $`X_k`$. Suppose that, for some $`p_kX_k`$, $`(X_k,p_k,\rho _k(\pi ))`$ is precompact in the equivariant pointed Lipschitz topology and $`(X_k,p_k,\rho _k)`$ is precompact in the pointwise convergence topology. Assume that the Betti numbers $`b_m`$ and $`b_{nm}`$ of $`\pi `$ are finite. Then the set of manifolds $`\{X_k/\rho _k(\pi )\}`$ falls into finitely many $`(m,nm)`$-intersection preserving homotopy types.
###### Proof.
Argue by contradiction. We can assume that no two manifold from $`\{X_k/\rho _k(\pi )\}`$ are $`(m,nm)`$-intersection preserving homotopy equivalent. Set $`K=X_1/\rho _1(\pi )`$. Let $`f_k:KX_k/\rho _k(\pi )`$ be a homotopy equivalence that induces $`\rho _k`$. We next show that, after passing to a subsequence, the homotopy equivalence $`f_{k+1}f_k^1`$ is $`(m,nm)`$-intersection preserving which yields a contradiction.
Since $`\pi _1(K)`$ is finitely generated, the group $`H^1(K,_2)\mathrm{Hom}(\pi _1(K),_2)`$ is finite. So passing to subsequence we can assume that the vector bundles $`f_k^\mathrm{\#}TX_k/\rho _k(\pi )`$ have the same first Stiefel-Whitney class $`w`$. Hence the homotopy equivalences $`f_{k+1}f_k^1`$ are orientation-true.
The first Stiefel-Whitney class $`w`$ defines a two-fold-cover $`\stackrel{~}{K}K`$ and an index two subgroup $`\stackrel{~}{\pi }=\pi _1(\stackrel{~}{K})`$ of $`\pi _1(K)`$. Restricting $`\rho _k`$ to $`\stackrel{~}{\pi }`$ we get a sequence of free, isometric actions of $`\stackrel{~}{\pi }`$ on Hadamard $`n`$-manifolds $`X_k`$. Notice that $`(X_k,p_k,\rho _k(\stackrel{~}{\pi }))`$ is precompact in the equivariant pointed Lipschitz topology and $`(X_k,p_k,\rho _k|_{\stackrel{~}{\pi }})`$ is precompact in the pointwise convergence topology. Let $`\stackrel{~}{f}_k:\stackrel{~}{K}X_k/\rho _k(\stackrel{~}{\pi })`$ be a homotopy equivalence that induces $`\rho _k|_{\stackrel{~}{\pi }}`$.
Take arbitrary $`\alpha H_m(\stackrel{~}{K})`$ and $`\beta H_{nm}(\stackrel{~}{K})`$ and let $`I_k`$ be the intersection number of $`\stackrel{~}{f}_k\alpha `$ and $`\stackrel{~}{f}_k\beta `$ in $`X_k/\rho _k(\stackrel{~}{\pi })`$. By an elementary homological argument there exists a finite connected subcomplex $`K^{}`$ of $`\stackrel{~}{K}`$ such that the inclusion $`i:K^{}K`$ induces epimorphisms of the fundamental groups and $`i_{}H_{}(K^{})`$ contains $`\alpha `$ and $`\beta `$ (for example, see \[Bel97a\] for a proof).
Let $`i_{}\alpha ^{}=\alpha `$ and $`i_{}\beta ^{}=\beta `$. Clearly, $`I_k`$ is equal to the intersection number of $`\stackrel{~}{f}_ki_{}\alpha ^{}`$ and $`\stackrel{~}{f}_ki_{}\beta ^{}`$ in $`X_k/\rho _k(\stackrel{~}{\pi })`$. According to 4.7, the set of integers $`\{I_k\}`$ is finite. Hence, passing to subsequence, we can assume that the intersection number of $`\stackrel{~}{f}_k\alpha `$ and $`\stackrel{~}{f}_k\beta `$ in $`X_k/\rho _k(\stackrel{~}{\pi })`$ is independent of $`k`$.
The groups $`H_m(\stackrel{~}{K})`$ and $`H_{nm}(\stackrel{~}{K})`$ have finite rank since the Betti numbers $`b_m`$ and $`b_{nm}`$ of $`\stackrel{~}{K}`$ are finite. (Recall that an abelian group $`A`$ has finite rank if there exists a finite subset $`SA`$ such that any non-torsion element of $`A`$ is a linear combination of elements of $`S`$.) Therefore, the intersection form is determined by intersection numbers of finitely many homology classes. (Torsion elements do not matter because the intersection number of a torsion class and any other class is zero.) Then the argument of the previous paragraph implies that, passing to subsequence, we can assume that the intersection number of $`\stackrel{~}{f}_k\alpha `$ and $`\stackrel{~}{f}_k\beta `$ in $`X_k/\rho _k(\stackrel{~}{\pi })`$ is independent of $`k`$ for any classes $`\alpha `$ and $`\beta `$. In other words, $`\stackrel{~}{f}_{k+1}\stackrel{~}{f}_k^1`$ is an $`(m,nm)`$-intersection preserving homotopy equivalence. ∎
###### Corollary 4.9.
Let $`\pi `$ be a finitely generated group with finite Betti numbers. Assume $`\rho _k:\pi \mathrm{Isom}(X_k)`$ is a sequence of free, isometric actions of $`\pi `$ on Hadamard $`n`$-manifolds $`X_k`$. Suppose that, for some $`p_kX_k`$, $`(X_k,p_k,\rho _k(\pi ))`$ is precompact in the equivariant pointed Lipschitz topology and $`(X_k,p_k,\rho _k)`$ is precompact in the pointwise convergence topology. Then, for each $`m`$, the set of manifolds $`\{X_k/\rho _k(\pi )\}`$ falls into finitely many $`(m,nm)`$-intersection preserving homotopy types.∎
###### Proposition 4.10.
Let $`N`$ be an orientable pinched negatively curved manifold with virtually nilpotent fundamental group. Then the intersection number of any two homology classes in $`N`$ is zero.
###### Proof.
It suffices to prove that $`N`$ is homeomorphic to $`\times Y`$ for some space $`Y`$. First note that any torsion free, discrete, virtually nilpotent group $`\mathrm{\Gamma }`$ acting on a Hadamard manifolds $`X`$ of pinched negative curvature must have either one or two fixed points at infinity \[Bow93, 3.3.1\]. If $`\mathrm{\Gamma }`$ has only one fixed point, $`\mathrm{\Gamma }`$ is parabolic and, hence, it preserves all horospheres at the fixed point. Therefore, if $`H`$ is such a horosphere, $`X/\mathrm{\Gamma }`$ is homeomorphic to $`\times H/\mathrm{\Gamma }`$. If $`\mathrm{\Gamma }`$ has two fixed points, $`\mathrm{\Gamma }`$ preserves a bi-infinite geodesic. Hence $`X/\mathrm{\Gamma }`$ is the total space of a vector bundle over a circle. Thus $`X/\mathrm{\Gamma }`$ is homeomorphic to $`\times Y`$ for some space $`Y`$ unless $`X/\mathrm{\Gamma }`$ is the Möbius band which is impossible since $`N=X/\mathrm{\Gamma }`$ is orientable. ∎
###### Corollary 4.11.
Assume that $`\pi `$ is a finitely presented group does not split over a virtually nilpotent group. Let $`mn`$ be integers such that the Betti numbers $`b_m`$ and $`b_{nm}`$ of $`\pi `$ are finite. Then, for any $`ab<0`$, the class $`_{a,b,\pi ,n}`$ breaks into finitely many $`(m,nm)`$-intersection preserving homotopy types.
###### Proof.
By 4.10 we can assume that $`\pi `$ is not virtually nilpotent. Let $`N_k`$ be an arbitrary sequence of manifolds from $`_{a,b,\pi ,n}`$ represented as $`X_k/\rho _k(\pi )`$. According to 2.6, $`(X_k,p_k,\rho _k)`$ is precompact in the pointwise convergence topology, for some $`p_kX_k`$. Hence 2.5 implies that $`(X_k,p_k,\rho _k(\pi ))`$ is precompact in the equivariant pointed Lipschitz topology and we are done because of 4.8. ∎
###### Theorem 4.12.
Let $`K`$ be a connected finite cell complex such that the group $`\pi _1(K)`$ does not split over a virtually nilpotent group. Let $`I_{n,\alpha ,\beta }`$ be the invariant of maps defined in 3.3 and let $`ab<0`$ be real numbers. Then, for any sequence of continuous maps $`f_k:KN_k`$ that induce isomorphisms of fundamental groups of $`K`$ and $`N_k_{a,b,\pi _1(K),n}`$, the sequence of integers $`I_{n,\alpha ,\beta }(f_k)`$ is bounded.
###### Proof.
By 4.10 we can assume that $`\pi `$ is not virtually nilpotent. Arguing by contradiction, consider a sequence of maps $`f_k:KN_k`$ that induce $`\pi _1`$-isomorphisms of $`K`$ and manifolds $`N_k_{a,b,\pi _1(K),n}`$ and such that no two integers $`I_{n,\alpha ,\beta }(f_k)`$ are equal.
Each map $`f_k`$ induces a free, properly discontinuous action $`\rho _k`$ of $`\pi _1(K)`$ on the universal cover $`X_k`$ of $`N_k`$ such that $`I_{n,\alpha ,\beta }(f_k)=I_{n,\alpha ,\beta }(\rho _k)`$. According to 2.6, $`(X_k,p_k,\rho _k)`$ is precompact in the pointwise convergence topology, for some $`p_kX_k`$. Hence 2.5 implies that $`(X_k,p_k,\rho _k(\pi ))`$ is precompact in the equivariant pointed Lipschitz topology and we are done because of 4.7. ∎
### 4.3 Vector bundles with negatively curved total spaces
The following is a slight generalization of the theorem 1.4. The proof makes use of the classification theorem proved in the appendix.
###### Theorem 4.13.
Let $`M`$ be a closed negatively curved manifold of dimension $`3`$. Suppose $`n>dim(M)`$ is an integer and $`ab<0`$ are real numbers. Let $`f_k:MN_k`$ be a sequence of smooth embeddings of $`M`$ into manifolds $`N_k`$ such that for each $`k`$
* $`f_k`$ induces a monomorphism of fundamental groups, and
* $`N_k`$ is a complete Riemannian $`n`$-manifold with sectional
curvatures within $`[a,b]`$.
Then the set of the normal bundles $`\nu (f_k)`$ of the embeddings falls into finitely many isomorphism classes. In particular, up to diffeomorphism, only finitely many manifolds from the class $`_{a,b,\pi _1(M),n}`$ are total spaces of vector bundles over $`M`$.
###### Proof.
Passing to covers corresponding to $`f_k`$, we can assume that $`f_k`$ induce isomorphisms of fundamental groups. Arguing by contradiction, assume that $`\nu _k=\nu (f_k)`$ are pairwise nonisomorphic.
First, reduce to the case when the bundles $`\nu _k`$ are orientable. Since $`H^1(M,_2)`$ is finite, we can pass to subsequence and assume that the bundles $`\nu _k`$ have equal first Stiefel-Whitney classes. Pass to two-fold covers corresponding to this Stiefel-Whitney class. Then $`f_k`$ lift to embeddings with orientable normal bundles. Using A.2, we can pass to subsequence so that these normal bundles are pairwise nonisomorphic. Furthermore, a finite cover of $`M`$ is still a closed negatively curved manifold of dimension $`3`$ and any finite cover of $`N_k`$ is a complete Riemannian manifold with sectional curvatures within $`[a,b]`$. Thus, it suffices to consider the case of orientable $`\nu _k`$.
Each map $`f_k`$ induces a free, properly discontinuous action $`\rho _k`$ of $`\pi _1(K)`$ on the universal cover $`X_k`$ of $`N_k`$ such that $`\tau (f_k)=\tau (\rho _k)`$. According to 2.6, $`(X_k,p_k,\rho _k)`$ is precompact in the pointwise convergence topology, for some $`p_kX_k`$. Hence 2.5 implies that $`(X_k,p_k,\rho _k(\pi ))`$ is precompact in the equivariant pointed Lipschitz topology. According to 3.7, the set of vector bundles $`\{\tau (f_k)\}`$ falls into finitely many isomorphism classes.
In particular, there are only finitely many possibilities for the total Pontrjagin class of $`\tau (f_k)`$. The normal bundle $`\nu _k`$ of the embedding $`f_k`$ satisfies $`\nu _kTM\tau (f_k)`$. Applying the total Pontrjagin class, we get $`p(\nu _k)p(TM)=p(\tau (f_k))`$. The total Pontrjagin class of any bundle is a unit, hence we can solve for $`p(\nu _k)`$. Thus, there are only finitely many possibilities for $`p(\nu _k)`$.
Thus, according to A.1, we can pass to subsequence so that the (rational) Euler classes of $`\nu _k`$ are all different. Denote the integral Euler class by $`e(\nu _k)`$.
First, assume that $`M`$ is orientable. Recall that, by definition, the Euler class $`e(\nu _k)`$ is the image of the Thom class $`\tau (\nu _k)H^m(N_k,N_k\backslash f_k(M))`$ under the map $`f_k^{}:H^m(N_k,N_k\backslash f_k(M))H^m(M)`$. According to \[Dol72, VIII.11.18\] the Thom class has the property $`\tau (\nu _k)[N_k,N_k\backslash f_k(M)]=f_k[M]`$ where $`[N_k,N_k\backslash f_k(M)]`$ is the fundamental class of the pair $`(N_k,N_k\backslash f_k(M))`$ and $`[M]`$ is the fundamental class of $`M`$. Therefore, for any $`\alpha H_m(M)`$, the intersection number of $`f_k\alpha `$ and $`f_k[M]`$ in $`N_k`$ satisfies
$$I(f_k[M],f_k\alpha )=\tau (\nu _k),f_k\alpha =f^{}\tau (\nu _k),\alpha =e(\nu _k),\alpha .$$
Since $`M`$ is compact, $`H_m(M)`$ is finitely generated; we fix a finite set of generators. The (rational) Euler classes are all different, hence the homomorphisms $`e(\nu (f_k)),\text{Hom}(H_m(M),)`$ are all different. Then there exists a generator $`\alpha H_m(M)`$ such that $`\{e(\nu (f_k)),\alpha \}`$ is an infinite set of integers. Hence $`\{I(f_k[M],f_k\alpha )\}`$ is an infinite set of integers. Combining 4.12 and 2.7, we get a contradiction.
Assume now that $`M`$ is nonorientable. Let $`q:\stackrel{~}{M}M`$ be the orientable two-fold cover. Any finite cover of aspherical manifolds induces an injection on rational cohomology \[Bro82, III.9.5(b)\]. Hence $`e(q^\mathrm{\#}\nu (f_k))=q^{}e(\nu (f_k))`$ implies that the rational Euler classes of the pullback bundles $`q^\mathrm{\#}\nu (f_k)`$ are all different, and there are only finitely many possibilities for the total Pontrjagin classes of $`q^\mathrm{\#}\nu (f_k)`$.
Furthermore, the bundle map $`q^\mathrm{\#}\nu (f_k)\nu (f_k)`$ induces a smooth two-fold cover of the total spaces, thus the total space of $`q^\mathrm{\#}\nu (f_k)`$ belongs to $`_{a,b,\pi _1(\stackrel{~}{M}),n}`$. and we get a contradiction as in the oriented case. ∎
###### Remark 4.14.
More generally, the theorem 4.13 is true whenever $`M`$ is a closed smooth aspherical manifold such that no finite index subgroup of $`\pi _1(M)`$ splits over a virtually nilpotent group. The proof we gave works verbatim. In particular, we can take $`M`$ to be a smooth manifold that satisfies the conditions of 2.7.
###### Remark 4.15.
In some cases it is easy to decide when there exist infinitely many vector bundles of the same rank over a given base. Namely, it suffices to check that certain Betti numbers of the base are nonzero. For example, by a simple $`K`$-theoretic argument the set of isomorphism classes of rank $`m`$ vector bundles over a finite cell complex $`B`$ is infinite provided $`mdim(B)`$ and $`_mH^{4m}(B,)0`$. In fact, any element of $`_mH^{4m}(B,)`$ is the Pontrjagin character of some vector bundle over $`B`$. Furthermore, oriented rank two vector bundles over $`B`$ are in one-to-one correspondence with $`H^2(B,)`$ via the Euler class.
Note that many arithmetic closed real hyperbolic manifolds have nonzero Betti numbers in all dimensions \[MR81\]. Any closed complex hyperbolic manifold has nonzero even Betti numbers because the powers of the Kähler form are noncohomologous to zero. Similarly, for each $`k`$, closed quaternion hyperbolic manifolds have nonzero $`4k`$th Betti numbers.
## 5 Digression: pinching invariants
We now reinterpret our results in terms of certain natural pinching invariants. See insightful discussions in \[Gro93, Gro91\] for more information.
For a smooth manifold $`N`$ that admits a metric of pinched negative curvature, define $`pinch(N)[1,\mathrm{})`$ to be the infimum of the numbers $`a/b`$ such that $`N`$ is diffeomorphic to a manifold in the class $`_{a,b,\pi _1(N),dim(N)}`$.
###### Example 5.1.
Replacing “diffeomorphic” by “homeomorphic” leads to a different invariant. For all $`n6`$, Farrell, Jones, and Ontaneda constructed sequences of closed negatively curved $`n`$-manifolds $`N_k`$ with $`pinch(N_k)1`$ such that each $`N_k`$ is homeomorphic but not diffeomorphic to a hyperbolic manifold \[FJO98\].
###### Example 5.2.
For any $`n4`$, Gromov and Thurston \[GT87\] constructed a sequence of closed $`n`$-manifolds $`N_k`$ such that $`pinch(N_k)>1`$ and $`pinch(N_k)`$ converges to $`1`$ as $`k\mathrm{}`$. These manifolds are not diffeomorphic to closed real hyperbolic manifolds. Furthermore, they constructed a sequence of closed negatively curved $`n`$-manifolds $`N_k`$ such that $`pinch(N_k)\mathrm{}`$.
###### Example 5.3.
Let $`\xi _k`$ be a sequence of pairwise non-isomorphic rank $`m`$ vector bundles over a closed negatively curved manifold $`M`$ of dimension $`3`$. Then according to the theorem 1.4, their total spaces $`E(\xi _k)`$ have the property that $`pinch(N_k)`$ converges to infinity.
###### Example 5.4.
Suppose that $`N`$ is a manifold of pinched negative curvature with word-hyperbolic fundamental group and nontrivial total Pontrjagin class. Then theorem 4.6 implies $`pinch(N)>1`$.
Let $`\pi `$ be the fundamental group of a manifold of pinched negative curvature. Define $`pinch_n(\pi )[1,\mathrm{})`$ to be the infimum over the numbers $`a/b`$ such that $`_{a,b,\pi ,n}\mathrm{}`$. Clearly, $`pinch(N)pinch_{dim(N)}(\pi _1(N))`$. Notice that
$$pinch_n(\pi )pinch_{n+1}(\pi )$$
because if $`N_{a,b,\pi ,n}`$, then there is a warped product metric on $`N\times `$ such that $`N\times _{a,b,\pi ,n+1}`$ \[FJ87\]. Clearly, if $`\mathrm{\Gamma }`$ is a subgroup of $`\pi `$, then $`pinch_n(\mathrm{\Gamma })pinch_n(\pi )`$.
###### Example 5.5.
Let $`\pi `$ be a finitely generated group that does not act on an $``$-tree with no global fixed point and virtually nilpotent arc stabilizers. Then according to the propositions 2.5 and 2.6, there always exists a smooth $`n`$-manifold $`N`$ with complete $`C^{1,\alpha }`$ Riemannian metric of bounded Alexandrov curvature with pinching equal to $`pinch_n(\pi )`$. Moreover, by a result of Nikolaev \[Nik91\], this metric on $`N`$ can be approximated in (nonpointed) Lipschitz topology by complete Riemannian metrics on $`N`$ whose pinchings converge to $`pinch_n(\pi )`$. In particular, $`pinch(N)=pinch_n(\pi )`$.
Furthermore, if $`pinch_n(\pi )=1`$, then by 2.8 the manifold $`N`$ carries a complete real hyperbolic metric. Thus, for a group $`\pi `$ as above, either $`\pi `$ is the fundamental group of a real hyperbolic manifold, or else $`pinch_n(\pi )>1`$.
###### Example 5.6.
Any closed negatively curved $`n`$-manifold $`N`$ with $`pinch_n(\pi _1(N))=1`$ is diffeomorphic to a real hyperbolic manifold. This is obvious if $`dim(N)=2`$ and follows from 2.8 and 2.7 if $`dim(N)>2`$.
###### Example 5.7.
Let $`\pi `$ be a (discrete) group with Kazhdan’s property $`(T)`$. Then $`\pi `$ is finitely generated and any action of $`\pi `$ on an $``$-tree has a global fixed point \[dlHV89\]. Furthermore, $`\pi `$ is not the fundamental group of a real hyperbolic manifold \[dlHV89\]. Thus we conclude that $`pinch_n(\pi )>1`$.
Sometimes it is possible to compute or at least estimate $`pinch_n(\pi )`$. Here we only give two examples that use harmonic maps. See \[Gro91\] for other results in this direction.
###### Example 5.8.
Let $`M`$ be a closed Kähler manifold such that $`\pi _1(M)`$ has cohomological dimension $`>2`$. Then $`pinch_n(\pi _1(M))4`$ for all $`ndim(M)`$ \[YZ91\]. If, in addition, $`M`$ is complex hyperbolic, then $`pinch_n(\pi _1(M))=4`$.
###### Example 5.9.
Let $`M`$ be a closed quaternion hyperbolic or Cayley hyperbolic manifold. Then $`pinch_n(\pi _1(M))=4`$. Moreover, if $`\pi `$ is a quotient of $`\pi _1(M)`$, then $`pinch_n(\pi )4`$ \[MSY93\].
## Appendix A Classifying vector bundles
The purpose of this appendix is to prove that the isomorphism type of any vector bundle is determined, up to finitely many possibilities, by the characteristic classes of the bundle. This fact is apparently well-known to experts, yet there seem to be no published proof. The proof given below is elementary and mainly uses obstruction theory. I am most grateful to Jonathan Rosenberg from whom I learned the orientable case and to Sergei P. Novikov for help in the non-orientable case. Here is the precise statement for orientable vector bundles; the proof can be found in \[Bel98\].
###### Theorem A.1.
Let $`K`$ be a finite CW-complex and $`m`$ be a positive integer. Then the set of isomorphism classes of oriented real (complex, respectively) rank $`m`$ vector bundles over $`K`$ with the same rational Pontrjagin classes and the rational Euler class (rational Chern classes, respectively) is finite.
First, we review the proof for orientable vector bundles of, say, even rank $`m`$. Characteristic classes can be thought of as homotopy classes of maps from the classifying space $`BSO(m)`$ to Eilenberg-MacLane spaces. For example, Euler class and Pontrjagin classes are given by $`eH^m(BSO(m),)[BSO(m),K(m,)]`$ and $`p_iH^{4i}(BSO(m),)[BSO(m),K(4i,)]`$. The map $`(e,p_1,\mathrm{},p_{m/21})`$ of $`BSO(m)`$ to the product of Eilenberg-MacLane spaces is known to induce an isomorphism in rational cohomology. Thus, since the spaces are simply-connected, $`(e,p_1,\mathrm{},p_{m/21})`$ is a rational homotopy equivalence. Now the obstruction theory implies that a map of a finite cell complex $`K`$ into the product of Eilenberg-MacLane spaces can have only finitely many nonhomotopic liftings to $`BSO(m)`$. In other words, only finitely many vector bundles over $`K`$ can have the same characteristic classes.
The above argument fails for nonorientable bundles, due to the fact $`BO(m)`$ is not simply connected (i.e., the map $`c=(p_1,\mathrm{},p_{[m/2]})`$ of $`BO(m)`$ to the product of Eilenberg-MacLane spaces is not a rational homotopy equivalence even though it induces an isomorphism on rational cohomology). Yet essentially the same result is true. To make a precise statement we need the following background.
Given a finite CW-complex $`K`$, the set of isomorphism classes of rank $`m`$ vector bundles over a $`K`$ is in one-to-one correspondence with the set of homotopy classes of maps $`[K,BO(m)]`$; to a map $`f:KBO(m)`$ there corresponds the pullback $`f^\mathrm{\#}\gamma _m`$ of the universal rank $`m`$ vector bundle $`\gamma _m`$ over $`BO(m)`$. A vector bundle $`f^\mathrm{\#}\gamma _m`$ is orientable iff $`f`$ lifts to $`BSO(m)`$ which is a two-fold-cover of $`BO(m)`$. In terms of characteristic classes a vector bundle is orientable iff its first Stiefel-Whitney class vanishes.
Let $`\xi =f^\mathrm{\#}\gamma _m`$ and $`\eta =g^\mathrm{\#}\gamma _m`$ be nonorientable vector bundles that have the same first Stiefel-Whitney class $`w_1(\xi )=w_1(\eta )=wH^1(K,_2)0`$. The universal coefficient theorem provides a natural isomorphism of $`H^1(K,_2)`$ and $`\mathrm{Hom}(H_1(K),_2)\mathrm{Hom}(\pi _1(K),_2)`$. Thus, to a nonzero element of $`H^1(K,_2)`$ there corresponds an epimorphism of $`\pi _1(K)`$ onto $`_2`$ whose kernel is an index two subgroup of $`\pi _1(K)`$. This index two subgroup defines a two-fold-cover $`\stackrel{~}{K}K`$.
Let $`p:\stackrel{~}{K}K`$ be the two-fold-cover that corresponds to the class $`w`$. Clearly $`p^{}w=0`$, hence the pullback bundles $`p^\mathrm{\#}\xi `$ and $`p^\mathrm{\#}\eta `$ are orientable. In other words, the maps $`fp`$ and $`gp`$ of $`\stackrel{~}{K}`$ to $`BO(m)`$ can be lifted to $`BSO(m)`$. The lifts $`\stackrel{~}{f},\stackrel{~}{g}:\stackrel{~}{K}BSO(m)`$ are equivariant with respect the covering actions of $`_2`$. Clearly, $`f`$ is homotopic to $`g`$ iff $`\stackrel{~}{f}`$ is equivariantly homotopic to $`\stackrel{~}{g}`$.
###### Theorem A.2.
Let $`\xi `$ be nonorientable vector bundle over a finite CW-complex $`K`$ and let $`p:\stackrel{~}{K}K`$ be the two-fold-cover that corresponds to the first Stiefel-Whitney class of $`\xi `$. Then $`\xi `$ is is determined up to finitely many possibilities by the Euler class and the total Pontrjagin class of $`p^\mathrm{\#}\xi `$.
The proof is based on the equivariant obstruction theory which is reviewed below. Suppose $`\stackrel{~}{K}K`$ is a two-fold-cover of a finite CW-complex $`K`$. Thus, we get an involution on the set of cells of $`\stackrel{~}{K}`$ and hence an involution $`\iota `$ of the cellular chain complex $`C_{}(\stackrel{~}{K})`$. Clearly, $`\iota `$ commutes with the boundary homomorphism.
The “usual” cellular cohomology $`H^{}(K,\mathrm{\Pi })`$ of $`\stackrel{~}{K}`$ with coefficients in a finitely generated abelian group $`\mathrm{\Pi }`$ is the homology of the complex $`\mathrm{Hom}(C_{}(\stackrel{~}{K}),\mathrm{\Pi })`$.
Let $`_2`$ act (by group automorphisms) on $`\mathrm{\Pi }`$; in other words there is $`i\mathrm{Aut}(\mathrm{\Pi })`$ such that $`i^2`$ is the identity. A cochain $`f\mathrm{Hom}(C_{}(\stackrel{~}{K}),\mathrm{\Pi })`$ is called equivariant if $`f(\iota c)=if(c)`$. The equivariant cellular cohomology $`H_e^{}(\stackrel{~}{K},\mathrm{\Pi })`$ of $`\stackrel{~}{K}`$ with coefficients in $`\mathrm{\Pi }`$ is the homology of the subcomplex of equivariant cochains
$$\mathrm{Hom}__2(C_{}(\stackrel{~}{K}),\mathrm{\Pi })\mathrm{Hom}(C_{}(\stackrel{~}{K}),\mathrm{\Pi }).$$
This inclusion induces a homomorphism $`H_e^{}(\stackrel{~}{K},\mathrm{\Pi })H^{}(\stackrel{~}{K},\mathrm{\Pi })`$.
###### Lemma A.3.
The homomorphism $`H_e^{}(\stackrel{~}{K},\mathrm{\Pi })H^{}(\stackrel{~}{K},\mathrm{\Pi })`$ has finite kernel.
###### Proof.
Denote the complex $`\mathrm{Hom}(C_{}(\stackrel{~}{K}),\mathrm{\Pi })`$ by $`C`$ and the subcomplex of equivariant cochains $`\mathrm{Hom}__2(C_{}(\stackrel{~}{K}),\mathrm{\Pi })`$ by $`C_+`$. Let $`C_{}C`$ be the subcomplex of anti-equivariant cochains where a cochain $`f`$ is called anti-equivariant if
$$f(\iota c)=if(c).$$
First notice that the inclusion $`C_+C_+C_{}`$ induces a monomorphism in homology. Indeed, take $`fC_+`$ such that $`(f,0)`$ is a boundary, that is $`(f,0)=(g,h)=(g,h)`$. Thus, $`f=g`$.
Second, show that the map $`C_+C_{}C`$ that takes $`(f,g)`$ to $`f+g`$ has finite kernel. Indeed, assume $`f+g=0`$. Since $`f`$ is equivariant and $`g`$ is anti-equivariant we deduce
$$if(c)=f(\iota c)=g(\iota c)=ig(c).$$
Hence $`f=g`$ and, therefore, both $`f`$ and $`g`$ have order two. Thus, the kernel of $`C_+C_{}C`$ lies in the $`2`$-torsion of $`C_+C_{}`$. In particular, the kernel lies in the torsion subgroup of $`CC`$ which is finite because $`C`$ is a finitely generated abelian group. (In fact, if $`\stackrel{~}{K}`$ has $`k`$ cells, $`C_{}(\stackrel{~}{K})`$ is a free abelian group of rank $`k`$. Hence $`C`$ is a the direct sum of $`k`$ copies of a finitely generated group $`\mathrm{\Pi }`$.)
Third, prove that the map $`C_+C_{}C`$ has finite cokernel. Notice that its image $`C_++C_{}`$ contains $`2C`$. (Indeed $`2f`$ is the sum of an equivariant cochain $`f_+`$ and an anti-equivariant cochain $`f_{}`$ where $`f_\pm (c)`$ is defined as $`f(c)\pm f(\iota c)`$.) Thus, it suffices to check that $`C/2C`$ is finite which is true because $`C`$ is a finitely generated abelian group.
Finally, two short exact sequences of chain complexes
$$0\mathrm{ker}C_+C_{}C_++C0\mathrm{and}0C_++C_{}C\mathrm{coker}0$$
induce long exact sequences in homology with $`H(\mathrm{ker})`$ and $`H(\mathrm{coker})`$ finite. Therefore, both $`H(C_+C_{})H(C_++C_{})`$ and $`H(C_++C_{})H(C)`$ have finite kernel. In particular, the composition
$$H(C_+)H(C_+C_{})H(C_++C_{})H(C)$$
has finite kernel as desired. ∎
For free, proper discontinuous actions the usual obstruction theory routinely generalizes to the equivariant case \[Dug57\].
Let $`\stackrel{~}{K}K`$ and $`\stackrel{~}{Y}Y`$ be two-fold-covers of CW-complexes and let $`\stackrel{~}{f}`$ and $`\stackrel{~}{g}`$ be continuous maps of $`\stackrel{~}{K}`$ into $`\stackrel{~}{Y}`$ that are equivariant with respect to a unique isomorphism of covering groups. Assume that $`\stackrel{~}{Y}`$ is simply-connected. Then $`\stackrel{~}{f}`$ and $`\stackrel{~}{g}`$ are equivariantly homotopic on the one-skeleton \[Dug57, Lemma 9.1\]. Assume $`\stackrel{~}{f}`$ and $`\stackrel{~}{g}`$ are equivariantly homotopic on the $`(n1)`$-skeleton.
Consider the difference cochain $`d^n(\stackrel{~}{f},\stackrel{~}{g})`$ with coefficients in $`\pi _n(\stackrel{~}{Y})`$ that comes from the usual obstruction theory; in fact, $`d^n(\stackrel{~}{f},\stackrel{~}{g})`$ is a cocycle since $`\stackrel{~}{f}`$ and $`\stackrel{~}{g}`$ are defined on the whole $`\stackrel{~}{K}`$. It was shown in \[Dug57, p266\] that $`d^n(\stackrel{~}{f},\stackrel{~}{g})`$ is an equivariant cochain and, furthermore, if $`d^n(\stackrel{~}{f},\stackrel{~}{g})`$ is an equivariant coboundary, then $`\stackrel{~}{f}`$ and $`\stackrel{~}{g}`$ are equivariantly homotopic on the $`n`$-skeleton.
In our case $`Y=BO(m)`$ and $`\stackrel{~}{Y}=BSO(m)`$. In particular, $`\pi _n(BO(m))`$ is a finitely generated abelian group hence the lemma A.3 applies.
###### Proof of the theorem A.2.
We are going to argue by contradiction. Let $`\xi _i`$ be an infinite sequence of vector bundles given by maps $`f_i:KBO(m)`$. Assume that the bundles $`\xi _i`$ have equal first Stiefel-Whitney classes and let $`p:\stackrel{~}{K}K`$ be the two-fold-cover corresponding to this first Stiefel-Whitney class. Assume also that the bundles $`p^\mathrm{\#}\xi _i`$ have the same Euler class and total Pontrjagin class.
As before, let $`\stackrel{~}{f}_i:\stackrel{~}{K}BSO(m)`$ be the lift of $`f_i`$. Note that all the maps $`\stackrel{~}{f}_i`$ are equivariantly homotopic on the one-skeleton \[Dug57, Lemma 9.1\]. Using the theorem A.1, we pass to subsequence so that all the bundles $`p^\mathrm{\#}\xi _i`$ are isomorphic. In other words, all the maps $`\stackrel{~}{f}_i`$ are (non-equivariantly) homotopic.
Let $`n>1`$ be the smallest integer such that infinitely many of $`\stackrel{~}{f}_i`$’s are not equivariantly homotopic on the $`n`$-skeleton. Pass to subsequence to assume that $`\stackrel{~}{f}_i`$’s are equivariantly homotopic on the $`(n1)`$-skeleton. Thus, the difference cochains $`d^n(\stackrel{~}{f}_i,\stackrel{~}{f}_1)`$ are defined.
Since all the maps $`\stackrel{~}{f}_i`$ are (non-equivariantly) homotopic, $`d^n(\stackrel{~}{f}_i,\stackrel{~}{f}_1)`$ represents the zero element in the (non-equivariant) cohomology. By lemma A.3, we can pass to subsequence so that the difference cochains $`d^n(\stackrel{~}{f}_i,\stackrel{~}{f}_1)`$ represents the same element in the equivariant cohomology.
By the properties of the difference cochain $`d^n(\stackrel{~}{f}_i,\stackrel{~}{f}_j)=d^n(\stackrel{~}{f}_i,\stackrel{~}{f}_1)d^n(\stackrel{~}{f}_j,\stackrel{~}{f}_1)`$, hence $`d^n(\stackrel{~}{f}_i,\stackrel{~}{f}_j)`$ represents the zero element in the equivariant cohomology. Hence, $`f_i`$ and $`f_j`$ are equivariantly homotopic on the $`n`$-skeleton. This is a contradiction with the assumption that the sequence $`\{f_i\}`$ is infinite.∎
###### Remark A.4.
Note that, if either $`m`$ is odd or $`m>\mathrm{dim}(K)`$, the rational Euler class is zero, and, hence rational Pontrjagin classes determine a vector bundle up to a finite number of possibilities. (We use here that $`H^1(K,_2)`$ is finite.) |
warning/0001/math0001099.html | ar5iv | text | # Local uniqueness for the Dirichlet-to-Neumann map via the two-plane transform
## 0 Introduction
For $`\mathrm{\Omega }`$ a bounded domain in $`^n`$ with Lipschitz boundary, $`\mathrm{\Omega }`$, and real-valued $`q(x)L^{\mathrm{}}(\mathrm{\Omega })`$ , let
(0.1)
$$\mathrm{\Lambda }_q:H^{\frac{1}{2}}(\mathrm{\Omega })H^{\frac{1}{2}}(\mathrm{\Omega })$$
be the Dirichlet-to-Neumann map associated with the operator $`\mathrm{\Delta }+q`$ on $`\mathrm{\Omega }`$, which is defined if $`\lambda =0`$ is not a Dirichlet eigenvalue for $`\mathrm{\Delta }+q`$ on $`\mathrm{\Omega }`$. More generally, one may consider the set of Cauchy data of solutions of $`(\mathrm{\Delta }+q(x))v=0`$, which is defined even if $`\lambda =0`$ is a Dirichlet eigenvalue. Set
(0.2)
$$𝒞𝒟_q=\{(v|_\mathrm{\Omega },\frac{v}{n}|_\mathrm{\Omega })H^{\frac{1}{2}}(\mathrm{\Omega })\times H^{\frac{1}{2}}(\mathrm{\Omega }):vH^1(\mathrm{\Omega }),(\mathrm{\Delta }+q)v=0\},$$
which is a subspace of $`H^{\frac{1}{2}}\times H^{\frac{1}{2}}`$ ; if $`\mathrm{\Lambda }_q`$ is defined, then $`𝒞𝒟_q`$ is simply the graph of $`\mathrm{\Lambda }_q`$.
This paper is concerned with the problem of obtaining partial knowledge of $`q(x)`$ from partial knowledge of $`𝒞𝒟_q`$, namely its restriction to certain “small” open subsets of the boundary. The approach taken here is to use concentrated, exponentially growing, approximate solutions to relate $`𝒞𝒟_q`$ on an open set $`𝒰\mathrm{\Omega }`$ to the two-plane transform of the potential $`q(x)`$ on two-planes whose intersections with $`\mathrm{\Omega }`$ are contained in $`𝒰`$.
Let $`M_{2,n}`$ denote the $`(3n6)`$-dimensional Grassmannian of all affine two-planes $`\mathrm{\Pi }^n`$, and
(0.3)
$$R_{2,n}f(\mathrm{\Pi })=_\mathrm{\Pi }f(y)𝑑\lambda _\mathrm{\Pi }(y),fL^2(^n),$$
denote the two-plane transform on $`^n`$ \[H65, H80\]. Here, $`d\lambda _\mathrm{\Pi }`$ is two-dimensional Lebesgue measure on $`\mathrm{\Pi }M_{2,n}`$, which can be defined by
(0.4)
$$<f,d\lambda _\mathrm{\Pi }>=\underset{ϵ0}{lim}\frac{1}{|B^{n2}(0;ϵ)|}_{\{dist(x,\mathrm{\Pi })<ϵ\}}f(x)𝑑x.$$
(Note that for $`n=3`$, $`R_{2,3}`$ is just the usual Radon transform on $`^3`$.) We will also need the variant of $`d\lambda _\mathrm{\Pi }`$ defined relative to $`\mathrm{\Omega }`$:
(0.5)
$$<f,d\lambda _\mathrm{\Pi }^\mathrm{\Omega }>=\underset{ϵ0}{lim}\frac{1}{|B^{n2}(0;ϵ)|}_{\mathrm{\Omega }\{dist(x,\mathrm{\Pi })<ϵ\}}f(x)𝑑x,$$
which gives rise to a two-plane transform relative to $`\mathrm{\Omega }`$,
(0.6)
$$R_{2,n}^\mathrm{\Omega }f(\mathrm{\Pi })=_\mathrm{\Pi }f(x)𝑑\lambda _\mathrm{\Pi }^\mathrm{\Omega }(x).$$
Note that if $`\mathrm{\Omega }`$ is $`C^1`$ and $`\mathrm{\Pi }\mathrm{\Omega }`$ transversally, then $`<d\lambda _\mathrm{\Pi }^\mathrm{\Omega },f>=<d\lambda _\mathrm{\Pi },f\chi _\mathrm{\Omega }>`$ and $`R_{2,n}^\mathrm{\Omega }f(\mathrm{\Pi })=R_{2,n}(f\chi _\mathrm{\Omega })(\mathrm{\Pi })`$.
For each choice of an orthonormal basis for $`\mathrm{\Pi }_0`$, the translate of $`\mathrm{\Pi }`$ passing through the origin, as well as other arbitrary choices made below, we will construct a family, $`_q=\{v_z(x):z,|z|C\}`$, of exponentially growing solutions of $`(\mathrm{\Delta }+q(x))v=0`$, concentrated near $`\mathrm{\Pi }`$. Using these families, we formulate
Definition (i) If $`𝒰\mathrm{\Omega }`$ is open, $`𝒞𝒟_{q_1}`$ and $`𝒞𝒟_{q_2}`$ are equal on $`𝒰`$ relative to $``$ at $`z`$ if the solutions in $`_{q_1}`$ and $`_{q_2}`$ corresponding to opposite exponential growths, $`v_z^{(1)}`$ and $`v_z^{(2)}`$, have the same Cauchy data on $`𝒰`$:
$$(v_z^{(1)}|_𝒰,\frac{v_z^{(1)}}{n}|_𝒰)=(v_z^{(2)}|_𝒰,\frac{v_z^{(2)}}{n}|_𝒰).$$
(ii) $`𝒞𝒟_{q_1}`$ and $`𝒞𝒟_{q_2}`$ are equal on $`𝒰`$ for a sequence of exponentially growing solutions if $`𝒞𝒟_{q_1}`$ and $`𝒞𝒟_{q_2}`$ are equal on $`𝒰`$ relative to $``$ at $`z=z_j`$ for some sequence $`\{z_j\}_1^{\mathrm{}}`$ with $`|z_j|\mathrm{}`$.
We may now state the main result proved here. For each $`\mathrm{\Pi }M_{2,n}`$, let $`\gamma _\mathrm{\Pi }=\mathrm{\Pi }\mathrm{\Omega }\mathrm{\Omega }`$, and let $`H^s(\mathrm{\Omega })`$ denote the standard Sobolev space of distributions with $`s`$ derivatives in $`L^2(\mathrm{\Omega })`$.
###### Theorem 1
Let $`n3`$. Assume $`\mathrm{\Omega }`$ is Lipschitz and potentials $`q_1(x)`$ and $`q_2(x)`$ are in $`H^s(\mathrm{\Omega })`$, for some $`s>\frac{n}{2}`$. Let $`\mathrm{\Pi }M_{2,n}`$ and $`_{q_1}`$ and $`_{q_2}`$ be families of exponentially growing solutions associated to $`q_1`$ and $`q_2`$. If, for some fixed neighborhood $`𝒰_\mathrm{\Pi }`$ of $`\gamma _\mathrm{\Pi }`$ in $`\mathrm{\Omega }`$, $`𝒞𝒟_{q_1}`$ and $`𝒞𝒟_{q_2}`$ are equal on $`𝒰_\mathrm{\Pi }`$ for a sequence of exponentially growing solutions, then
(0.7)
$$R_{2,n}^\mathrm{\Omega }(q_1q_2)(\mathrm{\Pi })=0,$$
i.e., $`q_1(y)𝑑\lambda _\mathrm{\Pi }^\mathrm{\Omega }(y)=q_2(y)𝑑\lambda _\mathrm{\Pi }^\mathrm{\Omega }(y)`$.
If $`𝒞𝒟_{q_1}`$ and $`𝒞𝒟_{q_2}`$ equal on all of $`\mathrm{\Omega }`$ relative to $``$, then this implies that $`R_{2,n}((q_1q_2)\chi _\mathrm{\Omega })(\mathrm{\Pi })=0`$, $`\mathrm{\Pi }M_{2,n}`$, which by the uniqueness theorem for $`R_{2,n}`$ yields that $`q_1q_20`$ on $`\mathrm{\Omega }`$, providing a variant of the global uniqueness theorem for the Dirichlet–to–Neumann map \[SU87a\]. (We note that our technique is limited to three or more dimensions and says nothing in the case $`n=2`$ \[N96\].) However, one is also able to obtain local uniqueness results by replacing the uniqueness theorem for the two-plane transform with Helgason’s support theorem \[H80, Cor. 2.8\]: if $`C^n`$ is a closed, convex set and $`f(x)`$ a function<sup>1</sup><sup>1</sup>1The support and uniqueness theorems are usually stated under the assumption that $`f(x)`$ is continuous, of rapid decay in the case of the support theorem, but the proofs in \[H80\] are easily seen to extend to the case where $`f(x)=q(x)\chi _\mathrm{\Omega }(x)`$ with $`\mathrm{\Omega }^n`$ bounded, $`qC(\overline{\mathrm{\Omega }})`$. such that $`R_{2,n}f(\mathrm{\Pi })=0`$ for all $`\mathrm{\Pi }`$ disjoint from $`C`$, then $`\mathrm{supp}(f)C`$. We then immediately obtain the following two results.
###### Theorem 2
Suppose $`\mathrm{\Omega }`$ and potentials $`q_1,q_2`$ are as in Thm. 1., and $`C\mathrm{\Omega }`$ is a closed, convex set. If, for all $`\mathrm{\Pi }M_{2,n}`$ such that $`\mathrm{\Pi }C=\varphi `$, there is some neighborhood $`𝒰_\mathrm{\Pi }`$ of $`\gamma _\mathrm{\Pi }`$ on which $`𝒞𝒟_{q_1}`$ and $`𝒞𝒟_{q_2}`$ are equal for some sequence of exponentially growing solutions, then $`\mathrm{supp}(q_1q_2)C`$, i.e., $`q_1=q_2`$ on $`\mathrm{\Omega }\backslash C`$.
###### Theorem 3
Suppose $`\mathrm{\Omega }`$ is $`C^2`$ and strictly convex, and potentials $`q_1,q_2`$ are as in Thm. 1. If, for some $`r>0`$, $`𝒞𝒟_{q_1}`$ and $`𝒞𝒟_{q_2}`$ are equal on $`B`$ for some sequence of exponentially growing solutions for all surface balls $`B=B^n(x_0;r)\mathrm{\Omega }\mathrm{\Omega }`$, then
$$\mathrm{dist}(\mathrm{supp}(q_1q_2),\mathrm{\Omega })Cr^2,$$
i.e., $`q_1=q_2`$ on the tubular neighborhood $`\{x\overline{\mathrm{\Omega }}:\mathrm{dist}(x,\mathrm{\Omega })Cr^2\}`$ of $`\mathrm{\Omega }`$ in $`\overline{\mathrm{\Omega }}`$.
Remark
The conclusions of Thms. 2 and 3 can be strengthened by combining them with a result in Isakov \[Is\]. Namely, if either $`C\mathrm{\Omega }`$ in Thm. 2, or the assumption of Thm. 3 holds for some $`r>0`$, we can conclude from Thm. 2 or 3 that $`supp(q_1q_2)\mathrm{\Omega }`$. By Ex. 5.7.4 in \[Is\], based on a technique of Kohn and Vogelius\[KV85\], this, together with the condition that $`\mathrm{\Lambda }_{q_1}=\mathrm{\Lambda }_{q_2}`$ on some open set $`𝒰\mathrm{\Omega }`$, implies that $`q_1q_2`$ everywhere on $`\mathrm{\Omega }`$. We are indebted to Adrian Nachman for pointing this out to us.
The authors would like to thank Alexander Bukhgeim and Masaru Ikehata for pointing out errors in an earlier version of this paper.
## 1 Approximate solutions
To prove Thm. 1, we first construct exponentially growing approximate solutions for $`(\mathrm{\Delta }+q)v=0`$. As considered in \[C, SU86, SU87a\], let
$$𝒬=\{\rho ^n:\rho \rho =0\}$$
be the (complex) characteristic variety of $`\mathrm{\Delta }`$. Each $`\rho 𝒬`$ can be written as $`\rho =|\rho |\frac{\rho }{|\rho |}=\frac{1}{\sqrt{2}}|\rho |(\omega _R+i\omega _I)\left(S^{n1}+iS^{n1}\right)`$, with $`\omega _R\omega _I=0`$. For $`\rho 𝒬`$, let $`\mathrm{\Delta }_\rho =\mathrm{\Delta }+2\rho `$. Then
(1.1)
$$\mathrm{\Delta }_\rho +q(x)=e^{\rho x}(\mathrm{\Delta }+q(x))e^{\rho x},$$
so that, with $`v(x)=e^{\rho x}u(x)`$,
(1.2)
$$(\mathrm{\Delta }_\rho +q(x))u(x)=w(x)(\mathrm{\Delta }+q(x))v(x)=e^{\rho x}w(x)$$
and, in particular, $`(\mathrm{\Delta }_\rho +q(x))u(x)=0(\mathrm{\Delta }+q(x))v(x)=0`$.
Now, given a potential $`q(x)`$ and a two-plane $`\mathrm{\Pi }M_{2,n}`$, we will construct an approximate solution $`u_{app}`$ to $`(\mathrm{\Delta }_\rho +q)u=0`$, supported near $`\mathrm{\Pi }`$:
###### Theorem 4
Let $`\mathrm{\Omega }`$ be Lipschitz and $`q(x)H^s(\mathrm{\Omega })`$ for some $`s>\frac{n}{2}`$. Then, for any $`0<\beta <\frac{1}{4}`$ fixed, the following holds: $`ϵ>0`$ such that, for any $`\rho =\frac{1}{\sqrt{2}}|\rho |(\omega _R+i\omega _I)𝒬`$ and any two-plane $`\mathrm{\Pi }`$ parallel to $`\mathrm{\Pi }_0=\mathrm{span}\{\omega _R,\omega _I\}`$, we can find an approximate solution $`u_{app}=u_{app}(x,\rho ,\mathrm{\Pi })`$ to $`(\mathrm{\Delta }_\rho +q(x))u=0`$ satisfying
(1.5)
$$u_{app}_{L^2(^n)}C,u_{app}_{L^2(\mathrm{\Omega })}[\lambda _\mathrm{\Pi }^\mathrm{\Omega }(\mathrm{\Pi }\mathrm{\Omega })]^{\frac{1}{2}}\text{ as }|\rho |\mathrm{}$$
(1.6)
$$\mathrm{supp}(u_{app})\{x^n:\mathrm{dist}(x,\mathrm{\Pi })\frac{2}{|\rho |^\beta }\}$$
and
(1.7)
$$(\mathrm{\Delta }_\rho +q)u_{app}_{L^2(^n)}\frac{C_ϵ}{|\rho |^ϵ}.$$
Furthermore, for any two such solutions, $`u_{app}^{(1)},u_{app}^{(2)}`$, associated with possibly different potentials $`q_1(x),q_2(x)`$ and with $`\rho _1𝒬,\rho _2=e^{i\theta }\rho _1\text{ or }\rho _2=e^{i\theta }\overline{\rho _1}𝒬`$,
(1.8)
$$u_{app}^{(1)}(,\rho _1,\mathrm{\Pi })u_{app}^{(2)}(,\rho _2,\mathrm{\Pi })d\lambda _\mathrm{\Pi }^\mathrm{\Omega }\text{ weakly as }|\rho _1|\mathrm{}.$$
In fact, as will be seen below, $`u_{app}=u_0+u_1`$ with $`u_0`$ depending only on $`\mathrm{\Pi }`$ and $`|\rho |`$ and satisfying (1.5).
Now, we may apply the results of \[SU86, SU87a\] (see also \[Ha96\]) to find a solution $`u_2`$ of
$$(\mathrm{\Delta }_\rho +q)u_2=(\mathrm{\Delta }_\rho +q)u_{app}L_{comp}^2(^n),$$
uniformly in $`H_t^1`$ and with a gain of $`|\rho |^1`$ in $`L_t^2`$, as long as $`|\rho |C`$ with $`C`$ depending only on $`q_{\mathrm{}}`$ and $`diam(\mathrm{\Omega })`$. Here, $`H_t^s`$ and $`L_t^2`$ the weighted versions of these spaces, as in \[SU87a\], for some fixed $`1<t<0`$. By these results and (1.7),
$$u_2_{H_t^1(^n)}c(\mathrm{\Delta }_\rho +q)u_{app}_{L_{t+1}^2(^n)}c|\rho |^ϵ,u_2_{L_t^2}C|\rho |^{1ϵ}.$$
(The statements in \[SU86,SU87a\] are for $`qC^{\mathrm{}}`$, but the proofs are easily seen to hold if $`qH^s(\mathrm{\Omega })`$ with $`s>\frac{n}{2}`$. Also, the weights will be irrelevant since we will be working on $`\mathrm{\Omega }`$.) Thus, $`u=u_{app}+u_2=u_0+u_1+u_2`$ is an exact solution of $`(\mathrm{\Delta }_\rho +q)u=0`$ on $`^n`$, satisfying
$$uu_0_{L^2}c|\rho |^ϵ\text{ and }u_2_{H^s}|\rho |^{s1ϵ},0s1.$$
Finally,
$$_q=\{v_z:|z|C\}=\{e^{\rho x}u(x,\mathrm{\Pi },\rho ):\rho =Re(z)\omega _R+iIm(z)\omega _I,|z|C\}$$
is the associated family of exponentially growing solutions used in the statements of the theorems.
To prove Thm. 1, we assume that $`q_1,q_2`$ and $`\mathrm{\Pi }M_{2,n}`$, $`𝒰_\mathrm{\Pi }\mathrm{\Omega }`$ are as in its statement. We will make use of a variant of Alessandrini’s identity \[A\]. For $`j=1,2`$, let $`v_{\rho _j}^{(j)}`$ be the exact solution to $`(\mathrm{\Delta }+q_j)v=0`$ constructed above, so that $`v_{\rho _j}^{(j)}(x)=e^{\rho _jx}u^{(j)}(x,\mathrm{\Pi },\rho _j)`$, with $`u^{(j)}=u_{app}^{(j)}+u_2^{(j)}`$. Taking $`\rho _1=\rho ,\rho _2=\rho `$, consider the quantity
$$I=_\mathrm{\Omega }\frac{v_\rho ^{(1)}}{n}v_\rho ^{(2)}v_\rho ^{(1)}\frac{v_\rho ^{(2)}}{n}d\sigma .$$
Under the assumption that $`v_\rho ^{(1)}`$ and $`v_\rho ^{(2)}`$ have the same Cauchy data on $`𝒰_\mathrm{\Pi }`$, $`I`$ is equal to the integral of the same expression over $`\mathrm{\Omega }\backslash 𝒰_\mathrm{\Pi }`$. Observing that
$$\frac{v_\rho ^{(1)}}{n}=e^{\rho x}(\frac{}{n}+(\rho n(x)))u^{(1)}\text{ and }\frac{v_\rho ^{(2)}}{n}=e^{\rho x}(\frac{}{n}(\rho n(x)))u^{(2)},$$
we see that the exponentials cancel and the integrand of $`I`$ is
$$=\frac{u^{(1)}}{n}u^{(2)}u^{(1)}\frac{u^{(2)}}{n}+2(\rho n(x))u^{(1)}u^{(2)}.$$
Since (1.6) implies that $`\mathrm{supp}(u_{app}^{(j)}|\mathrm{\Omega }),\mathrm{supp}(\frac{u_{app}^{(j)}}{n}|_\mathrm{\Omega })𝒰_\mathrm{\Pi }`$ for $`|\rho |`$ sufficiently large, we have that
$$I=_{\mathrm{\Omega }\backslash 𝒰_\mathrm{\Pi }}\frac{u_2^{(1)}}{n}u_2^{(2)}u_2^{(1)}\frac{u_2^{(2)}}{n}+2(\rho n(x))u_2^{(1)}u_2^{(2)}d\sigma .$$
We estimate
$`|{\displaystyle _{\mathrm{\Omega }\backslash 𝒰_\mathrm{\Pi }}}{\displaystyle \frac{u_2^{(1)}}{n}}u_2^{(2)}𝑑\sigma |`$ $``$ $`{\displaystyle \frac{u_2^{(1)}}{n}}_{H^{\frac{1}{2}}(\mathrm{\Omega })}u_2^{(2)}_{H^{\frac{1}{2}}(\mathrm{\Omega })}`$
$``$ $`u_2^{(1)}_{H^{\frac{1}{2}}(\mathrm{\Omega })}u_2^{(2)}_{H^{\frac{1}{2}}(\mathrm{\Omega })}`$
$``$ $`Cu_2^{(1)}_{H^1(\mathrm{\Omega })}u_2^{(2)}_{H^1(\mathrm{\Omega })}\text{ by Sobolev restriction}`$
$``$ $`Cu_2^{(1)}_{H_t^1(^n)}u_2^{(2)}_{H_t^1(^n)}\text{ since }\mathrm{\Omega }\text{ compact}`$
$``$ $`C|\rho |^{2ϵ}0\text{ as }|\rho |\mathrm{}`$
and similarly for the second term. Now note that $`|\rho n(x)|c|\rho |`$ since $`\mathrm{\Omega }`$ is Lipschitz, and
$$u_2^{(j)}_{L^2(\mathrm{\Omega })}u_2^{(j)}_{H^\sigma (\mathrm{\Omega })}c_\sigma u_2^{(j)}_{H^{\sigma +\frac{1}{2}}(\mathrm{\Omega })}c_\sigma ^{}|\rho |^{\sigma \frac{1}{2}ϵ}$$
for any $`\sigma >0`$, and thus the third term is dominated by $`(c_\sigma ^{})^2|\rho ||\rho |^{2\sigma 12ϵ}0`$ as $`|\rho |0`$ if we choose $`0<\sigma <ϵ`$.
On the other hand,
$`I`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{v^{(1)}}{n}}v^{(2)}v^{(1)}{\displaystyle \frac{v^{(2)}}{n}}d\sigma `$
$`=`$ $`{\displaystyle _\mathrm{\Omega }}\mathrm{\Delta }(v^{(1)})v^{(2)}v^{(1)}\mathrm{\Delta }(v^{(2)})dx\text{ by Green’s Thm.}`$
$`=`$ $`{\displaystyle _\mathrm{\Omega }}(q_1v^{(1)})v^{(2)}v^{(1)}(q_2v^{(2)})dx`$
$`=`$ $`{\displaystyle _\mathrm{\Omega }}(q_2q_1)v^{(1)}v^{(2)}𝑑x={\displaystyle _\mathrm{\Omega }}(q_2q_1)u^{(1)}u^{(2)}𝑑x`$
since the exponentials cancel. As $`u^{(1)}u^{(2)}=(u_{app}^{(1)}+u_2^{(1)})(u_{app}^{(2)}+u_2^{(2)})`$ and the leading term $`u_{app}^{(1)}u_{app}^{(2)}d\lambda _\mathrm{\Pi }^\mathrm{\Omega }`$ weakly as $`|\rho |\mathrm{}`$ by (1.8), while the remaining terms $`0`$ since $`u_{app}^{(j)}_{L^2(\mathrm{\Omega })}C`$ by (1.5) and $`u_2^{(j)}_{L^2(\mathrm{\Omega })}c|\rho |^{1ϵ}`$, we conclude that $`IR_{2,n}^\mathrm{\Omega }\left(q_2q_1\right)(\mathrm{\Pi })\text{ as }|\rho |\mathrm{}`$, finishing the proof of Thm. 1.
Now, to start the proof of Thm. 4 we may use the rotation invariance of $`\mathrm{\Delta }`$ and the invariance of $`𝒬`$ under $`S^1=\{e^{i\theta }\}`$, and note that it suffices to treat the case<sup>2</sup><sup>2</sup>2Of course, the length of this element of $`𝒬`$ is $`\sqrt{2}|\rho |`$, but this is irrelevant for the proofs, and denoting the length of $`|\rho |(\stackrel{}{e_1}+i\stackrel{}{e_2})`$ by $`|\rho |`$ is notationally convenient. $`\rho =|\rho |(\stackrel{}{e_1}+i\stackrel{}{e_2})`$, where $`\{\stackrel{}{e_1},\mathrm{},\stackrel{}{e_n}\}`$ is the standard orthonormal basis for $`^n`$. Write $`x^n`$ as $`x=(x^{},x^{\prime \prime })^2\times ^{n2}`$ and similarly $`\xi =(\xi ^{},\xi ^{\prime \prime })`$.
If $`\mathrm{\Pi }M_{2,n}`$ is parallel to $`\mathrm{span}\{\omega _R,\omega _I\}=\mathrm{span}\{\stackrel{}{e_1},\stackrel{}{e_2}\}=^2\times \{0\}`$, then $`\mathrm{\Pi }=\mathrm{span}\{\stackrel{}{e_1},\stackrel{}{e_2}\}+(0,x_0^{\prime \prime })`$ for some $`x_0^{\prime \prime }^{n2}`$. Given $`|\rho |>1`$ and $`x_0^{\prime \prime }^{n2}`$, we will define an approximate solution $`u(x,\rho ,\mathrm{\Pi })`$ to $`(\mathrm{\Delta }_\rho +q(x))u=0`$ on $`^n`$, of the form $`u(x,\rho ,\mathrm{\Pi })=u_0(x,\rho ,\mathrm{\Pi })+u_1(x,\rho ,\mathrm{\Pi })`$.
For notational convenience, we will usually suppress the dependence on $`\rho `$ and $`\mathrm{\Pi }`$ and simply write $`u(x)=u_0(x)+u_1(x)`$. We will use various cutoff functions $`\chi _j`$; for $`j`$ even or odd, $`\chi _j`$ will always denote a function of $`x^{}`$ or $`x^{\prime \prime }`$, respectively. Also, $`B^m(a;r)`$ and $`S^{m1}(a;r)`$ will denote the closed ball and sphere of radius $`r`$ centered at a point $`a^m`$.
To define $`u_0`$, first fix $`\chi _0C_0^{\mathrm{}}(^2)`$ with $`\chi _01`$ on $`B^2(0;R)`$ for any $`R>sup\{|x^{}|:(x^{},x^{\prime \prime })\mathrm{\Omega }`$ for some $`x^{\prime \prime }^{n2}\}`$; let $`C_0=\chi _0_{L^2(^2)}`$. Secondly, let $`\psi _1C_0^{\mathrm{}}(^{n2})`$ be radial, nonnegative, supported in the unit ball, and satisfy
$$_{^{n2}}(\psi _1(x^{\prime \prime }))^2𝑑x^{\prime \prime }=1.$$
Now, for $`\beta >0`$ to be fixed later, we let $`\delta `$ be the small parameter $`\delta =|\rho |^\beta `$ and define
$$\chi _1(x^{\prime \prime })=\delta ^{\frac{n2}{2}}\psi _1\left(\frac{x^{}x_0^{\prime \prime }}{\delta }\right),$$
so that
(1.9)
$$\chi _1_{L^2(^{n2})}=\psi _1_{L^2(^{n2})}=1,\delta >0.$$
Set $`u_0(x)=u_0(x^{},x^{\prime \prime })=\chi _0(x^{})\chi _1(x^{\prime \prime })`$; then $`u_0`$ is real, $`u_0_{L^2(^n)}=C_0`$ and $`u_0_{L^2(\mathrm{\Omega })}[\lambda _\mathrm{\Pi }(\mathrm{\Pi }\mathrm{\Omega })]^{\frac{1}{2}}`$ as $`\delta 0^+`$, i.e., as $`|\rho |\mathrm{}`$. Note also that $`u_0_{H^1}c\delta ^1=c|\rho |^\beta `$, so that $`u_0_{H^s}c|\rho |^{s\beta }`$ for $`0s1`$. Since $`\mathrm{\Delta }_\rho =\mathrm{\Delta }+2\rho =\mathrm{\Delta }+2|\rho |(\stackrel{}{e_1}+i\stackrel{}{e_2})=\mathrm{\Delta }+4|\rho |\overline{}_x^{}`$ and $`\rho ^{n2}`$,
$`(\mathrm{\Delta }_\rho +q(x))u_0`$ $`=`$ $`(\mathrm{\Delta }\chi _0)\chi _1+2(\chi _0)(\chi _1)+\chi _0(\mathrm{\Delta }\chi _1)`$
$`+2(\rho )(\chi _0)\chi _1+2\chi _0(\rho )(\chi _1)+q\chi _0\chi _1`$
$`=`$ $`\chi _0(x^{})(\mathrm{\Delta }_{x^{\prime \prime }}+q)(\chi _1)(x^{\prime \prime })\text{ on }B^2(0;R)\times ^{n2},`$
the first and fourth terms after the first equality vanishing because $`(\rho )(\chi _0)=2\overline{}\chi _00`$ on $`B^2(0;R)`$, and the second and fifth equalling zero because $`\chi _1^2`$.
To define the second term in the approximate solution, $`u_1(x)`$, we make use of a truncated form of the Faddeev Green function, $`G_\rho `$, and an associated projection operator. The operator $`\mathrm{\Delta }_\rho `$ has, for $`\rho 𝒬`$, (full) symbol
(1.10)
$$\sigma (\xi )=[(|\xi |^22|\rho |\omega _I\xi )+i2|\rho |(\omega _R\xi )],$$
and so for $`\frac{\rho }{|\rho |}=e_1+ie_2`$, we have
$$\sigma (\xi )=[(|\xi |\rho |\stackrel{}{e_2}|^2|\rho |^2)+i(2|\rho |\xi _1)],$$
which has (full) characteristic variety
$`\mathrm{\Sigma }_\rho `$ $`=`$ $`\{\xi ^n:\xi _1=0,|\xi |\rho |e_2|=|\rho |\}`$
$`=`$ $`\{0\}\times S^{n2}((|\rho |,0,\mathrm{},0);|\rho |)_{\xi _1}\times _{\xi _2,\xi ^{\prime \prime }}^{n1}.`$
The Faddeev Green function is then defined by $`G_\rho =(\sigma (\xi )^1)^{}𝒮^{}(^n)`$. We now introduce, for an $`ϵ_0>0`$ to be fixed later, a tubular neighborhood of $`\mathrm{\Sigma }_\rho `$,
(1.12)
$$T_\rho =\{\xi :\mathrm{dist}(\xi ,\mathrm{\Sigma }_\rho )<|\rho |^{\frac{1}{2}ϵ_0}\},$$
as well as its complement, $`T_\rho ^C`$, and let $`\chi _{T_\rho }`$, $`\chi _{T_\rho ^C}`$ be their characteristic functions. Define a projection operator, $`P_\rho `$, and a truncated Green function, $`\stackrel{~}{G}_\rho `$, by
(1.13) $`\widehat{P_\rho f}(\xi )`$ $`=\chi _{T_\rho }(\xi )\widehat{f}(\xi )\text{ and}`$
(1.14) $`(\stackrel{~}{G}_\rho f)^{}(\xi )`$ $`=\chi _{T_\rho ^C}(\xi )[\sigma (\xi )]^1\widehat{f}(\xi )`$
for $`f𝒮(^n)`$. Note that $`\mathrm{\Delta }_\rho \stackrel{~}{G}_\rho =IP_\rho `$.
Choose a $`\psi _3C_0^{\mathrm{}}(^{n2})`$, supported in $`B^{n2}(0;2)`$, radial and with $`\psi _31`$ on $`\mathrm{supp}(\psi _1)`$, and set $`\chi _3(x^{\prime \prime })=\psi _3(\frac{x^{\prime \prime }x_0^{\prime \prime }}{\delta })`$. We now define the second term, $`u_1(x,\rho ,\mathrm{\Pi })`$ in the approximate solution by
(1.15)
$$u_1(x)=\chi _3(x^{\prime \prime })\stackrel{~}{G}_\rho ((\mathrm{\Delta }_\rho +q(x))u_0(x))$$
and set $`u(x)=u_0(x)+u_1(x)`$. Then $`u_1`$ (as well as $`u_0`$) is supported in $`\{x:\mathrm{dist}(x,\mathrm{\Pi })2\delta \}`$, yielding (1.6). We will see below that $`u_1_{L^2(\mathrm{\Omega })}C|\rho |^ϵ`$ as $`|\rho |\mathrm{}`$, so that (1.5) holds as well, so that the first part of (1.9) holds as well. To start the proof of (1.7), note that
$`(\mathrm{\Delta }_\rho +q)(u_0+u_1)`$ $`=`$ $`(\mathrm{\Delta }_\rho +q)u_0(\mathrm{\Delta }_\rho +q)\chi _3\stackrel{~}{G}_\rho ((\mathrm{\Delta }_\rho +q)u_0)`$
$`=`$ $`(\mathrm{\Delta }_\rho +q)u_0\chi _3(\mathrm{\Delta }_\rho +q)\stackrel{~}{G}_\rho ((\mathrm{\Delta }_\rho +q)u_0)`$
$`[\mathrm{\Delta }_\rho +q,\chi _3]\stackrel{~}{G}_\rho ((\mathrm{\Delta }_\rho +q)u_0)`$
$`=`$ $`(\mathrm{\Delta }_\rho +q)u_0\chi _3(IP_\rho )(\mathrm{\Delta }_\rho +q)u_0\chi _3q\stackrel{~}{G}_\rho (\mathrm{\Delta }_\rho +q)u_0`$
$`2(\chi _3_{x^{\prime \prime }})\stackrel{~}{G}_\rho (\mathrm{\Delta }_\rho +q)u_0(\mathrm{\Delta }_{x^{\prime \prime }}\chi _3)\stackrel{~}{G}_\rho (\mathrm{\Delta }_\rho +q)u_0`$
$`=`$ $`\chi _3P_\rho (\mathrm{\Delta }_\rho +q)u_0`$
$`[q\chi _3+2(\chi _3_{x^{\prime \prime }})(\mathrm{\Delta }_{\chi ^{\prime \prime }}\chi _3)]\stackrel{~}{G}_\rho (\mathrm{\Delta }_\rho +q)u_0`$
on $`\mathrm{\Omega }`$, since $`\chi _31`$ on $`\mathrm{supp}(\chi _1)`$. Now, since $`q_1\chi _3L^{\mathrm{}}`$, $`|\chi _3|C\delta ^1=c|\rho |^\beta `$ and $`|\mathrm{\Delta }_{x^{\prime \prime }}\chi _3|C\delta ^2=c|\rho |^{2\beta }`$, (1.7) will follow if we can show that for some $`ϵ>0`$,
(1.16) $`P_\rho (\mathrm{\Delta }_\rho +q)u_0_{L^2(\mathrm{\Omega })}`$ $``$ $`C|\rho |^ϵ,`$
(1.17) $`|D^{\prime \prime }|\stackrel{~}{G}_\rho (\mathrm{\Delta }_\rho +q)u_0_{L^2(\mathrm{\Omega })}`$ $``$ $`C|\rho |^{\beta ϵ},\text{ and}`$
(1.18) $`\stackrel{~}{G}_\rho (\mathrm{\Delta }_\rho +q)u_0_{L^2(\mathrm{\Omega })}`$ $``$ $`C|\rho |^{2\beta ϵ},`$
with $`C`$ independent of $`|\rho |>1`$. Before proceeding to prove these, we note that for any $`u^{(1)},u^{(2)}`$ constructed in this way for the same two-plane $`\mathrm{\Pi }`$,
$$u_0^{(1)}(x)u_0^{(2)}(x)=\chi _0^2(x^{})\delta ^{(n2)}\psi _1^2\left(\frac{x^{\prime \prime }x_0^{\prime \prime }}{\delta }\right)d\lambda _\mathrm{\Pi }^\mathrm{\Omega }\text{ in }\mathrm{\Omega }$$
as $`\delta 0`$ by (1.11), while $`u_1^{(1)}u_0^{(2)}+u_0^{(1)}u_1^{(2)}+u_1^{(1)}u_1^{(2)}0`$ in $`L^2(\mathrm{\Omega })`$, yielding (1.8). Thus, we are reduced to establishing (1.17–1.19).
## 2 $`L^2`$ estimates
We will first prove (1.17)–(1.19) under the simplifying assumption that $`q_1,q_2C^{n1+\sigma }(\overline{\mathrm{\Omega }})`$ for some $`\sigma >0`$, turning to the Sobolev space case in Section 3. Start by noting that the desired estimates (1.17)–(1.19) cannot be simply obtained from operator norms; for example, $`P_\rho _{L^2L^2}=1`$ for all $`\rho `$. One needs to make use of the special structure of $`(\mathrm{\Delta }_\rho +q)u_0`$; we first deal with $`\mathrm{\Delta }_\rho u_0`$, leaving $`q(x)u_0`$ for the end. So, we will show that $`P_\rho \mathrm{\Delta }_\rho u_0_{L^2}C|\rho |^ϵ`$, etc. Since $`\chi _0\chi _10`$,
(2.1)
$$\mathrm{\Delta }_\rho u_0=\chi _0\mathrm{\Delta }_{x^{\prime \prime }}\chi _1+(\mathrm{\Delta }_x^{}+4|\rho |\overline{}_x^{})(\chi _0)\chi _1.$$
The second term is supported on $`\mathrm{\Omega }^c`$, but $`P_\rho `$ and $`\stackrel{~}{G}_\rho `$ are nonlocal operators and we need to control the contribution from this term. However, because $`\mathrm{\Delta }_x^{}(\chi _0)`$ is a fixed, $`\delta `$-independent element of $`C_0^{\mathrm{}}(^2)`$, this can be handled in the same way as the $`q(x)u_0`$ terms of (1.17–1.19), which will be dealt with later. The contribution from $`4|\rho |\overline{}\chi _0\chi _1`$ will be handled at the end.
So, for the time being, we are interested in estimating $`P_\rho (\chi _0(x^{})\mathrm{\Delta }_{x^{\prime \prime }}\chi _1(x^{\prime \prime }))_{L^2}`$, etc. Now, $`\mathrm{\Delta }_{x^{\prime \prime }}\chi _1(x^{\prime \prime })=\delta ^2\chi _5(x^{\prime \prime })`$, where $`\chi _5(x^{\prime \prime })=\delta ^{\frac{n2}{2}}\psi _5\left(\frac{x^{\prime \prime }x_0^{\prime \prime }}{\delta }\right)`$ is associated with the radial function $`\psi _5=\mathrm{\Delta }_{x^{\prime \prime }}\psi _1`$ as $`\chi _1`$ is associated with $`\psi _1`$. Note for future use that $`\widehat{\psi }_5`$ vanishes to second order at 0. Of course, $`\chi _0C_0^{\mathrm{}}\widehat{\chi }_0𝒮(^n)`$, but looking ahead to estimating the terms involving $`q(x)u_0(x)`$, we will now prove the analogues of (1.17–1.19) where $`P_\rho `$ and $`\stackrel{~}{G}_\rho `$ act on $`\chi _2(x^{})\mathrm{\Delta }\chi _1(x^{\prime \prime })`$, under the weaker assumption that $`\chi _2`$ is radial and satisfies the uniform decay estimate
$`(2.2)_\alpha `$
$$|\widehat{\chi }_2(\xi )|C(1+|\xi |)^\alpha $$
for some $`\alpha >0`$.
Now, by (1.14) and Plancherel,
$`P_\rho (\chi _2\mathrm{\Delta }\chi _1)_{L^2(\mathrm{\Omega })}`$ $``$ $`(P_\rho (\chi _2\mathrm{\Delta }\chi _1))^{}_{L^2(^n)}`$
$`=`$ $`\delta ^2|\widehat{\chi }_2(\xi ^{})|\delta ^{\frac{n2}{2}}|\widehat{\psi }_5(\delta \xi ^{\prime \prime })|_{L^2(T_\rho )}.`$
The characteristic variety $`\mathrm{\Sigma }_\rho `$, of which $`T_\rho `$ is a tubular neighborhood, passes through the origin, and we may represent $`\mathrm{\Sigma }_\rho `$ near $`O`$ as a graph over the $`\xi ^{\prime \prime }`$-plane: $`\mathrm{\Sigma }_\rho =\mathrm{\Sigma }_\rho ^s\mathrm{\Sigma }_\rho ^n\mathrm{\Sigma }_\rho ^e`$, with
$`\mathrm{\Sigma }_\rho ^s`$ $`=`$ $`\left\{\xi _1=0,\xi _2=|\rho |(|\rho |^2|\xi ^{\prime \prime }|^2)^{\frac{1}{2}},|\xi ^{\prime \prime }|{\displaystyle \frac{|\rho |}{2}}\right\}`$
$``$ $`\left\{\xi _1=0,\xi _2={\displaystyle \frac{|\xi ^{\prime \prime }|}{2|\rho |}},|\xi ^{\prime \prime }|{\displaystyle \frac{|\rho |}{2}}\right\}`$
a neighborhood of the south pole $`O`$,
$`\mathrm{\Sigma }_\rho ^n`$ $`=`$ $`\left\{\xi _1=0,\xi _2=|\rho |+(|\rho |^2|\xi ^{\prime \prime }|^2)^{\frac{1}{2}},|\xi ^{\prime \prime }|{\displaystyle \frac{|\rho |}{2}}\right\}`$
$``$ $`\left\{\xi _1=0,\xi _2=2\right|\rho |{\displaystyle \frac{|\xi ^{\prime \prime }|^2}{2|\rho |}},|\xi ^{\prime \prime }|{\displaystyle \frac{|\rho |}{2}}\}`$
a neighborhood of the north pole $`(0,2|\rho |,0,\mathrm{},0)`$, and $`\mathrm{\Sigma }_\rho ^e`$ a neighborhood of the equator $`\{\xi \mathrm{\Sigma }_\rho :\xi _2=|\rho |\}`$. We have a corresponding decomposition $`T_\rho =T_\rho ^sT_\rho ^nT_\rho ^e`$, where, e.g.,
(2.5)
$$T_\rho ^s\{(\xi ^{},\xi ^{\prime \prime }):\xi ^{}B^2((0,\frac{|\xi ^{\prime \prime }|^2}{2|\rho |});|\rho |^{\frac{1}{2}ϵ_0}),|\xi ^{\prime \prime }|\frac{|\rho |}{2}\}.$$
Recalling that $`\chi _2`$ and $`\psi _3`$ are radial, so are $`\widehat{\chi }_2`$ and $`\widehat{\chi }_3`$, and by abuse of notation we consider these as functions of one variable satisfying $`(2.2)_\alpha `$ and rapidly decreasing, respectively. Thus, using polar coordinates in $`\xi ^{\prime \prime }`$,
$`\widehat{\chi _2\mathrm{\Delta }\chi _1}_{L^2(T_\rho ^s)}^2`$ $``$ $`{\displaystyle _0^{\frac{|\rho |}{2}}}{\displaystyle _{B^2((0,\frac{r^2}{2|\rho |});|\rho |^{\frac{1}{2}ϵ_0})}}|\widehat{\chi }_2(\xi ^{})|^2𝑑\xi ^{}\delta ^{n6}|\widehat{\psi }_5(\delta r)|^2r^{n3}𝑑r`$
$``$ $`{\displaystyle _0^{\sqrt{2}|\rho |^{\frac{1}{4}}}}{\displaystyle _{B^2((0,0);|\rho |^{\frac{1}{2}ϵ_0})}}|\widehat{\chi }_2|^2𝑑\xi ^{}\delta ^{n6}|\widehat{\psi }_5(\delta r)|^2r^{n2}{\displaystyle \frac{dr}{r}}`$
$`+{\displaystyle _{\sqrt{2}|\rho |^{\frac{1}{4}}}^{\frac{|\rho |}{2}}}\left|\widehat{\chi }_2\left({\displaystyle \frac{r^2}{2|\rho |}}\right)\right|^2|B^2((0,0);|\rho |^{\frac{1}{2}})|\delta ^{n6}|\widehat{\psi }_5(\delta r)|^2r^{n2}{\displaystyle \frac{dr}{r}}.`$
Since we will be taking $`\delta =|\rho |^\beta `$ with $`\beta <\frac{1}{4}`$, if we choose $`0<ϵ_0<2(\frac{1}{4}\beta )`$, then the quantity $`|\rho |^{\frac{1}{4}}\delta \mathrm{}`$ as $`|\rho |\mathrm{}`$ and so
$`\widehat{\chi _2\mathrm{\Delta }\chi _1}_{L^2(T_\rho ^s)}^2`$ $``$ $`c{\displaystyle \frac{\delta ^4}{|\rho |^{1+2ϵ_0}}}\left({\displaystyle _0^{\sqrt{2}|\rho |^{\frac{1}{4}}\delta }}|\widehat{\psi }_5(r)|^2r^{n2}{\displaystyle \frac{dr}{r}}\right)`$
$`+{\displaystyle _{\sqrt{2}|\rho |^{\frac{1}{4}}\delta }^{\frac{|\rho |}{2}\delta }}\left|\widehat{\chi }_2\left({\displaystyle \frac{r^2}{2\delta ^2|\rho |}}\right)\right|^2|\widehat{\psi }_5(r)|^2r^{n2}{\displaystyle \frac{dr}{r}}`$
$``$ $`c(\delta ^4|\rho |)^1,`$
which is $`c|\rho |^{2ϵ}`$ with $`ϵ=\frac{1}{2}(14\beta )>0`$.
The other contributions to $`P_\rho \chi _2\mathrm{\Delta }\chi _1_{L^2}`$, coming from $`T_\rho ^n`$ and $`T_\rho ^e`$ are handled similarly and are even smaller, due to the decrease of $`\widehat{\chi }_2`$ and $`\widehat{\psi }_5`$.
We next turn to estimating $`|D^{\prime \prime }|\stackrel{~}{G}_\rho \mathrm{\Delta }_\rho u_0_{L^2}`$; by the remark above, we may concentrate on the $`\chi _2\mathrm{\Delta }\chi _1`$ term of $`\mathrm{\Delta }_\rho u_0`$. Then
(2.8)
$$|D^{\prime \prime }|\stackrel{~}{G}_\rho (\chi _2\mathrm{\Delta }\chi _1)_{L^2(\mathrm{\Omega })}^2|\xi ^{\prime \prime }|(\sigma (\xi ))^1(\chi _2\mathrm{\Delta }\chi _1)^{}(\xi )_{L^2(T_\rho ^C)}^2.$$
We may cover $`T_\rho ^C`$ by $`T_\rho ^{C,s}T_\rho ^{C,n}T_\rho ^{C,e}T_\rho ^{C,\mathrm{}}`$, where
(2.9)
$$T_\rho ^{C,s}=\{\xi :\xi ^{}B^2((0,\frac{|\xi ^{\prime \prime }|^2}{2|\rho |});|\rho |^{\frac{1}{2}ϵ_0})^CB^2((0,2|\rho |\frac{|\xi ^{\prime \prime }|^2}{2|\rho |});\frac{1}{4}|\rho |)^C,|\xi ^{\prime \prime }|\frac{|\rho |}{2}\},$$
$`T_\rho ^{C,n}`$ is defined similarly,
(2.10)
$$T_\rho ^{C,e}=\{\xi :\frac{|\rho |}{4}<\xi _2<\frac{7|\rho |}{4},|\rho |^{\frac{1}{2}}<\mathrm{dist}(\xi ,\mathrm{\Sigma }_\rho )<|\rho |,|\xi ^{\prime \prime }|<2|\rho |\}$$
and
(2.11)
$$T_\rho ^{C,\mathrm{}}=\{\xi :|\xi |3|\rho |,|\xi ^{\prime \prime }|\frac{3}{2}|\rho |\}.$$
One has the lower bounds on $`\sigma `$,
(2.12)
$$|\sigma (\xi )|\{\begin{array}{cc}C|\rho |\mathrm{dist}(\xi ,\mathrm{\Sigma }_\rho ),\hfill & |\xi |3|\rho |\hfill \\ C|\xi |^2,\hfill & |\xi |3|\rho |\hfill \end{array}$$
with $`C`$ (as always) uniform in $`|\rho |`$. The first inequality in (2.12) follows from noting that $`\frac{1}{2}\sigma (\xi )=(\xi |\rho |\stackrel{}{e_2})+i(|\rho |\stackrel{}{e_1})`$, so that $`|\sigma (\xi )|=2\sqrt{2}|\rho |`$ on $`\mathrm{\Sigma }_\rho `$, while the second follows from $`Re(\sigma (\xi ))=\mathrm{dist}(\xi ,|\rho |\stackrel{}{e_2})^2|\rho |^2`$. Using the first estimate in (2.12), we can then dominate the contribution to the right side of (2.8) from the region $`T_\rho ^{C,s}`$ by
(2.13)
$$\delta ^{n6}_{|\xi ^{\prime \prime }|\frac{|\rho |}{2}}_{B^2((0,\frac{|\xi ^{\prime \prime }|^2}{2|\rho |});|\rho |^{\frac{1}{2}ϵ_0})^C}|\rho |^2\left|\xi ^{}\frac{|\xi ^{\prime \prime }|^2}{2|\rho |}\stackrel{}{e_2}\right|^2|\widehat{\chi }_2(\xi ^{})|^2𝑑\xi ^{}|\xi ^{\prime \prime }|^2|\widehat{\psi }_5(\delta \xi ^{\prime \prime })|^2𝑑\xi ^{\prime \prime }.$$
The inner integral is the convolution
$$|\rho |^2\left(|\widehat{\chi }_2|^2_^2\frac{\chi \{|\xi ^{}||\rho |^{\frac{1}{2}ϵ_0}\}}{|\xi ^{}|^2}\right)|_{\xi ^{}=\frac{|\xi ^{\prime \prime }|^2}{2|\rho |}\stackrel{}{e_2}}.$$
An elementary calculation shows that, for $`\widehat{\chi }_2`$ satisfying $`(2.2)_\alpha `$ for some $`0<\alpha <1`$, and any $`0<a<1`$,
(2.14)
$$|\widehat{\chi }_2|^2_^2\frac{\chi \{|\xi ^{}|a\}}{|\xi ^{}|^2}\{\begin{array}{cc}C_1(1+\mathrm{log}(a^1)),\hfill & |\xi ^{}|1\hfill \\ C_2|\xi ^{}|^2+C_3|\xi ^{}|^{2\alpha }\mathrm{log}\left(\frac{|\xi ^{}|}{a}\right),\hfill & |\xi ^{}|1,\hfill \end{array}$$
so that, taking $`a=|\rho |^{\frac{1}{2}ϵ_0}`$ and $`|\xi ^{}|=\frac{|\xi ^{\prime \prime }|^2}{2|\rho |}`$, the inner integral in (2.13) is
$$\{\begin{array}{cc}C_1|\rho |^2\mathrm{log}|\rho |,\hfill & 0<|\xi ^{\prime \prime }|\sqrt{2}|\rho |^{\frac{1}{2}}\hfill \\ C_2|\xi ^{\prime \prime }|^4+C_3|\rho |^{2\alpha 2}|\xi ^{\prime \prime }|^{4\alpha }\mathrm{log}\left(\frac{|\xi ^{\prime \prime }|^2}{2|\rho |^{\frac{1}{2}ϵ_0}}\right),\hfill & \sqrt{2}|\rho |^{\frac{1}{2}}|\xi ^{\prime \prime }|\frac{|\rho |}{2}.\hfill \end{array}$$
Employing polar coordinates in $`\xi ^{\prime \prime }`$ and rescaling by $`\delta `$, we see that (2.13) is
$``$ $`C_1\delta ^6|\rho |^2\mathrm{log}|\rho |{\displaystyle _0^{\sqrt{2}|\rho |^{\frac{1}{2}}\delta }}|\widehat{\psi }_5(r)|^2r^n{\displaystyle \frac{dr}{r}}`$
$`+C_2\delta ^2{\displaystyle _{\sqrt{2}|\rho |^{\frac{1}{2}}\delta }^{\frac{|\rho |}{2}\delta }}|\widehat{\psi }_5(r)|^2r^{n4}{\displaystyle \frac{dr}{r}}`$
$`+C_3\delta ^{4\alpha 4}|\rho |^{2\alpha 2}\mathrm{log}|\rho |{\displaystyle _{\sqrt{2}|\rho |^{\frac{1}{2}}\delta }^{\frac{|\rho |}{2}\delta }}|\widehat{\psi }_5(r)|^2r^{n24\alpha }{\displaystyle \frac{dr}{r}}.`$
With $`\delta =|\rho |^\beta `$, $`\beta <\frac{1}{4}`$, $`|\rho |^{\frac{1}{2}}\delta \mathrm{}`$ as $`|\rho |\mathrm{}`$, and thus we estimate this for any $`N>0`$ (using the rapid decay of $`\widehat{\psi }_5`$) by
$$C_1|\rho |^{6\beta 2}\mathrm{log}|\rho |+C_2\delta ^2(|\rho |^{\frac{1}{2}}\delta )^N+C_3|\rho |^{(44\alpha )\beta +2\alpha 2}\mathrm{log}|\rho |(|\rho |^{\frac{1}{2}}\delta )^N,$$
the first term of which will be less than the desired $`|\rho |^{2\beta 2ϵ}`$, for any $`\alpha >0`$, if $`\beta <\frac{1}{4}`$ and $`ϵ=\frac{1}{2}(14\beta )`$; the second and third terms are rapidly decaying simply because $`\beta <\frac{1}{2}`$.
Moving ahead for the moment to (1.18), the contribution to $`\stackrel{~}{G}_\rho \chi _2\mathrm{\Delta }\chi _1_{L^2}^2`$ (which we want $`C|\rho |^{4\beta 2ϵ}`$) from $`T_\rho ^{C,s}`$ is handled in the same fashion, the only differences being the absence of the multiplier $`|D^{\prime \prime }|^{}=|\xi ^{\prime \prime }|`$ on the left and the improved gain we are demanding on the right. Taking these into account, we need to control
(2.15)
$$\begin{array}{c}C_1\delta ^4|\rho |^2\mathrm{log}|\rho |_0^{\sqrt{2}|\rho |^{\frac{1}{2}}\delta }|\widehat{\psi }_5(r)|^2r^{n2}\frac{dr}{r}\hfill \\ \hfill +C_2_{\sqrt{2}|\rho |^{\frac{1}{2}}\delta }^{\frac{1}{2}|\rho |\delta }|\widehat{\psi }_5(r)|^2r^{n6}\frac{dr}{r}\\ \hfill +C_3\delta ^{4\alpha 2}|\rho |^{2\alpha 2}\mathrm{log}|\rho |_{\sqrt{2}|\rho |^{\frac{1}{2}}\delta }^{\frac{1}{2}|\rho |\delta }|\widehat{\psi }_5(r)|^2r^{n44\alpha }\frac{dr}{r}\\ \hfill C_1\delta ^4|\rho |^2\mathrm{log}|\rho |+C_2(|\rho |^{\frac{1}{2}}\delta )^N+C_N\delta ^{4\alpha 2}|\rho |^{2\alpha 2}\mathrm{log}|\rho |(|\rho |^{\frac{1}{2}}\delta )^N,\end{array}$$
and this is $`C|\rho |^{4\beta 2ϵ}`$ provided $`\beta <\frac{1}{4}`$, $`ϵ<\frac{1}{2}(14\beta )`$ and $`N`$ is sufficiently large.
The contributions to (1.18) from $`T_\rho ^{C,n}`$ and $`T_\rho ^{C,e}`$ are handled similarly. To treat the contribution from $`T_\rho ^{C,\mathrm{}}`$, we use the second estimate in (2.12) and calculate (for (1.18)
(2.16)
$$\begin{array}{c}|\xi ^{\prime \prime }|(\sigma (\xi ))^1(\chi _2\mathrm{\Delta }\chi _1)^{}(\xi )_{L^2(T_\rho ^{C,\mathrm{}})}^2\hfill \\ \hfill C_{|\xi |3|\rho |}\delta ^{n6}|\widehat{\chi }_2(\xi ^{})|^2|\widehat{\psi }_5(\delta \xi ^{\prime \prime })|^2\frac{|\xi ^{\prime \prime }|^2d\xi ^{}d\xi ^{\prime \prime }}{|\xi |^4}\\ \hfill C(_{|\xi ^{\prime \prime }||\rho |}\delta ^{n6}|\rho |^{2\alpha 2}|\widehat{\psi }_5(\delta \xi ^{\prime \prime })|^2|\xi ^{\prime \prime }|^2d\xi ^{\prime \prime }\\ \hfill +_{|\xi ^{\prime \prime }||\rho |}\delta ^{n6}|\widehat{\psi }_5(\delta \chi ^{\prime \prime })|^2|\xi ^{\prime \prime }|^{2\alpha }d\xi ^{\prime \prime })\\ \hfill =C(\delta ^6|\rho |^{2\alpha 2}_0^{|\rho |\delta }|\widehat{\psi }_5(r)|^2r^n\frac{dr}{r}\\ \hfill +\delta ^{2\alpha 4}_{|\rho |\delta }^{\mathrm{}}|\widehat{\psi }_5(r)|^2r^{n22\alpha }\frac{dr}{r})\\ \hfill C(\delta ^6|\rho |^{2\alpha 2}+\delta ^{2\alpha 4}(|\rho |\delta )^N),N>0,\end{array}$$
which, for $`\delta =|\rho |^\beta `$ and $`N`$ large is $`C|\rho |^{2\beta 2ϵ}`$ provided $`\beta <\frac{1}{4}`$ and $`ϵ<\alpha +14\beta `$. A similar analysis holds for the $`T_\rho ^{C,\mathrm{}}`$ contribution to (1.19).
We now turn to controlling the $`q(x)u_0(x)`$ terms in (1.17)–(1.19), as well as the contributions from the $`\mathrm{\Delta }(\chi _0)\chi _1`$ term in (2.1). Note that since $`q(x)`$ is $`C^{n1+\sigma }`$ (for some $`\sigma >0`$), $`q(x)`$ has an extension (see, e.g., \[St70,Ch.6\]) to a $`C^{n1+\sigma }`$ function of compact support on $`^n`$, which we also denote by $`q`$. The restriction of $`q`$ to any $`\mathrm{\Pi }M_{2,n}`$ is still $`C^{n1+\sigma }`$.
Let $`\{D_t:0<t<\mathrm{}\}`$ be the one-parameter group of partial dilations on $`𝒮^{}(^n^{})`$,
$$(D_tf)(\xi ^{},\xi ^{\prime \prime })=t^{n2}f(\xi ^{},t\xi ^{\prime \prime }),$$
which, for $`f,gL^1`$, satisfy $`_^nD_tf𝑑\xi =_^nf𝑑\xi `$ and $`D_t(fg)=D_tfD_tg`$. Then
$`\widehat{qu}_0(\xi )`$ $`=`$ $`\widehat{q}\widehat{u}_0(\xi )=D_\delta (D_{\delta ^1}\widehat{q})\delta ^{\frac{n2}{2}}D_\delta (\widehat{\chi }_0(\xi ^{})\widehat{\psi }_1(\xi ^{\prime \prime })e^{ix_0^{\prime \prime }\xi ^{\prime \prime }})`$
$`=`$ $`D_\delta (D_{\delta ^1}(\widehat{q})\delta ^{\frac{n2}{2}}\widehat{\chi }_0\widehat{\psi }_1e^{ix_0^{\prime \prime }\xi ^{\prime \prime }}).`$
Now, as $`\delta =|\rho |^\beta 0`$, $`D_{\delta ^1}(\widehat{q})=\delta ^{(n2)}\widehat{q}(\xi ^{},\delta \xi ^{\prime \prime })`$ converges weakly to the singular measure
(2.18)
$$Q(\xi ^{})\delta (\xi ^{\prime \prime })=Q(\xi ^{})d\xi ^{},$$
where $`Q(\xi ^{})=_{^{n2}}\widehat{q}(\xi ^{},\xi ^{\prime \prime })𝑑\xi ^{\prime \prime }`$; note that $`qC^{n1+\gamma }`$ implies that the integral defining $`Q`$ converges and $`Q`$ satisfies (2.2)<sub>1+γ</sub>. Letting $`F(\xi )=\widehat{\chi }_0(\xi ^{})\widehat{\psi }_1(\xi ^{\prime \prime })e^{ix_0^{\prime \prime }\xi ^{\prime \prime }}`$, it follows from (2) that
$`\widehat{qu}_0(\xi )`$ $`=`$ $`D_\delta (D_{\delta ^1}(\widehat{q})\delta ^{\frac{n2}{2}}F)`$
$`=`$ $`D_\delta ((Qd\xi ^{})\delta ^{\frac{n2}{2}}F)+D_\delta ((D_{\delta ^1}\widehat{q}Qd\xi ^{})\delta ^{\frac{n2}{2}}F).`$
If we define $`\widehat{\chi }_4(\xi ^{})=Q_^2\widehat{\chi }_0(\xi ^{})`$, then $`\widehat{\chi }_4`$ also satisfies condition (2.2)<sub>1+γ</sub> (and thus (2.2)$`_\alpha ^{}`$ for $`0<\alpha ^{}<1`$, so that (2.14) can be applied), and the first term in (2) is
(2.20)
$$D_\delta ((Qd\xi ^{})\delta ^{\frac{n2}{2}}F)=\widehat{\chi }_4(\xi ^{})\delta ^{\frac{n2}{2}}\widehat{\psi }_1(\delta \xi ^{\prime \prime })e^{i\delta x_0^{\prime \prime }\xi ^{\prime \prime }}.$$
Thus, the contributions to $`P_\delta (qu_0)_{L^2}`$, $`|D^{\prime \prime }|\stackrel{~}{G}_\rho (qu_0)_{L^2}`$ and $`\stackrel{~}{G}_\rho (qu_0)_{L^2}`$ from the first term in (2) may be handled as the main $`\chi _2\mathrm{\Delta }\chi _1`$ term was earlier, with the obvious absence of the factor $`\delta ^2`$. To control the contributions from the second term in (2), we use the elementary
###### Lemma 5
Let $`\phi (x)`$, $`f(x)`$ be functions on $`^m`$ such that $`\phi (x)`$, $`|x|\phi (x)`$, $`f(x)`$ and $`|f(x)|`$ are in $`L^1(^m)`$. Then, $`ϵ>0`$
$`|(ϵ^m\phi \left({\displaystyle \frac{x}{ϵ}}\right)`$ $``$ $`\left({\displaystyle _^m}\phi dy\right)\delta (x))f(x)|`$
$``$ $`C_m(\phi _{L^1}+|x|\phi _{L^1})(f_{L^{\mathrm{}}(B(0;|x|1))}+f_{L^{\mathrm{}}(B(x;1))})ϵ.`$
Applying this for $`ϵ=\delta `$, $`\xi ^{}^2`$ fixed, and using $`F𝒮`$, $`|\widehat{q}(\xi )|C(1+|\xi |)^{(n1+\gamma )}`$, we find that, $`N>0`$
(2.21)
$$|(D_{\delta 1}(\widehat{q})Qd\xi ^{})F(\xi )|C_N(1+|\xi ^{}|)^\gamma (1+|\xi ^{\prime \prime }|)^N\delta .$$
Hence, the second term in (2) is $`C_N\delta ^{\frac{n}{2}}(1+|\xi ^{}|)^\gamma (1+|\delta \xi ^{\prime \prime }|)^N`$ and this allows the contributions to (1.17)–(1.19) to be dealt with as the $`\chi _2\mathrm{\Delta }_{x^{\prime \prime }}\chi _1`$ term was before.
Finally, we need to establish the estimates (1.17–1.19) for the $`4|\rho |\overline{}\chi _0`$ term in (2.1); thus, we need to show
(2.22) $`P_\rho \left(\overline{}\chi _0\chi _1\right)_{L^2}`$ $``$ $`C|\rho |^{1ϵ},`$
(2.23) $`|D^{\prime \prime }|\stackrel{~}{G}_\rho \left(\overline{}\chi _0\chi _1\right)_{L^2}`$ $``$ $`C|\rho |^{1\beta ϵ},\text{ and}`$
(2.24) $`\stackrel{~}{G}_\rho \left(\overline{}\chi _0\chi _1\right)_{L^2}`$ $``$ $`C|\rho |^{12\beta ϵ},`$
for some $`ϵ>0`$. Using the fact that $`\widehat{\overline{}}\chi _0(\xi ^{})`$ is rapidly decreasing and vanishes to first order at $`\xi ^{}=0`$, we may replace (2) with
$`\widehat{\overline{}\chi _0\chi _1}_{L^2(T_\rho ^s)}^2`$ $``$ $`{\displaystyle _0^{\frac{|\rho |}{2}}}{\displaystyle _{B^2((0,\frac{r^2}{2|\rho |});|\rho |^{\frac{1}{2}ϵ_0})}}|\widehat{\overline{}}\chi _0(\xi ^{})|^2𝑑\xi ^{}\delta ^{n2}|\widehat{\psi }_1(\delta r)|^2r^{n3}𝑑r`$
$`c_N(`$ $`{\displaystyle _0^{\sqrt{2}|\rho |^{\frac{12ϵ_0}{4}}}}|\rho |^{24ϵ_0}\delta ^{n2}|\widehat{\psi }_1(\delta r)|^2r^{n2}{\displaystyle \frac{dr}{r}}`$
$`+{\displaystyle _{\sqrt{2}|\rho |^{\frac{12ϵ_0}{4}}}^{\sqrt{2}|\rho |^{\frac{1}{2}}}}({\displaystyle \frac{r^2}{2|\rho |}})^2|\rho |^{12ϵ_0}\delta ^{n2}|\widehat{\psi }_1(\delta r)|^2r^{n2}{\displaystyle \frac{dr}{r}}`$
$`+{\displaystyle _{\sqrt{2}|\rho |^{\frac{1}{2}}}^{\frac{|\rho |}{2}}}({\displaystyle \frac{r^2}{2|\rho |}})^N|\rho |^{12ϵ_0}\delta ^{n2}|\widehat{\psi }_1(\delta r)|^2r^{n2}{\displaystyle \frac{dr}{r}})`$
$`c_N(`$ $`|\rho |^{24ϵ_0}{\displaystyle _0^{\sqrt{2}|\rho |^{\frac{12ϵ_0}{4}}\delta }}|\widehat{\psi }_1|^2r^{n2}{\displaystyle \frac{dr}{r}}`$
$`+|\rho |^{32ϵ_0}\delta ^4{\displaystyle _{\sqrt{2}|\rho |^{\frac{12ϵ_0}{4}}\delta }^{\sqrt{2}|\rho |^{\frac{1}{2}}}}|\widehat{\psi }_1|^2r^{n+2}{\displaystyle \frac{dr}{r}}`$
$`+|\rho |^{12ϵ_0+N}\delta ^{2N}{\displaystyle _{\sqrt{2}|\rho |^{\frac{1}{2}}\delta }^{\frac{|\rho |}{2}\delta }}|\widehat{\psi }_1|^2r^{n22N}{\displaystyle \frac{dr}{r}})`$
$`c_N`$ $`(|\rho |^{24ϵ_0}+|\rho |^{32ϵ_0+4\beta }(|\rho |^{\frac{12ϵ_0}{4}\beta })^N^{}`$
$`+|\rho |^{12ϵ_0+N2N\beta N^{}(\frac{1}{2}\beta )})`$
for any $`N,N^{}0`$. As before, the contributions from $`T_\rho ^n`$ and $`T_\rho ^e`$ are handled similarly. Since $`ϵ_0<\frac{1}{2}2\beta `$, if $`N^{}`$ is chosen large enough this yields (2.23) with $`ϵ2ϵ_0`$, which is weaker than the previously imposed $`ϵ<\frac{1}{2}(14\beta )`$.
The desired estimates (2.23),(2.24) are even easier and hold for any $`\beta <\frac{1}{2}`$. The contribution to (2.24) from $`T_\rho ^{C,s}`$ is controlled as in (2.13), but with the factor $`\delta ^{n2}`$ and with the $`\widehat{\chi _2}`$ in the integrand replaced by $`\widehat{\overline{}}\chi _0`$; this is then dominated in the same manner as below (2.14). The $`T_\rho ^{C,s}`$ contribution to (2.25) is estimated as in (2.15), but with the absence of the $`\delta ^4`$. All other contributions are dealt with similarly.
This concludes the proof of Thm.4 for the case of potentials in the Hölder class $`C^{n1+\sigma }(\overline{\mathrm{\Omega }}),\sigma >0`$. The restrictions on $`\beta `$ and $`ϵ`$ that we ahve needed are that $`\beta <\frac{1}{4}`$ and $`ϵ<\frac{1}{2}(14\beta )`$.
## 3 Remarks
(i) The proof of Thm. 4 needs to be slightly modified if we assume that the potential $`q(x)`$ belongs to the Sobolev space $`H^{\frac{n}{2}+\sigma }(\mathrm{\Omega })`$ for some $`\sigma >0`$. Since $`\mathrm{\Omega }`$ is Lipschitz, such a $`q(x)`$ can, by the Calderón extension theorem, be extended to be in $`H^{\frac{n}{2}+\sigma }(^n)`$. Again denoting the extension by $`q`$, one has by Cauchy-Schwarz
(3.1)
$$_^2\left(_{^{n2}}(1+|\xi ^{\prime \prime }|)|\widehat{q}(\xi ^{},\xi ^{\prime \prime })|𝑑\xi ^{\prime \prime }\right)^2(1+|\xi ^{}|)^\sigma 𝑑\xi ^{}c\left(q_{\frac{n}{2}+\sigma }\right)^2$$
Thus, $`Q`$ as in (2.18) belongs to $`L^2(^2;(1+|\xi ^{}|)^\sigma d\xi ^{})`$, so that $`\widehat{\chi }_4=Q_^2\widehat{\chi }_0L^2(^2;(1+|\xi ^{}|)^\sigma d\xi ^{})L^{\mathrm{}}`$. Replacing the uniform decay estimate (2.2)<sub>α</sub> with
$`(3.2)_\sigma `$
$$\widehat{\chi }_2L^2(^2;(1+|\xi ^{}|)^\sigma d\xi ^{})$$
will allow us to handle the first term in (2.19). Furthermore, if for $`\xi ^{}`$ fixed, we let $`\varphi ()=\widehat{q}(\xi ^{},)`$ in Lemma 5, then $`\varphi (\xi ^{\prime \prime })`$ and $`|\xi ^{\prime \prime }|\varphi (\xi ^{\prime \prime })`$ are in $`L^1(^{n2})`$ with norms (as functions of $`\xi ^{}`$) in $`L^2(^2;(1+|\xi ^{}|)^\sigma d\xi ^{})`$, and so the second term in (2.19) is $`c_N\widehat{\chi _6}(\xi ^{})(1+|\delta \xi ^{\prime \prime }|)^N,N`$, with $`\widehat{\chi _6}`$ satisfying condition (3.2)<sub>σ</sub>. So, we are reduced to repeating the analysis of Section 2 with (2.2)<sub>α</sub> replaced by (3.2)<sub>σ</sub>. The decay of $`\widehat{\chi _2}`$ was used in only two places in the argument. In (2.14), under (3.2)<sub>σ</sub>, we have the same estimate except for the absence of $`|\xi ^{}|^{2\alpha }`$; however, this loss is absorbed into terms rapidly decreasing in $`|\rho |^{\frac{1}{2}}\delta =|\rho |^{\frac{1}{2}\beta }`$ where (2.14) is used. On the other hand, in (2.16) we may estimate the inner integral by
$`{\displaystyle _{|\xi ^{}|2|\rho |}}|\widehat{\chi _2}(\xi ^{})|^2{\displaystyle \frac{d\xi ^{}}{(|\xi ^{}|^2+|\xi ^{\prime \prime }|^2)^2}}`$ $`{\displaystyle _^2}|\widehat{\chi _2}|^2{\displaystyle \frac{d\xi ^{}}{(1+|\xi ^{}|)^\sigma |\xi ^{}|^4}}`$
$`c|\rho |^{4\sigma }\text{ if }|\xi ^{\prime \prime }|\rho `$
and
(3.4)
$$_^2|\widehat{\chi _2}(\xi ^{})|^2\frac{d\xi ^{}}{(|\xi ^{}|^2+|\xi ^{\prime \prime }|^2)^2}c|\xi ^{\prime \prime }|^4\text{ if }|\xi ^{}|\rho ,$$
so that
(3.5) $`|\xi ^{\prime \prime }|(\sigma (\xi ))^1(\chi _2\mathrm{\Delta }\chi _1)^{}(\xi )_{L^2(T_\rho ^{C,\mathrm{}})}^2`$
$`C\left({\displaystyle _{|\xi ^{\prime \prime }||\rho |}}\delta ^{n6}|\rho |^{4\sigma }|\widehat{\psi }_5(\delta \xi ^{\prime \prime })|^2|\xi ^{\prime \prime }|^2𝑑\xi ^{\prime \prime }+{\displaystyle _{|\xi ^{\prime \prime }||\rho |}}\delta ^{n6}|\widehat{\psi }_5(\delta \chi ^{\prime \prime })|^2|\xi ^{\prime \prime }|^2𝑑\xi ^{\prime \prime }\right)`$
$`=C(\delta ^6|\rho |^{4\sigma }{\displaystyle _0^{|\rho |\delta }}|\widehat{\psi }_5(r)|^2r^n{\displaystyle \frac{dr}{r}}`$
$`+\delta ^2{\displaystyle _{|\rho |\delta }^{\mathrm{}}}|\widehat{\psi }_5(r)|^2r^{n4}{\displaystyle \frac{dr}{r}})`$
$`C_N(\delta ^6|\rho |^{4\sigma }+\delta ^2(|\rho |\delta )^N)`$
$`=C_N\left(|\rho |^{6\beta 4\sigma }+|\rho |^{2\beta }(|\rho |^{\beta \frac{1}{2}})^N\right),N,`$
which is $`c|\rho |^{2\beta ϵ}`$ for $`N`$ sufficiently large, since $`\beta <\frac{1}{2}`$. The restrictions on $`\beta `$ and $`ϵ`$ are as before.
(ii) The construction of the approximate solutions given by Thm. 4 may be generalized by taking $`\chi _0`$ to be an arbitrary analytic function of $`z=x_1+ix_2`$, defined on a domain $`\mathrm{\Pi }\mathrm{\Omega }\mathrm{\Omega }^{}\mathrm{\Pi }`$. Since $`\overline{}\chi _0=\mathrm{\Delta }_x^{}\chi _00`$ on $`\mathrm{\Omega }`$, the resulting $`u=u_0+u_1`$ is still an approximate solution in the sense of Thm. 4, except that (1.8) no longer applies. Thus, Thm. 1 can be strengthened to conclude that $`(q_1q_2)|_\mathrm{\Pi }`$ is orthogonal in $`L^2(\mathrm{\Pi }\mathrm{\Omega },d\lambda _\mathrm{\Pi })`$ to the Bergman space $`A^2(\mathrm{\Pi }\mathrm{\Omega })`$ of square-integrable holomorphic functions on $`\mathrm{\Pi }\mathrm{\Omega }`$. Furthermore, by repeating the construction using $`\overline{\rho }=\frac{1}{\sqrt{2}}|\rho |(\omega _Ri\omega _I)`$, which induces the conjugate complex structure on $`\mathrm{\Pi }`$, for which the $`\overline{}`$ operator equals the $``$ operator induced by $`\rho `$, we obtain that $`(q_1q_2)|_\mathrm{\Pi }`$ is also orthogonal to the conjugate Bergman space $`\overline{A}^2(\mathrm{\Pi }\mathrm{\Omega })`$ of anti-holomorphic functions. (The analogue of this in two dimensions was obtained in \[SU87b\].) It would be interesting to make further use of this information.
(iii) To obtain variants of Thm. 1 establishing smaller sets of uniqueness in $`\mathrm{\Omega }`$, it might be useful to use approximate solutions associated to different two-planes. For this, it seems necessary to construct approximate solutions with much thinner supports, i.e., to overcome the restriction $`\beta <\frac{1}{4}`$ in Thm. 4. Such an improvement might also be useful in extending the results to $`q_jL^{\mathrm{}}`$. |
warning/0001/hep-ph0001312.html | ar5iv | text | # HUB-EP-99/67 QCD forces and heavy quark bound states
## 1 Motivation
The phenomenology of strong interactions contains three fundamental ingredients: the confinement of colour charges, chiral symmetry breaking and asymptotic freedom. The latter requirement culminated in the invention of quantum chromodynamics (QCD) some 25 years ago. Predicting low energy properties of strongly interacting matter still represents a serious theoretical challenge. This is particularly disappointing since non-perturbative techniques are not only important in QCD but also for an understanding of physics beyond the standard model or perturbation theory. For instance a rigorous proof is still lacking that shows QCD as the microscopic theory of strong interactions to give rise to the macroscopic properties of chiral symmetry breaking and quark confinement.
So far Lattice Gauge Theory constitutes the only known entirely non-perturbative regularisation scheme. By numerically simulating gauge theories on a lattice, one can in principle predict properties of interacting QCD matter without any non-QCD input (except for the quark masses). Such simulations have provided convincing evidence not only for quark confinement but also for chiral symmetry breaking. Moreover, at finite temperature, pure gauge theories are found to undergo a confinement-deconfinement phase transition while chiral symmetry is restored at high temperature , in QCD with sea quarks. The accuracy of these results has been tremendously improved during the past decade with the availability of more powerful computers and advanced numerical techniques.
Unfortunately, the speed and memory of present day computers still allows only for “solving” relatively simple QCD problems to a satisfactory precision. One particular weakness that the standard lattice methodology shares with, for instance, the QCD sum rule approach is the difficulty in calculating properties of radially excited hadrons. In simple potential models, however, the spectrum of such excitations can easily be computed. Such models have been successfully applied in quarkonium physics since the discovery of the $`J/\psi `$ resonance more than two decades ago .
A Hamiltonian representation in terms of functions of simple dynamical variables such as distance, angular momentum, relative momentum and spin allows for an understanding of the underlying system that is rather transparent and intuitive. One would like to clarify what component of the success of this simple picture results from the freedom of choice in constructing a phenomenological Hamiltonian and what part indeed reflects fundamental properties of the underlying bound state dynamics. Not long ago, a semi-relativistic Hamiltonian that governs heavy quarkonia bound states has been directly derived from QCD . Starting from a non-relativistic expansion of the QCD Lagrangian (NRQCD) , the gluonic degrees of freedom have been separated from the heavy quark dynamics into functions of the canonical coordinates (the potentials) and integrated out by means of lattice simulations . The resulting Hamiltonian incorporates many properties of the previously proposed purely phenomenological or QCD inspired models.
Heavy quarks closely resemble static test charges which can be used to probe microscopic properties of the QCD vacuum, in particular the anatomy of the confinement mechanism. Indeed, from charmonium spectroscopy and even more so from bottomonia states, a lot has been learned about the nature and properties of QCD confining forces. Either motivated by experimental input or by QCD itself, many effective models of low energy aspects have been proposed, in particular bag models , strong coupling and flux tube models , bosonic string models , the stochastic vacuum model , dual QCD and the Abelian Higgs model , instanton based models and relativistic quark models . Many of these models are either expected to apply best to a non-relativistic setting or can most easily be solved in the situation of slowly moving colour charges.
In view of the fact that many problems like properties of complex nuclei are unlikely ever to be solved from first principles alone, to some extent modelling and approximations will always be required. Recently, using the stochastic vacuum model as well as dual QCD and the minimal area law, that is common to the strong coupling limit and string pictures, the potentials within the quarkonium bound state Hamiltonian have been computed , and compared to lattice results to test the underlying assumptions in the non-relativistic setting . It is a challenge for lattice simulations to realise simple QCD situations in which low energy models can be thoroughly checked.
Predictions of low energy quantities like hadron masses and form factors are the obvious phenomenological application of lattice QCD methods. In view of the new $`b`$ physics experiments Babar, Belle, HERA-B and LHCb, precise non-perturbative QCD contributions to weak decay constants are required to relate experimental input to the least well determined CKM matrix elements. Heavy-light systems are also thought to be sensitive towards CP violations. In view of the proposed linear electron colliders NLC and TESLA a calculation of the top production rate, $`e^+e^{}t\overline{t}`$, near threshold is required to precisely determine the top quark mass and even in this high energy regime non-perturbative effects might turn out to play an substantial rôle. Therefore, developing heavy quark methods and verifying their accurateness against precision experimental data from quarkonium systems is of utmost interest. Even quarkonia themselves contain valuable information. For instance, one would expect cleaner discriminatory signals for heavy quark-gluon hybrid states, that should exist as a consequence of QCD, than for their light hybrid counterparts. Moreover, the first $`B_c`$ mesons have recently been discovered and it is a challenge to predict their spectrum. Last but not least, quarkonia systems contain information on the $`c`$ and $`b`$ quark masses that are fundamental parameters of the Standard Model.
This report is organised as follows: in Section 2, phenomenological evidence for linear confinement from the spectrum of light mesons and quarkonia is presented. In Section 3, a brief introduction to the lattice methodology is provided before the present knowledge on the static QCD potential will be reviewed in Section 4. In view of latest results from lattice simulations including sea quarks, particular emphasis is put on the “breaking” of the hadronic string in full QCD. Subsequently, in Section 5 static forces in more complicated situations, in particular hybrid potentials, bound states involving static gluinos, potentials between charges in higher representations of the $`SU(N)`$ colour group, and multi-body forces are discussed. In Section 6, attention is paid to relativistic corrections to the static potential and the applicability of the adiabatic approximation. The results are then applied to quarkonium systems in Section 7.
## 2 The hadron spectrum
The discovery of asymptotically free constituents of hadronic matter in deep inelastic scattering experiments gave birth to QCD as the generally accepted theory of strong interactions. However, the most precise experimental data to-date, the hadron spectrum, have been obtained in the low energy region and not at the high energies necessary to resolve the quark-gluon sub-structure of hadrons. While perturbative QCD (pQCD) should be applicable to high energy scattering problems to some extent, solving QCD in the low energy region poses a serious problem to theorists: not only does one have to deal with a strongly coupled system but also with a relativistic many-body bound state problem. Moreover, unlike in the prototype gauge theory, QED, even on the classical level the QCD vacuum structure is non-trivial, giving rise to instanton induced effects for example.
It is instructive to consider the historical developments that culminated in the discovery of QCD, in particular since the pre-QCD era was dominated by concepts that were almost exclusively inspired by non-perturbative phenomenology, such as the resonance spectrum. General $`S`$-matrix properties and dispersive relations formed the formal basis of such pre-QCD developments. A serious conceptual problem of the $`S`$-matrix approach (also known as the bootstrap) is the fact that the unitarity of tree level scattering amplitudes is broken as soon as one allows for virtual point-like quanta of spin larger than one to be exchanged between external particles. This observation was one of the motivations for Veneziano’s duality conjecture and the dual resonance model of the late 60s which finally culminated in the invention of string theories .
While the $`S`$-matrix framework addressed dynamical issues of strong interactions, the naïve $`SU_F(3)`$ quark model served well in classifying all known hadronic states, in particular after it had been extended by the colour $`SU(3)`$ degrees of freedom . However, the quark model alone did not relate to any dynamical questions of the underlying interaction. For instance, no explanation was provided for the alignment of particles of mass $`m`$ and spin $`J`$ along almost linear Regge trajectories in the $`m^2J`$ plane . Bosonic string theories finally did not only resolve the unitarity puzzle of the $`S`$-matrix theory but also offered an explanation for the linearity of Regge trajectories . However, string theories encountered internal inconsistencies when formulated in four space-time dimensions and were also incompatible with the Bjørken scaling observed in $`e^{}p`$ collisions . An explanation for the latter was provided by the invention of partons and asymptotic freedom.
With the advent of QCD dynamics , these partons were identified as the quarks of the eightfold way and became the accepted elementary constituents of hadronic matter: the string theory of strong interactions that had been developed in parallel survived only as a possible low energy effective theory, in four space-time dimensions. While QCD — unlike all preceeding suggestions — certainly explains asymptotic freedom, it is still unproven that it indeed results in collective phenomena such as the confinement of quarks and gluons or chiral symmetry breaking. However, lattice simulations provide convincing evidence.
It is legitimate to speculate whether QCD really contains all low energy information: is the set of fundamental parameters that describes the hadron spectrum compatible with the parameters needed to explain high energy scattering experiments or is there place for new physics? For example a (hypothetical) gluino with mass of a few GeV would affect the running of the QCD coupling between $`m_Z`$ and typical hadronic scales that are smaller by two orders of magnitude. Is QCD the right theory at all? If so, quark-gluon hybrids and glueballs should show up in the particle spectrum. Although these general questions are not central to this article they motivate continued phenomenological interest in QCD itself from a general perspective.
The discovery of states composed of heavy quarks, namely charmonia in 1974 and bottomonia in 1977, enabled aspects of strong interaction dynamics to be probed in a non-relativistic setting. By means of simple potential models a wealth of data on energy levels and decay rates could be explained. The question arises: if these models yield the right particle spectrum, can they eventually be derived from QCD? What do such models tell us about QCD and what does QCD tell us about such models?
Before addressing these questions in later Sections, here some aspects of hadron spectroscopy that relate to flux tube and potential models are summarised.
### 2.1 Regge trajectories
Since the early sixties it has been noticed that mesons as well as baryons of mass $`m`$ and spin $`J`$ group themselves into almost linear, so-called Regge trajectories in the $`m^2J`$ plane up to spins as high as $`J=11/2`$. In Table 2.1 the light meson spectrum is summarised. Only resonances that are confirmed in the Review of Particle Properties have been included. The $`\pi `$, $`K^{}`$, $`K_2^{}`$ and $`K`$ triplets have been replaced by their weighted mass averages. The second column of the Table represents the $`J^{PC}`$ assignment. Each increase of the orbital angular momentum by one unit results in a switch of both, parity and charge assignments.
The data of Table 2.1 is displayed in Figure 2.1, together with linear fits of the form,
$$J(m)=\alpha (0)+\alpha ^{}m^2.$$
(2.1)
Similar plots can be made for the baryon spectrum. $`\alpha (0)`$ is known as the Regge intersect and,
$$\alpha ^{}=\frac{1}{2\pi \sigma },$$
(2.2)
as the Regge slope. The resulting values for the “string tension”, $`\sigma `$, are displayed in Table 2.2. While statistical errors on the data points increase with $`J`$, the applicability of the relativistic string model that, as we shall see below, predicts the linear dependence is expected to improve with $`J`$. Therefore, in the fits we have decided to ignore the experimental errors and give all points equal weight. $`\mathrm{\Delta }J`$ denotes the root mean square deviation between fitted angular momenta and data points, normalised by the root of the degrees of freedom (i.e. the number of data points minus two) and reflects the overall quality of a fit.
A simple explanation of the linear behaviour is provided by the relativistic string model : imagine a rotating string of length $`2d`$ with a constant energy density per unit length, $`\sigma `$ (Figure 2.2). If this string spans between (approximately) massless quarks, we might expect those quarks to move at (almost) the speed of light, $`c=1`$, with respect to the centre of mass. The velocity as a function of the distance from the centre of the string, $`r`$, in this set-up is given by, $`v(r)=r/d`$. From this, we calculate the energy stored in the rotating string,
$$m=2_0^d\frac{dr\sigma }{\sqrt{1v^2(r)}}=\pi d\sigma ,$$
(2.3)
and angular momentum,
$$J=2_0^d\frac{dr\sigma rv(r)}{\sqrt{1v^2(r)}}=\frac{\pi ^2d^2\sigma }{2}=\frac{1}{2\pi \sigma }m^2,$$
(2.4)
which results in the relation of Eq. (2.2) between Regge slope, $`\alpha ^{}`$, and string tension, $`\sigma `$. This crude approximation can of course be improved. For example, one can allow for a rest mass of the quarks. Velocities smaller than $`c`$ will result in a slight increase of the Regge slope. The assumption that the string energy entirely consists of a longitudinal electric component in the co-rotating frame yields predictions for spin-orbit splittings etc..
For the two Regge trajectories starting with a pseudo-scalar ($`\pi `$ and $`K`$), one finds values, $`470\text{MeV}<\sqrt{\sigma }<480`$ MeV, while all other numbers scatter between 424 and 437 MeV. The value extracted from the $`\rho ,a_2,\mathrm{}`$ trajectory, which is the most linear one, is $`\sqrt{\sigma }=(429\pm 2)`$ MeV.
### 2.2 Quarkonia
Soon after the discovery of the $`J/\psi `$ meson in $`e^+e^{}`$ annihilation, the possibility of a non-relativistic treatment of such states, in analogy to the positronium of electrodynamics, was suggested . Quarkonia, i.e. mesonic states that contain two heavy constituent quarks, either charm or bottom<sup>1</sup><sup>1</sup>1Due to the large weak decay rate, $`tbW^+`$, the top quark does not appear as a constituent in bound states (see e.g. Ref. )., owe their name to this analogy. Within the quark model, the quark anti-quark system can be characterised by its total spin, $`𝐒=𝐒_1+𝐒_2`$ ($`s=0`$ or $`s=1`$), the relative orbital angular momentum, $`𝐋`$, and the total spin, $`𝐉=𝐋+𝐒`$. Within the standard spectroscopic notation, $`n^{2s+1}l_J`$, $`n`$ denotes the radial excitation while $`l=0`$ is labelled by the letter $`S`$, $`l=1`$ by $`P`$, $`l=2`$ by $`D`$ etc.. The parity of a quark anti-quark state is given by, $`P=(1)^{l+1}`$, while the charge conjugation operator (if quark and anti-quark share the same flavour) has eigenvalue, $`C=(1)^{l+s}`$.
In making the above $`J^{PC}`$ assignments, we ignore the possibility of the gluonic degrees of freedom contributing to the quantum numbers. This simplification results in certain combinations to be quark model forbidden (or spin-exotic), namely, $`J^{PC}=0^+,0^{},1^+,2^+,3^+,\mathrm{}`$. Another aspect is that some $`J^{PC}`$ assignments can be generated in various ways. For instance, $`{}_{}{}^{3}S_{1}^{}`$ and $`{}_{}{}^{3}D_{1}^{}`$ states both result in $`J^{PC}=1^{}`$. As soon as gluons are introduced, the relative angular momentum, $`𝐋`$, is not conserved anymore and physical vector particles will in general be superpositions of excitations from these two channels: strictly speaking, only the number of nodes of the wave function, $`n`$, the spin $`J`$, parity $`P`$, charge $`C`$ (in the case of flavour singlet mesons), and the constituent quark content (neglecting annihilation processes and weak decays) represent “good” quantum numbers.
In Table 2.3, we have compiled quantum numbers and names for some members of the $`J/\psi `$ and $`\mathrm{{\rm Y}}`$ families. Little is known experimentally about $`B_c`$ mesons, which are bound states of a $`\overline{b}`$ and a $`c`$ quark. For these particles an additional peculiarity has to be considered: charge and total spin are no longer “good” quark model quantum numbers. For $`l1`$ this results in mixing between the $`J=l`$ would-be singlet and would-be triplet states.
In Figure 2.3, all experimentally determined splittings with respect to the $`1^3S_1`$ state for the $`\mathrm{{\rm Y}}`$ and $`J/\psi `$ families are depicted. We have restricted ourselves to states, listed in the Review of Particle Properties , that are below the $`D\overline{D}`$ and $`B\overline{B}`$ thresholds (dashed horizontal lines) for charmonia and bottomonia, respectively, with the exception of the $`\mathrm{{\rm Y}}(4S)`$. While the mass of the $`J/\psi `$ (3.097 GeV) considerably differs from that of the $`\mathrm{{\rm Y}}`$ (9.46 GeV), indicating a substantial difference in the quark masses, $`m_b3m_c`$, both $`2^3S_11^3S_1`$ splittings agree within 5 % (589 and 563 MeV). We define the spin averaged $`\chi `$ mass by,
$$m_{\overline{{}_{}{}^{3}P}}=\frac{1}{9}\left(m_{{}_{}{}^{3}P_{0}^{}}+3m_{{}_{}{}^{3}P_{1}^{}}+5m_{{}_{}{}^{3}P_{2}^{}}\right)m_{{}_{}{}^{1}P_{1}^{}}.$$
(2.5)
Again, within a few per cent, the $`1\overline{{}_{}{}^{3}P}1^3S_1`$ splittings agree (429 MeV vs. 440 MeV). Unfortunately, while the $`\eta _c`$ has been discovered, no pseudo-scalar $`b\overline{b}`$ $`{}_{}{}^{1}S_{0}^{}`$ meson has yet been seen, such that a consistent comparison with respect to spin averaged $`S`$ state masses,
$$m_{\overline{S}}=\frac{1}{4}\left(m_{{}_{}{}^{1}S_{0}^{}}+3m_{{}_{}{}^{3}S_{1}^{}}\right),$$
(2.6)
is not possible.
While the $`2S1S`$ and $`1P1S`$ splittings seem to agree within a few per cent, the fine structure splittings between the $`P`$ states come out to be almost three times as large in the charm case, compared to that for the bottom,
$$\frac{m_{\chi _{b2}}m_{\chi _{b0}}}{m_{\chi _{c2}}m_{\chi _{c0}}}=0.38(1)\frac{53\text{MeV}}{141\text{MeV}}.$$
(2.7)
This is consistent with the expectation that in the limit of infinite quark mass, fine structure splittings will eventually completely disappear, in analogy to hydrogen-like systems. However, for the ratio between the respective $`m_{\chi _2}m_{\chi _1}`$ splittings one finds a different numerical value, 0.47(2), indicating a more complicated dependence on the inverse quark mass than mere proportionality.
For sufficiently heavy quarks, one might hope that the characteristic time scale associated with the relative movement of the constituent quarks is much larger than that associated with the gluonic (or sea quark) degrees of freedom . In this case the adiabatic (or Born-Oppenheimer) approximation applies and the effect of gluons and sea quarks can be represented by an averaged instantaneous interaction potential between the heavy quark sources. Moreover, the bound state problem will essentially become non-relativistic and the dynamics will, to first approximation, be controlled by the Schrödinger equation,
$$\left[\frac{𝐩^2}{2\mu _R}+V(r)\right]\psi _{nll_3}(𝐫)=E_{nl}\psi _{nll_3}(𝐫),$$
(2.8)
with a potential, $`V(r)`$ ($`r=|𝐫|`$), or, if spin effects are taken into account, semi-relativistic Pauli-Thomas-like extensions. In the adiabatic approximation quarkonia are the positronium of QCD. However, unlike in QED where the interaction potential can be calculated perturbatively and the spectrum predicted, we are faced with the inverse problem of determining or guessing the interaction potential and the reduced quark mass, $`\mu _R=m/2`$, from the observed spectrum, $`E_{nl}`$, and decay rates. The latter can be related to properties of the wave function at the origin . If the adiabatic approximation is justified we would expect, to leading order in a semi-relativistic expansion, the same potential to explain $`c\overline{c}`$ as well as $`b\overline{b}`$ spectra since QCD interactions are flavour blind. On the other hand it is clear that the adiabatic approximation will at least fail for unstable excitations like the $`\mathrm{\Psi }(3S)`$ or $`\mathrm{{\rm Y}}(4S)`$ since decays cannot be accounted for by a one channel Hamiltonian with a real potential.
In Appendix A, we derive general properties of the spectrum for power law and logarithmic potentials. The main results for a Coulomb potential,
$$V(r)=\frac{e}{r},$$
(2.9)
a logarithmic potential,
$$V(r)=C\mathrm{ln}\left(\frac{r}{r_0}\right),$$
(2.10)
and a linear potential,
$$V(r)=\sigma r,$$
(2.11)
are displayed in Table 2.4.
From the spin-averaged quarkonia spectra it is evident that the underlying potential cannot be purely Coulomb type. Otherwise, the $`2S1S`$ splitting would be approximately degenerate with the lowest lying $`nP1S`$ splitting and, moreover, $`\mathrm{{\rm Y}}`$ splittings would be enhanced with respect to $`J/\psi `$ splittings by the ratio of the quark masses, $`m_b/m_c3`$. However, a logarithmic potential that would explain the approximate mass independence of spin-averaged splittings is incompatible with tree level perturbation theory, i.e. Eq. (2.9), with $`e=(4/3)\alpha _s`$.
The Cornell potential ,
$$V(r)=\frac{e}{r}+\sigma r,$$
(2.12)
contains the perturbative expectation plus an additional linear term. The parameters $`e`$ and $`\sigma `$ can be adjusted such that within the range of charm and bottom quark masses, the linear dependence of the Rydberg energy on $`\mu _R`$ is compensated by the $`1/\mu _R^{1/3}`$ behaviour expected from the large distance linear term: within the distance scales relevant for the quarkonium bound state problem, the Cornell potential looks effectively logarithmic. At quark masses larger than $`m_b`$, the Coulomb term will eventually dominate and splittings will diverge in proportion with $`\mu _R`$. Note that the Cornell potential predicts the average velocity, $`v^2\mathrm{\Delta }E/\mu _R`$, to saturate at the value $`v^2=e^2`$ for large quark mass while from the approximate equality of bottomonia and charmonia level splittings one would expect $`v_b^2/v_c^2m_c/m_b`$. $`v^2`$ quantifies the quality of the non-relativistic approximation while the applicability of the adiabatic approximation is more complicated to establish from a QCD perspective.
Before the discovery of the $`\mathrm{{\rm Y}}(2S)`$, fits to the spin averaged quarkonia spectra resulted in parameter values , $`e0.25`$ and $`\sqrt{\sigma }455`$ MeV. After inclusion of the $`\mathrm{{\rm Y}}`$ states, that probe the potential at smaller distances, values like , $`e0.51`$ and $`\sqrt{\sigma }412`$ MeV, and , $`e0.52`$ and $`\sqrt{\sigma }427`$ MeV, emerged. However, within the region, $`0.2\text{fm}<r<1`$ fm, which is effectively probed by spin-averaged quarkonia splittings, the $`e0.25`$ parametrisation only marginally differs from the $`e0.5`$ parametrisations; the higher value of the Coulomb coefficient is compensated for by a smaller slope, $`\sigma `$. Interestingly, the slope of the Cornell potential is in qualitative agreement with $`\sqrt{\sigma }430`$ MeV, the estimate of the string tension from Regge trajectories of light mesons, discussed in Section 2.1.
While the spin averaged spectrum probes the potential at distances $`r>0.2`$ fm, fine structure splittings are sensitive towards the Lorentz and spin structure of the interacting force as well as to the functional form of the potential at short distances. We shall discuss this in detail in Section 7.
## 3 Lattice methods
Lattice QCD was invented by Wilson shortly after QCD emerged as the prime candidate for a consistent theory of strong interactions. The main intention was to define an entirely non-perturbative regularisation scheme for QCD, based on the principle of local gauge invariance. Besides regulating the theory, the lattice lends itself to strong coupling expansion techniques in terms of the inverse QCD coupling,
$$\beta =\frac{2N}{g^2}=\frac{2N}{4\pi \alpha _s}.$$
(3.1)
Such techniques complement the conventional perturbative weak coupling expansion and have, in particular in the Hamiltonian formulation of lattice QCD , stimulated the flux tube model of Ref. . However, so far nobody has managed to analytically relate the strong coupling limit of QCD to weak coupling results. For instance, in $`U(1)`$ as well as in $`SU(N)`$ gauge theories one obtains an area law for Wilson loops \[Eq. (4.1)\], i.e. confinement, in the strong coupling limit. While in $`(3+1)`$-dimensional $`U(1)`$ lattice gauge theory the strong coupling regime is separated from a non-confining weak coupling region by a phase transition, in $`SU(N)`$ one would hope that no such phase transition at finite $`\beta `$ exists and confinement survives at weak coupling.
Besides offering new analytical insight and techniques, the lattice approach to QCD lends itself to treatment on a computer . To allow for a numerical evaluation of expectation values it is convenient to work in Euclidean space-time in which a path integral measure can be defined. Moreover, the time evolution operator becomes anti-Hermitian which results in $`n`$-point correlation functions decaying exponentially, rather than exhibiting oscillatory behaviour. Most results that are obtained in Euclidean space can be related to the space-like region of the Minkowski world and can in principle be analytically continued into the time-like region of interest. With results that have been obtained on a discrete set of points with finite precision, however, such a continuation is anything but straight forward. Fortunately, unless one is interested in real time processes like particle scattering, this is in general not required. In particular the mass spectrum remains unaffected by the rotation to imaginary time as long as reflection positivity holds , which is the case at least for the lattice actions discussed in this article.
In what follows, the aspects of lattice simulations that are relevant for our discussion are summarised. For a more detailed introduction to Lattice Gauge Theories the reader may consult several books and review articles . The conventions that are adapted throughout the article are detailed in Appendix B.
### 3.1 What can the lattice do?
The lattice allows for a first principles numerical evaluation of expectation values of a given quantum field theory that is defined by an action $`S`$ in Euclidean space-time. However, the accessible lattice volumes and resolutions are limited by the available (finite) computer performance and memory.
The obvious strength of lattice methods are hadron mass predictions. Only recently computers have become powerful enough to allow for a determination of the infinite volume light hadron spectrum in the continuum limit in the quenched approximation<sup>2</sup><sup>2</sup>2In the quenched approximation, vacuum polarisation effects due to sea quarks are neglected by replacing the fermionic part of the action by a constant. In the language of perturbative QCD this amounts to neglecting quark loops. to QCD within uncertainties of a few per cent . To this accuracy the quenched spectrum has been found to differ from experiment. Some collaborations have started to systematically explore QCD with two flavours of light sea quarks and the first precision results indeed indicate deviations from the quenched approximation in the direction of the experimental values . Even if one is unimpressed by post-dictions of hadron masses that have been known with high precision for decades such simulations allow fundamental standard model parameters to be fixed from low energy input data, like quark masses and the QCD running coupling . Of course, as we shall see, a wealth of other applications of phenomenological importance exists.
Unfortunately, only the lowest radial excitations of a hadronic state are accessible in practice. Lattice predictions are restricted to rather simple systems too. Even the deuteron is beyond the reach of present day super-computers. Therefore, it is desirable to supplement lattice simulations by analytical methods. The computer alone acts as a black box. In order to understand and interprete the output values and to predict their dependence on the input parameters, some modelling is required. Vice versa, the lattice itself is a strong tool to validate models and approximations. Unlike in the “real” world, one can vary the quark masses, $`m_i`$, the number of colours, $`N`$, the number of flavours, $`n_f`$, the temperature, the spatial volume, the space-time dimension and even the boundary conditions in order to expose models to thorough tests in many situations.
### 3.2 The method
In a lattice simulation, Euclidean space-time is discretised on a torus<sup>3</sup><sup>3</sup>3For fermions anti-periodic boundary conditions are chosen in the temporal direction. with $`L_\sigma ^3L_\tau `$ lattice points or sites, $`x=na,n_i=0,1,\mathrm{},L_\sigma 1`$, $`n_4=0,1,\mathrm{},L_\tau 1`$, separated by the lattice spacing<sup>4</sup><sup>4</sup>4For simplicity, we assume $`a_1=a_2=a_3=a_4=a`$, $`L_1=L_2=L_3=L_\sigma `$., $`a`$, that provides an ultra-violet cut-off on the gluon momenta, $`q\pi /a`$, and regulates the theory. Two adjacent points are connected by an oriented bond or link, $`(x,\mu )`$. While Dirac quark fields, $`q_x^i`$, are represented by $`4\times N`$ tuples<sup>5</sup><sup>5</sup>5The superscript, $`i=1,\mathrm{}n_f`$, runs over the flavours. The factor “4” is due to the Dirac components. at lattice sites, $`x`$, gauge fields,
$$U_{x,\mu }=𝒫\left[\mathrm{exp}\left(i_x^{x+a\widehat{\mu }}𝑑x_\mu ^{}A_\mu (x^{})\right)\right]SU(N),$$
(3.2)
are “link variables”. $`𝒫`$ denotes path ordering of the argument and $`\widehat{\mu }`$ is a unit vector pointing into $`\mu `$ direction. We further define, $`U_{x,\mu }=U_{x\widehat{\mu },\mu }^{}`$. The transformation property of a lattice fermion field under gauge transformations, $`\mathrm{\Omega }_xSU(N)`$, is \[Eq. (B.11)\],
$$q(x)\mathrm{\Omega }(x)q(x),\overline{q}(x)\overline{q}(x)\mathrm{\Omega }^{}(x).$$
(3.3)
From Eq. (B.10),
$$A_\mu A_\mu ^\mathrm{\Omega }=\mathrm{\Omega }[A_\mu i_\mu ]\mathrm{\Omega }^{}=i\mathrm{\Omega }D_\mu \mathrm{\Omega }^{},$$
(3.4)
one can derive the the transformation property of links,
$$U_{x,\mu }U_{x,\mu }^\mathrm{\Omega }=\mathrm{\Omega }_xU_{x,\mu }\mathrm{\Omega }_{x+a\widehat{\mu }}^{}.$$
(3.5)
It is easy to see that the trace of a product of links along a closed loop is gauge invariant. Other gauge invariant objects are $`N`$ gauge transporters whose colour indices are contracted by completely antisymmetric tensors of rank $`N`$ at a common start and a common end point, a quark and an anti-quark field that are connected by a gauge transporter or a state of $`N`$ quarks whose colours are transported to a common point, where they are anti-symmetrically contracted. The situation is depicted in Figure 3.1 for $`N=3`$.
The simplest non-trivial gauge invariant object that can be constructed is the product of four links, enclosing an elementary square,
$$U_{x,\mu \nu }=U_{x,\mu }U_{x+a\widehat{\mu },\nu }U_{x+a\widehat{\nu },\mu }^{}U_{x,\nu }^{},$$
(3.6)
the “plaquette” (Figure 3.2). The plaquette determines the local curvature of the gauge fields within the group manifold, i.e. it is related to the field strength tensor,
$`U_{x,\mu \nu }`$ $`=`$ $`\mathrm{exp}\left(ia^2_{x,\mu \nu }\right),`$ (3.7)
$`F_{\mu \nu }^{\alpha \beta }\left(x+{\displaystyle \frac{a}{2}}\widehat{\mu }+{\displaystyle \frac{a}{2}}\widehat{\nu }\right)`$ $`=`$ $`\left(_{x,\mu \nu }^{\alpha \beta }\delta ^{\alpha \beta }\text{Tr}_{x,\mu \nu }\right)\left[1+𝒪(a^2)\right],`$ (3.8)
where we denote the normalised trace of an element in a $`D`$-dimensional representation of the gauge group by $`\text{Tr}_D`$ or Tr,
$$\text{Tr}\mathbf{\hspace{0.17em}1}_D=\text{Tr}_D\mathrm{𝟏}_D=\frac{1}{D}\text{tr}\mathbf{\hspace{0.17em}1}_D=\frac{1}{D}\underset{i=1}{\overset{D}{}}\delta _{ii}=1.$$
(3.9)
For the fundamental representation above, we have $`D=N`$. $`\alpha ,\beta =1,\mathrm{},N`$ label the colours and $`F_{\mu \nu }=F_{\mu \nu }^aT^a`$, where the $`N\times N`$ matrices $`T^a`$ denote the gauge group generators in the fundamental representation. Note that $`_{\mu \mu }=0`$ and that $`_{\mu \nu }=_{\nu \mu }^{}`$ is anti-hermitian, as a consequence of $`U_{\mu \nu }=U_{\nu \mu }^1=U_{\nu \mu }^{}`$.
Discretised lattice actions are formulated in a manifestly gauge-invariant way and should approach the continuum action in the limit, $`a0`$. Since the action depends on couplings rather than directly on the lattice spacing, it is not a priori clear if this limit can be realised. We shall discuss the approach to the continuum limit below. For the moment, we remark that from the asymptotic freedom of perturbative QCD we expect $`a`$ to approach zero as $`g0`$, i.e. $`\beta \mathrm{}`$.
The simplest gluonic action is the so-called Wilson action,
$$S_W[U]=\beta \underset{x,\mu >\nu }{}\left[1\text{Re}\text{Tr}\left(U_{x,\mu \nu }\right)\right],$$
(3.10)
where Tr denotes the normalised trace of Eq. (3.9). From Eqs. (B.14) and (3.7) it is easy to see that $`S_W=S_{YM}[1+𝒪(a^2)]`$. The constant term in the action is irrelevant as it cancels from expectation values. The choice of the action is far from unique. For instance an alternative form, suggested by Manton , has been used in the glueball studies of Refs. . The action can in principle be systematically improved to approximate the continuum action to a higher order in $`a`$ . This Symanzik improvement programme has first been applied to Yang-Mills lattice gauge theory by Lüscher and Weisz . In a classical theory, all the coefficients of higher dimensional operators that are added to the plaquette of the Wilson action can easily be determined. However, in the quantum field theory case of interest, the coefficients are subject to radiative corrections, and have to be determined non-perturbatively to fully eliminate the $`𝒪(a^2)`$ lattice artefacts of the Wilson action. Although this has not been achieved yet, impressive results on static potentials , the glueball spectrum and thermodynamics have recently been obtained with Symanzik improved gluonic actions with coefficients, approximated by a mean field (“tadpole”) estimate . An alternative improved gluonic action that has been used in recent lattice studies is the renormalisation group improved Iwasaki action . The renormalisation group approach towards an improved continuum limit behaviour has been systematised in the work of Hasenfratz and Niedermayer on “perfect” lattice actions. Approximately perfect actions have been constructed for example in Refs. .
A naïve discretisation of the Dirac fermionic action of Eq. (B.12) suffers under the fermion doubling problem (cf. Refs. ). The simplest way to remove the un-wanted modes is to give them extra mass by adding an irrelevant term, $`a\overline{q}D_\mu D_\mu q`$, to the action. This results in Wilson fermions ,
$$S_f[U,q,\overline{q}]=\underset{x,y}{}\overline{q}_xM_{xy}(U)q_y,$$
(3.11)
where
$$M_{xy}=\delta _{xy}\kappa \underset{\mu }{}\left[\left(1\gamma _\mu \right)U_{x,\mu }\delta _{x+\widehat{\mu },y}+\left(1+\gamma _\mu \right)U_{x\widehat{\mu },\mu }^{}\delta _{x\widehat{\mu },y}\right].$$
(3.12)
One of the disadvantages of this solution is that continuum fermions are only approximated up to $`𝒪(a)`$ lattice artefacts. Remember that the gauge action was correct up to $`𝒪(a^2)`$ errors. The parameter, $`\kappa `$, is related to the inverse bare quark mass,
$$ma=\frac{1}{2}\left(\frac{1}{\kappa }\frac{1}{\kappa _c}\right),$$
(3.13)
where $`\kappa _c1/8`$ approaches the free field ($`U_{x,\mu }=\mathrm{𝟏}`$) limit, $`\kappa _c=1/8`$, as $`\beta \mathrm{}`$. Note that the quark fields in Eq. (3.11) have been rescaled,
$$q\sqrt{\frac{a^3}{2\kappa }}q.$$
(3.14)
Another popular alternative is the Kogut-Susskind action which is correct up to $`𝒪(a^2)`$ lattice artefacts. However, it requires four mass degenerate quark flavours. The Sheikoleshlami-Wohlert action is an $`𝒪(a)`$ Symanzik improved variant of the Wilson fermionic action. The coefficient of the additional term is known non-perturbatively . Other suggestions of Symanzik improved fermionic actions have been put forward for instance by Naik and Eguchi . Domain wall fermions have been suggested , in order to realise (approximate) chiral symmetry in the lattice theory. These fermions have received renewed attention since they have been found to fulfil the Ginsparg-Wilson relation . They share this feature with other fermionic actions like the “perfect” action of Ref. and the action derived by use of the overlap formalism in Ref. . However, we are interested in quite the opposite of massless fermions, namely heavy quarks, such that these exciting new developments are of limited interest in the present context.
Expectation values of operators, $`O`$, are determined by the computation of the path integral,
$$O=\frac{1}{Z}[dU][dq][d\overline{q}]O[U]e^{S[U,q,\overline{q}]}.$$
(3.15)
The normalisation factor, or partition function, $`Z`$, is such that $`\mathrm{𝟏}=1`$. The shorthand notation, $`q`$, represents $`\{q_x^i\}`$ and $`U`$ stands for all gauge fields, $`\{U_{x,\mu }\}`$. The high-dimensional integral is evaluated by means of a (stochastic) Monte-Carlo method as an average over an ensemble of $`n`$ representative gauge configurations<sup>6</sup><sup>6</sup>6The basic numerical techniques employed to generate these configurations are e.g. explained in Ref. and references therein., $`𝒞_i=\{U_{x,\mu }^{(i)}\},i=1,\mathrm{},n`$:
$$O=\frac{1}{n}\underset{i=1}{\overset{n}{}}O[𝒞_i]+\mathrm{\Delta }O.$$
(3.16)
Therefore, the result on the expectation value is subject to a statistical error, $`\mathrm{\Delta }O`$, that will decrease like $`1/\sqrt{n}`$: the more measurements are taken, the more precise the prediction becomes. For this reason one might speak of lattice measurements and lattice experiments, in analogy to “real” experiments. The method represents an exact approach in the sense that the statistical errors can in principle be made arbitrarily small by increasing the sample size, $`n`$.
### 3.3 Getting the physics right
In general, the action that is simulated depends on $`n_f`$ quark masses, $`m_i`$, as well as on a bare QCD coupling, $`g`$. By varying $`g`$ and $`m_i`$ the lattice spacing, $`a(g,m_i)`$, is changed. Lattice QCD is a first principles approach in that no additional parameters are introduced, apart from those that are inherent to QCD, mentioned above. In order to fit these $`n_f+1`$ parameters, $`n_f+1`$ low energy quantities are matched to their experimental values: the lattice spacing, $`a(g,m_i)`$, can be obtained for instance by fixing $`m_\rho `$ as determined on the lattice to the experimental value. The lattice parameters that correspond to physical $`m_um_d`$ can then be obtained by adjusting $`m_\pi /m_\rho `$; the right $`m_s`$ can be reproduced by adjusting $`m_K/m_\rho `$ or $`m_\varphi /m_\rho `$ to experiment etc..
If the right theory is being simulated all experimental mass ratios should be reproduced in the continuum limit, $`a0`$, which will be reached as $`g0`$, such that it becomes irrelevant what set of experimental input quantities has been chosen initially. In practice, the available computer speed and memory are finite and simulations are often performed within the quenched approximation, neglecting sea quark effects, or at un-physically heavy quark masses. Therefore, unless controlled extrapolations to the right number of flavours, $`n_f`$, and masses of sea quarks, $`m_i`$, are performed, residual scale uncertainties that depend on the choice of experimental input parameters will survive in the continuum limit. Once the scale and quark masses have been set, everything else becomes a prediction.
Lattice results in general need to be extrapolated to the (continuum) limit, $`a0`$, at fixed physical volume. The functional form of this extrapolation is theoretically well understood and under control. This claim is substantiated by the fact that simulations with different lattice discretisations of the continuum QCD action yield compatible results after the continuum extrapolation has been performed. For high energies, an overlap between certain quenched lattice computations and perturbative QCD has been confirmed too , excluding the possibility of fixed points of the $`\beta `$-function at finite values of the coupling, other than $`g=0`$. After taking the continuum limit, an infinite volume extrapolation should be performed. In most cases, results on hadron masses from quenched evaluations on lattices with spatial extent, $`L_\sigma a>2`$ fm, are virtually indistinguishable from the infinite volume limit within typical statistical errors down to pion masses, $`m_\pi m_\rho /3`$. However, for QCD with sea quarks the available information is not yet sufficient for definite conclusions, in particular as one might expect a substantial dependence of the on-set of finite size effects on the sea quark mass(es). The typical lattice spacings used in light hadron spectroscopy cover the region $`0.05\text{fm}<a<0.2`$ fm.
The effective infinite volume limit of realistically light pions cannot be realised at a reasonable computational cost, neither in quenched nor in full QCD. Therefore, in practice another extrapolation is required. This extrapolation to the physical light quark mass is theoretically less well under control than those to the continuum and infinite volume limits. The parametrisations used are in general motivated by chiral perturbation theory and the related theoretical uncertainties are the dominant source of error in latest state-of-the-art spectrum calculations . Ideally, the Monte Carlo sample size $`n`$ is chosen such that the statistical precision is smaller or similar in size than the systematic uncertainty due to the extrapolations involved.
### 3.4 Mass determinations
In order to extract the ground state mass of a state with quantum numbers $`\alpha `$, one starts from a connected gauge invariant correlation function,
$$C_\alpha (t)=0|\mathrm{\Psi }_\alpha ^{}(t)\mathrm{\Psi }_\alpha (0)|0\left|0|\mathrm{\Psi }_\alpha |0\right|^2,$$
(3.17)
where $`|0`$ denotes the vacuum state<sup>7</sup><sup>7</sup>7In Eq. (3.15) we have employed the short-hand notation, $`O=0|O|0`$, for the vacuum expectation value of the operator $`O`$.. $`\alpha `$ contains the momentum and the $`J^{PC}`$ quantum numbers of the state of interest as well as the constituent quark content, i.e. isospin, strangeness etc.. In most cases, one is interested in the rest mass. Therefore, $`\mathrm{\Psi }_\alpha `$ usually involves a summation over all spatial positions, $`𝐱`$, within a time slice to project onto spatial momentum, $`𝐩=\mathrm{𝟎}`$. Any other lattice momentum can be singled out by taking the corresponding discrete Fourier transform. Due to the translational invariance on the lattice, it is sufficient to project only either source or sink onto the desired momentum state.
In what follows, we will for simplicity assume, $`L_\tau a\mathrm{}`$. At finite $`L_\tau a`$ additional contributions arise from the propagation into the negative time direction around the periodically closed temporal boundary. Such effects can easily be taken into account whenever they turn out to be numerically relevant. By inserting a complete set of eigenstates of the Hamiltonian, $`|\mathrm{\Phi }_{\alpha ,n}`$, into Eq. (3.17), one obtains,
$$C_\alpha (t)=\underset{n}{}|c_n(\alpha )|^2e^{E_n(\alpha )t}.$$
(3.18)
with
$$c_n(\alpha )=\mathrm{\Phi }_{\alpha ,n}|\mathrm{\Psi }_\alpha (0)|0.$$
(3.19)
$`E_n(\alpha )`$ is the energy eigenvalue of the state $`|\mathrm{\Phi }_{\alpha ,n}`$, $`e^{Ht}|\mathrm{\Phi }_{\alpha ,n}=e^{E_n(\alpha )t}|\mathrm{\Phi }_{\alpha ,n}`$, and, $`\mathrm{\Psi }_\alpha ^{}(t)=e^{Ht}\mathrm{\Psi }_\alpha ^{}(0)e^{Ht}`$. In the limit, $`t\mathrm{}`$, the ground state mass,
$$E_0(\alpha )=\underset{t\mathrm{}}{lim}\frac{d}{dt}\mathrm{ln}C_\alpha (t),$$
(3.20)
can be extracted. The above formula converges exponentially fast and is, therefore, suitable for numerical studies. In general, $`\mathrm{\Psi }_\alpha `$ can be any linear combination of $`\mathrm{\Phi }_{\alpha ,n}`$ and its choice is not unique. This observation is exploited in iterative smearing or fuzzing techniques that seek to prepare an initial state with optimised overlap to the level of interest. This will then allow the infinite time limit of Eq. (3.20) to be effectively realised at moderate temporal separations, $`t`$. In principle, not only a single correlation function but a whole cross-correlation matrix between differently optimised $`\mathrm{\Psi }`$’s can be measured. In doing so, there is the chance that by diagonalising the matrix and employing sophisticated multi-exponential fitting techniques not only the ground state energy can be extracted but also those of the lowest one or two radial excitations .
In Eq. (3.18) we have adapted the normalisation convention, $`\mathrm{\Phi }_{\alpha ,m}|\mathrm{\Phi }_{\alpha ,n}=\delta _{mn}`$, $`_n|\mathrm{\Phi }_{\alpha ,n}\mathrm{\Phi }_{\alpha ,n}|=\mathrm{𝟏}`$. This results in $`0|c_n(\alpha )|^21`$ and $`_n|c_n(\alpha )|^2=1`$. The deviation of $`|c_0(\alpha )|^2`$, the ground state overlap, from the optimal value, $`|c_0(\alpha )|^2=1`$, determines the quality of the smeared operator, $`\mathrm{\Psi }_\alpha `$. It should be noted that if $`\mathrm{\Psi }_\alpha `$ contains Dirac spinors, e.g. if it is a pion creation operator, the standard normalisation condition would be, $`\mathrm{\Phi }_{\pi ,m}|\mathrm{\Phi }_{\pi ,n}=2m_{\pi ,m}\delta _{mn}`$, instead. As a consequence, Eq. (3.18) is replaced by,
$$C_\pi (t)=\underset{n}{}\frac{|c_{\pi ,n}|^2}{2m_{\pi ,n}}e^{m_{\pi ,n}t}.$$
(3.21)
For the manipulations yielding Eq. (3.18) we have assumed the existence of a positive definite self-adjoint Hamiltonian. Lüscher has shown that the Wilson gluonic and fermionic lattice actions fulfil both, reflection positivity with respect to hyperplanes going through lattice sites and through the centre of temporal lattice links (see also Ref. ). This feature implies the existence of a positive transfer matrix and the possibility of analytical continuation to Minkowski space-time. Another important consequence of reflection positivity is that the coefficients of the series in Eq. (3.18), are non-negative and that, therefore, the limit of Eq. (3.20) is approached monotonically from above. General properties of the transfer matrix for continuum limit improved actions are discussed in Ref. .
### 3.5 The continuum limit
A continuum limit of the lattice theory can be defined at fixed points associated to phase transitions of second or higher order in the space spanned by the bare couplings of the action. In the vicinity of such a phase transition any correlation length, $`\xi /a`$, diverges which implies, $`a0`$, if we associate $`\xi `$ to a physical distance or mass, $`\xi =1/m`$. Moreover, universality sets in, i.e. the behaviour of different correlation lengths is governed by one and the same critical exponent. This results in ratios between two correlation lengths, or masses, to saturate at constant values: the system forgets the lattice spacing, $`a`$. One refers to this behaviour as “scaling”. In the case of the Wilson gluonic action, the leading order violations of scaling are expected to be proportional to $`a^2`$ while for the Wilson fermionic action, they are only linear in $`a`$.
The Callan-Symanzik $`\beta `$-function,
$$\beta (\alpha _s)=\frac{d\alpha _s}{d\mathrm{ln}\mu ^2}=\beta _0\alpha _s^2\beta _1\alpha _s^3\beta _2\alpha _s^4\mathrm{},$$
(3.22)
parameterises the variation of the QCD coupling, $`\alpha _s=g^2/(4\pi )`$, with a scale $`\mu `$. Perturbative QCD tells us, $`\beta _0>0`$ and $`\beta _1>0`$, which implies asymptotic freedom: the limit $`\alpha _s=0`$ is reached with $`\mu \mathrm{}`$, i.e. the continuum limit of lattice QCD, $`a0`$, corresponds to<sup>8</sup><sup>8</sup>8Here, $`\beta `$ represents the inverse lattice coupling of Eq. (3.1) and not the $`\beta `$ function. $`\beta \mathrm{}`$. Far away from the phase transition, no unique $`\beta `$-function can be defined; due to the occurrence of power corrections, different masses will in general run differently as a function of the bare coupling. Lattice results seem to imply that in zero temperature $`SU(N)`$ gauge theory no fixed point other than $`\alpha _s=0`$ exists.
While the coefficients $`\beta _0`$ and $`\beta _1`$ within Eq. (3.22) are universal, higher order coefficients depend on the renormalisation scheme. Integrating Eq. (3.22) yields,
$$\mu =\mathrm{\Lambda }\mathrm{exp}\left(_{\alpha (\mathrm{\Lambda })}^{\alpha (\mu )}\frac{d\alpha }{2\beta (\alpha )}\right),$$
(3.23)
where we define the integration constant, the so-called QCD $`\mathrm{\Lambda }`$-parameter, via the two loop relation,
$$\mathrm{\Lambda }=\underset{\mu \mathrm{}}{lim}\mu \mathrm{exp}\left(\frac{1}{2\beta _0\alpha (\mu )}\right)\left[\beta _0\alpha (\mu )\right]^{\frac{\beta _1}{2\beta _0}}.$$
(3.24)
In Appendix C, we display results on the coefficients $`\beta _i`$ of Eq. (3.22) for reference and detail how to translate between different schemes.
In QCD with sea quarks, the lattice cut-off, $`a`$, will not only depend on the coupling but also on the bare quark masses of the Lagrangian. This dependence can be parameterised into quark mass anomalous dimension functions. The continuum limit of a theory with $`n_f`$ different quark masses will be taken along a trajectory on which $`n_f`$ physical mass ratios are kept fixed. In the approximation to QCD with two degenerate light quark masses for instance the physical curve $`m_\pi /m_\rho 2/11`$ would serve this purpose.
In Figure 3.3, we show a continuum limit extrapolation of the quantity $`m_\rho r_0`$, where $`r_0`$ is a length scale implicitly defined through the static potential , $`V(r)`$,
$$\frac{dV(r)}{dr}|_{r=r_0}=1.65.$$
(3.25)
From bottomonium phenomenology , we can assign the experimental value, $`r_0^1=(394\pm 20)`$ MeV, while $`m_\rho 770`$ MeV. The data on $`m_\rho `$ has been obtained in the quenched approximation to QCD, by use of the Wilson fermionic and gluonic action by the GF11 and CP-PACS collaborations . The corresponding $`r_0`$ values have been obtained from the interpolating formula of the ALPHA collaboration for $`5.7\beta 6.57`$,
$$a/r_0=\mathrm{exp}\left\{\left[d_0+d_1(\beta 6)+d_2(\beta 6)^2+d_3(\beta 6)^3\right]\right\},$$
(3.26)
with $`d_0=1.6805,d_1=1.7139,d_2=0.8155,d_3=0.6667`$.
The leading order scaling violations of $`m_\rho r_0`$ are expected to be proportional to the lattice spacing, $`a`$. The data points cover the range, $`5.7\beta 6.47`$, or, $`0.17\text{fm}a0.047`$ fm. Only the CP-PACS results have been used in the linear fit. In the continuum limit the ratio $`m_\rho r_0`$ deviates from the phenomenological estimate by about 15 %, indicating the limitations of the quenched approximation. In Ref. deviations of some quenched ratios between masses of light hadrons from experiment of up to 10 % have been observed.
Due to the substantial slope of the extrapolation, the result obtained on the finest lattice with a resolution of about 4 GeV still deviates by almost 10 % from the continuum limit extrapolated value. This is different from the situation regarding the glueball spectrum where leading order lattice artefacts are proportional to $`a^2`$. In Figure 3.4, we display the continuum limit extrapolation for the lightest quenched glueball mass that has scalar quantum numbers, $`J^{PC}=0^{++}`$. The $`\beta `$ range covered in the Figure, $`5.7\beta 6.4`$, is about the same as that of Figure 3.3. However, within statistical errors, the $`\beta =6.4`$ results are compatible with the continuum limit and this despite the fact that the scalar glueball behaves rather pathologically in the sense that the slope of this extrapolation is much larger than in any other of the glueball channels. The continuum limit extrapolated mass comes out to be $`m(0^{++})=1.485(35)`$ GeV or $`m(0^{++})=1.720(50)`$ GeV, depending on whether the scale is set from the $`\rho `$-mass or $`r_0`$, respectively; clearly, the dominant source of uncertainty is quenching.
In Figure 3.5, we plot $`r_0^1a`$ obtained from quenched Wilson action simulations versus the bare coupling, $`\beta `$. The results are also displayed in Table 3.1. Within the range, $`5.5\beta 6.8`$, the lattice spacing varies by a factor of about $`7`$. The interpolating curve for $`5.7\beta 6.57`$, Eq. (3.26), is included into the plot as well as an estimate obtained by converting the result , $`\mathrm{\Lambda }_{SF}^{(0)}r_0=0.294(24)`$, into the bare lattice scheme at high energy ($`1000r_0^1`$) and running the coupling down to lower scales via Eq. (3.23), using the three loop approximation of the $`\beta `$-function, Eqs. (3.22), (C.1), (C.2) and (C.4). Taking into account the logarithmic scale, deviations from asymptotic scaling are quite substantial, at least for $`\beta 6.4`$. One of the reasons for this failure of perturbation theory at energy scales of several GeV are large renormalisations of the lattice action , due to contributions from tadpole diagrams . One might hope to partially cancel such contributions by defining an effective coupling from the average plaquette value, measured on the lattice and, indeed, such a procedure somewhat reduces the amount of violations of asymptotic scaling .
## 4 The static QCD potential
We shall introduce the Wegner-Wilson loop and derive its relation to the static potential. Subsequently, expectations on this potential from exact considerations, strong coupling and string arguments as well as perturbation theory and quarkonia phenomenology are presented. Lattice results are then reviewed. Finally, the behaviour of the potential at short distances, the breaking of the hadronic string and aspects of the confinement mechanism are discussed.
### 4.1 Wilson loops
The Wegner-Wilson loop has originally been introduced by Wegner as an order parameter in $`Z_2`$ gauge theory. It is defined as the trace of the product of gauge variables along a closed oriented contour, $`\delta C`$, enclosing an area, $`C`$,
$$W(C)=\text{Tr}\left\{𝒫\left[\mathrm{exp}\left(i_{\delta C}𝑑x_\mu A_\mu (x)\right)\right]\right\}=\text{Tr}\left(\underset{(x,\mu )\delta C}{}U_{x,\mu }\right).$$
(4.1)
While the loop, determined on a gauge configuration, $`\{U_{x,\mu }\}`$, is in general complex, its expectation value is real, due to charge invariance: in Euclidean space we have, $`W(C)=W^{}(C)=W(C)^{}=0`$. It is straight forward to generalise the above Wilson loop to any non-fundamental representation, $`D`$, of the gauge field, just by replacing the variables, $`U_{x,\mu }`$, with the corresponding links, $`U_{x,\mu }^D`$. The arguments below, relating the Wilson loop to the potential energy of static sources go through, independent of the representation according to which the sources transform under local gauge transformations. In what follows, we will denote a Wilson loop, enclosing a rectangular contour with one purely spatial distance, $`𝐫`$, and one temporal separation, $`t`$, by $`W(𝐫,t)`$. Examples of Wilson loops on a lattice for two different choices of contours, $`\delta C`$, are displayed in Figure 4.1.
In Wilson’s original work , the Wilson loop has been related to the potential energy of a pair of static colour sources, by use of transfer matrix arguments. However, it took a few years until Brown and Weisberger attempted to derive the connection between the Wilson loop and the effective potential between heavy, not necessarily static, quarks in a mesonic bound state . Later on mass dependent corrections to the static potential have been derived along similar lines . In Section 6.3, we will discuss these developments in detail. Here, we derive the connection between a Wilson loop and the static potential between colour sources which highlights similarities with the situation in classical electrodynamics and which is close to Wilson’s spirit.
For this purpose we start from the Euclidean Yang-Mills action, Eq. (B.14),
$$S=\frac{1}{4g^2}d^4xF_{\mu \nu }^aF_{\mu \nu }^a.$$
(4.2)
The canonically conjugated momentum to the field, $`A_i^a`$, is given by the functional derivative,
$$\pi _i^a=\frac{\delta S}{\delta (_4A_i^a)}=\frac{1}{g^2}F_{4i}^a=\frac{1}{g}E_i^a.$$
(4.3)
The anti-symmetry of the field strength tensor implies, $`\pi _4^a=0`$. In order to obtain a Hamiltonian formulation of the gauge theory, we fix the temporal gauge, $`A_4^a=0`$. In infinite volume, such gauges can always be found. On a toroidal lattice this is possible up to one time slice $`t^{}`$, which we demand to be outside of the Wilson loop contour, $`t^{}>t`$.
The canonically conjugated momentum,
$$\pi _\mu ^a=i\frac{\delta }{\delta A_\mu ^a},$$
(4.4)
now fulfils the usual commutation relations,
$$[A_j^a,\pi _\mu ^b]=i\delta _{j\mu }\delta ^{ab},$$
(4.5)
and we can construct the Hamiltonian,
$$H=d^3x\left(\pi _\mu ^a_4A_\mu ^a\frac{1}{4g^2}F_{\mu \nu }^aF_{\mu \nu }^a\right)=\frac{1}{2}d^3x\left(E_i^aE_i^aB_i^aB_i^a\right),$$
(4.6)
that acts onto states, $`\mathrm{\Psi }[A_\mu ]`$. In Euclidean metric, the magnetic contribution to the total energy is negative.
A gauge transformation, $`\mathrm{\Omega }`$, can for instance be represented as a bundle of $`SU(N)`$ matrices in some representation $`D`$, $`\mathrm{\Omega }_D(𝐱)=e^{i\omega ^a(𝐱)T_D^a}`$. We wish to derive the operator representation of the group generators, $`T_R^a`$, that acts on the Hilbert space of wave functionals. For this purpose we start from,
$$R(\mathrm{\Omega })\mathrm{\Psi }=\left[1+id^3x\omega ^a(𝐱)T_R^a(𝐱)+\mathrm{}\right]\mathrm{\Psi }=\mathrm{\Psi }+\delta \mathrm{\Psi }.$$
(4.7)
From Eq. (3.4) one easily sees that, $`\delta A_i=A_i^\mathrm{\Omega }A_i=(_i\omega +i[A_i,\omega ])`$. We obtain,
$$\delta \mathrm{\Psi }=d^3x\frac{\delta \mathrm{\Psi }}{\delta A_i(𝐱)}\delta A_i(𝐱)=d^3x\omega (𝐱)D_i\frac{\delta \mathrm{\Psi }}{\delta A_i(𝐱)}=\frac{i}{g}d^3x\omega ^a(𝐱)(D_iE_i)^a(𝐱)\mathrm{\Psi },$$
(4.8)
where we have performed a partial integration and have made use of the equivalence,
$$\frac{\delta }{\delta A_i}=\frac{i}{g}E_i,$$
(4.9)
of Eqs. (4.3) and (4.4). Hence we obtain the representation,
$$T_R^a=\frac{1}{g}(D_iE_i)^a:$$
(4.10)
the covariant divergence of the electric field operator is the generator of gauge transformations!
Let us assume that the wave functional is a singlet under gauge transformations, $`R(\mathrm{\Omega })\mathrm{\Psi }[A_\mu ]=\mathrm{\Psi }[A_\mu ].`$ This implies,
$$(D_iE_i)^a\mathrm{\Psi }=0,$$
(4.11)
which is Gauß’ law in the absence of sources: $`\mathrm{\Psi }`$ lies in the eigenspace of $`D_iE_i`$ that corresponds to the eigenvalue zero. Let us next place an external source in fundamental representation of the colour group at position $`𝐫`$. In this case, the associated wave functional, $`\mathrm{\Psi }_\alpha ,\alpha =1,\mathrm{},N`$, transforms in a non-trivial way,
$$[R(\mathrm{\Omega })\mathrm{\Psi }]_\alpha =\mathrm{\Omega }_{\alpha \beta }\mathrm{\Psi }_\beta ,$$
(4.12)
This implies,
$$(D_iE_i)^a\mathrm{\Psi }=g\delta ^3(𝐫)T^a\mathrm{\Psi },$$
(4.13)
which again resembles Gauß’ law, this time for a point-like colour charge at position<sup>9</sup><sup>9</sup>9Of course, on a torus, such a state cannot be constructed. Note also that in our Euclidean space-time conventions Gauß’ law reads, $`𝐃_i𝐄_i(𝐱)=\rho (𝐱)`$, where $`rho`$ denotes the charge density. $`𝐫`$. For non-fundamental representations, $`D`$, Eq. (4.13) remains valid under the replacement, $`T^aT_D^a`$.
Let us now place a fundamental source at position $`\mathrm{𝟎}`$ and an anti-source at position $`𝐫`$. The wave functional, $`\mathrm{\Psi }_𝐫`$, which is an $`N\times N`$ matrix in colour space will transform according to,
$$\mathrm{\Psi }_{𝐫,\alpha \beta }^\mathrm{\Omega }=\mathrm{\Omega }_{\alpha \gamma }(\mathrm{𝟎})\mathrm{\Omega }_{\beta \delta }^{}(𝐫)\mathrm{\Psi }_{𝐫,\gamma \delta }.$$
(4.14)
One object with the correct transformation property is a gauge transporter (Schwinger line) from $`\mathrm{𝟎}`$ to $`𝐫`$,
$$\mathrm{\Psi }_𝐫=\frac{1}{\sqrt{N}}U^{}(𝐫,t)=\frac{1}{\sqrt{N}}𝒫\left[\mathrm{exp}\left(i_\mathrm{𝟎}^𝐫𝑑𝐱𝐀(𝐱,t)\right)\right],$$
(4.15)
which on the lattice corresponds to the ordered product of link variables along a connection between the two points. Since we are in temporal gauge, $`A_4(x)=0`$, the correlation function between two such lines at time-like separation, $`t`$, is the Wilson loop,
$$W(𝐫,t)=\frac{1}{N}U_{\alpha \beta }(𝐫,t)U_{\beta \alpha }^{}(𝐫,0),$$
(4.16)
which, being a gauge invariant object, will give the same result in any gauge. Other choices of $`\mathrm{\Psi }_𝐫`$, e.g. linear combinations of spatial gauge transporters, connecting $`\mathrm{𝟎}`$ with $`𝐫`$, define generalised (or smeared) Wilson loops, $`W_\mathrm{\Psi }(𝐫,t)`$.
Following the discussion of Section 3.4, we insert a complete set of transfer matrix eigenstates, $`|\mathrm{\Phi }_{𝐫,n}`$, within the sector of the Hilbert space that corresponds to a charge and anti-charge in fundamental representation at distance $`𝐫`$, and expect the Wilson loop in the limit, $`L_\tau at`$, to behave like,
$$W_\mathrm{\Psi }(𝐫,t)=\underset{n}{}\left|\mathrm{\Phi }_{𝐫,n}\left|\mathrm{\Psi }_𝐫\right|0\right|^2e^{E_n(𝐫)t},$$
(4.17)
where the normalisation convention is such that, $`\mathrm{\Phi }_n|\mathrm{\Phi }_n=\mathrm{\Psi }^{}\mathrm{\Psi }=1`$, and the completeness of eigenstates implies, $`_n|\mathrm{\Phi }_n|\mathrm{\Psi }|0|^2=1`$. Note that no disconnected part has to be subtracted from the correlation function since $`\mathrm{\Psi }_𝐫`$ is distinguished from the vacuum state by its colour indices. $`E_n(𝐫)`$ denote the energy levels. The ground state contribution, $`E_0(𝐫)`$, that will dominate in the limit of large $`t`$ can be identified as the static potential.
The gauge transformation properties of the colour state discussed above, which determine the colour group representation of the static sources and their separation, $`𝐫`$, do not yet completely determine the state in question: the sources will be connected by an elongated chromo-electric flux tube. This vortex can for instance be in a rotational state with spin $`\mathrm{\Lambda }0`$ about the inter-source axis. Moreover, under interchange of the ends the state can transform evenly (g) or oddly (u). Finally, in the case of $`\mathrm{\Lambda }=0`$, it can transform symmetrically or anti-symmetrically under reflections with respect to a plane containing the sources. It is possible to single out sectors within a given irreducible representation of the relevant cylindrical symmetry group , $`D_\mathrm{}h`$, with an adequate choice of $`\mathrm{\Psi }`$. A straight line connection between the sources corresponds to the $`D_\mathrm{}h`$ quantum numbers, $`\mathrm{\Sigma }_g^+`$. Any static potential that is different from the $`\mathrm{\Sigma }_g^+`$ ground state will be referred to as a “hybrid” potential. Since these potentials are gluonic excitations they can be thought of as being hybrids between pure “glueballs” and a pure static-static state; indeed, high hybrid excitations are unstable and will decay into lower lying potentials via radiation of glueballs. We will address the question of hybrid potentials in detail in Sections 5.2 and 5.3.
### 4.2 Exact results
We identify the static potential, $`V(𝐫)`$, with the ground state energy, $`E_0(𝐫)`$, of Eq. (4.17) that can be extracted from the Wilson loop of Eq. (4.1) via Eq. (3.20). By exploiting the symmetry of a Wilson loop under an interchange of space and time directions, it can be proven that the static potential cannot rise faster than linearly as a function of the distance $`r`$ in the limit, $`r\mathrm{}`$ . Moreover, reflection positivity of Euclidean $`n`$-point functions implies convexity of the static potential ,
$$V^{\prime \prime }(r)0.$$
(4.18)
The proof also applies to ground state potentials between sources in non-fundamental representations. However, it does not apply to hybrid potentials since in this case the required creation operator extends into spatial directions orthogonal to the direction of $`𝐫`$. Due to positivity, the potential is bound from below<sup>10</sup><sup>10</sup>10 The potential that is determined from Wilson loops depends on the lattice cut-off, $`a`$, and can be factorised into a “physical” potential $`\widehat{V}(r)`$ and a (positive) self energy contribution: $`V(r,a)=\widehat{V}(r)+V_{\text{self}}(a)`$. The latter diverges in the continuum limit (see Section 4.5). While the “physical” potential, $`\widehat{V}(r)`$, will become negative at small distance, $`V(r,a)`$ is indeed non-negative.. Therefore, convexity implies that $`V(r)`$ is a monotonically rising function of $`r`$,
$$V^{}(r)0.$$
(4.19)
In Ref. , which in fact preceded Ref. , somewhat more strict upper and lower limits on Wilson loops, calculated on a lattice, have been derived: let $`a_\sigma `$ and $`a_\tau `$ be temporal and spatial lattice resolutions. The main result for rectangular Wilson loops in representation $`D`$ and $`d`$ space-time dimensions then is,
$$W(a_\sigma ,a_\tau )^{rt/(a_\sigma a_\tau )}W(r,t)(1c)^{r/a_\sigma +t/a_\tau 2},$$
(4.20)
with $`c=\mathrm{exp}[4(d1)D\beta ]`$. The resulting bounds on $`V(r)`$ for $`r>a_\sigma `$ read,
$$\mathrm{ln}(1c)a_\tau V(r)\frac{r}{a_\sigma }\mathrm{ln}W(a_\sigma ,a_\tau );$$
(4.21)
in consistency with Ref. , the potential (measured in lattice units, $`a_\tau `$) is bound from above by a linear function of $`r`$ and it takes positive values everywhere.
### 4.3 Strong coupling expansions
Expectation values, Eq. (3.15), can be approximated by expanding the exponential of the action, Eq. (3.10), in terms of $`\beta `$, $`\mathrm{exp}(\beta S)=1\beta S+\mathrm{}`$. This strong coupling expansion is similar to a high temperature expansion in statistical mechanics. When the Wilson action is used each factor, $`\beta `$, is accompanied by a plaquette and certain diagrammatic rules can be derived . Let us consider a strong coupling expansion of the Wilson loop, Eq. (4.1). Since the integral over a single group element vanishes,
$$𝑑UU=0,$$
(4.22)
to zeroth order, we have, $`W=0`$. To the next order in $`\beta `$, it becomes possible to cancel the link variables on the contour, $`\delta C`$, of the Wilson loop by tiling the whole minimal enclosed (lattice) surface, $`C`$, with plaquettes. Hence, one obtains the expectation value ,
$$W(C)=\{\begin{array}{c}\left[\beta /4\right]^{\text{area}(\delta C)}+\mathrm{},N=2\hfill \\ \left[\beta /2N^2\right]^{\text{area}(\delta C)}+\mathrm{},N>2\hfill \end{array},$$
(4.23)
for $`SU(N)`$ gauge theory. $`\text{area}(\delta C)`$ denotes the area of the minimal lattice world sheet that is enclosed by the contour $`\delta C`$.
If we now consider the case of a rectangular Wilson loop that extends $`r/a`$ lattice points into a spatial and $`t/a`$ points into the temporal direction, we find the area law,
$$W(𝐫,t)=\mathrm{exp}\left[\sigma _drt\right]+\mathrm{},$$
(4.24)
with a string tension,
$$\sigma _da^2=d\mathrm{ln}\frac{\beta }{18}.$$
(4.25)
The numerical value of the denominator applies to $`SU(3)`$ gauge theory; the potential is linear with slope, $`\sigma _d`$, and colour sources are confined at strong coupling. $`d=(|r_1|+|r_2|+|r_3|)/r1`$ denotes the ratio between lattice and continuum norms and deviates from $`d=1`$ for source separations, $`𝐫`$, that are not parallel to a lattice axis. The string tension of Eq. (4.25) depends on $`d`$ and, therefore, on the lattice direction; $`O(3)`$ rotational symmetry is broken down to the cubic subgroup $`O_h`$. The extent of violation will eventually be reduced as one increases $`\beta `$ and considers higher orders of the expansion. Such high order strong coupling expansions have indeed been performed for Wilson loops and glueball masses . Unlike standard perturbation theory, whose convergence is known to be at best asymptotic , the strong coupling expansion is analytic around $`\beta =0`$ and, therefore, has a finite radius of convergence.
Strong coupling $`SU(3)`$ gauge theory results seem to converge for $`\beta <5`$. One would have hoped to eventually identify a crossover region of finite extent between the validity regions of the strong and weak coupling expansions , or at least a transition point between the leading order strong coupling behaviour, $`a^2\mathrm{ln}(\beta /18)`$, of Eq. (4.25) and the weak coupling limit, $`a^2\mathrm{exp}[2\pi \beta /(3\beta _0)]`$, of Eq. (3.24). However, even after re-summing the strong coupling series in terms of improved expansion parameters and applying sophisticated Padé approximation techniques , nowadays such a direct crossover region does not appear to exist, necessitating one to employ Monte Carlo simulation techniques. One reason for the break down of the strong coupling expansion around $`\beta 5`$ seems to be the roughening transition that is e.g. discussed in Refs. ; while at strong coupling the dynamics is confined to the minimal area spanned by a Wilson loop (plus small “bumps” on top of this surface), as the coupling decreases, the colour fields between the sources can penetrate over several lattice sites into the vacuum.
We would like to remark that the area law of Eq. (4.24) is a rather general result for strong coupling expansions in the fundamental representation of compact gauge groups. In particular, it also applies to $`U(1)`$ gauge theory which we do not expect to confine in the continuum. In fact, based on duality arguments, Banks, Myerson and Kogut have succeeded in proving the existence of a confining phase in the four-dimensional theory and suggested the existence of a phase transition while Guth has proven that, at least in the non-compact formulation of $`U(1)`$, a Coulomb phase exists. Indeed, in numerical simulations of (compact) $`U(1)`$ lattice gauge theory two such distinct phases were found , a Coulomb phase at weak coupling and a confining phase at strong coupling. The question whether the confinement one finds in $`SU(N)`$ gauge theories in the strong coupling limit survives the continuum limit, $`\beta \mathrm{}`$, can at present only be answered by means of numerical simulation.
### 4.4 String picture
The infra-red properties of QCD might be reproduced by effective theories of interacting strings. String models share many aspects with the strong coupling expansion. Originally, the string picture of confinement has been discussed by Kogut and Susskind as the strong coupling limit of the Hamiltonian formulation of lattice QCD. The strong coupling expansion of a Wilson loop can be cast into a sum of weighted random deformations of the minimal area world sheet. This sum can then be interpreted to represent a vibrating string. The physical picture behind such an effective string description is that of the electric flux between two colour sources being squeezed into a thin, effectively one-dimensional, flux tube or Abrikosov-Nielsen-Olesen (ANO) vortex . As a consequence, this yields a constant energy density per unit length and a static potential that is linearly rising as a function of the distance.
One can study the spectrum of such a vibrating string in simple models . Of course, the string action is not a priori known. The simplest possible assumption, employed in the above references, is that the string is described by the Nambu-Goto action in terms of ($`d2`$) free bosonic fields associated to the transverse degrees of freedom of the string. In this picture, the static potential is (up to a constant term) given by,
$$V(r)=\sigma r\sqrt{1\frac{(d2)\pi }{12\sigma r^2}}=\sigma r\frac{(d2)\pi }{24r}\frac{(d2)^2\pi ^2}{1152\sigma r^3}\mathrm{},$$
(4.26)
while for a fermionic string one would expect the coefficient of the correction term to the linear behaviour to be only one quarter as big as the Nambu-Goto one above. In the bosonic string picture, excited levels are separated from the ground state by,
$$V_n^2(r)=V^2(r)+(d2)\pi n\sigma =\left[V(r)+\frac{(d2)\pi n}{2r}\mathrm{}\right]^2,$$
(4.27)
with $`n`$ assuming integer values. It is clear from Eq. (4.26) that the string picture at best applies to distances,
$$rr_c=\sqrt{\frac{(d2)\pi }{12\sigma }}.$$
(4.28)
In four dimensions one obtains, $`r_c0.33`$ fm, from the value, $`\sqrt{\sigma }430`$ MeV, from the $`\rho ,a_2,\mathrm{}`$ Regge trajectory.
The expectation of Eq. (4.26) has been very accurately reproduced in numerical simulations of $`Z_2`$ gauge theory in $`d=3`$ space-time dimensions . In a recent study of $`d=4`$ $`SU(3)`$ gauge theory the hybrid potentials have been found to group themselves into various bands that are separated by approximately equi-distant gaps at large $`r`$. However, up to distances as large as 3 fm these gaps seem to be inconsistent with $`\pi /r`$, the expectation of Eq. (4.27). These newer data contradict earlier findings in $`SU(2)`$ gauge theory where good agreement with the Nambu-Goto string picture has been reported, such that we do not regard this issue as finally settled. The consistency of lattice data with Eq. (4.27) at large separations would support the existence of a bosonic string description of confining gauge theories in the very low energy regime . Of course, in $`d<26`$, the string Lagrangian is not renormalisable but only effective and higher order correction terms like torsion and rigidity will in general have to be added .
It is hard to disentangle in $`d=4`$ the (large distance) $`1/r`$ term, expected from string vibrations, from the perturbative Coulomb term at short distances. Therefore, three-dimensional investigations (where perturbation theory yields a logarithmic contribution) have been suggested . Another way out is to determine the mass of a closed string, encircling a boundary of the lattice with a spatial extent, $`l=L_\sigma a`$ (a torelon ; for details see Appendix D), which is not polluted by a perturbative tail. The bosonic string expectation in this case would be ,
$$E_n(l)=\sigma l\frac{(d2)\pi }{6l}+\mathrm{}.$$
(4.29)
The naïve range of validity of the picture is $`ll_c=2r_c0.66`$ fm. The numerical value applies to $`d=4`$. An investigation of the finite size dependence of the torelon mass in $`d=4`$ $`SU(2)`$ gauge theory has been done by Michael and Stephenson who found excellent agreement with the bosonic string picture already for distances, $`1\text{fm}l2.4`$ fm, quite close to $`l_c`$, on the 3 % level. Qualitative agreement has also been reported by Teper from simulations of $`SU(2)`$, $`SU(3)`$, $`SU(4)`$ and $`SU(5)`$ gauge theories in three dimensions.
The bosonic string picture for $`r\beta =aL_\tau `$ predicts a behaviour similar to Eq. (4.29) for the finite temperature potential, calculated from Polyakov line correlators ,
$$\frac{1}{\beta }\mathrm{ln}P^{}(r)P(0)=\sigma (\beta )r+\mathrm{},\sigma (\beta )=\sigma \frac{(d2)\pi }{6\beta ^2}+\mathrm{}.$$
(4.30)
The Polyakov line is defined as \[Eq. (D.3)\],
$$P(𝐱)=\text{Tr}\left\{𝒯\left[\mathrm{exp}\left(i_0^{aL_\tau }𝑑x_4A_4(x)\right)\right]\right\}=\text{Tr}\left(\underset{x_4=0}{\overset{aL_\tau }{}}U_{x,4}\right),$$
(4.31)
where $`𝒯`$ denotes time ordering of the argument. The dependence of the effective string tension on the temperature has recently been checked for rather low $`T^1=\beta <1.13\beta _c0.85\text{fm}`$ in a study of $`SU(3)`$ gauge theory . Although the sign of the leading correction term to the zero temperature limit is correct, the difference comes out to be bigger than predicted. It would be interesting to check whether the result will converge towards the string expectation at lower temperatures.
### 4.5 The potential in perturbation theory
Besides the strong coupling expansion, which is specific to the lattice regularisation, the expectation value of a Wilson loop can be approximated using standard perturbative techniques.
We will discuss the leading order weak coupling result that corresponds to single gluon exchange between the static colour sources which, although we neglect the spin structure, we will call “quarks” for convenience. From the Lagrangian, $`_{YM}=\frac{1}{2g^2}\text{tr}F_{\mu \nu }F_{\mu \nu }`$, one can easily derive the propagator of a gluon with four-momentum, $`q`$,
$$G_{\mu \nu }^{ab}(q)=g^2\frac{\delta ^{ab}\delta _{\mu \nu }}{q^2},$$
(4.32)
where $`\mu ,\nu `$ are Lorentz indices and $`a,b=1,\mathrm{}N_A=N^21`$ label the colour generators. The same calculation can be done, starting from a lattice discretised action. The Wilson action, Eq. (3.10), yields the result of Eq. (4.32), up to the replacement,
$$q_\mu \widehat{q}_\mu =\frac{2}{a}\mathrm{sin}\left(\frac{aq_\mu }{2}\right).$$
(4.33)
Other lattice actions yield slightly different results but they all approach Eq. (4.32) in the continuum limit, $`a0`$. Up to order $`\alpha _s^2`$, the momentum space potential can be obtained from the on-shell static quark anti-quark scattering amplitude: the gluon interacts with two static external currents pointing into the positive and negative time directions, $`A_{\mu ,\alpha \beta }^a=\delta _{\mu ,4}T_{\alpha ,\beta }^a`$ and $`A_{\nu ,\alpha \beta }^b=\delta _{\nu ,4}T_{\gamma ,\delta }^b`$. Hence, we obtain the tree level interaction kernel,
$$K_{\alpha \beta \gamma \delta }(q)=\frac{g^2}{q^2}T_{\alpha \beta }^aT_{\gamma \delta }^a.$$
(4.34)
For sources in the fundamental representation, the Greek indices run from $`1`$ to $`N`$ and the quark anti-quark state can be decomposed into two irreducible representations of $`SU(N)`$,
$$𝐍𝐍^{}=\mathrm{𝟏}𝐍_A.$$
(4.35)
We can now either start from a singlet or an octet<sup>11</sup><sup>11</sup>11We call the state $`𝐍_A`$ an “octet” state, having the group $`SU(3)`$ in mind. initial $`\mathrm{\Phi }_{\beta \gamma }=Q_\beta Q_\gamma ^{}`$ state,
$`\mathrm{\Phi }_{\beta \gamma }^\mathrm{𝟏}`$ $`=`$ $`\delta _{\beta \gamma },`$ (4.36)
$`\mathrm{\Phi }_{\beta \gamma }^{𝐍_A}`$ $`=`$ $`\mathrm{\Phi }_{\beta \gamma }{\displaystyle \frac{1}{N}}\delta _{\beta \gamma },`$ (4.37)
where the normalisation is such that $`\mathrm{\Phi }_{\alpha \beta }^i\mathrm{\Phi }_{\beta \alpha }^j=\delta ^{ij}`$. A contraction with the group generators of Eq. (4.34) yields,
$`\mathrm{\Phi }_{\beta \gamma }^\mathrm{𝟏}T_{\alpha \beta }^aT_{\gamma \delta }^a`$ $`=`$ $`C_F\mathrm{\Phi }_{\alpha \delta }^\mathrm{𝟏},`$ (4.38)
$`\mathrm{\Phi }_{\beta \gamma }^{𝐍_A}T_{\alpha \beta }^aT_{\gamma \delta }^a`$ $`=`$ $`{\displaystyle \frac{1}{2N}}\mathrm{\Phi }_{\alpha \delta }^{𝐍_A},`$ (4.39)
where $`C_F=N_A/(2N)`$ is the quadratic Casimir charge of the fundamental representation.
We end up with the potentials in momentum space,
$$V_s(q)=C_Fg^2\frac{1}{q^2},V_o(q)=\frac{g^2}{2N}\frac{1}{q^2}=\frac{1}{N_A}V_s(q),$$
(4.40)
governing interactions between fundamental charges coupled to a singlet and to an octet, respectively: the force in the singlet channel is attractive while that in the octet channel is repulsive and smaller in size.
How are these potentials related to the static position space inter-quark potential, defined non-perturbatively through the Wilson loop,
$$V(𝐫)=\underset{t\mathrm{}}{lim}\frac{d}{dt}\mathrm{ln}W(𝐫,t)\mathrm{?}$$
(4.41)
The quark anti-quark state creation operator, $`\mathrm{\Psi }_𝐫`$, within the Wilson loop contains a gauge transporter and couples to the gluonic degrees of freedom. Thus, in general, it will have overlap with both, $`QQ^{}`$ singlet and octet channels<sup>12</sup><sup>12</sup>12Of course, for quark and anti-quark being at different spatial positions, the singlet-octet classification should be consumed with caution in a non-perturbative context.. Since the singlet channel is energetically preferred, $`V_s<V_o`$, we might expect the static potential to correspond to the singlet potential.
To lowest order in perturbation theory, the Wilson loop is given by the Gaussian integral,
$$W(𝐫,t)=\mathrm{exp}\left\{\frac{1}{2}d^4xd^4yJ_\mu ^a(x)G_{\mu \nu }^{ab}(xy)J_\nu ^b(y)\right\},$$
(4.42)
where $`J_\mu ^a=\pm T^a`$ if $`(x,\mu )\delta C`$ and $`J_\mu ^a=0`$, elsewhere<sup>13</sup><sup>13</sup>13Note that this formula that automatically accounts for multi-photon exchanges is exact in non-compact QED to any order of perturbation theory. However, in theories containing more complicated vertices, like non-Abelian gauge theories or compact lattice $`U(1)`$ gauge theory, correction terms have to be added at higher orders in $`g`$.. Eq. (4.42) implies for $`tr`$,
$$W(𝐫,t)=\mathrm{exp}\left(C_Fg^2t_{t/2}^{t/2}𝑑t^{}[G(𝐫,t^{})G(\mathrm{𝟎},t^{})]\right).$$
(4.43)
We have omitted gluon exchanges between the spatial closures of the Wilson loop from the above formula. Up to order $`\alpha _s^3`$ (two loops), such contributions result in terms whose exponents are proportional to $`r`$ and $`r/t`$ and, therefore, do not affect the potential of Eq. (4.41). $`G_{\mu \nu }^{ab}(x)`$, the Fourier transform of $`G_{\mu \nu }^{ab}(q)`$, contains the function,
$$G(x)=\frac{d^4q}{(2\pi )^4}\frac{e^{iqx}}{q^2},_{\mathrm{}}^{\mathrm{}}𝑑x_4G(x)=\frac{1}{4\pi }\frac{1}{r}.$$
(4.44)
After performing the $`t`$-integration, we obtain,
$$V(𝐫,\mu )=C_F\frac{\alpha _s}{r}+V_{\text{self}}(\mu ),$$
(4.45)
where $`\alpha _s=g^2/(4\pi )`$. The piece,
$$V_{\text{self}}(\mu )=C_Fg^2_{q\mu }\frac{d^3q}{(2\pi )^3}\frac{1}{q^2}=C_F\alpha _s\frac{2}{\pi }\mu ,$$
(4.46)
that linearly diverges with the ultra-violet cut-off, $`\mu `$, results from self-interactions of the static (infinitely heavy) sources. Beyond tree level, $`g^2`$ will depend on $`q`$, such that $`\alpha _s`$ in momentum space has to be replaced by $`\alpha _s(q^{})`$ with some effective $`q^{}(\mu )`$. We find,
$$V(q)=V_s(q),$$
(4.47)
where
$$V(𝐪,0)=d^3re^{i𝐪𝐫}\widehat{V}(𝐫),\widehat{V}(𝐫)=V(𝐫,\mu )V_{\text{self}}(\mu ).$$
(4.48)
This self-energy problem is well known on the lattice and has recently received attention in continuum QCD, in the context of renormalon ambiguities in quark mass definitions .
At order $`\alpha _s^4`$ a class of diagrams appears in a perturbative calculation of the Wilson loop that results in contributions to the static potential that diverge logarithmically with the interaction time . In Ref. , within the framework of effective field theories, this effect has been related to ultra-soft gluons due to which an extra scale, $`V_oV_s`$, is generated. Moreover, a systematic procedure has been suggested to isolate and subtract such terms to obtain a finite interaction potential between heavy quarks. However, one would wish to understand and regulate such contributions not only for heavy quarks but also in the static case. At present it is not clear whether the interaction potential within a heavy quark bound state whose effective Hamiltonian contains a kinetic term will, in the limit of infinite quark masses, approach the static potential that is defined through the Wilson loop. Hence, one should carefully distinguish between the static and heavy quark potentials. We shall discuss a physically motivated reason for the breakdown of standard high order perturbative calculations of the Wilson loop in Section 4.8. In our opinion the presence of a low energy scale, which we shall identify with the gap between ground state potential and hybrid excitations, results in problems within perturbation theory in the limit of large $`t`$.
That something in the position space derivation of the perturbative potential might be problematic is reflected in Eq. (4.43) that contains an integration over the interaction time. We know for instance from the spectral decomposition of Section 3.4 that for any fixed distance $`r`$, Wilson loops will decay exponentially in the limit of large $`t`$. However, the tree level propagator in position space is proportional to, $`(r^2+t^2)^1`$, i.e. asymptotically decays with $`t^2`$ only. We notice that the integral receives significant contributions from the region of large $`t`$ as demonstrated by the finite $`tr`$ tree level result,
$$\mathrm{ln}W(r,t)=\frac{C_F\alpha _s}{r}t\frac{2}{\pi }\left\{\mathrm{arctan}\frac{t}{r}\frac{r^2}{2t}\left[\mathrm{ln}\left(1+\frac{t^2}{r^2}\right)\right]\right\}+(r+t)V_{\text{self}}.$$
(4.49)
Ignoring this problem for the moment, one finds the weak coupling equality, Eq. (4.47), to hold up to two loops (order $`\alpha _s^3`$) in perturbation theory. Some of the hybrid potentials of Section 5.2 that can be extracted from generalised Wilson loops, $`W_\mathrm{\Psi }`$, in which the wave function, $`\mathrm{\Psi }`$, transforms non-trivially under the cylindrical rotation group $`D_\mathrm{}h`$, however, receive leading order octet contributions. This is because the creation operator, $`\mathrm{\Psi }`$, explicitly couples to the gluonic background.
The tree level lattice potential can easily be obtained by replacing $`q_\mu `$ by $`\widehat{q}_\mu `$ and (in the case of finite lattice volumes) the integrals by discrete sums over lattice momenta,
$$q_i=\frac{2\pi }{L_\sigma }\frac{n_i}{a},n_i=\frac{L_\sigma }{2}+1,\mathrm{},\frac{L_\sigma }{2}.$$
(4.50)
The lattice potential reads,
$$V(𝐫)=V_{\text{self}}(a)C_F\alpha _s\left[\frac{1}{𝐫}\right],$$
(4.51)
where
$$\left[\frac{1}{𝐫}\right]=\frac{4\pi }{L_\sigma ^3a^3}\underset{𝐪\mathrm{𝟎}}{}\frac{e^{i𝐪R}}{_i\widehat{q}_i\widehat{q}_i},$$
(4.52)
and $`V_{\text{self}}(a)=C_F\alpha _s\left[1/\mathrm{𝟎}\right]`$. We have neglected the zero mode contribution that is suppressed by the inverse volume, $`(aL_\sigma )^3`$. In the continuum limit, $`[1/𝐫]`$ approaches $`1/r`$ up to quadratic lattice artefacts whose coefficients depend on the direction of $`𝐫`$ while $`V_{\text{self}}(a)`$ with $`n_f`$ flavours of Wilson fermions diverges like ,
$$V_{\text{self}}(a)=C_F\alpha _sa^1\left[3.1759115\mathrm{}+\left(16.728\mathrm{}0.423\mathrm{}n_f\right)\alpha _s\right].$$
(4.53)
The numerical values apply to the limit, $`L_\sigma \mathrm{}`$ and, in the case of the one loop coefficient, $`N=3`$. Note that under the substitution, $`\mu 1.5879557\pi /a`$, the tree level term of Eq. (4.53) is identical to Eq. (4.46). A one loop computation of on-axis lattice Wilson loops in pure gauge theories can be found in Ref. . The tree level form, Eq. (4.51), is often employed to parameterise lattice artefacts.
Besides defining the static potential from Wilson loops, on a volume with temporal extent, $`\beta =aL_\tau `$, and periodic boundary conditions it can be extracted from Polyakov line correlators<sup>14</sup><sup>14</sup>14The Polyakov line is defined in Eq. (4.31).,
$$V(r)=\underset{\beta \mathrm{}}{lim}\frac{d}{d\beta }P^{}(r)P(0):$$
(4.54)
at any given time the pair of Polyakov lines has the gauge transformation properties of a static quark anti-quark pair and, thus, the ground state is the same as that of a Wilson loop<sup>15</sup><sup>15</sup>15This statement is not entirely correct on a finite spatial volume as we shall see in Section 4.7.3. However, for distances, $`𝐫`$, with $`r_iaL_\sigma /2`$, the ground state is indeed the same.. In the Polyakov line correlator, no projection is made onto the $`\mathrm{\Sigma }_g^+`$ ground state of the flux tube. Therefore, one might expect ,
$$P^{}(r)P(0)\frac{1}{N^2}\left[e^{\beta V_s(𝐫)}+N_Ae^{\beta V_o(𝐫)}\right],$$
(4.55)
where the “octet” potential, $`V_o`$, can be thought to be related to hybrid excitations of the inter-quark string. At small $`\beta `$ (high temperature) the exponentials can be expanded and the term proportional to $`g^2`$ vanishes due to $`V_s=N_AV_o`$: the leading order $`r`$ dependent contribution to the correlation function requires two gluons to be exchanged,
$$P^{}(r)P(0)=\left(1+\frac{N_A}{8N^2}\alpha _s^2\frac{\beta ^2}{r^2}\right)e^{\beta V_{\text{self}}}.$$
(4.56)
The above result can also be produced by a direct perturbative evaluation of the Polyakov line correlator in position space: the correlation function contains two disjoint colour traces, therefore, single gluon exchanges only contribute to the self-energy. The colour factor that accompanies two gluon exchanges is, $`\frac{1}{N}\text{tr}(T^aT^b)\delta ^{ac}\delta ^{bd}\frac{1}{N}\text{tr}(T^cT^d)=\frac{N_A}{4N^2}`$. Hence, we indeed reproduce Eq. (4.56). By assuming the singlet channel ($`V_s<V_o`$) to dominate Eq. (4.55) in the asymptotic limit of large $`\beta `$ one obtains the result of Eq. (4.45), i.e. the same potential as from Wilson loops. However, if we insist on perturbation theory to hold for the correlation function itself at large $`\beta `$, i.e. at low temperature, a misleading (and divergent) result is obtained. We have demonstrated that extra information how to treat the limit $`\beta \mathrm{}`$ has to be provided to obtain the correct zero temperature tree level potential from Polyakov line correlation functions. We take this as an indication that in three loop calculations of the Wilson loop the $`t\mathrm{}`$ limit should be performed with caution too.
### 4.6 Potential models
Several parametrisations of the QCD potential have been suggested in the past, either QCD inspired or purely phenomenological. One should keep in mind that one would not necessarily expect a potential that reproduces the observed quarkonia levels to coincide with the static potential calculated from QCD, due to the approximations involved, namely the adiabatic and non-relativistic approximations.
A purely phenomenological logarithmic potential, $`V(r)=C\mathrm{ln}(r/r_0)`$, has been suggested as an easy way to produce identical spin-averaged charmonia and bottomonia level splittings . This idea has been incorporated into the Martin potential , $`V(r)=C+(r/r_0)^\alpha `$, with $`\alpha 0.1`$. Potentials that have QCD-like behaviour built in at small distances have been suggested for instance in Refs. . We have already discussed the prototype Cornell potential , $`\widehat{V}(r)=e/r+\sigma r`$, that interpolates between perturbative one gluon exchange for small distances and a linear confining behaviour for large distances. Another elegant interpolation between the two domains, containing the one loop running of the QCD coupling,
$$\alpha _V(q)=\frac{1}{\beta _0t_V},t_V=\mathrm{ln}\left(\frac{q^2}{\mathrm{\Lambda }_V^2}\right),$$
(4.57)
has been suggested by Richardson : in momentum space, $`t_V`$ is substituted by, $`t_V^{}=\mathrm{ln}(1+q^2/\mathrm{\Lambda }_V^2)`$, which does not affect the perturbative ultra-violet domain since $`t_V^{}t_V`$ as $`q^2\mathrm{}`$. However, the Landau pole at $`q^2=\mathrm{\Lambda }_V^2`$ is regulated and the low energy behaviour of the resulting potential,
$$V(r)=\frac{4\pi C_F}{\beta _0}\frac{d^3q}{(2\pi )^3}\frac{e^{i\mathrm{𝐪𝐫}}}{q^2\mathrm{ln}(1+q^2/\mathrm{\Lambda }_V^2)},$$
(4.58)
is given by,
$`V(r)`$ $``$ $`\sigma r(r\mathrm{}),`$ (4.59)
$`\sigma `$ $`=`$ $`{\displaystyle \frac{C_F}{2\beta _0}}\mathrm{\Lambda }_V^2,`$ (4.60)
i.e. the ansatz connects the QCD scale parameter, $`\mathrm{\Lambda }_V`$ to the string tension, $`\sigma `$. We have neglected an infinite additional constant from Eq. (4.59) that can be eliminated by adding an appropriate counter term to the integrand of Eq. (4.58).
From Eq. (4.60) and the relation,
$$\mathrm{\Lambda }_V=\mathrm{\Lambda }_{\overline{MS}}e^{a_1/(2\beta _0)},$$
(4.61)
with ,
$$a_1=\left(\frac{31}{3}\frac{10}{9}n_f\right)\frac{1}{4\pi },$$
(4.62)
we find $`\mathrm{\Lambda }_{\overline{MS}}/\sqrt{\sigma }0.71639`$ for $`n_f=0`$ or $`\mathrm{\Lambda }_{\overline{MS}}/\sqrt{\sigma }0.70253(0.70048)`$ for $`n_f=3(4)`$, respectively. This has to be compared to the value, $`\mathrm{\Lambda }_{\overline{MS}}/\sqrt{\sigma }=0.52\pm 0.05`$, determined by lattice simulations for $`n_f=0`$. Experimental results from $`e^+e^{}`$ scattering experiments at LEP and SLAC indicate somewhat bigger ratios , $`\mathrm{\Lambda }_{\overline{MS}}^{(4)}/\sqrt{\sigma }=0.88(12)`$ MeV, for $`n_f=4`$, where we have assumed, $`\sqrt{\sigma }=(430\pm 20)`$ MeV: while the Richardson potential overestimates the $`\mathrm{\Lambda }`$-parameter in the quenched case it might approximate the experimental $`n_f=3`$ situation quite well. However, this coincidence is rather accidental.
Many so-called QCD potentials have been suggested that incorporate two loop perturbation theory at short distances, with varying interpolation prescriptions to different assumptions on the large distance behaviour. The most popular potential within this class is probably the Buchmüller-Tye parametrisation that, like the Richardson potential, is formulated in momentum space. For collections of various parametrisations, we refer to Refs. . While phenomenological potentials like a logarithmic as well as the Martin potential are ruled out at large and intermediate distances by lattice data and at short distances by pQCD, such parametrisations may still serve to explore the sensitivity of the heavy quark spectrum towards QCD.
Basically, all potentials that yield a correct description for the spin-averaged quarkonia spectra are only slight variations around the Cornell potential in the relevant region, $`0.2\text{fm}<r<1`$ fm. Unfortunately, the top quark is too heavy to form stable hadronic states and basically only the production rate of $`t\overline{t}`$ in $`e^+e^{}`$ or $`\mu ^+\mu ^{}`$ collisions as a function of the energy will directly depend on the potential at very short distances. Decay rates and fine structure splittings of quarkonia in principle can probe the potential at short distances too and predictions of these quantities indeed depend very sensitively on the underlying ansatz . As we will see in Sections 6 and 7.2, the predictive power of quarkonium physics on the short range potential is reduced by theoretical uncertainties in the matching of an effective field theory to QCD. A big part of the (multiplicative) uncertainty in the fine structure, however, cancels from ratios of such splittings.
### 4.7 Lattice results
The static QCD potential has been determined to high accuracy in quenched lattice studies with Wilson as well as various improved lattice actions in $`SU(2)`$ and $`SU(3)`$ gauge theories. Results for QCD with sea quarks have been obtained in Refs. . After discussing the methods most commonly used we will present results on the potential in QCD, without and with sea quarks.
#### 4.7.1 Evaluation method
The relative statistical errors of Wilson loop expectation values turn out to increase exponentially fast with the Euclidean time extent, $`t`$, of the loop. Therefore, after some pioneering studies , replacement of the straight spatial connection within the Wilson loop by operators with improved overlap to the physical ground state turned out to be essential for a reliable determination of the potential at large distances from data at moderate $`t`$ separations. For this purpose, in Refs. , linear combinations of certain spatial paths connecting quark and anti-quark were employed. Subsequently, iterative smearing techniques turned out to be extremely successful in optimising the ground state overlap.
Among all algorithmic and technical tricks employed in lattice simulations smearing is certainly the most important one. The underlying concept somewhat resembles that of cooling techniques that are applied to extract classical properties of quantum field configurations with the difference that, since smearing is a purely spatial procedure, the spectrum of the theory remains unaffected: fat links are iteratively constructed by replacing a given link by the sum of itself and the neighbouring six (in $`d=3+1`$ dimensions) spatial staples with some weight parameter, $`\alpha >0`$,
$$U_{x,i}P_{SU(N)}\left(U_{x,i}+\alpha \underset{ji}{}U_{x,j}U_{x+\widehat{ȷ},i}U_{x+\widehat{ı},j}^{}\right).$$
(4.63)
$`P_{SU(N)}`$ denotes a projection operator, back onto the $`SU(N)`$ manifold. One possible definition is , $`U=P_{SU(N)}(A)SU(N)`$, $`\text{Re}\text{tr}UA^{}=\mathrm{max}`$. The procedure, Eq. (4.63), can be iterated several times over the whole lattice. The number of iterations and $`\alpha `$ represent free parameters which can be varied to optimise the overlap of an operator, constructed from the fat links, with the physical ground state in question. Several variations of the algorithm exist. For example, all links within a given timeslice can be replaced at once or several subgroups can be replaced, subsequently. Blocking or fuzzing algorithms can be used, in which a fat link of smearing level $`n`$ extends over more lattice sites than the previous links of level $`n1`$. Smearing and fuzzing can be combined etc.. All smearing and fuzzing methods have in common that the expectation value of a plaquette built from fat spatial links is increased during the iterations, similar to cooling, which means that the contribution to the gauge action from spatial links is reduced: the movement of the magnetic field through colour space under a change of the spatial position is minimised. Operators, built from such fat links, are likely to effectively decouple from excitations since the ground state wave function is always the smoothest wave function within any given channel. Smearing or fuzzing methods can be combined with variational minimisation techniques when determining a correlation matrix between a set of different operators , to achieve further improvement.
The potential is finally extracted from expectation values of smeared Wilson loops, $`W(𝐫,t)`$, where the spatial transporters are constructed from fat links,
$`V(𝐫)`$ $`=`$ $`\underset{t\mathrm{}}{lim}V(𝐫,t),`$ (4.64)
$`V(𝐫,t)`$ $`=`$ $`{\displaystyle \frac{d}{dt}}\mathrm{ln}W(𝐫,t)a_\tau ^1\mathrm{ln}{\displaystyle \frac{W(𝐫,t)}{W(𝐫,t+a_\tau )}}.`$ (4.65)
$`a_\tau `$ denotes the temporal lattice spacing. On the lattice, the limit of large temporal separation is approximated by a single- or multi-exponential fit to Wilson loops for a range, $`t>t_{\mathrm{min}}(𝐫)`$. Positivity of the transfer matrix implies that $`V(𝐫,t)`$ converges towards the asymptotic value, $`V(𝐫)`$, monotonically from above, a feature that is essential for the reliable detection of saturation of effective masses, $`V(𝐫,t)`$, into a plateau. In general, within given statistics, $`t_{\mathrm{min}}(𝐫)`$ will depend on the distance, $`𝐫`$. Within the typical window of lattice spacings, 0.2 fm $`a0.05`$ fm, in pure gauge theories and standard smearing and simulation techniques, this dependence happens to be weak. However, this does not necessarily have to be so but depends very much on the interplay between the dynamics of the underlying theory, smearing methods and statistical errors.
In order to illustrate the importance of a careful analysis of the $`t`$ dependence of the lattice data we consider the case of an unsmeared on-axis Wilson loop on an isotropic lattice, $`W(r,t)=W(t,r)`$. For $`tr`$, we expect $`W(r,t)e^{V(r)t}`$. The symmetry under interchange of $`r`$ and $`t`$ implies, $`W(r,t)e^{V(t)r}`$ for $`rt`$. This means,
$$V(r,t)=\sigma _{\text{eff}}(t)r,\sigma _{\text{eff}}(t)=V^{}(t)$$
(4.66)
Thus, approximating $`V(r)`$ by an effective potential, $`V(r,t_{\mathrm{min}})`$, with an $`r`$-independent value of $`t_{\mathrm{min}}`$ automatically implies a linear rise within the region, $`rt_{\mathrm{min}}`$, for any potential with non-vanishing derivative. This illustrates the importance of separately investigating the approach to the plateau for each distance. Let us examine closely the situation for the Cornell potential, $`V(r)=V_{\text{self}}+\sigma re/r`$. In this case, taking one and the same $`t`$-value for all separations we find,
$$\sigma _{\text{eff}}(t)=\sigma +\frac{e}{t^2};$$
(4.67)
even a pure Coulomb potential, $`\sigma =0`$, implies a non-vanishing $`\sigma _{\text{eff}}`$ at finite $`tr`$. Of course, the symmetry of the Wilson loop under interchange of $`r`$ and $`t`$ also implies that no plateau in $`V(r,t)`$ can be found, unless $`tr`$. For smeared Wilson loops, one would still expect a similar $`1/t^2`$ approach (with a different coefficient) of $`\sigma _{\text{eff}}`$ towards the asymptotic limit, while effective masses, $`V(r,t)`$, will approach $`V(r)`$ exponentially fast at any $`r`$.
#### 4.7.2 The quenched potential
In Figure 4.2, we display the quenched potential, obtained at three different $`\beta `$ values in units of $`r_00.5`$ fm from the data of Refs. . The lattice spacings, determined from $`r_0`$, correspond to $`a0.094`$ fm, 0.069 fm and 0.051 fm, respectively. The curve represents the Cornell parametrisation with $`e=0.295`$. At small distances the data points lie somewhat above the curve, indicating a weakening of the effective coupling and, therefore, asymptotic freedom. We will discuss this observation later. All data points for $`r>4a`$ collapse onto a universal curve, indicating that for $`\beta 6.0`$ the scaling region is effectively reached for the static potential. Moreover, continuum rotational symmetry is restored: in addition to on-axis separations, many off-axis distances of the sources have been realised and the corresponding data points are well parameterised by the Cornell fit for $`r>0.6r_0`$. Prior to comparison between the potential at various $`\beta `$, the additive self-energy contribution, associated with the static sources, that diverges in the continuum limit has been removed. This is achieved by the parametrisation-independent normalisation of the data to $`V(r_0)=0`$.
The lattice potential at $`\beta 6.5`$ is well described by the functional form ,
$$V(𝐫)=V_{\text{cont}}(r)l\delta V(𝐫),V_{\text{cont}}(r)=V_0+\sigma r\frac{e}{r}+\frac{af}{r^2},$$
(4.68)
for separations as small as $`r\sqrt{3}a`$. The $`1/r^2`$ term is not physically motivated but effectively parameterises the weakening of the coupling with the distance while the difference between tree level lattice and continuum perturbation theory results,
$$\delta V(𝐫)=\left[\frac{1}{𝐫}\right]\frac{1}{r},$$
(4.69)
is used to quantify lattice artefacts. In Figure 4.3, we compare the theoretical difference $`\delta V(𝐫)`$ to $`\delta V(𝐫)=[V_{\text{cont}}(r)V(𝐫)]/l`$, as calculated from the lattice data after determination of the fit parameters, $`V_0,\sigma ,e,f`$ and $`l`$, at $`\beta =6.4`$, in lattice units . The Figure demonstrates that at the level of precision achieved, deviations from the continuous fit curve are statistically significant for $`r4a`$. Moreover, deviations from $`V_{\text{cont}}(r)`$ are qualitatively indeed very well parameterised by a multiple of the tree level difference.
#### 4.7.3 Finite size effects
In lattice simulations the potential is determined on a torus with finite volume and the question of finite size effects (FSE) arises. Obviously, the ground state potential is affected by the infra-red cut-off. For instance, by exploiting the $`rt`$ symmetry of Euclidean space-time, it is clear from Appendix D that for the extreme case of a spatial extent smaller than the critical temperature of the deconfinement phase transition, any asymptotic string tension will disappear. The other source of FSE on Wilson loops is related to un-wanted interactions of source and anti-source around the periodic boundaries that will become negligible as $`L_\sigma a\mathrm{}`$: by unwrapping the spatial torus onto an infinite hyper-cubic lattice of cells with spatial periods, $`L_\sigma a`$, it becomes obvious that each charge at position $`𝐫`$ is accompanied by an infinite set of mirror charges at $`𝐫_𝐧=𝐫+𝐧L_\sigma a`$, $`n_i`$ integer. For on-axis geometries, $`𝐫=r\widehat{\mathbf{ı}}`$, for instance, the closest mirror charge will be separated by a distance $`L_\sigma ar`$ from the origin, followed by another charge at $`L_\sigma a+r`$. Therefore, in this case one would naïvely expect $`V(r)=V(L_\sigma ar)`$. The symmetry, $`V(𝐫)=V(𝐫_𝐧)`$, is indeed reflected in the tree level weak coupling expansion results of Eqs. (4.51) and (4.52) and in fact holds to any order of perturbation theory for the singlet and octet potentials.
General considerations, based on the centre symmetry of the action which is discussed in Appendix D, however, lead us to expect the potential to be more robust against FSE than perturbation theory suggests. We will assume the source to be at position $`\mathrm{𝟎}`$ and the anti-source to be at $`𝐫`$. The spatial connection, $`\mathrm{\Psi }_𝐫^{}`$, built into a (smeared) Wilson loop is a linear combination of products of link variables along paths that have trivial winding number around the periodic boundaries. $`\mathrm{\Psi }_𝐫^{}`$ has definite eigenvalues, $`z_iZ_N`$, with respect to the centre transformations associated with the three spatial directions. If we place the hyperplanes at which centre transformations, $`z`$, are applied at position $`𝐱`$ with $`x_ir_i`$, i.e. such that they do not interfere with the shortest connection between the two test charges, we have $`z_i=0`$. However, a gauge transporter to a mirror charge at $`𝐫_𝐧`$ has the centre transformation property, $`z_i=z^{n_i}`$. Since the centre symmetry is both, a symmetry of the action as well as of the path integral measure, $`z_i`$ are conserved quantum numbers: the creation operator, $`\mathrm{\Psi }_𝐫`$, only couples to mirror charges at distances in which all $`n_i`$’s are multiples of $`N`$. For on-axis separations in $`SU(N)`$ this means that the closest mirror charge contributing to the Wilson loop will be at a distance $`NL_\sigma ar`$ , rather than $`L_\sigma ar`$ as the geometric argument alone or perturbation theory would have suggested. This suppression of FSE does obviously not work for Polyakov loop correlators in which the state of the gluonic flux tube remains unspecified. While in the standard weak coupling expansion the gauge group only influences the group theoretical pre-factors the centre charge affects the zero mode sector , $`𝐪=\mathrm{𝟎}`$ (that is suppressed by a power of the volume).
Numerical simulations of $`SU(2)`$ and $`SU(3)`$ gauge theories suggest that FSE on the static potential determined from Wilson loops, even at distances as big as $`r=\sqrt{3}/2L_\sigma a`$, are numerically undetectable on the 1 – 2 % level for $`L_\sigma a>3r_0`$. A reason besides the protection due to the centre symmetry for this finite size friendliness is the rather rapid on-set of the deconfinement phase transition which is first order in $`SU(3)`$ gauge theory. Full QCD, however, is less well explored yet and one might expect somewhat bigger FSE, at least for light sea quarks since the fermionic part of the action explicitly breaks centre symmetry. In particular, it might be hard to discriminate between breaking of the flux tube due to screening by sea quarks and FSE as reasons for an eventually flattening potential at large distances.
#### 4.7.4 Sea quark effects
When including sea quarks, one would expect two physical effects, one at large distances and one at small distances. While within the quenched approximation the number of quarks and anti-quarks are separately conserved, with sea quarks, only the difference (the baryon number) is a conserved quantity. Light quark anti-quark pairs can be created from the vacuum and in general transitions between a colour “string” state, spanned between two static sources, and two static-light mesons can occur. If the energy stored in the colour string between the sources exceeds a certain critical value at some distance, $`r=r_c`$, the string will “break” and decay into two static-light mesons, separated by a distance, $`r`$. Therefore, in the limit, $`r\mathrm{}`$, the ground state energy will stop rising with the distance and saturate at a constant level: the static sources will be completely screened by light quarks that pop up out of the vacuum.
The other effect will change the potential at short distances. While the vacuum polarisation due to gluons has an anti-screening effect on fundamental sources, sea quarks result in screening. Therefore, the running of the QCD coupling with the distance is slowed down with respect to the quenched approximation. This is for instance reflected in the factor, $`112n_f`$, within the perturbative $`\beta `$-function coefficient, $`\beta _0`$, of Eq. (C.1). When running the coupling from an infra-red hadronic reference scale down to short distances, the effective Coulomb strength in presence of sea quarks should, therefore, remain at a higher value than in the quenched case. It should be possible to detect this effect in the coefficient, $`e`$, within the Cornell parametrisation.
In Figure 4.4, a recent comparison between the quenched ($`\beta =6.2`$) and $`n_f=2`$ static potential ($`\beta =5.6`$, $`\kappa =0.1575`$) by the $`T\chi L`$ collaboration at a sea quark mass, $`m_{ud}m_s/2`$, is displayed . Besides the ground state potential, $`\mathrm{\Sigma }_g^+`$, the lowest lying hybrid potential, $`\mathrm{\Pi }_u`$, is shown. Estimates of masses of pairs of static-light mesons ($`2m_{ps}`$ and $`m_{ps}+m_s`$) into which the static-static systems can decay are also included into the Figure. The potentials have been matched to each other at a distance, $`r=r_00.5`$ fm. Around $`r2.3r_01.15`$ fm, both un-quenched potentials, $`\mathrm{\Sigma }_g^+`$ and $`\mathrm{\Pi }_u`$, are expected to become unstable. However, the data are not yet precise enough to resolve this effect. A similar comparison between the static potential and $`2m_{ps}`$ has first been performed by the UKQCD collaboration .
At small $`r`$ the un-quenched data points are found to be somewhat below their quenched counterparts: the effective Coulomb force indeed remains stronger. To quantify this effect, we fit the potentials (quenched at $`\beta =6.0`$ and $`\beta =6.2`$ and un-quenched at $`\beta =5.6`$ and various quark masses) for identical fit range in physical units, $`0.4r_0<r<2r_0`$, to the parametrisation of Eqs. (4.68), (4.69), with $`f=0`$. The resulting effective $`e`$ values from these four-parameter fits are displayed in Figure 4.5. Larger $`\kappa `$ values correspond to smaller quark masses. With two flavours of sea quarks of masses slightly larger than that of the strange quark, down to $`m_{ud}m_s/3`$, the effective Coulomb strength is increased by 17 to 22 % which is not too far off from the most naïve expectation of 14 %, from the ratio, $`\beta _0^{(n_f=0)}/\beta _0^{(n_f=2)}=33/29`$. Within given errors the dependence on the sea quark mass cannot be resolved. However, one would expect this to be rather weak as the simulated quark masses are all much smaller than infra-red reference scales like $`r_0^1`$. Similar results have been reported by the CP-PACS collaboration .
### 4.8 Beyond perturbation theory at short distances
The singlet potential,
$$V_s(q)=C_F\frac{4\pi \alpha _V(q)}{q^2},$$
(4.70)
has been calculated to one loop long ago and now the two loop result is also known<sup>16</sup><sup>16</sup>16The leading log contribution to the three loop result has been derived by Brambilla and collaborators and confirmed in Ref. while a two loop result for the case of massive quarks has recently been obtained by Melles . . It is,
$$\alpha _{V,\text{pert}}(q)=\alpha _{\overline{MS}}(q)\left(1+a_1\alpha _{\overline{MS}}(q)+a_2\alpha _{\overline{MS}}^2+\mathrm{}\right).$$
(4.71)
$`a_1`$ is defined in Eq. (4.62) and,
$`a_2`$ $`=`$ $`[{\displaystyle \frac{4343}{18}}+36\pi ^2{\displaystyle \frac{9}{4}}\pi ^4+66\zeta (3)`$
$``$ $`({\displaystyle \frac{1229}{27}}+{\displaystyle \frac{52}{3}}\zeta (3))n_f+{\displaystyle \frac{100}{81}}n_f^2]{\displaystyle \frac{1}{16\pi ^2}}.`$
$`\zeta (3)=1.2020569\mathrm{}`$ denotes the Riemann $`\zeta `$-function. For $`n_f=5`$ the numerical values are, $`a_1=0.3802034\mathrm{}`$, $`a_2=0.9868211\mathrm{}`$. Since $`a_2a_1`$, perturbation theory seems to be rather slowly or badly convergent.
Naïvely, one might expect the perturbative calculation of the static QCD potential to be reliable in the limit of large energy scales, $`q1/r`$, i.e at short distances. However, unlike in QED, the QCD potential is the ground state energy of a bound state composed of the two static colour sources and gluons. Bound state properties are associated with a characteristic scale, $`\lambda `$, which plays the rôle of an inverse gluonic coherence length. We identify $`\lambda `$ with the gap between ground state and first excitation. As we shall see in Section 5.2, for large $`r`$ this gap corresponds to the difference between a hybrid state and the ground state potential which, from the bosonic string picture, we expect to decrease at large distances like $`\pi /r`$. However, in the limit $`r0`$ the gap will not diverge but saturate at a constant level that corresponds to the scalar glueball mass, $`\lambda 1.7`$ GeV. Note that in QCD with light sea quarks it will be even smaller, of the order of the mass of two pions. The presence of such a low energy scale, affecting the short distance behaviour, can result in differences between the perturbatively calculated singlet potential and the static potential.
Non-perturbative $`\mathrm{\Lambda }^4/q^4`$ power corrections to $`\alpha _V`$ that are due to the gluon condensate are indeed expected from the standard operator product expansion . Recently, this picture has been challenged by several authors who found various arguments in support of a term, proportional to $`\mathrm{\Lambda }^2/q^2`$,
$$\alpha _V(q)=\alpha _{V,\text{pert}}(q)+c_V\frac{\mathrm{\Lambda }_{\overline{MS}}^2}{q^2}+\mathrm{}.$$
(4.73)
Lorentz invariance implies that no power law corrections of even lower order in $`1/q`$ exist. For the quenched case, where precise data exist down to lattice spacings as small as $`a^15.5`$ GeV, the lattice potential has been compared to perturbation theory and, indeed, a non-vanishing value, $`c_V=4.8\pm 1.4`$, has been found in Ref. for $`n_f=0`$, after subtracting one loop perturbation theory. We briefly summarise this analysis below.
A Fourier transform of the momentum space potential yields,
$$V(r)=C_F\frac{\alpha _R(1/r)}{r},$$
(4.74)
with ,
$$\alpha _R(1/r)=\alpha _{V,\text{pert}}(\mu )\left(1+\frac{\pi ^2\beta _0^2}{3}\alpha _{V,\text{pert}}^2+\mathrm{}\right)2c_V\mathrm{\Lambda }_{\overline{MS}}r^2+\mathrm{},$$
(4.75)
where $`\mu =\mathrm{exp}(\gamma _E)/r`$ and $`\gamma _E=0.5772156\mathrm{}`$ denotes the Euler constant. While in the ultra-violet the effect of the $`1/q^2`$ power correction to $`\alpha _V`$ on $`V(q)`$ is suppressed by a factor, $`1/q^4`$, this suppression is proportional to $`r`$ only in position space \[Eqs. (4.74) – (4.75)\].
By employing a recursive lattice finite size technique , the ALPHA collaboration has recently obtained a value for the running coupling in quenched $`SU(3)`$ QCD . They quote the result,
$$\mathrm{\Lambda }_{\overline{MS}}^{(0)}=0.602(48)/r_0,$$
(4.76)
in units of the Sommer scale $`r_0`$. We use this result as an input to determine $`\alpha _{\overline{MS}}`$ at a high energy scale (1000 $`r_0^1`$) and run it down from there to scales $`\mu `$, using the four loop renormalisation group equation, Eq. (3.22). Subsequently, the resulting $`\alpha _{\overline{MS}}(\mu )`$ is converted into $`\alpha _R(e^{\gamma _E}\mu )`$ to one and two loops via Eqs. (4.71) and (4.75) (with $`c_V=0`$), and the perturbative potential is determined. In Figure 4.6, we compare the result to lattice data. The disagreement is increased when going to higher order perturbation theory. Furthermore, the difference between perturbation theory and the non-perturbative determination is consistent with a linear term , as expected from Eqs. (4.74) and (4.75).
Because of the significant size of the coefficient, $`a_2`$, different ways of re-summing the series or performing the Fourier transform can result in somewhat different results and, therefore, in a different coefficient of the linear term, $`2C_Fc_V\mathrm{\Lambda }_{\overline{MS}}^2=(3.4\pm 1.0)\sigma `$. Due to the non-convergent character of the perturbative series, subtracting the perturbative tail from a physical operator is never a well-defined procedure anyway. The ambiguity involved is related to renormalons that result from the interplay between perturbation theory and non-perturbative contributions — between the ultra-violet and the infra-red. By subtracting two loop perturbation theory, we find the linear term to have a slope about six times as big as the string tension. In contrast, tree level perturbation theory, with the coupling being treated as a free parameter, is compatible with the Cornell potential, i.e. results in the same linear slope, $`\sigma `$, for small and large distances.
### 4.9 String breaking
Having discussed the potential at very short distances, we shall re-examine the large distance behaviour. While a linear rise is expected in pure $`SU(N)`$ gauge theory, in full QCD the coupling of gluons to fundamental matter fields will result in a screening of inter-quark forces at large distances. However, this behaviour has not been detected so far in simulations involving sea quarks (cf. Figure 4.4). One reason might be that smeared Wilson loops are highly optimised to achieve enhanced overlap with the lowest lying string state and might, therefore, almost completely decouple from the physical ground state at large $`r`$ that consists of two disjoint static-light mesons. Arguments based on the strong coupling expansion as well as on the bosonic string picture support this suggestion. Investigating string breaking in full QCD is computationally very expensive as high statistics are required to resolve the potential in the large $`r`$ region of interest.
While string breaking has not been detected in the Wilson loop, the finite temperature potential, extracted from Polyakov line correlators at temperatures close to the deconfinement phase transition, exhibits a flattening, once sea quarks are included into the action . First indications of this effect have been reported as early as in 1988 . Unlike Wilson loops, Polyakov line correlators automatically have non-vanishing overlap with any excitation, containing static quark and anti-quark, separated by a distance, $`r`$; in particular the static quarks can be accompanied by two disjoint sea quark loops, encircling the temporal boundaries, while in the Wilson loop case, co-propagating sea quarks are terminated by the spatial transporters at $`x_4=0`$ and $`x_4=t`$. The difference becomes perhaps most obvious in the loop expansion of Ref. . Since for non-zero temperatures the finite temperature potential (or free energy) extracted from Polyakov line correlators will in general differ from the potential, extracted from Wilson loops, the situation is not yet satisfying.
The first ambitious studies of string breaking in QCD using operators with better projection on the broken string state are at present being performed (see e.g. ). Such calculations involve diagonalisation of a two by two correlation matrix between string states and two pairs of static-light states. This matrix is visualised in Figure 4.7, where straight lines correspond to gauge transporters while curved lines represent light quark propagators that are obtained by inverting the fermionic matrix, $`M`$, of Eq. (3.11). The off-diagonal elements encode transitions between a string state with fixed ends and two static-light mesons while the bottom-right element represents two interacting static-light mesons, separated by a distance $`r`$. The second of the two contributions to this element corresponds to the exchange of a light meson. The situation becomes slightly more involved when the Dirac spin structure is taken into account.
Light quark propagators are normally just calculated for one source point to reduce the effort in terms of computer time and memory to a tolerable size. However, pairs of quark propagators emanating from different sites are required to calculate the bottom right element of the correlation matrix for various distances and times. Moreover, for a precise determination of expectation values of Wilson loops one usually exploits self-averaging: the average of the Wilson loop is not only taken over the Monte-Carlo generated ensemble of gauge configurations but also within each configuration; Wilson loops with different corner point coordinates are averaged, exploiting translational invariance. This practice is essential to reduce statistical fluctuations to an acceptable level. By use of refined stochastic estimator techniques to calculate the all-to-all light quark propagators required for this purpose one will eventually be able to confirm string breaking at distances $`r2.3r_0`$.
In addition to the potential, breaking of closed strings (torelons) in QCD with sea quarks has been investigated . Although the results suggest an effect, its statistical significance of $`2.5`$ standard deviations is not yet entirely convincing. While the situation in the case of interest is not settled yet, toy models have been investigated in three and four space-time dimensions. Similar to the situation of fundamental QCD colour sources being screened by sea quarks, one expects the string between adjoint sources in pure gauge theories to decay into a pair of gluelumps (or glueballinos), bound states between a static adjoint source (that can be thought to approximate a heavy gluino) and gluons (for a detailed discussion see e.g. Ref. ). Until recently, the situation was controversial: while in some early studies indications of the breaking of the adjoint string in four-dimensional $`SU(2)`$ and $`SU(3)`$ gauge theories have been reported , in a later simulation of three-dimensional $`SU(2)`$ the broken string state has not been detected within Wilson loop correlators .
In other studies a correlation matrix similar to that of Figure 4.7 between the string state and a two gluelump basis has been investigated. This was first done in four-dimensional $`SU(3)`$ gauge theory , followed by simulations of three-dimensional and four-dimensional $`SU(2)`$ gauge theories. The main result of the $`d=3`$ study of Ref. is depicted in Figure 4.8. In addition to the ground state the first three excitations are included into the Figure. At small $`r`$, these resemble the first radial excitation of the string, two ground state gluelumps and one ground state gluelump plus an excited state gluelump, respectively. The horizontal lines indicate masses of pairs of isolated gluelumps where $`E_G`$ stands for the ground state and $`E_G^{}`$ for the first excitation. A similar breaking pattern of the adjoint string has also been confirmed in four dimensional $`SU(2)`$ gauge theory . Studies of the breaking of the adjoint string have been preceded by investigations of the breaking of the fundamental string in $`SU(2)`$ gauge theory with a Higgs field in the fundamental representation. The latest results from such simulations obtained in three and four dimensions . confirm the expected screening of the static sources (see Figure 4.9).
In QCD one would expect a cross-over of the string state and the two static-light meson levels similar to the observations within the toy models considered above, even in the quenched approximation . How then can one distinguish the quenched scenario from the un-quenched one where the string is allowed to break? In the quenched case, the separate conservation of baryon and anti-baryon numbers implies that an open string state creation operator is orthogonal to a creation operator for the two static-light state. Therefore, each operator has zero overlap with the respective other state and only the assignment of the ground state to a particular operator will become interchanged around the would-be string breaking distance at which the two energy levels cross. Unlike the behaviour depicted in Figures 4.8 and 4.9, no energy gap at this distance will occur. Both, the string breaking distance and the associated energy gap, which is related to a phase shift in the mixing matrix of the un-quenched case, are relevant for an understanding of decay rates such as that of the $`\mathrm{{\rm Y}}(4S)`$ or $`\mathrm{{\rm Y}}(5S)`$ mesons into pairs of $`B\overline{B}`$ mesons.
### 4.10 Colour confinement
We have established the linearly rising potential in pure Yang-Mills gauge theories as a numerical fact and have made this behaviour plausible from strong coupling and string arguments. However, the dynamical question of how $`SU(N)`$ gauge theory as the theory of asymptotic freedom results in the formation of colour flux tubes with constant energy density per unit length remains un-answered. In the past decades, many explanations of the confinement mechanism have been proposed, most of which share the feature that topological excitations of the vacuum play a major rôle. These pictures include, among others, the dual superconductor scenario of confinement and the centre vortex model . Depending on the underlying scenario, the excitations giving rise to confinement are thought to be magnetic monopoles, instantons, dyons, centre vortices, etc.. Different ideas are not necessarily exclusive. For instance, all fore-mentioned excitations are found to be correlated with each other in numerical as well as in some analytical studies, such that at present it seems to be rather a matter of personal preference which one to consider as more fundamental.
Recently, the centre vortex model has enjoyed renewed attention . In this picture, excitations that can be classified in accord with the centre group provide the disorder required to produce an area law of the Wegner-Wilson loop and, therefore, confinement. One striking feature is that — unlike monopole currents — centre vortices form gauge invariant two-dimensional objects, such that in four space-time dimensions, a linking number between a Wegner-Wilson loop and a centre vortex can unambiguously be defined, providing a geometric interpretation of the confinement mechanism .
We will only discuss the superconductor picture, which is based on the concept of electro-magnetic duality after an Abelian gauge projection that has originally been proposed by ’t Hooft and Mandelstam . The QCD vacuum is thought to behave analogously to an electrodynamic superconductor but with the rôles of electric and magnetic fields being interchanged: a condensate of magnetic monopoles expels electric fields from the vacuum. If one now puts electric charge and anti-charge into this medium, the electric flux that forms between them will be squeezed into a thin, eventually string-like, Abrikosov-Nielsen-Olesen vortex which results in linear confinement.
In all quantum field theories in which confinement has been proven, namely in compact $`U(1)`$ gauge theory, the Georgi-Glashow model and $`𝒩=2`$ SUSY Yang-Mills theories, this scenario is indeed realised. However, before one can apply this simple picture to QCD or $`SU(N)`$ gluodynamics one has to identify the relevant dynamical variables: it is not straight forward to generalise the electro-magnetic duality of a $`U(1)`$ gauge theory to $`SU(N)`$ where gluons carry colour charges. How can one define electric fields and dual fields in a gauge invariant way?
In the Georgi-Glashow model, the $`SO(3)`$ gauge symmetry is broken down to a residual $`U(1)`$ symmetry as the vacuum expectation value of the Higgs field becomes finite. It is currently unknown whether QCD provides a similar mechanism and various reductions of the $`SU(N)`$ symmetry have been conjectured. In this spirit, it has been proposed to identify the monopoles in a $`U(1)^{N1}`$ Cartan subgroup of the $`SU(N)`$ gauge theory after gauge fixing with respect to the off-diagonal $`SU(N)/U(1)^{N1}`$ degrees of freedom. After such an Abelian gauge fixing QCD can be regarded as a theory of interacting photons, monopoles and matter fields (i.e. off-diagonal gluons and quarks). One might assume that the off-diagonal gluons do not affect long range interactions. This conjecture is known as Abelian dominance . Abelian as well as monopole dominance are qualitatively realised in lattice studies of $`SU(2)`$ gauge theory in the maximally Abelian (MA) gauge projection , which appears to be a suitable gauge fixing condition.
In Figure 4.10, the electric field distribution between $`SU(2)`$ quarks, separated by a distance, $`r=15a1.2`$ fm, is displayed . This distribution has been obtained within the MA gauge projection. The physical scale, $`a0.081`$ fm, derived from the value, $`\sqrt{\sigma }=440`$ MeV, for the string tension, is intended to serve as a guide to what one might expect in “real” QCD. Clearly, an elongated Abrikosov-Nielsen-Olesen vortex forms between the charges. In Figure 4.11, a cross section through the centre plane of this vortex is displayed. While the electric field strength decreases with the distance from the core, the modulus of the dual Ginsburg-Landau (GL) wave function, $`f`$, i.e. the density of superconducting magnetic monopoles, decreases towards the centre of the vortex where superconductivity breaks down. In this study the values $`\lambda =0.15(2)`$ fm and $`\xi =0.25(3)`$ fm have been obtained for penetration depth and GL coherence length, respectively. The ratio $`\lambda /\xi =0.59(13)<1/\sqrt{2}`$ classically corresponds to a type I superconductor very close to the border of type II behaviour, i.e. QCD flux tubes appear to weakly attract each other. However, for a final settlement on which side of the Abrikosov limit $`SU(2)`$ gauge theory lies, quantum corrections should be considered. A recent analysis of the same lattice data in terms of the classical four-dimensional Abelian Higgs model has resulted in similar conclusions . For a more detailed discussion the reader is referred to Ref. .
## 5 More static potentials
We will discuss a variety of excitations of the pure gauge vacuum, such as hybrid potentials, glueballs, gluelumps, potentials between charges in non-fundamental representations and three-body potentials. In particular hybrid potentials, whose short range behaviour is related to the glueball and gluelump spectra, turn out to be relevant for quarkonia as they give rise to extra states that are not expected from the quark model. They are also related to relativistic correction terms to the static potential and determine the validity range of the adiabatic approximation as we shall see in Sections 6.3.5 and 6.5.4. Prior to discussing hybrid potentials, we shall introduce hybrid mesons.
### 5.1 Hybrid mesons
At the same time that QCD was invented it has been noticed that the spectrum of this theory should in principle contain bound states without constituent quark content, the so-called glueballs, in addition to the mesons and baryons of the quark model. The question, however, arises what constitutes the difference between a flavour singlet meson that contains “sea” gluons and a glueball that contains sea quarks. In general such hypothetically pure states will mix with each other to yield the observed particle spectrum. Still, the possibility of gluonic excitations will result in extra levels within certain mass regions that would not have been expected from simplistic pure constituent quark model arguments. Moreover, glueballs with exotic, quark model forbidden, quantum numbers should exist. While in QCD the difference at least between non-exotic glueballs and flavour singlet mesons is somewhat obscured, the quenched approximation contains “pure” glueballs and the spectrum of such states may be used as an input for mixing models .
Another non-trivial spectroscopic consequence of the QCD vacuum structure are so-called hybrid mesons , i.e. mesons with “constituent” glue; by considering excitations of the glue, mesons can acquire exotic quantum numbers too<sup>17</sup><sup>17</sup>17The possibility of mixing with such exotic hybrids as well as four quark ($`q\overline{q}q\overline{q}`$) molecules in fact renders the notion even of a spin-exotic glueball fuzzy in full QCD.. There is a slight problem with the notion of “constituent” glue. Neither the number of gluons is conserved, nor do they have a non-vanishing rest mass. How then can one define the difference between “constituent” and “sea” glue? Do not all mesons include a gluonic component? Even in the quenched approximation, where a glueball is a perfectly well defined object, we cannot easily switch off “sea” gluons to identify hybrids. What a “hybrid” is can only be understood within certain models like bag models , the strong coupling lattice model or the flux tube model that distinguish between hybrids and standard quark model states. Such models offer extensions of the quark model that help in classifying the observed hadron spectrum and can guide lattice simulations as well as sum rule calculations. In Section 6.5.4 we shall also see that in the framework of a semi-relativistic expansion the classification can be made more precise.
In full QCD an operator that is bilinear in the quark fields with given $`J^{PC}`$ content and flavour related quantum numbers isospin, $`I`$ and $`I_3`$, strangeness, charm and beauty will in general couple to all mesonic states within the given channel: in particular QCD makes no clear distinction between states with identical quantum numbers such as the flavour singlet states $`\eta `$, $`\eta ^{}`$, $`\eta _c`$ and $`\eta _b`$ and, for instance, pseudo-scalar glueballs: in the flavour singlet sector even the notion of a valence quark as opposed to a sea quark is, strictly speaking, ill defined. However, the $`\eta _c`$ is experimentally clearly distinct from an $`\eta `$, containing light constituent quarks; almost no mixing between the would-be pure $`c\overline{c}`$ and the corresponding pure light quark state of the naïve quark model occurs: while this is not an exact symmetry the assumption that the number of valence charm quarks and anti-quarks are separately conserved is a very good approximation of the physical situation. In this sense, one can still assign a flavour to individual constituent quarks.
We intend to create a meson, i.e. a state containing a quark, $`q`$, and an anti-quark, $`\overline{q}^{}`$, with given $`J^{PC}`$ assignment. The most general creation operator that is bilinear in the quark fields is,
$$\underset{𝐱}{}\overline{q}_{𝐱,\mu }^\alpha \mathrm{\Gamma }_{\mu \nu }O_𝐱^{\alpha \beta }[U]q_{\mathrm{𝟎},\nu }^\beta ,$$
(5.1)
where we have chosen the coordinates such that the quark is at the origin. $`\alpha ,\beta =1,2,3`$ are colour and $`\mu ,\nu =1,\mathrm{},4`$ Dirac indices. While $`\mathrm{\Gamma }`$ determines the internal spin symmetry of the state, the function of the gauge fields, $`O`$, generates both, relative angular momentum of the quarks as well as excitations of the gluonic degrees of freedom. For trivial $`O_𝐱^{\alpha \beta }=\delta _{\alpha \beta }\delta (𝐱)`$, $`\overline{q}\gamma _5q`$ creates a pseudo-scalar meson ($`J^{PC}=0^+`$) and $`\overline{q}\gamma _\mu q`$ a vector ($`1^{}`$): in a colour and flavour singlet state without relative angular momentum of the quarks, Fermi statistics implies, $`P=1`$ and $`C=(1)^s`$ (in this special case $`𝐉=𝐒`$). When one allows $`q`$ to differ from $`\overline{q}^{}`$, the creation operator is no longer a charge eigenstate and scalars $`\overline{q}^{}q`$ ($`0^+`$) as well as axial-vectors $`\overline{q}^{}\gamma _5\gamma _\mu q`$ ($`1^+`$) can easily be created too.
In general, each $`O_𝐱`$ is a combination of gauge connections between $`\mathrm{𝟎}`$ and $`𝐱`$. If one allows $`O`$ to have a non-trivial spatial distribution, angular momentum, $`𝐋`$, can be introduced. This can be achieved by the choice, $`O_𝐱=Y_{ll_3}(\theta ,\varphi )U(𝐱)`$, where $`U(𝐱)`$ denotes a Schwinger line connecting $`\mathrm{𝟎}`$ with $`𝐱`$ and $`Y_{ll_3}`$ are the familiar spherical harmonics<sup>18</sup><sup>18</sup>18On the lattice the continuum $`O(3)`$ rotation group is broken down to the discrete point group, $`O_h`$, associated with the cubic symmetry plus inversions, and the spherical harmonics will be replaced by functions that are designed to project onto irreducible representations of the latter subgroup, rather than onto continuum $`l`$. The necessary group theory has been worked out in Refs. for glueballs and in Ref. for hybrid mesons. Since $`O_h`$ is a subgroup of $`O(3)`$, irreducible representations of the point group can be subduced from a spin representation of the continuous group. See also Refs. .. By combining such angular excitations with the pseudo-scalar creation operator, all $`q\overline{q}`$ states, $`J^{PC}=0^+,1^+,2^+,\mathrm{}`$, can be created while combination with a vector results in, $`J^{PC}=0^{++},1^{},1^{++},2^{},2^{++},\mathrm{}`$. Note that $`P=(1)^{l+1},C=(1)^{l+s}`$.
Let us now investigate the case, $`O_𝐱^{\alpha \beta }=\delta (𝐱)B_{\mathrm{𝟎},i}^{\alpha \beta }`$. The chromo-magnetic field, $`𝐁=_a𝐁^aT^a`$, transforms like an octet under gauge transformations and is traceless. It has the internal quantum numbers of an axial vector, $`1^+`$, while the electric field $`𝐄`$ is a vector, $`1^{}`$. Obviously, the combination, $`\overline{q}^\alpha \gamma _5B_i^{\alpha \beta }q^\beta `$, in which the quarks couple to a colour octet and interact with the magnetic gluon, shares the vector $`J^{PC}=1^{}`$ spin assignment with the quark singlet state, $`\overline{q}^\alpha \gamma _iq^\alpha `$, while both, $`\overline{q}^\alpha \gamma _iB_i^{\alpha \beta }q^\beta `$ and $`\overline{q}^\alpha \gamma _5q^\alpha `$ are pseudo-scalars: It appears plausible to assume that the colour singlet operators have a better overlap with the physical ground state while the colour octet operators show an improved coupling with would-be hybrid excitations. We finally note that $`ϵ_{ijk}\overline{q}^\alpha \gamma _jB_k^{\alpha \beta }q^\beta `$ results in a spin-exotic $`1^+`$ assignment.
In general, one will employ a spatially extended creation operator. Two examples of such lattice operators, $`O`$, that incorporate bended gauge transporters (staples) which result in a non-trivial gluonic state are depicted in Figure 5.1. The first one corresponds to a lattice spin content, $`T_1^+`$, while the second one is within the $`T_1^+`$ representation of $`O_hC`$. The lowest lying continuum spin from which $`T_1`$ can be subduced is, $`l=1`$. In combining the above paths with various possible quark bilinears , the first operator projects onto mesons with $`J^{PC}=0^+,\mathrm{𝟏}^+,1^{},2^+,\mathrm{}`$ while the second operator yields, $`J^{PC}=\mathrm{𝟎}^+,1^+,1^{++},\mathrm{𝟐}^+,\mathrm{}`$. Spin-exotic states have been indicated in bold. The lightest spin exotic mesons come out to have $`J^{PC}=1^+`$ in studies of both, quenched QCD and QCD with two flavours of sea quarks . As a next step mixing effects with possible $`\pi f_1`$ spin-exotic four-quark molecules should be considered.
### 5.2 Hybrid potentials
While the distinction between a hybrid meson and an ordinary meson is not well defined, a hybrid potential with quantum numbers other than $`\mathrm{\Sigma }_g^+`$ between static colour sources, separated by a distance $`𝐫`$ is clearly distinct from the ground state potential or its radial excitations of the ground state potential. Hybrid potentials can be classified in analogy to excitations of homonuclear diatomic molecules . The relevant symmetry group is $`D_\mathrm{}h`$ in the continuum and $`D_{4h}`$ on a cubic lattice (for on-axis separation of the sources). An angular momentum $`\mathrm{\Lambda }_{\widehat{𝐫}}`$ about the molecular axis can be assigned to the state. In addition, the state might transform evenly (gerade, g) or oddly (ungerade, u) under the combined parity of a charge inversion and a reflection about the midpoint of the axis, $`\eta `$. Finally, reflections with respect to a plane that includes the axis can be performed. For $`\mathrm{\Lambda }=|\mathrm{\Lambda }_{\widehat{𝐫}}|0`$ such reflections just transform one state within a $`\mathrm{\Lambda }`$-doublet into the other: $`\mathrm{\Lambda }_{\widehat{𝐫}}\mathrm{\Lambda }_{\widehat{𝐫}}`$. However, for $`\mathrm{\Lambda }=0`$, the transformation property under this reflection gives rise to an extra parity index, $`\sigma _v`$. Conventionally, the angular momentum is labelled by a capital Greek letter, $`\mathrm{\Lambda }=0,1,2,3\mathrm{}=\mathrm{\Sigma },\mathrm{\Pi },\mathrm{\Delta },\mathrm{\Phi }\mathrm{}`$. The straight line connection transforms in accord with the representation, $`\mathrm{\Sigma }_g^+`$. In Figure 5.2, we have visualised a creation operator for the lattice $`D_{4h}`$ state, $`E_u`$, that can be subduced from the continuum representation, $`\mathrm{\Pi }_u`$. The fact that staples pointing into positive and negative directions are subtracted from each other reflects the spin one nature of the state. Note that the combinations of Figure 5.1 contain similar elementary paths. The necessary group theory and lattice operators have been worked out in Ref. .
Lattice results for hybrid potentials have been obtained in $`SU(2)`$ and $`SU(3)`$ gauge theories as well as in QCD with two flavours of sea quarks . For a recent review, see Ref. . Employing the adiabatic and non-relativistic approximations for heavy quarks, one can estimate possible hybrid charmonia and bottomonia levels by solving the Schrödinger equation with such hybrid potentials. The only peculiarity is that the angular momentum, $`𝐊=𝐋+𝐒_g`$, that couples to the spin of the quarks, $`𝐒=𝐒_1+𝐒_2`$, to produce the total spin, $`𝐉=𝐊+𝐒`$, differs from the angular momentum due to the relative motion of the quarks, $`𝐋`$. $`𝐒_g`$ denotes the spin of the gluonic flux tube whose projection onto the axis is, $`\mathrm{\Lambda }_{\widehat{𝐫}}=𝐒_g\widehat{𝐫}`$. Thus, $`k\mathrm{\Lambda }|𝐒_g^2|k\mathrm{\Lambda }\mathrm{\Lambda }(\mathrm{\Lambda }+1)`$ and $`k\mathrm{\Lambda }`$. Within the leading order Born-Oppenheimer approximation, $`𝐊`$ and $`\mathrm{\Lambda }`$ are conserved, but not $`𝐋`$ or $`𝐒_g`$. The centrifugal term, $`l(l+1)`$ that appears in the radial Schrödinger equation, Eq. (A.2), has to be substituted by the correct factor , $`𝐋^2=k(k+1)2\mathrm{\Lambda }^2+𝐒_g^2`$.
Mass estimates of hybrid bottomonia, obtained in this way from hybrid potentials, can be found in Refs. . Like in the case of light mesons the $`1^+`$, $`0^+`$ and $`2^+`$ quarkonium spin-exotica, that are governed by the $`\mathrm{\Pi }_u`$ potential in the adiabatic approximation, turn out to be the lightest ones. Within the quenched, non-relativistic and leading order Born-Oppenheimer approximations bottomonia hybrids come out to lie only slightly above the $`B\overline{B}`$ threshold. To this order in the semi-relativistic expansion, which does not yet incorporate spin sensitive terms, the masses of hybrid $`\mathrm{𝟎}^+`$, $`0^+`$, $`\mathrm{𝟏}^+`$, $`1^{}`$, $`1^+`$, $`1^{++}`$, $`\mathrm{𝟐}^+`$ and $`2^+`$ states are degenerate. It is clear, however, that for the non-exotic hybrids the use of an excited state potential within the Born-Oppenheimer approximation is at best dubious.
In Figure 5.3, the spectrum of hybrid potentials from the most comprehensive study so far is displayed. Continuum limit extrapolated lattice results are indicated by pairs of solid curves while dotted curves correspond to the classical Nambu-Goto string expectation in four dimensions, Eq. (4.27). Dashed curves indicate $`n\pi /r`$ gaps, added to the ground state potential, the leading order contribution of the bosonic string picture. To guide the eye, the lowest lying states, $`\mathrm{\Sigma }_g^+`$ and $`\mathrm{\Pi }_u`$, are included into both plots. Note that a $`\mathrm{\Phi }_u`$ interpretation of the $`\mathrm{\Pi }_u^{}`$ state cannot be excluded from the lattice data. However, as we shall see at the end of Section 5.3, other evidence speaks in favour of the $`\mathrm{\Pi }_u^{}`$ assignment. Most states are in clear disagreement with the simple model expectation up to distances as big as 3 fm where sub-leading terms of the string picture are rather small as the differences between dashed and dotted curves show. While this contrasts the findings of Ref. for closed strings (torelons) and those of Ref. for hybrid potentials, investigations of the ground state flux tubes between static sources indicate half widths of about 1 fm . Thus, although 3 fm is big in comparison with typical hadronic scales, the amplitude of string fluctuations is still quite large in relation to the longitudinal extent. Therefore, in an effective string representation the possibility of higher dimensional correction terms to the Nambu-Goto action might have to be considered.
The small distance behaviour exhibits a rich structure too and some states appear to try to become degenerate. In particular the change of curvature of the $`\mathrm{\Pi }_g`$ potential at small $`r`$ appears puzzling. In the limit, $`r0`$, the quarks combine to an octet or a singlet colour representation. The octet channel in which the sources explicitly couple to gluons should have relevance for the hybrid potentials that differ from the ground state by excitations of the gluonic flux tube. One might therefore assume that the short distance behaviour is determined by the perturbative octet potential $`V_o(r)=1/8V_s(r)`$. This is in agreement with the observation that the curvature of all potentials (with the exception of $`\mathrm{\Pi }_g`$) is smaller than and opposite in sign to the one of the ground state potential. Note that in the framework of potential NRQCD (pNRQCD), the hybrid potentials have also been predicted to follow $`V_o`$ to leading order, up to non-perturbative constants .
We would like to mention that in QED potentials can be classified in exactly the same way. Nonetheless, in the deconfined phase, that is realised in nature, the spectrum of excitations above the ground state Coulomb potential is continuous since photons of arbitrary momentum can be emitted. This is not so in QCD. However, the spectrum of QCD potentials will become continuous too above glueball pair<sup>19</sup><sup>19</sup>19Due to momentum conservation radiation of a single glueball is forbidden. radiation thresholds or, when allowing for light sea quarks, meson pair radiation thresholds.
### 5.3 Glueballs, glueballinos and hybrid potentials
In the limit, $`r0`$, the cylindrical symmetry of a (hybrid) potential creation operator is enlarged to that of the full rotational group in three dimensions, $`D_\mathrm{}hO(3)C`$ (or, on a cubic lattice, $`D_{4h}O_hC`$). Irreducible representations of the subgroup with spin $`\mathrm{\Lambda }`$ can be subduced from irreducible representations of the rotational group with spin $`J\mathrm{\Lambda }`$, as illustrated in Table 5.1. Note that $`P=\sigma _v`$, $`C=\eta \sigma _v`$. Moreover, states can be classified as singlets and octets in accord with their local gauge transformation properties. While a singlet state decouples from the temporal transporters within an $`r=0`$ “Wilson loop”, an octet state couples to a temporal Schwinger line in the adjoint representation. In the infinite mass limit, where spin can be neglected, the temporal transporter can be interpreted as the propagator of a static gluino, in analogy to fundamental lines representing a static quark. Consequently, the octet state is called a glueballino or gluelump while the singlet state that, neglecting quark pair creation, contains nothing but glue represents a glueball.
Gluelump masses can be extracted from the decay of the correlation function,
$$C(t)=\frac{1}{2N}H_{\mathrm{𝟎},t}^a[U_\mathrm{𝟎}^A(t)]^{ab}H_{\mathrm{𝟎},0}^b,$$
(5.2)
in Euclidean time. $`U_𝐱^A(t)`$ denotes an adjoint Schwinger line connecting the point $`(𝐱,0)`$ with $`(𝐱,t)`$ and $`H`$ is a local operator in the adjoint representation. The simplest example is, $`H^aB_3^a`$, where $`2\text{tr}(H^FT^a)=_bH^b2\text{tr}(T^bT^a)=H^a`$. This operator corresponds to an axial-vector, $`J^{PC}=1^+`$, from which the $`D_\mathrm{}h`$ hybrid potentials, $`\mathrm{\Pi }_u`$ and $`\mathrm{\Sigma }_u^{}`$, can be subduced in the limit, $`r0`$. The three possible orthogonal choices of the direction $`i`$ of $`B_i^A`$ correspond to the dimensionality, $`2J+1`$, of the $`J=1`$ representation which is identical to the sum of dimensions of the subduced representations, $`\mathrm{\Pi }_u`$ and $`\mathrm{\Sigma }_u^{}`$: $`2+1`$. From Eqs. (B.16), (3.7) and (3.8), we obtain lattice definitions of magnetic and electric field strength operators,
$$gB_{x,i}=\frac{1}{2ia^2}ϵ_{ijk}\mathrm{\Pi }_{x,jk},gE_{x,i}=\frac{1}{2ia^2}\left(\mathrm{\Pi }_{x,i}^t\mathrm{\Pi }_{x,i}^t\right),$$
(5.3)
that approximate the continuum limit up to $`𝒪(a)`$ lattice artefacts \[$`𝒪(a^2)`$ in $`SU(2)`$ gauge theory\]. In $`SU(3)`$ gauge theory one would preferably modify the above definitions,
$$B_{x,i}B_{x,i}^{}=B_{x,i}\text{Tr}(B_{x,i})\mathrm{𝟏},E_{x,i}E_{x,i}^{}=E_{x,i}\text{Tr}(E_{x,i})\mathrm{𝟏},$$
(5.4)
to eliminate order $`a`$ scaling violations.
$$\mathrm{\Pi }_{x,ij}=\frac{1}{4}\left(U_{x,i,j}+U_{x,i,j}+U_{x,i,j}+U_{x,i,j}\right)$$
(5.5)
denotes a “clover leaf” sum of four elementary plaquettes, Eq. (3.6), while,
$$\mathrm{\Pi }_{x+\frac{a}{2}\widehat{4},i}^t=\frac{1}{2}\left(U_{x,i,4}+U_{x,i,4}\right),$$
(5.6)
is defined at half-integer values of the lattice time, $`t/a`$. Note that $`\mathrm{\Pi }_{x,ij}=\mathrm{\Pi }_{x,ji}^{}`$.
The correlation function of Eq. (5.2) is visualised in Figure 5.4. $`1^{}`$ states can be created by operators, $`H_iE_i^A`$, or by the operators, $`H_iϵ_{ijk}D_j^AB_k^A`$. The latter operator is local in time and would preferably be used in lattice simulations. The five operators, $`D_i^AB_j^A\frac{1}{3}\delta _{ij}D_i^AB_j^A`$, couple to $`2^{}`$ states etc.. A table containing continuum creation operators for various quantum numbers can be found for instance in Ref. .
The correlation function, Eq. (5.2), can be rewritten in terms of operators in the fundamental representation by use of the completeness relation,
$$2\underset{a}{}T_{\alpha \beta }^aT_{\gamma \delta }^a=\delta _{\alpha \delta }\delta _{\beta \gamma }\frac{1}{N}\delta _{\alpha \beta }\delta _{\gamma \delta },$$
(5.7)
and the identity $`(U^A)^{ab}=2\text{tr}(UT^aU^{}T^b)`$. The result reads,
$$C(t)=\text{Tr}_F\left[H_{\mathrm{𝟎},t}^FU_\mathrm{𝟎}(t)H_{\mathrm{𝟎},0}^{F,}U_\mathrm{𝟎}^{}(t)\right],$$
(5.8)
where the disconnected part, $`\text{Tr}H^F\text{Tr}H^{F,}`$, vanishes due to, $`\text{Tr}H^F=H^a\text{Tr}T^a=0`$. The above correlation function resembles a “hybrid” Wilson loop in the limit, $`r0`$. In this limit, the Wilson loop can be factorised into singlet and octet components,
$$W_\mathrm{\Psi }(r,t)=c_1e^{m_{\text{gluelump}}(a)t}+c_2e^{[m_{\text{glueball}}+V_{\mathrm{\Sigma }_g^+}(r,a)]t}+\mathrm{}(r0),$$
(5.9)
where on the lattice, $`V_{\mathrm{\Sigma }_g^+}(0,a)=\widehat{V}_{\mathrm{\Sigma }_g^+}(0)+V_{\text{self}}(a)=0`$. At $`ra`$, $`\widehat{V}_{\mathrm{\Sigma }_g^+}(r)`$ will approach the continuum potential. From the above representation we expect certain groups of hybrid potentials to become degenerate with each other as $`r0`$ and to assume the mass of the lightest glueball or gluelump within the sector of allowed $`J^{PC}`$ quantum numbers that have overlap with the hybrid string creation operator, $`\mathrm{\Psi }^{}`$.
Like static potentials, any gluelump mass will contain a finite contribution and a ($`J^{PC}`$ independent) contribution due to the self-energy of the static sources that will diverge in the continuum limit,
$$m_{\text{gluelump}}(a)=m_{\text{finite}}+m_{\text{self}}(a).$$
(5.10)
In order to obtain predictions on (hypothetical) glueballino masses, one has to substitute the (unphysical) self-energy by the rest mass of the constituent gluino in some appropriate scheme. Keeping this in mind, without additional input, only splittings of glueballino masses with respect to the ground state can be determined from lattice simulations of glueballino correlation functions. In analogy to Eq. (4.53), we obtain the tree level result,
$$m_{\text{self}}(a)=\frac{C_A}{C_F}\frac{V_{\text{self}}(a)}{2}=\frac{N^2}{N^21}V_{\text{self}}(a)>V_{\text{self}}(a):$$
(5.11)
the self-energy associated with the adjoint static source diverges faster than that of the two fundamental sources within the static potential. In view of this observation, it is clear that in the continuum limit, the glueball within Eq. (5.10) will be the lighter state and that the level ordering of the hybrid potentials at zero distance will be determined by the glueball spectrum. Increasing the separation a bit such that breaking of the rotational symmetry still remains small the generalised Wilson loop will contain a contribution which resembles the correlation function of a gluelump with a self-energy that is reduced as the adjoint source becomes smeared out into two fundamental sources. Depending on the size of gluelump level splittings in relation with the glueball spectrum, it is therefore quite possible that at small distances the spectrum of hybrid potentials will be guided by the ordering of gluelump levels before, towards $`r0`$, the glueballs finally take over. Note that if we allow for sea quarks, flavour singlet mesons and meson pairs will become lighter than the respective glueball levels and determine the short distance behaviour.
What ordering of gluelump and glueball states do we expect? In the MIT bag model for instance the lightest gluonic mode is the TE mode ($`J^P=1^+`$), followed by the TM mode ($`J^P=1`$). Hence, one might expect the axial-vector gluelump to be lighter than the vector gluelump. Such concepts have been generalised by assuming that masses of particles increase with the lowest possible dimension of an operator with which the state in question can be created. While derivatives, $`D`$, have dimension $`m`$, quark creation operators, $`q`$, carry dimension $`m^{3/2}`$ and chromo electro-magnetic field operators, $`E`$ and $`B`$, dimension $`m^2`$. Only the $`1^+`$ and the $`1^{}`$ gluelumps can be created by operators of dimension two; all other states require derivatives or additional fields. Based on this simple picture, one would expect $`1^+`$ to be the lighter state since a magnetic operator ($`B`$) excites a TE field. The next state would be $`1^{}`$ ($`E`$), followed by $`2^{}`$ ($`DB`$) and $`2^+`$ ($`DE`$) and eventually states containing two derivatives ($`3^+,3^{}`$) or two gluonic fields ($`0^{++},2^{++},0^+,2^+`$) etc.. Indeed, the gluelump spectrum of Figure 5.5 seems to follow this qualitative pattern that has also been predicted in Refs. .
The lowest dimensional operator that can be used to create a glueball has dimension four. Here, we would expect the lowest states to be made up from two TE gluons ($`BB`$), coupling to $`0^{++}`$ and $`2^{++}`$, followed by $`0^+`$ and $`2^+`$, containing a TE plus a TM excitation, followed by $`1^{++}`$ and $`3^{++}`$ from dimension five $`BDB`$ operators (or an excited $`0^{++}`$ from two TE modes) etc.. However, as is revealed by Figure 5.6 , this simple picture fails after the first 3–4 states: the $`1^+`$ is too light. The strong coupling model , in which one would expect the ordering $`0^{++}`$, $`2^{++}`$, $`1^+`$ from the perimeter of the minimal loop required to create the state in question on the lattice, in contrast, fails to predict the low mass of the pseudo-scalar glueball. Of course an abundance of alternative qualitative and quantitative pictures of the QCD vacuum exists that result in somewhat different expectations. A detailed discussion of such models and the underlying assumptions is beyond the scope of the present article.
From the spectrum of glueballs<sup>20</sup><sup>20</sup>20When allowing for light sea quarks, due to mixing with flavour singlet mesons, the level ordering will be completely different, starting with the pseudo-scalar $`\mathrm{\Sigma }_u^{}`$. and Table 5.1 we expect the $`\mathrm{\Sigma }_g^+`$ potential to be separated from the ground state by a scalar glueball mass $`m(0^{++})`$ at small distances, followed by three degenerate potentials $`\mathrm{\Sigma }_g^{+\prime \prime }`$, $`\mathrm{\Pi }_g`$ and $`\mathrm{\Delta }_g`$ which will be separated from the ground state by $`m(2^{++})`$, $`\mathrm{\Sigma }_u^{}`$ separated by $`m(0^+)`$, another $`m(0^{++})`$ triplet of potentials and a set of $`\mathrm{\Pi }_u`$ and $`\mathrm{\Sigma }_u^{}`$ states, separated by $`m(1^+)`$. In the regime of somewhat bigger $`r`$, which is dominated by gluelumps, we expect a low, almost degenerate pair of hybrid potentials, $`\mathrm{\Pi }_u`$ and $`\mathrm{\Sigma }_u^{}`$, corresponding to $`1^+`$, followed by a $`\mathrm{\Pi }_g,\mathrm{\Sigma }_g^{}`$ ($`1^{}`$) pair and a $`\mathrm{\Sigma }_g^{},\mathrm{\Pi }_g^{},\mathrm{\Delta }_g`$ ($`2^{}`$) triplet. Indeed, Figure 5.3 reveals that the $`\mathrm{\Sigma }_u^{}`$ and $`\mathrm{\Pi }_u`$ potentials are the lowest excitations at small $`r`$, and approaching each other. With $`r0`$ we would expect the levels to cross as the value of $`\mathrm{\Sigma }_u^{}`$ will tend towards the ground state potential plus a pseudo-scalar glueball mass. Confirmation of this effect, however, requires lattice spacings that are sufficiently small to yield a gluelump mass exceeding that of the glueball in question<sup>21</sup><sup>21</sup>21 Moreover, some hybrid Wilson loops are constructed in such a way that one would expect them to better project onto states determined by the gluelump spectrum rather than the glueballs which will complicate numerical studies of the expected level crossings at short distance.. All the remaining levels are in complete agreement with the ordering and degeneracy expectations from the gluelump considerations too, with the exception of the $`\mathrm{\Delta }_u`$ that comes out to be somewhat higher than its degenerate $`2^+`$ $`\mathrm{\Sigma }_u^+`$ and $`\mathrm{\Pi }_u^{}`$ partners. Unfortunately, no data on $`\mathrm{\Pi }_g^{}`$ exists, which we would have expected to become degenerate with $`\mathrm{\Delta }_g`$ and $`\mathrm{\Sigma }_g^{}`$ at small $`r`$.
Lattice simulations reveal that at spacings, $`a^1>2`$ GeV, the sum of the scalar glueball mass and the ground state potential at the shortest accessible distance, $`V_{\mathrm{\Sigma }_g^+}(a)`$, becomes smaller than the mass of the lightest ($`1^+`$) gluelump. In the framework of effective field theories (see Section 6) a cut-off on gluon momenta is imposed. We conclude that as long as this cut-off does not exceed about 2 GeV hybrid related interactions are governed by the spectrum of gluelumps at short distance while when allowing for harder gluons, glueball channels will become increasingly important.
### 5.4 Casimir scaling
It is possible to determine the potential between colour sources not only in the fundamental representation (quarks) but in any representations of the gauge group. We have already discussed bound states between static adjoint sources (gluinos) and relativistic gluons above. Despite the availability of a wealth of information on fundamental potentials, only few lattice investigations of forces between sources in higher representations of gauge groups, $`SU(N)`$, exist. Most of these studies have been performed in $`SU(2)`$ gauge theory in three and four space-time dimensions. Zero temperature results for $`SU(3)`$ can be found in Refs. while four-dimensional determinations of Polyakov line correlators in non-fundamental representation have been performed at finite temperature by Bernard for $`SU(2)`$ and Refs. for $`SU(3)`$ gauge theory. We have already discussed the $`SU(2)`$ results of Refs. and the finite temperature results in the context of string breaking in Section 4.9 and shall focus on $`d=4`$ $`SU(3)`$ zero temperature simulations below.
For the static potential in the singlet channel in position space, tree level perturbation theory yields the result<sup>22</sup><sup>22</sup>22In fact this relation turns out to hold to at least two loops (order $`\alpha _s^3`$.,
$$V(r,\mu )=C_D\frac{\alpha _s}{r}+d_DV_{\text{self}}(\mu ),$$
(5.12)
in analogy to Eq. (4.45). $`D=1,3,6,8,10,\mathrm{}`$ labels the representation of $`SU(3)`$. $`D=3`$ corresponds to the fundamental representation, $`F`$, and $`D=8`$ to the adjoint representation, $`A`$. $`C_D`$ labels the corresponding quadratic Casimir operator, $`C_D=\text{Tr}_DT_a^DT_a^D`$, with the generators $`T_a^D`$ fulfilling the commutation relations of Eq. (B.7), $`[T_a^D,T_b^D]=if_{abc}T_c^D`$. Table 5.2 contains all representations $`D`$, the corresponding weights $`(p,q)`$ for $`p+q4`$ and the ratios of Casimir factors, $`d_D=C_D/C_F`$. In $`SU(3)`$ we have $`C_F=4/3`$, and $`z=\mathrm{exp}(2\pi i/3)`$ denotes a third root of 1.
We denote group elements in the fundamental representation by $`U`$. The traces of $`U`$ in various representations, $`W_D=\text{tr}U_D`$, can easily be worked out,
$`W_3`$ $`=`$ $`\text{tr}U,`$ (5.13)
$`W_8`$ $`=`$ $`\left(|W_3|^21\right),`$ (5.14)
$`W_6`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[(\text{tr}U)^2+\text{tr}U^2\right],`$ (5.15)
$`W_{15a}`$ $`=`$ $`\text{tr}U^{}W_6\text{tr}U,`$ (5.16)
$`W_{10}`$ $`=`$ $`{\displaystyle \frac{1}{6}}\left[(\text{tr}U)^3+3\text{tr}U\text{tr}U^2+2\text{tr}U^3\right],`$ (5.17)
$`W_{24}`$ $`=`$ $`\text{tr}U^{}W_{10}W_6,`$ (5.18)
$`W_{27}`$ $`=`$ $`|W_6|^2|W_3|^2,`$ (5.19)
$`W_{15s}`$ $`=`$ $`{\displaystyle \frac{1}{24}}[(\text{tr}U)^4+6(\text{tr}U)^2\text{tr}U^2+3(\text{tr}U^2)^2`$
$`+`$ $`8\text{tr}U\text{tr}U^3+6\text{tr}U^4].`$
Note the difference, $`\text{Tr}_DU_D=\frac{1}{D}\text{tr}U_D=\frac{1}{D}W_D`$: the normalisation of $`W_D`$ differs from that of the Wilson loop of Eq. (4.1) by a factor $`D`$. Under the replacement, $`UzU`$, $`W_D`$ transforms like, $`W_Dz^{pq}W_D`$.
In Section 4.7.2 we have seen that for distances $`r0.6r_0`$ 0.3 fm the fundamental potential is well described by the Cornell parametrisation,
$$V_F(r)=V_{0,F}\frac{e_F}{r}+\sigma _Fr.$$
(5.21)
Perturbation theory \[Eq. (5.12)\] tells us, $`V_{0,D}d_DV_{0,F}`$ and $`e_Dd_De_F`$. While the fundamental potential in pure gauge theories linearly rises ad infinitum, the adjoint potential will be screened by gluons and, at sufficiently large distances, decay into two disjoint gluelumps. This string breaking has indeed been confirmed in numerical studies . Therefore, strictly speaking, the adjoint string tension is zero. In fact, all charges in higher than the fundamental representation will be at least partially screened by the background gluons. For instance, $`\mathrm{𝟔}\mathrm{𝟖}=\mathrm{𝟐𝟒}\mathrm{𝟏𝟓}𝐚^{}\mathrm{𝟔}\mathrm{𝟑}^{}`$: in interacting with the glue, the sextet potential obtains a fundamental ($`\mathrm{𝟑}^{}`$) component. A simple rule, related to the centre of the group, is reflected in Eqs. (5.13) – (5.4): wherever $`z^{pq}=1`$, the source will be reduced into a singlet component at large distances while, wherever $`z^{pq}=z(z^{})`$, it will be screened, up to a residual (anti-)triplet component, i.e. one can easily read off the asymptotic string tension ($`0`$ or $`\sigma _F`$) from the third column of Table 5.2, rather than having to multiply and reduce representations. As a result, the self adjoint representations, $`\mathrm{𝟖}`$ and $`\mathrm{𝟐𝟕}`$, as well as the representation, $`\mathrm{𝟏𝟎}`$, will be completely screened while in all other representations with $`p+q4`$ a residual fundamental component survives. The same argument, applied to $`SU(2)`$, results in the prediction that all odd-dimensional (bosonic) representations are completely screened while all even-dimensional (fermionic) representations will tend towards the fundamental string tension at large distances.
While the string tension approaches either $`0`$ or $`\sigma _F`$ at very large distances, in an intermediate range an approximate linear behaviour is found , such that one might speculate whether in this region the Casimir scaling hypothesis , $`\sigma _Dd_D\sigma _F`$, that is exact in two-dimensional QCD, holds. This hypothesis has been challenged by the fact that in all but two lattice simulations the expected Casimir slope is under-estimated. Motivated by this observation other models have been suggested, like scaling in proportion with the number of fundamental flux tubes embedded into the higher representation vortex<sup>23</sup><sup>23</sup>23Some other alternatives have been suggested in the past. In a bag model calculation, for instance, the result, $`\sigma _D=\sqrt{C_D/C_F}\sigma _F`$, was obtained . \[$`p+q`$ in $`SU(3)`$, which happens to coincide with Casimir scaling in the large $`N`$ limit. Casimir scaling and flux counting predictions, at least for the lower dimensional representations, are close to each other, such that discriminating between them represents a numerical challenge.
The latest lattice results for $`SU(3)`$ gauge theory from Ref. are displayed in Figure 5.7 in lattice units, $`a_\sigma r_0/60.085`$ fm. Note, that the raw lattice data are displayed and no self-energy pieces have been subtracted. The data have been obtained on lattices with an anisotropic Wilson action and tiny temporal lattice spacing, $`a_\tau ^14a_\sigma ^124r_0^19.5`$ GeV. The fundamental potential for distances, $`r0.6r_0`$, has been fitted to Eq. (5.21). The expectations on the potentials, $`V_D(r)`$, which are displayed in the Figure, correspond to the resulting fit curve, multiplied by the factors $`d_D`$. As one can see, up to distances where the signal disappears into noise or the string might break, the data are well described by the Casimir scaling assumption. Since this study has been performed on the finest lattice resolution so far, it can very well be that the underestimation of the Casimir scaling prediction of previous studies is a lattice artefact that will disappear after an extrapolation to the continuum limit. Indeed, a close inspection of data for the three-dimensional $`SU(2)`$ case shows the tendency that the Casimir scaling expectation is approached from below with decreasing lattice spacing. It is still an open question whether Casimir scaling only holds approximately or if it is exact for distances smaller than the corresponding string breaking scales.
### 5.5 Three-body potentials
Although weak decays turn the phenomenology of hadrons composed of three or more heavy quarks experimentally unpromising, predicting properties of such heavy quark systems is the starting point for understanding multi-quark bound states from QCD and, eventually, nuclear physics. The first steps into the latter direction of including light quarks have been done by Michael and Pennanen who investigate systems composed of two light and two heavy quarks or the even more ambitious study of the $`uuddss`$ $`H`$-dibaryon, containing six light valence quarks by Wetzorke and collaborators . Forces between three and more static sources are not only interesting to guide the phenomenology of multi-quark states and to develop and test the lattice methodology required in this context but also for model builders: can multi-quark interactions be understood in terms of two-body interactions or have genuine three- and many-body effects to be considered? Hadronisation models for instance, which intend to explain the formation of hadronic jets in high energy scattering experiments, crucially rely on a factorisation hypothesis.
In the past years the Helsinki group has made extensive investigations of systems composed of four static $`SU(2)`$ sources , where no distinction between quarks and anti-quarks exists. These systems, therefore, have the capacity to approximate both, meson-meson and baryon-baryon interactions in QCD. The lack of difference between baryons and mesons is of course a serious limitation when trying to understand multi-quark interactions. For instance, unlike in $`SU(3)`$ where just two different pairings within four quark systems are possible, in $`SU(2)`$ three different ways of dividing the system into two colour singlets are viable: combinatorially, the four quark system finds its generalisation in $`SU(3)`$ systems composed of six quarks; however, geometrically, $`q\overline{q}q\overline{q}`$ systems come closer. Here, we will restrict our discussion to the simpler case of three quarks in QCD.
In analogy to the standard (mesonic) Wilson loop, in $`SU(N)`$ ($`N3`$) gauge theories gauge invariant baryonic Wilson loops, $`W_{Nq}`$, can be defined. for the case of $`SU(3)`$ the binding energy of a system of three static quarks at positions $`𝐱_1`$, $`𝐱_2`$, and $`𝐱_3`$ (baryonic potential, $`V_{3q}`$) can be extracted in the limit, $`t\mathrm{}`$. The baryonic Wilson loop is composed of three staples, $`U^i`$, $`i=1,2,3`$, whose colour indices are contracted at Euclidean times $`0`$ and $`t`$ by completely antisymmetric tensors,
$$W_{3q}(𝐱_1,𝐱_2,𝐱_3;t)=\frac{1}{3!}ϵ_{\alpha \beta \gamma }ϵ_{\rho \sigma \tau }U_{\alpha \rho }^1U_{\beta \sigma }^2U_{\gamma \tau }^3.$$
(5.22)
The definition of the staples, $`U^i`$, is evident from Figure 5.8. The spatial parts of the baryonic loop will in general be composed of fat or smeared links for enhanced overlap with the physical ground state. The contraction of the colour indices can take place at a spatial coordinate at time $`t`$ that differs from that at time $`0`$. Moreover, the contraction points do not necessarily have to differ from the static quark positions, $`𝐱_i`$. In the limit, $`𝐫_{12}0`$, two quarks combine to an anti-triplet, $`\mathrm{𝟑}\mathrm{𝟑}=\mathrm{𝟑}^{}\mathrm{𝟔}`$, that interacts with the remaining quark at position $`𝐱_3`$: in this limit the baryonic Wilson loop becomes a mesonic Wilson loop.
The colour factor that accompanies the tree level perturbative result reads,
$$\frac{1}{3!}ϵ_{\alpha \beta \gamma }ϵ_{\alpha \sigma \tau }T_{\beta \sigma }^aT_{\gamma \tau }^a=\frac{1}{2}\text{Tr}\left(T^aT^a\right)=\frac{C_F}{2}.$$
(5.23)
With another minus sign due to the different relative orientation of the quark lines with respect to a mesonic Wilson loop we arrive at the tree level<sup>24</sup><sup>24</sup>24In fact, this relation turns out to hold at least to order $`\alpha _s^2`$ in perturbation theory. relation,
$$V_{3q}(𝐱_1,𝐱_2,𝐱_3)=\frac{1}{2}\left[V(𝐫_{12})+V(𝐫_{23})+V(𝐫_{31})\right],$$
(5.24)
between baryonic and mesonic potentials. For the non-perturbative long range part, two models compete with each other, which we shall refer to as the star (or $`Y`$) and the $`\mathrm{\Delta }`$ laws. The first model originates from strong coupling and area minimisation considerations . The solution of the problem of finding the shortest connecting path is well known for the case of three points, i.e. for a planar geometry; three straight lines emanating from the quarks will meet at an angle of $`2\pi /3`$ at a central Steiner point, $`𝐱_S`$ (Figure 5.9). Unless one of the angles within the baryonic triangle exceeds the value $`2\pi /3`$, in which case a linear geometry will be preferred, the resulting minimal area configuration resembles a Mercedes star shape. In this case, we expect the baryonic potential to be described by parameters extracted from a Cornell fit, Eq. (5.21), to the mesonic potential, in the following way,
$$V_{3q}(𝐱_1,𝐱_2,𝐱_3)\frac{3}{2}V_0\frac{e}{2}\underset{i>j}{}\frac{1}{r_{ij}}+\sigma r_Y,$$
(5.25)
where we have approximated the terms associated with the short range behaviour by the perturbative expectation<sup>25</sup><sup>25</sup>25One might, however, argue that at least at large $`r`$ the $`1/r`$ term is related to Gaussian string fluctuations around the minimal area string world sheet and try a somewhat different ansatz..
The competing contender is the $`\mathrm{\Delta }`$ law ,
$$V_{3q}(𝐱_1,𝐱_2,𝐱_3)\frac{3}{2}V_0\frac{e}{2}\underset{i>j}{}\frac{1}{r_{ij}}+\frac{\sigma }{2}r_\mathrm{\Delta }:$$
(5.26)
although obviously, $`r_\mathrm{\Delta }>r_Y`$, in this case each static quark line is shared by two surfaces which, depending on the underlying model , can result in a pre-factor, $`1/2`$, to avoid over-counting. Since $`r_\mathrm{\Delta }/2r_Y`$, this might then be the dominant configuration. Obviously, whenever the three quarks belong to a straight line, the two models yield identical predictions. The biggest difference is encountered for the case of an equilateral triangle where the predictions disagree by about 15 %,
$$r_Y=\sqrt{3}r_{ij}=\frac{2}{\sqrt{3}}\frac{r_\mathrm{\Delta }}{2}.$$
(5.27)
Only very few lattice results on baryonic potential existed so far, with statistical errors too big to rule out either possibility. In an as yet unpublished study , however, clear evidence in support of the $`\mathrm{\Delta }`$ law has been found. The result for an equilateral triangle in lattice units is displayed in Figure 5.10 for $`SU(3)`$ gauge theory with Wilson action at $`\beta =6.0`$ ($`a0.094`$ fm): the data perfectly agree with the simple expectation, $`V_{3q}=(3/2)V_{q\overline{q}}(r_{12})`$, which, like the ratios between potentials between charges in different representations of the gauge group presented above, happens to coincide with tree level (and higher order) perturbation theory, Eq. (5.24).
It is interesting to notice that phenomenological fits of the baryon spectrum, for instance in the framework of relativised quark models in which the $`Y`$ law is assumed, yield a string tension that is reduced by about 20 % , compared to the corresponding mesonic result. This is fairly consistent with the lattice results for the configuration of the equilateral triangle presented above. We conclude that while the agreement of the lattice data with the $`\mathrm{\Delta }`$ law is appealing the question whether the $`\mathrm{\Delta }`$ law holds or an approximate $`Y`$ law with a reduced string tension is satisfied cannot conclusively be answered until additional source geometries have been investigated.
## 6 Relativistic corrections
In this Section we attempt to bridge the gap between QCD dynamics of heavy quark bound states and potential models. We will sketch the derivation of a quantum mechanical Hamiltonian, containing the static potential as well as semi-relativistic correction terms. To leading order this has been pioneered by Wilson, Brown and Weisberger some 20 years ago. As soon as the approach was generalised to higher orders in the inverse heavy quark mass, $`m^1`$, or, better, relative heavy quark velocity, $`v`$, certain inconsistencies appeared between the non-perturbatively derived general form of the interaction and a direct perturbative evaluation of the potential between two heavy quark sources at order $`\alpha _s^2/m^2`$.
A lot of progress in the understanding of effective theories, in particular in the matching of low energy theories to QCD has been achieved since then, and the problem is now understood and removed. Motivated by these developments, we choose to start our discussion from non-relativistic QCD (NRQCD) in the continuum and on the lattice, before we address relativistic corrections to the heavy quark potential. Special emphasis is put on the matching problem. We shall also see that the validity of the adiabatic approximation is very closely tied to that of the non-relativistic expansion. Finally, lattice results on the heavy quark interaction will be presented.
### 6.1 NRQCD
#### 6.1.1 The problem
We wish to consider mesonic bound states that contain two heavy quarks, namely the $`J/\psi `$, $`\mathrm{{\rm Y}}`$ and $`B_c`$ quarkonia families. Typical binding energies, $`\overline{\mathrm{\Lambda }}`$, turn out to be a few hundred MeV, similar to systems that are entirely composed of light constituent quarks. The quark mass, $`m`$, however, is much larger. This difference in scales results in complications when evaluating physical properties. In a standard lattice computation for instance one has to work at lattice cut-offs, $`am^1`$, in order to resolve the heavy quark while at the same time the box size has to be kept sufficiently large to resolve the scales that are relevant for the dynamics of the bound state like the binding energy, $`L_\sigma a\overline{\mathrm{\Lambda }}^1`$. This results in a prohibitively large number of lattice sites that seems physically unnecessary since the scale, $`m\overline{\mathrm{\Lambda }}`$, appears to be rather irrelevant for the quarkonia level splittings (cf. Section 2.2). Indeed, closer inspection shows that only the temporal lattice spacing, $`a_\tau m^1`$, is limited by the quark mass. The computational effort becomes tolerable when an anisotropy, $`a_\tau /a_\sigma \overline{\mathrm{\Lambda }}/m`$, is introduced.
The two scale problem can even be turned into a virtue within an effective field theory formalism. The strategy would be to integrate out the ultra-violet behaviour at scales, $`\mu m`$, into local Wilson coefficients of an effective low energy action that encodes the information relevant for bound state properties. Heavy quark effective theory (HQET) for instance is a very effective framework for the calculation of properties of systems containing one heavy quark. The strategy is to write down an effective action that approximates QCD to a given power $`\nu `$ in $`m^1`$. In general, the effective Lagrangian will then contain all operators of dimensions smaller than or equal to that of $`m^{\nu +4}`$. The coefficients that accompany these terms can be determined by matching on-shell Green functions, calculated in the effective theory, to those calculated in QCD, in the ultra-violet. This can be done for example in perturbation theory which is supposed to be applicable as long as, $`\mu \mathrm{\Lambda }_{QCD}`$. The tree level matching coefficients can be obtained by formally expanding the Dirac Lagrangian in terms of $`m^1`$.
Although NRQCD , that applies to systems containing two heavy quarks, is somewhat more involved it has in fact been formulated earlier than HQET. The power counting scheme required for quarkonia differs from the one used in heavy-light systems. This is related to the fact that in the lowest order HQET Lagrangian, heavy quarks with non-vanishing relative velocity decouple from each other. In order to allow for interactions, a kinetic term, $`p^2/2m`$, is required that causes changes of the relative quark velocity, $`v`$. Therefore, the lowest order effective Lagrangian depends explicitly on the quark mass, $`m`$, in a way that cannot be absorbed into simple field redefinitions: the HQET power counting is obscured and a different expansion parameter is required.
As an alternative it has been suggested to expand the effective Lagrangian in terms of the quark velocity, $`v`$. One consequence is that in NRQCD a hierarchy of scales, $`mmvmv^2\mathrm{}`$, is introduced. The binding energy, $`\overline{\mathrm{\Lambda }}`$, is of the order of the ultra-soft scale, $`mv^2`$, while the typical three-momenta exchanged, $`mv`$, are soft. The hard scale, $`m`$, is integrated out into matching coefficients, $`c_i(\mu /m,\alpha _s)`$, at a scale $`m\mu mv`$. With the hierarchy of scales comes the possibility of a hierarchy of effective theories: after integrating out the soft scale, $`mv`$, another effective field theory, potential NRQCD (pNRQCD), can be formulated .
In Table 6.1, estimates of the three scales for the charmonium, bottomonium and (unstable and therefore hypothetical) toponium ground states from a potential calculation are listed. For comparison, we include the corresponding estimates for positronium. The top quark is so heavy that for our estimate only a Coulomb like potential needs to be considered. In this case, $`V(r)=C_F\alpha _R/r`$, and one easily obtains from the virial theorem \[Eq. (A.4) with $`\nu =1`$\], $`V=2T=2E_1`$, using $`E_1=mC_F^2\alpha _R^2/4`$,
$$\frac{v^2}{c^2}=C_F^2\alpha _R^2,\frac{r^1}{c}=\frac{1}{2}mC_F\alpha _R.$$
(6.1)
In Figure 6.1, $`2/(C_Fm_t)r^1`$ and $`\alpha _R`$ are plotted as functions of $`r`$. The upper $`n_f=5`$ curve has been obtained from the input value, $`\alpha _{\overline{MS}}(m_Z)=0.1214(31)`$, from $`e^+e^{}`$ experiments at LEP and SLAC , by use of Eqs. (4.71) and (4.75). The quenched, $`n_f=0`$, estimate has been calculated by use of the lattice result of Ref. , displayed in Eq. (4.76). The intersects correspond to the values, $`\alpha _R^{(0)}(17\text{GeV})0.145`$, and, $`\alpha _R^{(5)}(23\text{GeV})0.20`$. The estimates quoted in Table 6.1 were obtained using the latter ($`n_f=5`$) result. The matching coefficients between QCD and NRQCD are calculable in perturbation theory as long as $`m\mathrm{\Lambda }_{QCD}`$ while perturbative matching between NRQCD and pNRQCD can be performed whenever $`mv\mathrm{\Lambda }_{QCD}`$. However, given the numbers in the Table, a reliable perturbative determination of the matching coefficients for charmonia states appears to be doubtful while for top quarks even perturbative pNRQCD should be applicable, up to power corrections .
#### 6.1.2 The NRQCD Lagrangian and power counting
In order to derive an effective field theory that includes a kinetic term in its leading order Lagrangian, we introduce a second dimension $`[v]=c`$, in addition to the mass, and expand the Lagrangian formally in terms of $`1/c`$. As a result, time is measured in different units than space: $`t=x_4/c`$, $`_t=c_4`$ and $`D_t=cD_4=_tiA_4`$. The spatial covariant derivative reads, $`D_i=_i\frac{i}{c}A_i`$. The kinetic term, $`\text{tr}F_{\mu \nu }F_{\mu \nu }`$, has dimension<sup>26</sup><sup>26</sup>26 Note that $`[t]=1/(mc^2),[x_i]=1/(mc)`$ and, $`gE_i=i[D_i,D_4],gB_i=\frac{i}{2}ϵ_{ijk}c[D_j,D_k]`$. $`m^4c^6`$. We define,
$$S=\frac{1}{c}d^3x𝑑t,$$
(6.2)
where,
$$=\frac{1}{2g^2}\text{tr}F_{\mu \nu }F_{\mu \nu }+\overline{q}[\gamma 𝐃c+\gamma _4D_t+mc^2]q.$$
(6.3)
In order to make the leading order NRQCD Lagrange density independent of $`c`$, we have rescaled $``$ by an overall factor, $`c`$ \[Eq. (6.2)\], which is compensated in the fermionic part by rescaling the fermion fields, $`q`$ and $`\overline{q}`$, by factors, $`\sqrt{c}`$.
At tree level a classical derivation of the NRQCD Lagrangian from the Dirac Lagrangian is possible by means of the Foldy-Wouthuysen-Tani (FWT) rotation : one starts from the Dirac basis in which $`\gamma _4`$ is diagonal and then, order by order in $`𝐩/(mc)`$, the fermion kernel is iteratively block diagonalised into separate non-interacting quark and anti-quark sectors. The first order transformation takes the form,
$$q\mathrm{exp}\left(\frac{\gamma 𝐩}{2mc}\right)q,$$
(6.4)
which happens to be the correct expression to all orders in the free field case. Subsequently, the rest mass can be removed by rescaling the (anti-)fermion fields with the factor, $`\mathrm{exp}(\pm mc^2t)`$. For details see e.g. Ref. . We choose the decomposition,
$$q=\left(\begin{array}{c}\psi \\ \chi \end{array}\right),$$
(6.5)
of the Dirac spinor in the FWT basis into quark and anti-quark Pauli spinors.
The resulting effective Lagrangian to order $`c^2`$ for the two-particle sector reads,
$$_\psi +_\chi =\psi ^{}\left[D_4+H_\psi \right]\psi \chi ^{}[D_4H_\chi ^{}]\chi $$
(6.6)
with
$`H_\psi `$ $`=`$ $`{\displaystyle \frac{𝐃^2}{2m_\psi }}c_F{\displaystyle \frac{g\sigma 𝐁}{2m_\psi c}}{\displaystyle \frac{(𝐃^2)^2}{8m_\psi ^3c^2}}`$
$``$ $`ic_D{\displaystyle \frac{g(𝐃𝐄𝐄𝐃)}{8m_\psi ^2c^2}}+c_S{\displaystyle \frac{g\sigma (𝐃𝐄𝐄𝐃)}{8m_\psi ^2c^2}}+{\displaystyle \frac{1}{c^3}}𝒪(c^3).`$
Note that we are using the conventions of Eq. (B.16) to relate the field strength tensor and electric/magnetic fields. The well known Fermi term of the Pauli equation that is responsible for the hyperfine splittings in atomic physics is accompanied by a matching coefficient, $`c_F`$, the Darwin term by $`c_D`$ and the spin-orbit (Thomas) term by $`c_S`$. The normalisation within Eq. (6.1.2) is such that in the free field limit, $`c_F=c_D=c_S=1`$. The kinetic term defines the mass, $`m_\psi =m+\delta m`$, where $`\delta m`$ accounts for the difference in the self-energy subtractions between effective theory and QCD. In the classical limit, $`\delta m=0`$. The coefficient of the relativistic correction to the kinetic energy is fixed by Lorentz \[or, in Euclidean space, $`O(4)`$\] symmetry. If this is broken, as for example on the lattice, it can also obtain a non-trivial value .
In Table 6.2, we list the naïve dimensions of various operators as they result from the above equation. By considering the fermionic part of the action and writing down the equations of motion in Coulomb gauge, phenomenological scaling laws have been derived that somewhat differ from the power counting in $`c`$ but should closely resemble the relative numerical importance of a given operator with respect to the resulting quarkonium spectrum<sup>27</sup><sup>27</sup>27 To add to the confusion, yet another set of counting rules that arises from a multipole expansion of the gluon field has recently been suggested .. According to the analysis of Ref. , the coupling $`g^2`$ is expected to scale in proportion to the velocity \[which is the case for a Coulomb potential, Eq. (6.1)\], making the rescaling of the quark fields by factors, $`\sqrt{c}`$, in Eq. (6.3) superficial. The results of Ref. are included in the third column of the Table. In what follows, we will distinguish between “dimension” in terms of $`c`$ of a given operator and the “effect” on energy levels of a bound state in terms of $`v`$. The above order $`c^2`$ Lagrangian, without radiative corrections ($`\alpha _sv`$), corresponds to order $`v^4`$ in terms of these (original) NRQCD power counting rules.
We find the $`v`$ power classification of Ref. useful for phenomenological purposes. However, we believe that for a consistent construction of an effective field theory, formal expansion in terms of a dimensionful parameter, $`c`$, is more illuminating . As long as it is not possible to cleanly disentangle soft ($`mv`$) and ultra-soft ($`mv^2`$) degrees of freedom, each operator will receive additional contributions that are sub-leading in $`v`$; the velocity scaling arguments are not exact but have to be interpreted at leading order. Moreover, the effective $`v`$ will depend on both, the state under consideration and the operator in question. While an expansion in terms of $`c^1`$ can be performed on the quark-gluon level, the velocity size classification is based on bound state properties. For instance, we find the Fermi term, $`\sigma 𝐁`$, of Eq. (6.1.2) to be of order $`c^1`$ while according to the velocity classification it has relative size $`v^2`$. Within a bound state, the spin variable within this term has to be saturated by a second spin, such that its leading effect on the energy levels is suppressed by an additional power of $`c^1`$, in accord with the velocity size counting. Taking such bound state arguments into account, it appears favourable to always truncate the Lagrangian at an even order in $`c^1`$. The Darwin and Thomas terms have the same dimension ($`c^2`$ and $`v^2`$) in both counting schemes. In what follows, we will assign the orders $`1`$ and $`v^2`$ in the $`c^1`$ and $`v`$ power counting schemes, respectively, to the lowest order Lagrangian.
For completeness of the effective Lagrangian we have to consider the two-particle sector:
$`_{\psi \chi }`$ $`=`$ $`{\displaystyle \frac{d_{ss}}{m_\psi m_\chi c^2}}\psi ^{}\psi \chi ^{}\chi +{\displaystyle \frac{d_{sv}}{m_\psi m_\chi c^2}}\psi ^{}\sigma \psi \chi ^{}\sigma \chi `$
$`+`$ $`{\displaystyle \frac{d_{vs}}{m_\psi m_\chi c^2}}\psi ^{}T^a\psi \chi ^{}T^a\chi +{\displaystyle \frac{d_{vv}}{m_\psi m_\chi c^2}}\psi ^{}T^a\sigma \psi \chi ^{}T^a\sigma \chi +{\displaystyle \frac{1}{c^3}}𝒪(c^7).`$
Note that by means of a Fiertz transformation an alternative basis can be chosen,
$`_{\psi \chi }^{}`$ $`=`$ $`{\displaystyle \frac{d_{ss}^c}{m_\psi m_\chi c^2}}\psi ^{}\chi \chi ^{}\psi +{\displaystyle \frac{d_{sv}^c}{m_\psi m_\chi c^2}}\psi ^{}\sigma \chi \chi ^{}\sigma \psi `$
$`+`$ $`{\displaystyle \frac{d_{vs}^c}{m_\psi m_\chi c^2}}\psi ^{}T^a\chi \chi ^{}T^a\psi +{\displaystyle \frac{d_{vv}^c}{m_\psi m_\chi c^2}}\psi ^{}T^a\sigma \chi \chi ^{}T^a\sigma \psi +{\displaystyle \frac{1}{c^3}}𝒪(c^7).`$
The coefficients are related to each other ,
$`d_{ss}`$ $`=`$ $`{\displaystyle \frac{1}{2N}}\left[d_{ss}^c3d_{sv}^cC_Fd_{vs}^c3C_Fd_v^c\right],`$ (6.10)
$`d_{sv}`$ $`=`$ $`{\displaystyle \frac{1}{2N}}\left[d_{ss}^c+d_{sv}^cC_Fd_{vs}^c+C_Fd_v^c\right],`$ (6.11)
$`d_{vs}`$ $`=`$ $`{\displaystyle \frac{1}{2N}}\left[2Nd_{ss}^c6Nd_{sv}^c+d_{vs}^c+3d_v^c\right],`$ (6.12)
$`d_{vv}`$ $`=`$ $`{\displaystyle \frac{1}{2N}}\left[2Nd_{ss}^c+2Nd_{sv}^c+d_{vs}^cd_v^c\right].`$ (6.13)
For $`m_\psi m_\chi `$ the tree level coefficients are all zero while in the equal mass case the coefficients in the standard basis are proportional to $`\alpha _s`$, due to an annihilation diagram that results in, $`d_{vv}^c=\pi \alpha _s+\mathrm{}`$. According to the $`v`$ power counting rules the first two terms are only suppressed by a factor $`v`$, relative to the leading kinetic term. However, the matching coefficients guarantee a suppression by an additional factor of $`\alpha _sv`$, in the equal mass case and of $`\alpha _s^2v^2`$ for $`m_\psi m_\chi `$. Therefore, the effect of the contact terms is of combined orders $`v^4`$ and $`v^5`$, for equal and non-equal quark flavours, respectively.
Finally, we consider corrections to the gauge action ,
$`g^2_{YM}`$ $`=`$ $`{\displaystyle \frac{b_1}{2}}\text{tr}F_{\mu \nu }F_{\mu \nu }`$
$``$ $`\left({\displaystyle \frac{b_{2,\psi }}{m_\psi ^2c^2}}+{\displaystyle \frac{b_{2,\chi }}{m_\chi ^2c^2}}\right)\text{tr}F_{\mu \nu }𝐃^2F_{\mu \nu }`$
$``$ $`2\left({\displaystyle \frac{b_{3,\psi }}{m_\psi ^2c^2}}+{\displaystyle \frac{b_{3,\chi }}{m_\chi ^2c^2}}\right)\text{tr}F_{\mu i}[D_i,D_j]F_{j\mu }+{\displaystyle \frac{1}{c^3}}𝒪(c^7).`$
We have adopted the notation, $`𝐃^2=D_i^aD_i^a`$. The tree level values are, $`b_{2,\psi }=b_{2,\chi }=b_{3,\psi }=b_{3,\chi }=0`$. It turns out that the radiative corrections to the tree level value, $`b_1=1`$, compensate the effect of the heavy quarks on the running of the QCD coupling in the effective theory, between the matching scale, $`\mu `$, and the quark masses, $`m_\psi `$ and $`m_\chi `$. Heavy quark loops are subsequently explicitly reintroduced into the NRQCD Lagrangian via the terms containing derivatives that are proportional to $`b_2`$ and $`b_3`$. As long as we are only concerned with the quenched approximation to QCD the corrections to the gauge action should be ignored. In an un-quenched world they should, however, be included for consistency. It is clear though that such heavy-quark un-quenching effects are numerically tiny in comparison to the error one makes when ignoring light sea quarks for example.
#### 6.1.3 Matching NRQCD to QCD
We wish to construct an effective theory which is applicable to gluon momenta, $`q\mu `$, where $`mv<\mu <m`$, and which reproduces QCD up to corrections that are of higher order in terms of the expansion parameter ($`m^1`$ in the case of HQET and $`c^1`$ in the case of NRQCD). Differences between the effective theory and the correct QCD behaviour that would otherwise arise for momenta, $`q>\mu `$, have to be compensated for by an adequate choice of the Wilson coefficients, $`c_i(\mu /m,\alpha _s)`$, $`d_i(\mu /m,\alpha _s)`$ and $`b_i(\mu /m,\alpha _s)`$, that encode the high energy behaviour. The full relativistic Poincaré symmetry \[or $`O(4)`$ plus translations for the Euclidean space-time conventions adopted here\] is not evident from the NRQCD Lagrangian of Eqs. (6.6) – (6.1.2) in which only Galilean invariance is explicitly manifest. By imposing the full four-dimensional invariance to the respective order of the non-relativistic expansion, matching coefficients that accompany operators of different dimensions become related. This re-parametrisation invariance is discussed in Refs. . One result is the relation,
$$c_S(\mu /m,\alpha _s)=2c_F(\mu /m,\alpha _s)1,$$
(6.15)
which can be derived by imposing invariance under an infinitesimal Lorentz boost, $`vv+\delta v`$. Furthermore, the relativistic dispersion relation implies that the matching coefficients accompanying the kinetic terms are unity.
Those coefficients that are not determined by fundamental symmetries can be obtained by matching amplitudes, calculated in the effective theory, to their QCD counterparts. This can be done non-perturbatively on the lattice or to a given order in $`\alpha _s`$ in perturbation theory. In the first case one would calculate a set of quantities that are sensitive to the choice of the matching coefficients in lattice NRQCD at finite values of the lattice spacings, $`a_\sigma \pi /q`$, for a range of quark masses $`a_\sigma ^1\pi ma_\sigma ^1`$ and, ideally, match them to their continuum QCD counterparts. The difficulty of obtaining the continuum QCD result, which requires simulations at small lattice spacings, $`a_\tau m^1`$, has turned out to be prohibitive so far. The exception is the mass renormalisation, $`\delta m`$, that can be fixed by demanding that the rest mass of an $`\mathrm{{\rm Y}}`$ meson must equal its kinetic mass. This is done by comparing finite momentum $`\mathrm{{\rm Y}}`$ masses with the expected dispersion relation<sup>28</sup><sup>28</sup>28$`\delta m`$ has also been computed to one loop perturbation theory in one version of lattice NRQCD . On the lattice, where $`O(3)`$ rotational symmetry is broken, the (non-trivial) coefficients accompanying the kinetic terms can in principle be fixed by imposing the continuum dispersion relation. . The only other attempt into this direction was an estimation of the coefficients of the order $`\alpha _s`$ correction terms to $`c_F=1`$ and $`\delta m=0`$ from small volume simulations .
As an alternative to matching to continuum QCD, one could in principle treat all coefficients as free parameters and fix them by demanding $`\mathrm{{\rm Y}}`$ splittings, determined in lattice NRQCD, to match experimental input values. This, of course, would severely limit the predictive power of (NR)QCD calculations<sup>29</sup><sup>29</sup>29For a prediction of $`B`$ meson properties at the $`1\%`$ level, it appears to be sufficient to consider the order $`m^1`$ HQET/NRQCD Lagrangian . To this order, the only parameter that requires continuum QCD input is $`c_F`$, such that the reduction in predictive power by using $`\mathrm{{\rm Y}}`$ fine structure splittings as an input is not great.. Moreover, it is hard to combine experimental input and lattice NRQCD in a conceptually clean way; experiment has $`2+1+1`$ flavours of sea quarks of the right physical masses built in while lattice QCD calculations in general require extrapolations to the physical sea quark masses and, eventually, the relevant number of sea quark flavours.
The general procedure of matching an effective theory to QCD is to start with the lowest dimensional operators, the dimension of which we assume to be $`n`$ in terms of an expansion parameter, $`\lambda `$, and to determine their Wilson coefficients in one or another scheme. Since the theory only has to reproduce QCD to the given order, $`n`$, of the expansion, the coefficients are ambiguous: corrections of order $`\lambda `$ can always be added. In the next step one would examine the set of operators of the next available dimension, $`n+1`$. These terms will not only undergo mixing with each other under renormalisation group transformations but also with lower dimensional operators. The resulting set of coefficients to this order will depend on the conventions used to determine the lower dimensional ones: order $`\lambda `$ terms added to the coefficients that accompany dimension $`n`$ operators have to be cancelled by operators of dimension $`n+1`$. This freedom of re-shuffling power corrections between ultra-violet Wilson coefficients and infra-red operators of higher dimension is nothing but the well known renormalon ambiguity . In conclusion, any matching scheme can be used but it has to be employed consistently.
In Refs. it has been argued that despite of the fact that the leading order NRQCD Lagrangian differs from its HQET counterpart by the kinetic term it incorporates, HQET delivers a viable prescription for determining the NRQCD matching coefficients, at least up to order $`m^3`$. In HQET the Fermi coefficient, $`c_F`$, is known to two loops and all other coefficients at the one loop level in the $`\overline{MS}`$ scheme of dimensional regularisation. We display the results in Appendix E. As discussed above, the coefficients are specific to the prescription used. Other regularisation schemes or ways of organising the expansion, e.g. in powers of $`c^1`$, will in general yield different results.
Unfortunately, no lattice NRQCD perturbation theory results exist for the matching coefficients, $`c_F`$ and $`c_D`$. Large contributions from lattice tadpole diagrams in general result in big renormalisations between non-spectral quantities, calculated by use of lattice regularisation, with respect to continuum schemes such as the $`\overline{MS}`$ scheme. This is for instance reflected in the ratio , $`\mathrm{\Lambda }_{\overline{MS}}/\mathrm{\Lambda }_L28.81\mathrm{\Lambda }_L`$, for the pure gauge Wilson action.
It has been suggested to (partially) cancel tadpole contributions by dividing each lattice link that appears in a given operator by the fourth root of the measured expectation value of a plaquette, $`U_P=\text{Re}\text{Tr}U_{x,\mu \nu }`$. Other prescriptions using the average link in Landau gauge or expressions containing the logarithm of the plaquette have been suggested as alternatives . It is argued that the diagrams that result in large renormalisations also cause the plaquette (or the average gauge fixed link) to substantially deviate from the free field expectation of unity. Moreover, such (ultra-violet) renormalisation effects might commute with the infra-red physics of interest. Based on these ideas, the following replacement has been suggested , $`\beta S=\beta _{\text{MF}}S_{ir}`$, with $`S_{ir}=S/U_P`$. This yields the relation, $`\alpha _{\text{MF}}=\alpha _L/U_P`$. Another popular choice of an “improved” coupling is , $`\alpha _{\text{FNAL}}=\mathrm{ln}U_P/(\pi C_F)`$. From the perturbative expansion of the plaquette expectation value , one finds $`\mathrm{\Lambda }_{\overline{MS}}2.63\mathrm{\Lambda }_{\text{MF}}4.19\mathrm{\Lambda }_{\text{FNAL}}`$ for $`n_f=0`$; indeed, the coefficients appearing in the one loop perturbative matching between $`\alpha _{\overline{MS}}(\pi /a)`$ and $`\alpha _{\text{MF}}(a)`$ or $`\alpha _{\text{FNAL}}(a)`$ are much smaller than for the bare lattice coupling.
After obtaining a “tadpole improved” version of lattice NRQCD by following the above recipe, one might hope that the running of the coefficients with the quark mass closely resembles that of continuum NRQCD. Unlike dimensional regularisation, the lattice imposes a hard cut-off, $`\pi /a`$, on gluon momenta, $`q`$, such that it is not entirely clear what matching scale corresponds to the $`\mu `$ of the $`\overline{MS}`$ formulae of Appendix E. It is reasonable, however, to assume , $`\pi /a\mu 1/a`$. In Figure 6.2, we display the resulting estimates for $`c_F`$ for the bottom quark as a function of the inverse lattice spacing, based on Eq. (E.1). The widths of the two bands correspond to the above scale uncertainty. $`\alpha _{\overline{MS}}`$ as a function of the scale has been obtained by running down the quenched result of Eq. (4.76) from a high energy scale by means of the four loop $`\beta `$ function, Eq. (3.22).
Within the region, 1.5 GeV $`<a^1<3`$ GeV, $`c_F`$ can easily deviate from the tree level value by as much as 15 %. Moreover, the two loop result significantly deviates from the one loop prediction, indicating a slow convergence of the perturbative series. In Figure 6.3, it is convincingly demonstrated that for lattice resolutions better than 1 GeV a perturbative estimation of $`c_F`$ for charmonia is unreliable. On the other hand lattice spacings, $`a^12`$ GeV, are too big to sample the relevant bound state dynamics and would result in huge scaling violations. Finally, in Figure 6.4 we plot our estimates, Eq. (E.2), of the cut-off dependence of the Darwin coefficients, $`c_D`$, for both, bottom and charm quarks. We find $`c_D`$ to vary much more with the quark mass than $`c_F`$. Unfortunately, no two loop calculation for this quantity is available.
In conclusion, the perturbative calculation exhibits a significant dependence of the coefficients on the quark mass (or lattice spacing). While at a given lattice spacing $`c_F`$ decreases with increasing quark mass, $`c_D`$ shows the opposite behaviour. Perturbation theory seems to be slowly convergent. Moreover, in general power corrections can contribute to the coefficients.
### 6.2 Lattice NRQCD
It is straight forward to discretise the Lagrangian, Eqs. (6.6) – (6.1.2), and to simulate it directly on a lattice. Let us start with the leading order continuum NRQCD Lagrangian,
$$_{NRQCD,v^2}=\psi ^{}\left(D_4+\frac{𝐃^2}{2m_\psi }\right)\psi .$$
(6.16)
Note that from now on we use, $`c=1`$. We define the heavy quark propagator, $`K=\psi \psi ^{}`$. $`K`$ is the direct product of a $`2\times 2`$ matrix acting on the Pauli spinor space, a $`3\times 3`$ matrix acting on colour space and a $`L_\sigma ^3L_\tau \times L_\sigma ^3L_\tau `$ matrix acting on space-time. From Eq. (6.16) it follows that the evolution of $`K`$ with time is governed by the Hamiltonian,
$`H_0`$ $`=`$ $`{\displaystyle \frac{𝐃^2}{2m_\psi }}:`$ (6.17)
$`_4K`$ $`=`$ $`\left(igA_4+H_0\right)K.`$ (6.18)
By formally solving the above differential equation, we obtain the evolution equation,
$$K(𝐱,t+a)=\underset{𝐲}{}_{𝐬(0)=𝐲}^{𝐬(t)=𝐱}D𝐬𝒫\left\{\mathrm{exp}\left[_t^{t+a}𝑑t^{}(igA_4+H_0)\right]\right\}K(𝐲,t),$$
(6.19)
where we have assumed the sum over all paths to be appropriately normalised. The initial condition reads,
$$K(x)|_{x_4=0}=\delta ^3(𝐱).$$
(6.20)
Note that we have suppressed the dependence of the propagator on the source point, $`K(x)=K(x,y=0)`$.
A natural discretisation of Eq. (6.19) is ,
$$K(t+a)=\left(1\frac{aH_0(t+a)}{2n}\right)^nU_{t,4}^{}\left(1\frac{aH_0(t)}{2n}\right)^nK(t).$$
(6.21)
We have omitted the dependence on the spatial coordinates from the above equation. The temporal link, $`U_{t,4}^{}`$, is diagonal in space. The covariant Laplacian within $`H_0(t)`$ can be written as,
$$𝐃_{\mathrm{𝐱𝐲}}^2(t)=a^2\underset{i=1}{\overset{3}{}}\left[U_{(𝐱,t),\widehat{ı}}\delta _{𝐱+a\widehat{\mathbf{ı}},𝐲}+U_{(𝐱a\widehat{\mathbf{ı}},t),\widehat{ı}}^{}\delta _{𝐱a\widehat{\mathbf{ı}},𝐲}2\delta _{\mathrm{𝐱𝐲}}\right],$$
(6.22)
up to $`𝒪(a^2)`$ lattice artefacts. For the naïve $`n=1`$ discretisation, the evolution equation might become numerically unstable as $`1aH_0`$ becomes negative for momenta larger than the quark mass; lighter quarks try to travel faster than they are allowed by the evolution equation. Introducing the stabilisation parameter, $`n`$, improves the spatial propagation and relaxes this criterion to $`\mathrm{max}(aH_0)<n`$. In the free field case, the maximal eigenvalue of the Laplacian, Eq. (6.22), is $`_i\mathrm{max}\widehat{p}_i\widehat{p}_i=3a^2`$, such that $`ma>3/(2n)`$ has to be maintained. When switching on interactions, the factor 3/2 is reduced somewhat.
Working with an anisotropy, $`a_\tau <a_\sigma `$, offers an alternative to introducing the parameter, $`n`$. In this case, the free field stability criterion relaxes to, $`ma_\sigma >(3/2)a_\tau /a_\sigma `$. It is amusing to see that in lattice NRQCD simulations, discretisation effects become more pronounced in light quark propagators, rather than for heavy quarks as in relativistic lattice QCD. While in the latter case, heavier quarks can be realised by reducing $`a_\tau `$, in NRQCD lighter quarks require smaller $`a_\tau `$ (or larger $`n`$). Of course one would not rely on results obtained for quark masses, $`m<a_\sigma ^1`$, as the non-relativistic expansion breaks down for a cut-off on gluon momenta larger than the quark mass. On the other hand one would also not want to simulate quarks much heavier than the lattice resolution to keep the scale, $`mv`$, separated from the lattice cut-off, $`m(a_\sigma v)^1`$. Otherwise, the matching coefficients between lattice NRQCD and QCD would explode and their behaviour could no longer reliably be estimated.
The above evolution equation approximates the continuum equation only up to $`𝒪(a_\tau )`$ lattice artefacts. These can be removed at tree level by the substitution, $`H_0H_0\left[1+(a_\tau /4n)H_0\right]`$ (or reduced by increasing $`n`$). $`𝒪(v^4)`$ correction terms, $`\delta H_{v^4}`$, can be included too,
$`K(t+a)`$ $`=`$ $`\left(1{\displaystyle \frac{a\delta H_{v^4}}{2}}\right)\left(1{\displaystyle \frac{aH_0}{2n}}\right)^n`$
$`\times `$ $`U_{t,4}^{}\left(1{\displaystyle \frac{aH_0}{2n}}\right)^n\left(1{\displaystyle \frac{a\delta H_{v^4}}{2}}\right)K(t).`$
Details can be found in Ref. . Although a method to incorporate the four fermion terms of Eq. (6.1.2) is suggested in this Reference too, these have not been included into any lattice simulation so far. Typically, tadpole improvement is employed in NRQCD simulations, i.e. link variables are divided by factors $`U_P^{1/4}`$ or equivalent quantities that approach unity in the continuum limit.
The NRQCD evolution equation has also been applied to the heavy quark within heavy-light systems . $`H_0`$ does not only consist of the static propagator but also incorporates the kinetic term, while the Fermi term, that is of the same order in $`m^1`$, appears within $`\delta H`$. The main advantages of this procedure over a naïve discretisation of HQET lie in smaller wave function renormalisations and in a reduction of statistical fluctuations. Both effects are related to the use of a propagator that samples gauge fields over an extended spatial region. The disadvantages in applying lattice “NRQCD” with HQET like power counting to heavy-light mesons is a loss in conceptual clarity as the wave function renormalisation depends on the expansion parameter, $`m^1`$, in a way that cannot be absorbed into multiplicative field redefinitions.
By contracting quark and anti-quark propagators with suitable combinations of gauge transporters and Pauli matrices, particular $`{}_{}{}^{s}l_{J}^{}`$ states can be realised whose ground state masses can be extracted from the asymptotic decay of two-particle Green functions in Euclidean time in the usual way. Like in all direct spectrum evaluations, radial excitations present a major problem. Thus, it is a tremendous achievement that the $`3S`$ as well as the $`2P`$ states have been determined, with statistical errors of about 100 MeV . Precision results exist for $`2S`$, $`1P`$ and $`1S`$ states.
### 6.3 The potential approach
#### 6.3.1 Deriving a bound state Hamiltonian
We wish to derive a Hamiltonian that governs the evolution of a quarkonium state from the order $`c^2`$ (or $`v^4`$) NRQCD Lagrangian of Eqs. (6.6) – (6.1.2) that is formulated on the quark-gluon level. As a first step in this direction, we calculate a heavy quark propagator in a representation that will turn out to be suitable for our purpose. The time evolution of the Pauli propagator, $`K`$, is controlled by the equation,
$$_4K=H_1K,$$
(6.24)
where the Hamiltonian,
$$H_1=m+igA_4+H_\psi ,$$
(6.25)
can be read off from Eq. (6.1.2). Unlike in Eq. (6.18) we decide not to eliminate the heavy quark rest mass, $`m=m_\psi \delta m`$, and not to rescale the (anti-)fermion fields by factors, $`\mathrm{exp}(\pm mt)`$. For the initial condition,
$$K(x,y)|_{x_4=y_4}=\delta ^3(𝐱𝐲),$$
(6.26)
Eq. (6.24) can be formally solved by summing over all possible paths connecting $`y`$ with $`x`$,
$$K(x,y)=_{𝐳(y_4)=𝐲}^{𝐳(x_4)=𝐱}D𝐳D𝐩\mathrm{exp}\left\{_{y_4}^{x_4}𝑑t\left[𝐩\dot{𝐳}H_1(𝐳,𝐩)\right]\right\},$$
(6.27)
where the dot denotes a derivative with respect to the time coordinate. The correct normalisation is assumed to be included into the definitions of $`D𝐳`$ and $`D𝐩`$.
We can now combine two such propagators into a generalised (fluctuating) rectangular Wilson loop,
$$G_{i^{}j^{}ij}(r,\tau )=\text{Tr}\left[U_0K_{i^{}i}(y_1,x_1)U_\tau K_{j^{}j}(x_2,y_2)\right],$$
(6.28)
where the indices $`i,j`$ and $`i^{},j^{}`$ represent the spins of the initial and final states. Note that $`G`$, unlike the argument of the expectation value, is real in Euclidean space-time. For the case of quark and anti-quark having different masses, two different propagators, $`K_\psi `$ and $`K_\chi `$, must be used within the above formula. We denote the temporal extent by, $`\tau =y_{1,4}x_{1,4}=y_{2,4}x_{2,4}`$, and the spatial separation by $`𝐫=𝐲_2𝐲_1=𝐱_2𝐱_1`$. The situation is visualised in Figure 6.5. For the sake of simplicity, we switch to leading order NRQCD with equal quark masses. In this case,
$$H_1=m+igA_4+\frac{p^2}{2m_\psi }.$$
(6.29)
To lowest order in $`v/c`$, the exponent within Eq. (6.27) can be approximated by the value it takes along the shortest path . Thus,
$$G(𝐫,\tau )=\mathrm{exp}\left[_0^\tau 𝑑t\underset{j=1}{\overset{2}{}}\left(𝐩_j\dot{𝐱}_jm\frac{𝐩_j^2}{2m_\psi }\right)\right]W(𝐫,\tau ).$$
(6.30)
In higher orders of the $`v/c`$ expansion fluctuations of the propagators around the classical paths have to be taken into account that result in additional terms. From the spectral decomposition of the Wilson loop,
$$W(𝐫,\tau )\mathrm{exp}[V_0(𝐫)\tau ](\tau \mathrm{}),$$
(6.31)
we arrive at,
$$\frac{d}{dt}G=HG,$$
(6.32)
with
$$H=2m+\frac{p^2}{m}_\psi +V_0(r),$$
(6.33)
in the limit of large $`\tau `$: the result is a Schrödinger equation that governs the evolution of a quark anti-quark state in a gluonic background whose average effect is contained in the static potential, $`V_0`$. The validity of the instantaneous approximation is tied to that of the naïve quark model: if quarkonium states can be completely classified by the quantum numbers of the constituent quarks, then the spectrum and wave functions can be obtained by solving the quantum mechanical equation,
$$H\psi _{nll_3}(𝐫)=E_{nl}\psi _{nll_3}(𝐫).$$
(6.34)
We have discussed above that $`m`$ will in general differ from the “kinetic” mass of the quark, $`m_\psi =m(\mu )+\delta m(\mu )`$. Furthermore, this difference will depend on the matching scale, $`\mu `$. In Section 4.5 we have also seen that the potential, $`V_0(r,\mu )=\widehat{V}_0(r)+V_{\text{self}}(\mu )`$, can be factorised into a physical and a self-energy part. This observation results in the relation,
$$\delta m(\mu ^{})=\delta m(\mu )+\frac{1}{2}\left[V_{\text{self}}(\mu ^{})V_{\text{self}}(\mu )\right],$$
(6.35)
i.e. $`\delta m(\mu )`$ diverges as $`\mu \mathrm{}`$.
In lattice NRQCD, it is straight forward to calculate masses of quarkonia states, $`E_\mathrm{{\rm Y}}(p)`$, projected onto non-vanishing momentum, $`p`$. We use the convention that $`E_\mathrm{{\rm Y}}`$ is the sum of the bare quark masses, $`2m`$, and the energy shift due to the interaction terms of the Hamiltonian. By requiring the correct dispersion relation to the given order of the expansion,
$$E_\mathrm{{\rm Y}}(p)E_\mathrm{{\rm Y}}(0)=\frac{p^2}{2m_\mathrm{{\rm Y}}}\frac{p^4}{8m_\mathrm{{\rm Y}}^3}(+\mathrm{}),$$
(6.36)
the $`\mathrm{{\rm Y}}`$ rest mass, $`m_\mathrm{{\rm Y}}`$, can be determined. The mass shift, then, is given by, $`2\delta m=E_\mathrm{{\rm Y}}(0)m_\mathrm{{\rm Y}}`$. Within the potential approach, the zero point energy at first appears to be difficult to determine in a similar way. However, in principle it should be possible to calculate potentials governing finite momentum quarkonia states too, by starting the derivation from a boosted NRQCD Lagrangian.
#### 6.3.2 Relativistic corrections
The Hamiltonian Eqs. (6.31) – (6.33) was first obtained in Ref. in a systematic way from continuum QCD where the static Dirac equation, $`\left(\gamma _4D_4+m\right)q=0`$, is solved by a Schwinger line times a factor, $`e^{mt}`$, after projecting onto quark and anti-quark states. Starting from QCD, Eichten, Feinberg and Gromes derived spin dependent correction terms (see also the article by Peskin ). Finally, Brambilla and collaborators (BBP) found an additional relativistic correction term to the central potential that had previously been ignored and added further velocity (or momentum) dependent terms by taking fluctuations of the heavy quark propagators into account. In general, apart from the one-particle Lagrangians, $`_i,i=\psi ,\chi `$, \[Eqs. (6.6) – (6.1.2)\] the two-particle Greens function receives contact term contributions from the two-particle sector Lagrangian of Eq. (6.1.2, $`_{\psi \chi }`$. Taking these into account too, the complete result to this order in $`c^1`$, with the NRQCD matching coefficients included , in the centre of mass frame ($`𝐩=𝐩_1=𝐩_2`$ and $`𝐋=𝐋_1=𝐋_2`$), for $`m_1m_2`$ is,
$`H`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{2}{}}}\left(m_i\delta m_i+{\displaystyle \frac{p^2}{2m_i}}{\displaystyle \frac{p^4}{8m_i^3}}\right)`$ (6.37)
$`+`$ $`V(r,𝐩,𝐋,𝐒_1,𝐒_2),`$
where the potential,
$$V(r,𝐩,𝐋,𝐒_1,𝐒_2)=V_0(r)+V_\text{C}+V_{\text{SD}}(r,𝐋,𝐒_1,𝐒_2)+V_{\text{MD}}(r,𝐩),$$
(6.38)
contains corrections to the central potential (C) as well as spin dependent (SD) and momentum dependent (MD) corrections. $`V_0(r)`$ denotes the static potential while,
$`V_\text{C}(r)`$ $`=`$ $`{\displaystyle \frac{d_s}{m_1m_2}}4\pi C_F\alpha _s\delta ^3(𝐫)`$
$`+`$ $`{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \frac{1}{8m_i^2}}\left\{c_D^{(i)}\left[^2V_0(r)+^2V_a^E(r)\right]+c_{F}^{(i)}{}_{}{}^{2}^2V_a^B(r)\right\}`$
$`+`$ $`\left({\displaystyle \frac{1}{m_1}}+{\displaystyle \frac{1}{m_2}}\right)V_{}(r),`$
$`V_{\text{SD}}(r,𝐋,𝐒_1,𝐒_2)`$ $`=`$ $`\left({\displaystyle \frac{𝐒_1}{m_1^2}}+{\displaystyle \frac{𝐒_2}{m_2^2}}\right)𝐋{\displaystyle \frac{(2c_+1)V_0^{}(r)+2c_+V_1^{}(r)}{2r}}`$
$`+`$ $`{\displaystyle \frac{𝐒_1+𝐒_2}{m_1m_2}}𝐋{\displaystyle \frac{c_+V_2^{}(r)}{r}}`$
$`+`$ $`\left({\displaystyle \frac{𝐒_1}{m_1^2}}{\displaystyle \frac{𝐒_2}{m_2^2}}\right)𝐋{\displaystyle \frac{c_{}[V_0^{}(r)+V_1^{}(r)]}{r}}`$
$`+`$ $`{\displaystyle \frac{𝐒_1𝐒_2}{m_1m_2}}𝐋{\displaystyle \frac{c_{}V_2^{}(r)}{r}}`$
$`+`$ $`{\displaystyle \frac{S_1^iS_2^j}{m_1m_2}}c_F^{(1)}c_F^{(2)}R_{ij}V_3(r)`$
$`+`$ $`{\displaystyle \frac{𝐒_1𝐒_2}{3m_1m_2}}\left[c_F^{(1)}c_F^{(2)}V_4(r)12d_v4\pi C_F\alpha _s\delta ^3(𝐫)\right],`$
and
$`V_{\text{MD}}(r,𝐩)`$ $`=`$ $`{\displaystyle \frac{1}{m_1m_2}}\{p_i,p_j,[\delta _{ij}V_b(r)R_{ij}V_c(r)]\}_{\text{Weyl}}`$
$`+`$ $`{\displaystyle \underset{k=1}{\overset{2}{}}}{\displaystyle \frac{1}{m_k^2}}\{p_i,p_j,[\delta _{ij}V_d(r)R_{ij}V_e(r)]\}_{\text{Weyl}},`$
with
$`R_{ij}`$ $`=`$ $`{\displaystyle \frac{r_ir_j}{r^2}}{\displaystyle \frac{\delta _{ij}}{3}},`$ (6.42)
$`\delta m_i`$ $`=`$ $`\delta m(m_i,\mu ),`$ (6.43)
$`c_{F,D}^{(i)}`$ $`=`$ $`c_{F,D}(m_i,\mu ),`$ (6.44)
$`c_\pm `$ $`=`$ $`c_\pm (m_1,m_2,\mu )={\displaystyle \frac{1}{2}}\left(c_F^{(1)}\pm c_F^{(2)}\right),`$ (6.45)
$`d_s`$ $`=`$ $`{\displaystyle \frac{1}{4\pi C_F\alpha _s}}\left[d_{ss}(m_1,m_2,\mu )+C_Fd_{vs}(m_1,m_2,\mu )\right],`$ (6.46)
$`d_v`$ $`=`$ $`{\displaystyle \frac{1}{4\pi C_F\alpha _s}}\left[d_{sv}(m_1,m_2,\mu )+C_Fd_{vv}(m_1,m_2,\mu )\right].`$ (6.47)
The symbol $`\{a,b,c\}_{\text{Weyl}}=\frac{1}{4}\{a,\{b,c\}\}`$ denotes Weyl ordering of the three arguments. Note that in the equal mass case, that has been considered in Ref. , where $`c_{}`$ assumes its tree level value, $`c_{}=0`$, two of the spin-orbit terms vanish. The term proportional to $`V_{}`$ in Eq. (6.3.2) has been identified very recently and in principle additional $`1/m^2`$ corrections to $`V_\text{C}`$ should exist , albeit to higher order in the $`c^1`$ power counting than order $`c^2`$ considered above.
The last term of Eq. (6.3.2) has been written in a somewhat suggestive way that is motivated by the expectation, $`V_4(r)8\pi C_F\alpha _s\delta ^3(𝐫)`$. $`c_S`$ has been eliminated from the above formulae by using the re-parametrisation invariance relation, Eq. (6.15). Note that neither $`d_{vv}^c`$ or $`d_{vs}^c`$ nor $`d_{ss}`$ or $`d_{sv}`$ contribute to $`d_s`$ or $`d_v`$. This means that even in the equal mass case, where $`d_{vv}^c=\pi \alpha _s+\mathrm{}`$, $`d_s`$ and $`d_v`$ are of order $`\alpha _s`$. The one loop results in the $`\overline{MS}`$ scheme are displayed in Eqs. (E.22) and (E.23) of Appendix E.
$`V_0`$, $`V_{}`$, $`^2V_a^E`$, $`^2V_a^B`$, $`V_1^{},\mathrm{},V_4`$ and $`V_b,\mathrm{},V_e`$ can be computed from lattice correlation functions (in Euclidean time) of Wilson loop like operators. The functions $`V_1^{},\mathrm{},V_4`$ are related to spin-orbit and spin-spin interactions. The MD potential gives rise to correction terms of the form $`\frac{1}{r}𝐋^2`$, $`\frac{1}{r^3}𝐋^2`$, $`\frac{1}{r}p^2`$, $`\frac{1}{r}`$ and $`\delta ^3(r)`$, and the correction to the central potential includes the expected Darwin term, $`^2V_0`$, as well as $`^2V_a^E`$ and $`^2V_a^B`$.
#### 6.3.3 Scale dependence
The SD potentials, $`V_1^{},\mathrm{},V_4`$, as well as $`^2V_a^E`$ and $`^2V_a^B`$ depend on the matching scale, $`\mu `$. The potentials $`V_0`$, $`V_{}`$ as well as $`V_b,\mathrm{},V_e`$ can contain additive, $`\mu `$ dependent self energy contributions; however, their derivatives are scale independent<sup>30</sup><sup>30</sup>30 $`V_0`$ is a spectral quantity while $`V_{}`$ and the MD potentials $`V_b,\mathrm{},V_e`$ originate from the terms $`D_4`$ and $`𝐃^2/(2m)`$ of the NRQCD action that are protected by reparametrisation invariance. Therefore, these potentials do not undergo multiplicative renormalisation..
Due to Lorentz invariance, certain pairs of potentials are related to the static potential by the Gromes and BBP relations,
$`V_2^{}(\mu ;r)V_1^{}(\mu ;r)`$ $`=`$ $`V_0^{}(r),`$ (6.48)
$`V_b(r;\mu )+2V_d(r;\mu )`$ $`=`$ $`{\displaystyle \frac{r}{6}}V_0^{}(r){\displaystyle \frac{1}{2}}V_0(r;\mu ),`$ (6.49)
$`V_c(r)+2V_e(r)`$ $`=`$ $`{\displaystyle \frac{r}{2}}V_0^{}(r),`$ (6.50)
such that three potentials, e.g. $`V_2^{}`$, $`V_d`$ and $`V_e`$ can be eliminated from the Hamiltonian. Note that Eq. (6.48) implies Eq. (6.15). Given the structure of the Hamiltonian, Eqs. (6.37) – (6.3.2), and the Gromes relation, Eq. (6.48), we can deduce the following relations between potentials, evaluated at cut-off scales $`\mu `$ and $`\mu ^{}`$, by demanding<sup>31</sup><sup>31</sup>31The $`\delta `$ function within $`V_\text{C}`$ represents a problem: no spin- and momentum-independent counter term is known that has the right mass dependence to cancel the running of the coefficient, $`d_s`$. This might hint at further, not yet discovered, relations. $`dH/d\mathrm{ln}\mu =0`$,
$`^2V_a^E(\mu ^{};r)`$ $`=`$ $`{\displaystyle \frac{1}{c_D(\mu ^{})}}\{c_D(\mu )^2V_a^E(\mu ;r)+[c_D(\mu )c_D(\mu ^{})]^2V_0(r)`$ (6.51)
$`+`$ $`c_F^2(\mu )^2V_a^B(\mu ;r)+c_F^2(\mu ^{})^2V_a^B(\mu ^{};r)\},`$
$`V_1^{}(\mu ^{};r)`$ $`=`$ $`V_1^{}(\mu ;r)\left[1{\displaystyle \frac{c_F(\mu ^{})}{c_F(\mu )}}\right]V_2^{}(\mu ;r),`$ (6.52)
$`V_2^{}(\mu ^{};r)`$ $`=`$ $`{\displaystyle \frac{c_F(\mu )}{c_F(\mu ^{})}}V_2^{}(\mu ;r),`$ (6.53)
$`V_3(\mu ^{};r)`$ $`=`$ $`{\displaystyle \frac{c_F^2(\mu )}{c_F^2(\mu ^{})}}V_3(\mu ;r),`$ (6.54)
$`V_4(\mu ^{};r)`$ $`=`$ $`{\displaystyle \frac{1}{c_F^2(\mu ^{})}}\{c_F^2(\mu )V_4(\mu ;r)`$ (6.55)
$``$ $`12[d_v(\mu )d_v(\mu ^{})]4\pi C_F\alpha _s\delta ^3(𝐫)\}.`$
Since the potentials, appearing in the above relations, do not depend on the quark mass, the ratios $`c_{F,D}(m,\mu )/c_{F,D}(m,\mu ^{})`$ must not depend on $`m`$. Therefore, the matching coefficients can always be factorised into two separate functions, $`c_i(m,\mu )=f_i(m)g_i^1(\mu )`$.
#### 6.3.4 Integrating out gluons
We have managed to separate the time dependence of the interaction into coefficient functions of various interaction terms, $`V_i`$, which we shall call the potentials. These potentials can be computed as expectation values in presence of a gauge field background ,
$`^2V_a^E(𝐫)`$ $`=`$ $`2g^2\underset{\tau \mathrm{}}{lim}{\displaystyle _0^\tau }𝑑t𝐄(\mathrm{𝟎},0)𝐄(\mathrm{𝟎},t)_W^c,`$ (6.56)
$`^2V_a^B(𝐫)`$ $`=`$ $`2g^2\underset{\tau \mathrm{}}{lim}{\displaystyle _0^\tau }𝑑t𝐁(\mathrm{𝟎},0)𝐁(\mathrm{𝟎},t)_W,`$ (6.57)
$`V_{}(𝐫)`$ $`=`$ $`{\displaystyle \frac{g^2}{2}}\underset{\tau \mathrm{}}{lim}{\displaystyle _0^\tau }𝑑tt𝐄(\mathrm{𝟎},0)𝐄(\mathrm{𝟎},t)_W^c,`$ (6.58)
where the superscript “$`c`$” denotes the connected part<sup>32</sup><sup>32</sup>32 Both, electric and magnetic fields transform oddly under charge conjugation. Therefore, in $`SU(2)`$ gauge theory, where all traces are real, $`𝐄_W=𝐁_W=\mathrm{𝟎}`$. Under $`PC`$ transformations the electric field transforms evenly. However, the magnetic field has $`PC=1`$. Therefore, $`𝐁_W=\mathrm{𝟎}`$ still holds for $`SU(3)`$ gauge theory. However, components of $`𝐄_W`$ that are not orthogonal to $`𝐫`$ do not have to vanish (cf. Table 5.1).,
$$AB_W^c=AB_WA_WB_W.$$
(6.59)
For the SD potentials one finds,
$`{\displaystyle \frac{r_k}{r}}V_1^{}(𝐫)`$ $`=`$ $`ϵ_{ijk}g^2\underset{\tau \mathrm{}}{lim}{\displaystyle _0^\tau }𝑑ttB_i(\mathrm{𝟎},0)E_j(\mathrm{𝟎},t)_W,`$ (6.60)
$`{\displaystyle \frac{r_k}{r}}V_2^{}(𝐫)`$ $`=`$ $`{\displaystyle \frac{1}{2}}ϵ_{ijk}g^2\underset{\tau \mathrm{}}{lim}{\displaystyle _0^\tau }𝑑ttB_i(\mathrm{𝟎},0)E_j(𝐫,t)_W,`$ (6.61)
$`R_{ij}V_3(𝐑)`$ $`=`$ $`2g^2\underset{\tau \mathrm{}}{lim}{\displaystyle _0^\tau }dt[B_i(\mathrm{𝟎},0)B_j(𝐫,t)_W`$
$``$ $`{\displaystyle \frac{\delta _{ij}}{3}}𝐁(\mathrm{𝟎},0)𝐁(𝐫,t)_W],`$
$`V_4(𝐑)`$ $`=`$ $`2g^2\underset{\tau \mathrm{}}{lim}{\displaystyle _0^\tau }𝑑t𝐁(\mathrm{𝟎},0)𝐁(𝐫,t)_W,`$ (6.63)
where $`R_{ij}`$ is defined in Eq. (6.42). Finally, the MD potentials are,
$`V_b(𝐫)`$ $`=`$ $`{\displaystyle \frac{1}{3}}g^2\underset{\tau \mathrm{}}{lim}{\displaystyle _0^\tau }𝑑tt^2𝐄(\mathrm{𝟎},0)𝐄(𝐫,t)_W^c,`$ (6.64)
$`R_{ij}V_c(𝐫)`$ $`=`$ $`g^2\underset{\tau \mathrm{}}{lim}{\displaystyle _0^\tau }dtt^2[E_i(\mathrm{𝟎},0)E_j(𝐫,t)_W^c`$
$``$ $`{\displaystyle \frac{\delta _{ij}}{3}}𝐄(\mathrm{𝟎},0)𝐄(𝐫,t)_W^c],`$
$`V_d(𝐫)`$ $`=`$ $`{\displaystyle \frac{1}{6}}g^2\underset{\tau \mathrm{}}{lim}{\displaystyle _0^\tau }𝑑tt^2𝐄(\mathrm{𝟎},0)𝐄(\mathrm{𝟎},t)_W^c,`$ (6.66)
$`R_{ij}V_e(𝐫)`$ $`=`$ $`{\displaystyle \frac{1}{2}}g^2\underset{\tau \mathrm{}}{lim}{\displaystyle _0^\tau }dtt^2[E_i(\mathrm{𝟎},0)E_j(\mathrm{𝟎},t)_W^c`$
$``$ $`{\displaystyle \frac{\delta _{ij}}{3}}𝐄(\mathrm{𝟎},0)𝐄(\mathrm{𝟎},t)_W^c].`$
While $`V_0,V_b,\mathrm{},V_e`$ have the dimension $`m`$, $`V_{}`$, $`V_1^{}`$ and $`V_2^{}`$ have dimension $`m^2`$ and $`V_3`$, $`V_4`$, $`^2V_a^E`$ and $`^2V_a^B`$ have dimension $`m^3`$.
Throughout the previous equations, the expectation value, $`F_1F_2_W`$, is defined as,
$$F_1F_2_{W(C)}=\frac{\text{Tr}𝒫\left[\mathrm{exp}\left(ig_{\delta C}𝑑x_\mu A_\mu \right)F_1F_2\right]}{\text{Tr}𝒫\left[\mathrm{exp}\left(ig_{\delta C}𝑑x_\mu A_\mu \right)\right]},$$
(6.68)
where $`\delta C`$ represents a closed path \[the contour of a Wilson loop, $`W(𝐫,T)`$, $`T\tau `$\]. The nominators of Eq. (6.68) that are required to compute the potentials are depicted in Figure 6.6. The correlators appearing within the coefficient functions of the spin-orbit potentials, $`V_1^{}`$ and $`V_2^{}`$, involve electric and magnetic fields, the latter originating from the angular movement. Correlators between two magnetic fields are required in the spin-spin potentials, $`V_3`$ and $`V_4`$, which arise from interactions between the two Fermi terms $`g𝐒_i𝐁/m_i`$. The corrections to the central potential, $`^2V_a^E`$ and $`^2V_a^B`$, involve electric-electric and magnetic-magnetic interactions, respectively, while $`V_{}`$ and all MD corrections involve two electric field insertions. The latter arise from re-expressing derivatives acting on the static propagators in terms of field strength insertions.
In principle similar results that would include Wilson loops with more than two field strength insertions can be obtained from the order $`c^4`$ (or $`v^6`$) NRQCD Lagrangian of Ref. . This tedious work has not been done yet since the dominant sources of error at present are the uncertainties of the matching coefficients and certain transition matrix elements (cf. Sections 7.2, 6.5.2 and 6.5.4), rather than higher order relativistic corrections.
#### 6.3.5 The potentials as perturbations
In Refs. spectral decompositions of the above potentials have been derived. The results can be written as follows,
$`V_{3,4}(r)`$ $`=`$ $`{\displaystyle \underset{n>0}{}}D_n^{(3,4)}(r){\displaystyle _0^\tau }𝑑te^{\mathrm{\Delta }V_n(r)t}={\displaystyle \underset{n>0}{}}{\displaystyle \frac{D_n^{(3,4)}(r)}{\mathrm{\Delta }V_n(r)}},`$ (6.69)
$`^2V_a^{E,B}(r)`$ $`=`$ $`{\displaystyle \underset{n>0}{}}D_n^{(E,B)}(r){\displaystyle _0^\tau }𝑑te^{\mathrm{\Delta }V_n(r)t}={\displaystyle \underset{n>0}{}}{\displaystyle \frac{D_n^{(E,B)}(r)}{\mathrm{\Delta }V_n(r)}},`$ (6.70)
$`V_{1,2}^{}(r)`$ $`=`$ $`{\displaystyle \underset{n>0}{}}D_n^{(1,2)}(r){\displaystyle _0^\tau }𝑑tte^{\mathrm{\Delta }V_n(r)t}={\displaystyle \underset{n>0}{}}{\displaystyle \frac{D_n^{(1,2)}(r)}{[\mathrm{\Delta }V_n(r)]^2}},`$ (6.71)
$`V_{}(r)`$ $`=`$ $`{\displaystyle \underset{n>0}{}}D_n^{}(r){\displaystyle _0^\tau }𝑑tte^{\mathrm{\Delta }V_n(r)t}={\displaystyle \underset{n>0}{}}{\displaystyle \frac{D_n^{}(r)}{[\mathrm{\Delta }V_n(r)]^2}},`$ (6.72)
$`V_{b,c,d,e}(r)`$ $`=`$ $`{\displaystyle \underset{n>0}{}}D_n^{(b,c,d,e)}(r){\displaystyle _0^\tau }𝑑t{\displaystyle \frac{t^2}{2}}e^{\mathrm{\Delta }V_n(r)t}={\displaystyle \underset{n>0}{}}{\displaystyle \frac{D_n^{(b,c,d,e)}(r)}{[\mathrm{\Delta }V_n(r)]^3}},`$ (6.73)
where $`\mathrm{\Delta }V_n(r)=V_n(r)V_0(r)`$ denotes the difference between the $`n`$th hybrid excitation and the ground state $`\mathrm{\Sigma }_g^+`$ potential. The coefficients, $`D_n(r)`$, are real parts of products of two transition amplitudes and can easily be read off from Eqs. (6.56) – (6.3.4). For instance, in the case of $`V_4`$, one obtains,
$$D_n^4(r)=2g^2\text{Re}\left[\mathrm{\Phi }_{𝐫,0}|𝐁(\mathrm{𝟎})|\mathrm{\Phi }_{𝐫,n}\mathrm{\Phi }_{𝐫,n}|𝐁(𝐫)|\mathrm{\Phi }_{𝐫,0}\right],$$
(6.74)
where $`|\mathrm{\Phi }_{𝐫,n}`$ denotes the $`n`$th excitation of a quark anti-quark state at separation, $`𝐫`$, and the states are thought to be normalised, $`\mathrm{\Phi }_{𝐫,i}|\mathrm{\Phi }_{𝐫,i}=1`$. Note that, $`D_n^E=4D_n^{}=6D_n^d`$.
Physically, the above result can be interpreted as follows : at time $`0`$ the spin of the quark at position, $`\mathrm{𝟎}`$, interacts with the background glue and excites the gluonic vortex until, at time $`\tau `$ a second interaction with the spin of the anti-quark at $`𝐫`$ takes place that returns the flux tube into its ground state: the non-perturbative analogue of a gluon exchange! From Table 5.1 one can read off that in general the intermediate state will be a superposition of excitations within the $`\mathrm{\Sigma }_u^{}`$ and $`\mathrm{\Pi }_u`$ channels in the particular cases of $`V_3,V_4`$ and $`^2V_a^B`$.
We add the term proportional to $`^2V_a^B`$ of Eq. (6.3.2) to the two terms proportional to $`V_3`$ and $`V_4`$ of Eq. (6.3.2). The result reads,
$`V_{\text{ss}}(r)`$ $`=`$ $`c_F^{(1)}c_F^{(2)}{\displaystyle \frac{S_1^iS_2^j}{3m_1m_2}}\left[3R_{ij}V_3(r)+\delta _{ij}V_4(r)\right]`$
$`+`$ $`\left({\displaystyle \frac{c_{F}^{(1)}{}_{}{}^{2}}{8m_1^2}}+{\displaystyle \frac{c_{F}^{(2)}{}_{}{}^{2}}{8m_2^2}}\right)^2V_a^B(r).`$
By inserting the spectral decomposition with the correct coefficients, $`D_n`$, determined from Eqs. (6.57), (6.3.4) and (6.63), into Eq. (6.3.5) one obtains,
$`V_{\text{ss}}(r)`$ $`=`$ $`{\displaystyle \underset{n>0}{}}{\displaystyle \frac{1}{V_n(r)V_0(r)}}`$
$`\times `$ $`\left|\mathrm{\Phi }_{𝐫,0}\left|\left[c_F^{(1)}{\displaystyle \frac{g𝐒_1𝐁(\mathrm{𝟎})}{m_1}}+c_F^{(2)}{\displaystyle \frac{g𝐒_2𝐁(𝐫)}{m_2}}\right]\right|\mathrm{\Phi }_{𝐫,n}\right|^2,`$
where we have exploited the fact that $`𝐁^2=4(𝐒𝐁)^2`$. The result is exactly the energy shift one would have expected in second order perturbation theory from the Fermi terms for quark and anti-quark within Eq. (6.1.2),
$$V_{\text{ss}}(r)=\mathrm{\Delta }E_{\text{ss}}=\underset{n>0}{}\frac{\mathrm{\Phi }_{𝐫,0}|\mathrm{\Delta }H_{\text{ss}}|\mathrm{\Phi }_{𝐫,n}\mathrm{\Phi }_{𝐫,n}|\mathrm{\Delta }H_{\text{ss}}|\mathrm{\Phi }_{𝐫,0}}{V_n(r)V_0(r)},$$
(6.77)
with
$$\mathrm{\Delta }H_{\text{ss}}(𝐱)=\frac{c_F^{(1)}g\sigma _1𝐁(𝐱)}{2m_1}\delta ^3(𝐱)+\frac{c_F^{(2)}g\sigma _2𝐁(𝐱)}{2m_2}\delta ^3(𝐱𝐫),$$
(6.78)
where $`\sigma _i=2𝐒_i`$.
Other potentials in their spectral representation can be interpreted as perturbations too. However, relating these to the NRQCD Lagrangian requires somewhat more involved formal manipulations. From the considerations above it is obvious that the formalism cannot readily be applied to spin dependent interactions of hybrid quarkonia where the $`\mathrm{\Sigma }_g^+`$ ground state would appear as an intermediate state: since $`\mathrm{exp}[(V_nV_m)t]`$ diverges with $`t`$ for $`m>n`$; the matrix elements corresponding to Eq. (6.77), for an external state, $`|\mathrm{\Phi }_{𝐫,m}`$, cannot be obtained from a simple time integral over double bracket expectation values.
### 6.4 Model expectations
We discuss expectations for the potentials and the resulting Hamiltonian, and discuss the Lorentz structure of the effective interaction kernel.
#### 6.4.1 The potentials
We will present simple model expectations for the above potentials. The double bracket expectation values of colour field operators can be obtained from infinitesimal deformations of a generalised, non-static Wilson loop<sup>33</sup><sup>33</sup>33For the definition of the functional derivative acting on a Wilson loop with respect to a surface element, $`S_{\mu \nu }(x)`$, see e.g. Ref. . ,
$$g^2F_{\mu \nu }(x)F_{\rho \sigma }(y)^c_W=\frac{\delta ^2\mathrm{ln}W}{\delta S_{\mu \nu }(x)\delta S_{\rho \sigma }(y)}.$$
(6.79)
If the functional dependence of the Wilson loop expectation value on its contour is known, the above formula can be applied to calculate the corresponding long distance behaviour of the potentials. This has been done for the stochastic vacuum model (SVM), dual QCD and the area law assumption in Refs. . A variety of predictions on SD and MD potentials exists in the literature that are based on effective modified one gluon exchanges or Bethe Salpeter kernels. Ref. represents a recent example<sup>34</sup><sup>34</sup>34Note, however, that their result is incompatible with Eqs. (6.64) – (6.3.4).. Given these different suggestions, lattice results with a precision that is sufficient to discriminate between them are highly desirable.
Here, we shall only discuss the area law expectations , combined with tree level perturbation theory and constraints from the renormalisation group mixing between the potentials , Eqs. (6.51) – (6.55),
$`V_0(r;\mu )`$ $`=`$ $`V_{\text{self}}(\mu ){\displaystyle \frac{e}{r}}+\sigma r,`$ (6.80)
$`^2V_a^E(r;\mu )`$ $`=`$ $`C_a^E(\mu ){\displaystyle \frac{2\sigma +b(\mu )}{r}},`$ (6.81)
$`^2V_a^B(r;\mu )`$ $`=`$ $`C_a^B(\mu ),`$ (6.82)
$`V_1^{}(r;\mu )`$ $`=`$ $`{\displaystyle \frac{h(\mu )}{r^2}}\sigma ,`$ (6.83)
$`V_2^{}(r;\mu )`$ $`=`$ $`{\displaystyle \frac{eh(\mu )}{r^2}},`$ (6.84)
$`V_3(r;\mu )`$ $`=`$ $`3{\displaystyle \frac{eh(\mu )}{r^3}},`$ (6.85)
$`V_4(r;\mu )`$ $`=`$ $`8\pi [eh(\mu )]\delta ^3(r),`$ (6.86)
$`V_{}(r)`$ $`=`$ $`0,`$ (6.87)
$`V_b(r;\mu )`$ $`=`$ $`C_b(\mu )+{\displaystyle \frac{2}{3}}{\displaystyle \frac{e}{r}}{\displaystyle \frac{\sigma }{9}}r,`$ (6.88)
$`V_c(r)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{e}{r}}{\displaystyle \frac{\sigma }{6}}r,`$ (6.89)
$`V_d(r;\mu )`$ $`=`$ $`C_d(\mu ){\displaystyle \frac{\sigma }{9}}r,`$ (6.90)
$`V_e(r)`$ $`=`$ $`{\displaystyle \frac{\sigma }{6}}r,`$ (6.91)
with<sup>35</sup><sup>35</sup>35In one loop perturbation theory one obtains , $`V_{}(r)=C_FC_A\alpha _s^2/(4r^2)`$. $`eh(\mu )C_F\alpha _s`$. The above formulae conform with the Gromes and BBP relations, Eqs. (6.48) – (6.50). While $`V_0`$, $`V_{}`$ and the MD potentials do not undergo multiplicative renormalisation, $`V_0`$, $`V_b`$ and $`V_d`$ still contain additive self-energy contributions that will diverge as $`\mu \mathrm{}`$ and whose $`\mu `$ dependence has to be cancelled by the quark mass shifts<sup>36</sup><sup>36</sup>36We ignore the possibility of self energy contributions to $`V_{}`$, $`V_c`$ and $`V_e`$ that vanish at least to lowest order perturbation theory in the parametrisation. In lattice determinations of $`V_c`$ and $`V_e`$ these have indeed been found to agree with zero within errors ., $`\delta m_i`$. The constants, $`V_{\text{self}}(\mu )`$, $`C_a^E(\mu )`$, $`C_a^B(\mu )`$, $`C_b(\mu )`$ and $`C_d(\mu )`$ as well as all terms proportional to $`e`$ originate from perturbation theory, while all terms proportional to the string tension, $`\sigma `$, are due to the area law ansatz, with the exception of $`^2V_a^E`$. We allow for terms proportional to $`h`$ in $`V_1^{}`$ and $`V_2^{}`$ that are thought to originate from the mixing between these two potentials under renormalisation group transformations, Eq. (6.52). In perturbation theory as well as in vector exchange models, one obtains, $`V_3(r)=V_2^{}/rV_2^{\prime \prime }`$ and $`V_4=2^2V_2`$. Therefore, replacing $`C_F\alpha _s`$ by $`eh`$ within these potentials appears to be reasonable. However, we remark that further corrections to this ansatz must exist since the scaling behaviours under $`\mu \mu ^{}`$ of $`V_2`$ \[Eq. (6.53)\], $`V_3`$ \[Eq. (6.54)\] and $`V_4`$ \[Eq. (6.55)\] are incompatible with each other. Finally, the expectation, $`2\sigma +b(\mu )`$, within $`^2V_a^E`$ is motivated by the lattice results to be presented in Section 6.6 as well as by dual QCD and SVM calculations . One would expect additional $`\delta `$-like contributions to $`^2V_a^E`$ and $`^2V_a^B`$ from Eq. (6.51), which we ignore for the moment.
Interestingly, by adding a perimeter term to the Wilson loop area law , one obtains a non-vanishing $`C_d=V_{\text{self}}/4`$, which agrees with the expectation from perturbation theory. However, the perimeter term does not contribute to $`C_a^E`$, $`C_a^B`$ or $`C_b`$. In continuum perturbation theory as well as in lattice perturbation theory in the infinite volume limit, one obtains the tree level results ,
$$C_b(\mu )=0,C_d(\mu )=\frac{1}{4}V_{\text{self}}(\mu ),$$
(6.92)
where the lattice perturbation theory result for $`V_{\text{self}}(a)`$ with the Wilson action is given in Eq. (4.53). By using the lattice field definitions of Eqs. (5.3) – (5.6), we obtain the lattice perturbation theory results ,
$`C_a^E(a)`$ $`=`$ $`C_F\alpha _sa^3\times 7.91084\mathrm{},`$ (6.93)
$`C_a^B(a)`$ $`=`$ $`C_F\alpha _sa^3\times 14.89413\mathrm{},`$ (6.94)
for the other two self-energy contributions.
#### 6.4.2 The Hamiltonian
The Hamiltonian that results from the ansatz Eqs. (6.80) – (6.91), in the equal mass case, $`m=m_1=m_2`$, takes the form,
$`H`$ $`=`$ $`H_0+\delta H_{\text{kin}}+{\displaystyle \frac{1}{m^2}}\left(\delta H_\delta +\delta H_{\text{MD}}+\delta H_{\text{SD}}\right),`$ (6.95)
$`H_0`$ $`=`$ $`2(m\delta m)+V_{\text{self}}+{\displaystyle \frac{1}{4m^2}}\left(c_DC_a^E+c_F^2C_a^B\right)`$
$`+`$ $`\left[1{\displaystyle \frac{1}{2m}}\left(V_{\text{self}}+4C_b\right)\right]{\displaystyle \frac{p^2}{m}}`$
$``$ $`\left[e+{\displaystyle \frac{3c_Db+2\sigma }{12m^2}}\right]{\displaystyle \frac{1}{r}}+\sigma r,`$
$`\delta H_{\text{kin}}`$ $`=`$ $`{\displaystyle \frac{p^4}{4m^3}},`$ (6.97)
$`\delta H_\delta `$ $`=`$ $`\left({\displaystyle \frac{3}{4}}+d_s\right)4\pi e\delta ^3(𝐫),`$ (6.98)
$`\delta H_{\text{MD}}`$ $`=`$ $`{\displaystyle \frac{\sigma }{6r}}𝐋^2{\displaystyle \frac{e}{r}}\left(p^2{\displaystyle \frac{𝐋^2}{2r^2}}\right),`$ (6.99)
$`\delta H_{\text{SD}}`$ $`=`$ $`\left[{\displaystyle \frac{\sigma }{r}}+{\displaystyle \frac{4c_F(eh)e}{r^3}}\right]{\displaystyle \frac{𝐋𝐒}{2}}`$ (6.100)
$`+`$ $`{\displaystyle \frac{3c_F^2(eh)}{r^3}}T+\left[2c_F^2(eh)12d_ve\right]4\pi \delta ^3(𝐫){\displaystyle \frac{𝐒_1𝐒_2}{3}},`$
with
$`𝐋^2`$ $`=`$ $`l(l+1)`$ (6.101)
$`{\displaystyle \frac{𝐒_1𝐒_2}{3}}`$ $`=`$ $`{\displaystyle \frac{1}{6}}\left[s(s+1){\displaystyle \frac{3}{2}}\right],`$ (6.102)
$`𝐋𝐒`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[J(J+1)l(l+1)s(s+1)\right],`$ (6.103)
$`T`$ $`=`$ $`R_{ij}S_1^iS_2^j={\displaystyle \frac{6(𝐋𝐒)^2+3𝐋𝐒2s(s+1)l(l+1)}{6(2l1)(2l+3)}}.`$ (6.104)
For a discussion of the non-equal mass case we refer the reader to Ref. . The parametrisations of the potentials that enter the above Hamiltonian, can of course be improved in several ways, for example by including the known one loop perturbative results for the spin dependent terms and the two loop result for the static potential . Note that all terms containing the low-energy parameter, $`\sigma `$, are independent of the matching scale, $`\mu \sqrt{\sigma }`$.
We have eliminated $`C_d`$ from the above Hamiltonian by use of Eq. (6.49), $`V_{\text{self}}=2C_b4C_d`$. The subscripts of the correction terms, $`\delta H_i`$, do not necessarily relate to the potentials of origin. $`H_0`$ contains contributions from $`V_0`$, $`V_\text{C}`$ as well as from $`V_{\text{MD}}`$ while $`\delta H_\delta `$ contains terms due to $`V_\text{C}`$ and $`V_{\text{MD}}`$. We have used the relation $`2\pi \delta ^3(𝐫)=ir^3𝐫𝐩`$ to cast a term that appears within $`V_{\text{MD}}`$ into a $`\delta `$ function. The radial Schrödinger equation, Eq. (A.2), can be solved numerically for $`H_0`$ and, subsequently, the $`\delta H_i`$ terms can conveniently be treated as perturbations.
We substitute,
$$\stackrel{~}{m}=m+\frac{V_{\text{self}}+4C_b}{2}$$
(6.105)
into $`H_0`$. To order $`m^2`$ this yields,
$`H_0`$ $`=`$ $`C_0+2\stackrel{~}{m}+{\displaystyle \frac{p^2}{\stackrel{~}{m}}}+\stackrel{~}{V}(r),`$ (6.106)
$`\stackrel{~}{V}(r)`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{e}}{r}}+\sigma r,`$ (6.107)
$`C_0`$ $`=`$ $`2\delta m4C_b+{\displaystyle \frac{1}{4\stackrel{~}{m}^2}}\left(c_DC_a^E+c_F^2C_a^B\right),`$ (6.108)
$`\stackrel{~}{e}`$ $`=`$ $`e+{\displaystyle \frac{3c_Db+2\sigma }{12\stackrel{~}{m}^2}}:`$ (6.109)
the static quark self-energy shift, $`V_{\text{self}}`$, is eliminated from the Hamiltonian. This was first noticed in Ref. . The remaining scale dependence of $`\delta m(\mu )`$ has to compensate that of the sum of the (small) term $`C_b(\mu )`$, which vanishes in tree level perturbation theory, and the term containing $`C_a^E`$ and $`C_a^B`$, which is suppressed by a factor $`\stackrel{~}{m}^2`$. Moreover, $`C_a^E`$ and $`C_a^B`$ have different relative signs, such that partial cancellations occur. Of course, the above substitution is only valid for quark masses, $`mV_{\text{self}}\alpha _s\mu `$. This relation, however, is automatically fulfilled for matching scales, $`\mu <m`$. In conclusion: the mass shift, $`\delta m`$, which is related to the wave function renormalisation, becomes reduced as relativistic corrections are taken into account.
Some of the correction terms are well known from atomic physics, others are specific to non-Abelian gauge theories. One piece of $`\delta H_\delta `$ \[Eq. (6.98)\] as well as the term proportional to $`b/r`$ within Eq. (6.4.2) stem from the Darwin interaction. A string whose energy density, $`\sigma `$, is carried by a constant longitudinal electric field , gives rise to the (classical) orbit-orbit interaction term, $`\sigma /(6r)𝐋^2`$, that appears within Eq. (6.99). $`\delta H_{\text{SD}}`$ \[Eq. (6.100)\] contains a spin-orbit (Thomas) interaction term that, unlike its QED counterpart, only falls off like $`r^1`$ at large distances. In addition, it contains two spin-spin interaction terms that take very much the same form as in QED, the first of which does not affect $`S`$ waves and the second of which only affects $`S`$ waves to the order in $`\alpha _s`$ considered above.
#### 6.4.3 The Lorentz structure of the effective interaction
The general form of a Hamiltonian governing relativistic two-particle bound states has been derived within the Bethe-Salpeter formalism (see e.g. and references therein), under the assumption that the interaction kernel only depends on the transfer momentum, $`q^2`$: The momentum space kernel can be decomposed into the five Lorentz invariants,
$$\stackrel{~}{I}=\stackrel{~}{V_S}\mathbf{\hspace{0.17em}1}\mathrm{𝟏}+\stackrel{~}{V_V}\gamma _\mu \gamma _\mu +\stackrel{~}{V_T}\frac{1}{2}\sigma _{\mu \nu }\sigma _{\mu \nu }+\stackrel{~}{V_A}\gamma _\mu \gamma _5\gamma _\mu \gamma _5+\stackrel{~}{V_P}\gamma _5\gamma _5,$$
(6.110)
where the form factors, $`\stackrel{~}{V}_i`$, only depend on $`q^2`$. In the QED case, within the ladder approximation, only $`V_V`$ assumes a non-trivial value and the resulting Hamiltonian has the Breit-Fermi form, well known from atomic physics. In the most general case the equal mass Hamiltonian reads,
$`V(r)`$ $`=`$ $`V_V(r)+V_S(r)+4\left[V_T(r)V_A(r)\right]𝐒_1𝐒_2`$
$`+`$ $`{\displaystyle \frac{1}{m^2}}\{{\displaystyle \frac{1}{4}}^2V_V(r)+{\displaystyle \frac{𝐋𝐒}{2r}}[3V_V^{}(r)V_S^{}(r)]`$
$`+`$ $`T\left[{\displaystyle \frac{V_V^{}(r)V_P^{}(r)}{r}}+V_P^{\prime \prime }(r)V_V^{\prime \prime }(r)\right]`$
$`+`$ $`{\displaystyle \frac{𝐒_1𝐒_2}{3}}[2^2V_V(r)+^2V_P(r)]\},`$
where we have ignored momentum dependent terms as well as possible $`m^2`$ corrections to $`V_A(r)`$ and $`V_T(r)`$.
Since QCD interactions are spin-independent to leading order, $`V_A(r)=V_T(r)`$ must be satisfied. Moreover, in comparing the above formula with the potential of Eqs. (6.38) – (6.3.2), with tree level matching constants, $`c_i=1,d_i=0`$, one finds,
$`V_0`$ $`=`$ $`V_V+V_S,`$ (6.112)
$`V_1`$ $`=`$ $`(1\eta )V_S,`$ (6.113)
$`V_2`$ $`=`$ $`V_V+\eta V_S,`$ (6.114)
$`V_3`$ $`=`$ $`{\displaystyle \frac{V_V^{}V_P^{}}{r}}(V_V^{\prime \prime }V_P^{\prime \prime }),`$ (6.115)
$`V_4`$ $`=`$ $`2^2V_V+^2V_P,`$ (6.116)
where we have also used the relation, Eq. (6.48). There are indications that the linear term, $`\sigma r`$, within $`V_0`$ should be purely scalar since vector type potentials are thought to rise at most logarithmically in $`r`$ . The Darwin term appearing within Eq. (6.3.2) implies that $`b=0`$, i.e. any scalar contribution to $`^2V_0`$ has to be cancelled by the combination, $`^2V_a^E+^2V_a^B`$. It is clear that the picture becomes more involved when the matching coefficients assume non-trivial values. Moreover, the assumption that the interaction kernel only depends on the momentum transfer does not necessarily apply.
### 6.5 Beyond the adiabatic approximation
We shall briefly discuss the interrelation between local potentials, sum rules and the stochastic vacuum model. Following this, we shall describe pNRQCD which is a systematic and conceptionally attractive approach to quarkonia bound state problems. Subsequently, we will discuss some consequences that arise from including MD potentials. Finally, we incorporate hybrid states and transitions between different gluonic excitations of the string into the potential approach.
#### 6.5.1 Are potentials enough?
The local potential picture of heavy quark bound states has often been challenged. Voloshin and Leutwyler for instance investigated the effect of the gluon condensate on quarkonia levels and found a dependence proportional to $`n^6\alpha _sF^2`$, on the principal quantum number, $`n`$. From this they concluded that this effect could not be reproduced by a local potential. However, a term growing that rapidly would certainly dominate the spectrum, if not for $`n=2`$, then for $`n=3`$, in contradiction to experiment. In this light, it appears questionable whether all non-perturbative physics relevant for excited state quarkonia can be approximated by the gluon condensate alone or if other infra-red scales play a rôle. The gluon condensate does not result in a linear contribution to the static potential but will only add a short distance term, proportional to $`r^2`$, to the perturbative result. Thus, the gluon condensate alone is not sufficient for an understanding of non-perturbative physics at large (as well as small, cf. Section 4.8) distances. Based on somewhat different arguments this has also been pointed out in Refs. .
One instructive extension of the sum rule approach is the stochastic vacuum model (SVM) by Dosch and Simonov in which non-local condensates, i.e. correlators of field strength tensors at different space-time points,
$$D(x)=\alpha _sF_1(x)U^A(x)F_2(0),$$
(6.117)
are introduced. $`F_i`$ symbolise linear combinations of electric or magnetic fields. Calculating a Wilson loop in this approach indeed yields a linear contribution to the static potential at large distances . In order to achieve gauge invariance of the correlation function, the adjoint Schwinger line, $`U^A`$, has been included into the definition, Eq. (6.117). Note that the above non-local condensate resembles the gluelump correlator of Eq. (5.2). It is not entirely clear how to cancel the self-energy contribution that is due to the Schwinger line and how to interprete the possible path dependence of the result. Putting these problems aside for the moment, lattice determinations of such correlators by use of two different methods exist .
The correlator will decay exponentially for large Euclidean separations, $`D(x)\mathrm{exp}(|x|/T_G)(|x|\mathrm{})`$, with the gluon correlation time, $`T_G`$, being a second dimensionful infra-red scale. Let us further introduce the characteristic time scale, associated with a quark in a bound state, $`T_{nl}\overline{\mathrm{\Lambda }}_{nl}^11/(mv_{nl}^2)`$. One can now distinguish between two limits. In the case, $`T_GT_{nl}`$, the non-local condensate can be well approximated by a local condensate. Therefore, the Leutwyler result is reproduced and no local potential that describes the long distance behaviour can be found. This is not too surprising, though, as one would expect the adiabatic approximation to be violated if the characteristic time scale of the gluon dynamics becomes larger than that associated to the heavy quarks. On the other hand, for gluons harder than the bound state energies, $`T_GT_{nl}`$, the effect of the non-local condensate cannot be neglected and under certain additional model assumptions one indeed finds level splittings to scale like , $`\mathrm{\Delta }E_{nl}T_Gr^2`$. This would imply the local potential itself to be proportional to $`r^2`$ at small distances, in contradiction to the lattice results but in agreement with sum rule expectations<sup>37</sup><sup>37</sup>37 The static potential differs from the interaction potential between moving quarks of finite mass. Sum rules predict the latter to be proportional to $`r^3`$ at short distances . on the static potential . However, one would not expect the SVM to reproduce the correct behaviour for distances, $`r<T_G`$, anyway.
#### 6.5.2 Potential NRQCD
A more systematic approach to the bound state problem is potential NRQCD (pNRQCD) , the QCD generalisation of pNRQED in which on top of the NRQCD Lagrangian, an expansion in terms of the quark separation, $`r1/(mv)`$, is performed. The remaining colour fields are living at the centre of mass coordinate, $`\mathrm{𝟎}`$. By means of a multipole expansion, $`A_\mu (𝐫,t)`$ can be obtained from $`A_\mu (\mathrm{𝟎},t)`$ and derivatives thereof. The resulting Lagrangian is ,
$`_{pNRQCD}`$ $`=`$ $`\text{Tr}\{S^{}[_4+V_s(r){\displaystyle \frac{^2}{2\mu _R}}+\mathrm{}]S`$
$`+`$ $`O^{}\left[D_4+V_o(r){\displaystyle \frac{𝐃^2}{2\mu _R}}+\mathrm{}\right]O`$
$`+`$ $`gV_A(r)\left(O^{}𝐫𝐄S+S^{}𝐫𝐄O\right)`$
$`+`$ $`g{\displaystyle \frac{V_B(r)}{2}}(O^{}𝐫𝐄O+O^{}O𝐫𝐄)\}+\mathrm{},`$
where $`V_s(r)`$, $`V_o(r)`$, $`V_E(r)`$ and $`V_B(r)`$ represent (infinitely many) matching coefficients that have to be determined by some prescription. Apart from $`r`$ the coefficients depend on the scale $`\mu `$ and, to higher orders of the expansion, spins and momenta. Since all $`r`$ dependence has been separated from the interaction terms, these can be factorised according to their properties under local gauge transformations. $`V_s(r)`$ and $`V_o(r)`$ can be identified with the singlet and octet potentials of Section 4.5 in the case that no relevant physical scale exists between $`mv`$ and $`mv^2`$; $`S`$ is the colour singlet contribution to the wave function while $`O`$ represents the colour octet part.
Interestingly, in the situation, $`\overline{\mathrm{\Lambda }}\mathrm{\Lambda }_{QCD}`$, a non-perturbative $`r^2`$ contribution to $`V_s`$ is obtained, in agreement with Ref. . For details we refer the reader to Ref. . We also remark that in Ref. vNRQCD is introduced which is based on a similar multipole expansion in momentum, rather than in position space.
While in pNRQCD local and non-local terms are clearly separated, unfortunately, it is not clear how to arrange for such a factorisation in lattice simulations. Moreover, once the matching coefficients, $`V_i(r)`$, are determined, all remaining dynamics are ultra-soft, requiring lattice resolutions, $`a^1`$, of order $`mv`$ or smaller. This would result in intolerably large discretisation errors, unless one is interested in top quarks. However, the form of the pNRQCD Lagrangian with its transitions between singlet and octet states is quite instructive.
#### 6.5.3 Consequences of momentum dependence
We will briefly discuss an effect that is sometimes mistaken as a violation of the adiabatic approximation: let us assume that the spectrum, $`E_N`$, $`N=\{nll_3\}`$, and Coulomb gauge wave functions, $`\psi _N(𝐫)=𝐫|\psi _N`$, of a quarkonium bound state are known. In this case one might attempt to determine the interaction potential from the Schrödinger equation,
$$H|\psi _N=E_N|\psi _N.$$
(6.119)
In the non-relativistic case, we have $`d𝐫/dt=𝐩/\mu _R`$. Therefore,
$$[H,𝐫]=i\frac{d𝐫}{dt}=\frac{i}{\mu _R}𝐩.$$
(6.120)
Let us consider a Hamiltonian of the form,
$$H=\frac{p^2}{2\mu _R}+H_i.$$
(6.121)
From the canonical commutation relation, $`[𝐩,𝐫]=i`$, and Eq. (6.120), one can easily see that,
$$[H_i,𝐫]=0,$$
(6.122)
i.e. the interaction term, $`H_i=V_0(𝐫)`$, is only a function of the distance and does not depend on the momentum. In this case, the potential can be obtained, wherever $`\psi _N(r)0`$,
$$V_0(r)=E_N\frac{1}{2\mu _R}\frac{r|p^2|\psi _N}{r|\psi _N},$$
(6.123)
where we have assumed rotational symmetry. Note that $`V_0`$ does not depend on the state $`|\psi _N`$ under consideration!
To higher orders of the non-relativistic expansion not only spins and angular momentum have to be included into the set of canonical coordinates but also Eq. (6.122) will in general be violated: the interaction Hamiltonian contains the explicitly momentum dependent terms of Eq. (6.3.2). Ignoring SD terms as well as the correction to the kinetic energy to keep the expressions simple, we have,
$$H_i=V_0(r)+V_{\text{MD}}(r,𝐩).$$
(6.124)
Naïvely applying Eq. (6.123) will result in the effective interaction potential (due to being forced to depend only on the position variables) to change with the state under consideration,
$$V_N(r)=V_0(r)+\frac{r|V_{\text{MD}}(r,𝐩)|\psi _N}{r|\psi _N}+\mathrm{};$$
(6.125)
this dependence of $`V_N(r)`$ on the state has nothing to do with the Lamb shift of QED since the (MD) potential, $`V(r,𝐩)=V_0(r)+V_{\text{MD}}(r,𝐩)`$, of Eq. (6.124) does of course not dependent on the quantum numbers $`N`$.
#### 6.5.4 What is the effect of hybrid states?
From the discussion of Section 5.2 it is clear that gluonic excitations can play an important rôle in bound state problems. In general, the total angular momentum will be the sum of the angular momentum due to the relative movement of the quarks within the bound state, $`𝐋=𝐫𝐩`$, and the spin of the gluons, $`𝐒_g`$: $`𝐊=𝐋+𝐒_g`$. $`\mathrm{\Lambda }_{\widehat{𝐫}}=𝐒_g\widehat{𝐫}`$ denotes the projection of the gluon spin onto the inter-quark axis and $`\mathrm{\Lambda }=|\mathrm{\Lambda }_{\widehat{𝐫}}|`$. $`𝐊^2`$ has eigenvalues, $`k(k+1)`$, $`k\mathrm{\Lambda }`$. $`𝐊`$ will couple to the quark spin to give the total spin of the state, $`𝐉=𝐊+𝐒`$. We also recall that the gluonic string could be classified with respect to, $`\mathrm{\Lambda }_\eta ^{\sigma _v}`$, where $`\eta `$ denotes the combined parity under charge inversion and reflection about the midpoint of the axis, and $`\sigma _v`$ denotes the symmetry under reflection with respect to a plane, containing the axis. $`\mathrm{\Sigma }`$ states with $`\sigma _v=\pm 1`$ fall into two different irreducible representations of the relevant symmetry group, $`D_\mathrm{}h`$, while irreducible representations, $`\mathrm{\Lambda }1`$, which are two-dimensional, contain both $`\sigma _v`$ parities: $`|\mathrm{\Lambda }_\pm =2^{1/2}\left(|\mathrm{\Lambda }\pm |\mathrm{\Lambda }\right)`$, with $`\sigma _v|\mathrm{\Lambda }_\pm =\pm |\mathrm{\Lambda }_\pm `$. The resulting (hybrid-) quarkonium state has the symmetries,
$$P=\sigma _v(1)^{k+\mathrm{\Lambda }+1},C=\sigma _v\eta (1)^{k+\mathrm{\Lambda }+s}.$$
(6.126)
In general, many possibilities exist to realise a given $`J^{PC}`$ assignment. In Table 6.3, we illustrate this by listing all combinations that yield a vector, $`J^{PC}=1^{}`$. Note that even without considering hybrids, the state can either be an $`S`$ ($`k=0`$) wave or a $`D`$ ($`k=2`$) wave. In a direct lattice NRQCD simulation of the spectrum, all the above combinations will share the same $`1^{}`$ ground state and none of the quantum numbers, $`s,k,\mathrm{\Lambda }`$, are strictly conserved. However, we shall see that mixing between $`S`$ and $`D`$ waves for instance is likely to be small, such that almost pure $`S`$ or $`D`$ states, that can be created by different almost orthogonal operators, should still be distinguishable. In the potential approach mixing effects have been completely neglected so far and they may matter, at least for high radial excitations. Dipole transitions are suppressed by order $`c^1`$ in the NRQCD velocity expansion while quadrupole transitions are accompanied by pre-factors, $`c^2`$. Dipole induced mixing effects will be suppressed by order $`c^2`$ with respect to the leading order NRQCD Lagrangian and should, therefore, be included into an order $`c^2`$ spectrum calculation. $`k_3`$ will not be affected by magnetic dipole transitions, however, $`s_3`$ and $`\eta `$ are changed. Magnetic transitions also alter the $`D_\mathrm{}h`$ representation: the $`{}_{}{}^{3}S_{1}^{}`$ state in the Table can mix with hybrid $`{}_{}{}^{1}P_{1}^{}`$ states, which contain a flux tube in the $`\mathrm{\Sigma }_u^{}`$ or in the $`\mathrm{\Pi }_u`$ representation.
Electric dipole transitions cannot affect $`s_3`$ or $`\eta `$ but change $`k_3`$. As the Table reveals, only the mixing of $`{}_{}{}^{3}S_{1}^{}`$ $`\mathrm{\Sigma }_g^+`$ states with $`{}_{}{}^{3}P_{1}^{}`$ $`\mathrm{\Sigma }_g^{}`$ states is possible in this case. We shall, however, see that the corresponding transition amplitude vanishes identically. Either a quadrupole transition or two separate dipole transitions connect the $`S`$ and $`D`$ wave $`\mathrm{\Sigma }_g^+`$ states. Therefore, mixing effects between these channels only have to be considered from order $`c^4`$ onwards.
In the derivation of the Schrödinger type bound state equation, Eq. (6.34), from Eq. (6.32) we have assumed that quarkonia can be completely classified by the quantum numbers of the constituent quarks. If this is not the case, the two-particle Green function, $`G`$, of Eq. (6.28) and Figure 6.5 has to be generalised to the $`G_{ab}`$ of Figure 6.7, where the indices, $`a`$ and $`b`$, run over all excitations that will contribute to the $`J^{PC}`$ of interest. To account for energy level shifts of $`S`$ wave vector mesons, $`\mathrm{{\rm Y}}(nS)`$, to order $`c^2`$, clearly only $`a,b=\mathrm{\Sigma }_g^+,\mathrm{\Sigma }_u^{},\mathrm{\Pi }_u`$ are relevant. All other channels decouple to this order in $`c^1`$. The Hamiltonian, $`H`$, acts on $`G_{ab}`$,
$$\frac{d}{dt}G_{ac}=\underset{b}{}H_{ab}G_{bc},$$
(6.127)
and the resulting Schrödinger equation reads,
$$\underset{b}{}H_{ab}\psi _{nJ^{PC}}^b(𝐫)=E_{nJ^{PC}}\psi _{nJ^{PC}}^a(𝐫).$$
(6.128)
The normalisation is such that, $`_a\psi _a|\psi _a=1`$. Note that the state vector, $`(\psi _{nJ^{PC}}^a)`$, now contains information about gluonic excitations too.
The $`𝒪(1)`$ Hamiltonian is diagonal in the space of hybrid excitations and, to this order, $`𝐊`$, $`𝐒`$ and $`\mathrm{\Lambda }_\eta ^{\sigma _v}`$ are separately conserved. However, to $`𝒪(c^2)`$, off-diagonal elements appear and the direction of $`\psi `$ will change with time. To compute the off-diagonal elements of $`H`$ we introduce $`W_{ab}`$, Wilson loops where the spatial transporter at $`t=0`$ is in representation $`b`$ of $`D_\mathrm{}h`$ and at $`t=\tau `$ in representation $`a`$. The orthogonality of states within different representations of $`D_\mathrm{}h`$ implies, $`W_{ab}=\delta _{ab}W_a`$. We now intend to relate the generalised four point function, $`G_{ab}`$, to the expectation value of $`W_{ab}`$, with appropriate colour field insertions on the temporal lines. Let us first consider the corrections from fluctuations around the static propagator, $`𝐱_2(t)=𝐫+𝐯(t\tau /2)`$. The expectation value of the perturbed Wilson loop, $`W_{ab}^𝐯`$, can be related to that of the static Wilson loop,
$$W_{ab}^𝐯=W_{ab}+𝐯g_{\tau /2}^{\tau /2}𝑑tt𝐄(𝐫,t)W_{ab}:$$
(6.129)
the integral vanishes, unless the expectation value is negative under time reversal, $`CP=T=1`$, in which case the correction matrix element itself disappears. We conclude that to the lowest non-trivial order, electrically mediated transitions between different hybrid potentials do not exist.
Next, we consider magnetic transitions. The relevant perturbation term, $`\mathrm{\Delta }H_{\text{ss}}(𝐱)`$, is given in Eq. (6.78). In analogy to Eq. (6.77), we obtain,
$$H_{ab}=\frac{a|\mathrm{\Delta }H_{\text{ss}}|b}{(a|ab|b)^{1/2}}.$$
(6.130)
We have introduced the denominator, such that $`|a`$ and $`|b`$ do not need to be normalised. In the equal mass case the matrix element can be expressed in terms of Wilson loops in the following way, where we have exploited the fact that $`𝐁`$ is even under parity inversions and, $`𝐒=𝐒_1+𝐒_2`$,
$`H_{ab}(r)`$ $`=`$ $`{\displaystyle \frac{c_F(m)S_i}{m}}V_{ab,i}(r),`$ (6.131)
$`V_{ab,i}(r)`$ $`=`$ $`g\underset{\tau \mathrm{}}{lim}B_i(\mathrm{𝟎},\tau /2)_{ab},`$ (6.132)
where,
$$F_{ab}=\frac{\text{Tr}(U_{ab}F)}{(W_aW_b)^{1/2}}.$$
(6.133)
$`U_{ab}`$ is a path ordered product of $`SU(N)`$ matrices, starting from and ending at the space-time position of $`F`$, with $`\text{Tr}U_{ab}=W_{ab}`$. Note that $`V_{ab,i}=V_{ba,i}`$ have dimension $`m^2`$.
If we are interested in corrections to $`\mathrm{\Sigma }_g^+`$ states only, it is sufficient to consider the leading order diagonal elements,
$$H_{0,a}=2(\stackrel{~}{m}\delta m)+\frac{p^2}{\stackrel{~}{m}^2}+V_a(r),$$
(6.134)
where $`V_a`$ denotes the respective hybrid potential. We can start from the unperturbed (diagonal) Hamiltonian, $`H_0`$, and determine the spectrum in all hybrid channels,
$$H_{0,a}\psi _N^{0,a}=E_N^{0,a}\psi _N^{0,a}.$$
(6.135)
Subsequently, the order $`c^2`$ corrections to the $`\mathrm{\Sigma }_g^+`$ levels can be determined in perturbation theory, the corrections to the diagonal part, $`H_{0,\mathrm{\Sigma }_g^+}`$ in first (and, for spin-spin interactions as well as MD corrections, second) order, the corrections due to mixing with hybrids, $`\mathrm{\Delta }E_N^{mix}`$, in second order,
$$\mathrm{\Delta }E_N^{mix}=\underset{M,a\mathrm{\Sigma }_g^+}{}\frac{\left|\psi _N^{0,\mathrm{\Sigma }_g^+}|H_{\mathrm{\Sigma }_g^+,a}|\psi _M^{0,a}\right|^2}{E_M^{0,a}E_N^{0,\mathrm{\Sigma }_g^+}}.$$
(6.136)
Note that radial excitations like $`3S`$ and $`4S`$ whose energy levels are close to those of hybrid states, will be more strongly affected by the mixing than $`1S`$ or $`2S`$ states, that are separated from the hybrids by substantial energy gaps. Also note that although the above equation very much resembles the general form of Eq. (6.77), in Eq. (6.136) static hybrid state creation operators are substituted by wave functions of quarkonia bound states, and hybrid potentials by ($`r`$-independent) quarkonia energy levels.
In QED similar mixing effects between $`|e^+e^{}`$ states and $`|e^+e^{}\gamma `$ states exist . In QCD such effects are naïvely enhanced by factors, $`\alpha _sv_\mathrm{{\rm Y}}^2/(\alpha _{fs}v_{e^+e^{}}^2)`$, with respect to QED, however, the denominator of Eq. (6.136) guarantees an additional suppression; the lowest hybrid level is well separated from the ground state and the spectrum of hybrid potentials is discrete, rather than continuous. In addition to transitions between the ground state string and hybrid excitation, glueball creation can be considered. However, with masses of 3 – 4 GeV, the vector and axial-vector glueballs will only play a minor rôle while the scalar glueball will only enter the scenario at order $`c^4`$, when quadrupole transitions have to be considered. In the case of QCD with sea quarks, additional flavour singlet meson channels open up, however, these particles are rather heavy too. Another possibility is the (OZI suppressed) radiation of three $`\pi `$s. The main change with respect to the quenched approximation is related to the spectra of static potentials at large $`r`$, where string breaking becomes possible. This will give rise to mixing effects with $`B\overline{B}`$ states.
It is interesting to observe that Eq. (6.128), which corresponds to the Lagrangian,
$``$ $`=`$ $`(\psi _{\mathrm{\Sigma }_g^+}^{}H_{\mathrm{\Sigma }_g^+}\psi _{\mathrm{\Sigma }_g^+}+\psi _{\mathrm{\Sigma }_u^{}}^{}H_{\mathrm{\Sigma }_u^{}}\psi _{\mathrm{\Sigma }_u^{}}+\mathrm{}`$ (6.137)
$`+`$ $`\psi _{\mathrm{\Sigma }_g^+}^{}H_{\mathrm{\Sigma }_g^+,\mathrm{\Sigma }_u^{}}\psi _{\mathrm{\Sigma }_u^{}}^{}+\psi _{\mathrm{\Sigma }_u^{}}^{}H_{\mathrm{\Sigma }_g^+,\mathrm{\Sigma }_u^{}}\psi _{\mathrm{\Sigma }_g^+}+\mathrm{}),`$
somewhat resembles the general form of the pNRQCD Lagrangian, Eq. (6.5.2). In our case, $`\psi _{\mathrm{\Sigma }_g^+}`$ replaces the singlet wave function, $`S`$, while the octet finds its analogue in various hybrids. An important difference is that, unlike in Eq. (6.5.2), the leading order mixing elements contain magnetic fields while electric contributions proportional to, $`𝐫𝐄`$, have been found to vanish. Of course in higher orders of pNRQCD similar magnetic terms will appear too.
The potential approach not only allows all sorts of effects to be systematically incorporated but also enables the determination of many quantities that are not directly observable, for example the spectra of would-be hybrid states and the mixing matrix elements between these states and quark model states. This information is hidden in a direct lattice simulation. The results can readily be translated into languages commonly used in the context of the quark model and flux tube extensions thereof and put otherwise only heuristically defined concepts onto a firm basis. It also becomes obvious that the heavy quark interaction potential will only converge towards the static potential in the limit $`v/c0`$, rather than $`m\mathrm{}`$ as one naïvely might have assumed, ignoring the kinetic term in the NRQCD Lagrangian. However, unlike in heavy-light systems, $`v/c`$ is not proportional to $`m`$ but $`v/c\alpha _R(r)`$ \[Eq. 6.1\]: the desired limit $`v/c0`$ will be approached logarithmically slowly as the spatial extent $`r`$ of the bound state wave function vanishes. This freezing of $`v/c`$ as a function of the quark mass $`m`$ at large $`m`$ is also illustrated by the estimates in the last row of Table 6.1.
### 6.6 Lattice determinations of the potentials
The potentials, Eqs. (6.56) – (6.3.4), are given in a form in which they can be easily evaluated on the lattice. Spin dependent potentials have been computed in $`SU(2)`$ gauge theory , $`SU(3)`$ gauge theory and in exploratory studies of QCD with sea quarks . In Refs. the momentum dependent corrections in $`SU(2)`$ and $`SU(3)`$ gauge theories, respectively, have been considered too. The correction to the central potential, $`V_{}`$, of Eq. (6.58 as well as the transition potentials, $`V_{ab,i}`$, of Eq. (6.132), however, have not been calculated so far.
#### 6.6.1 The method
The simplest discretisations of magnetic and electric field insertions, $`g𝐁`$ and $`g𝐄`$, are the clover leaf definitions of Eqs. (5.3) – (5.6). Alternative discretisations have been investigated in the first lattice study of spin dependent potentials. Since the temporal lattice extent is always finite, the limit, $`\tau \mathrm{}`$, cannot be performed exactly. Moreover, the arguments of the integrals within Eqs. (6.56) – (6.3.4) can only be obtained on a discrete set of $`t`$ values. Spectral representations of the potentials, Eqs. (6.69) – (6.73), however, are extremely useful to guide and control interpolations and extrapolations as well as in improving the lattice operators used.
Relative statistical errors explode with the temporal extent of a Wilson loop, $`T\tau `$, while the distances between the field strength insertions and the spatial closures of the loop, $`\mathrm{\Delta }t_1`$ and $`\mathrm{\Delta }t_2`$, determine the degree of pollution from excited states. Therefore, adapting the size of the Wilson loop within the double bracket expectation value, Eq. (6.68), to the distance between the two field insertions, $`t`$, $`T(t)=\mathrm{\Delta }t_1+\mathrm{\Delta }t_2+t`$, turns out to be the optimal choice in terms of statistical errors as well as in terms of a fast convergence to the asymptotic limit of interest . The resulting lattice operator is depicted in Figure 6.8. In addition to keeping $`\mathrm{\Delta }t_i`$ large, the overlap with the ground state can be enhanced by smearing the spatial connections within the Wilson loop (cf. Section 4.7.1). In the first lattice studies the integrals, Eqs. (6.56) – (6.3.4), were replaced by discrete lattice sums. By parameterising the arguments as continuous functions of $`t`$ , prior to the integration, discretisation errors can be reduced and the effects of the region of large $`t`$ (where statistical errors dominate the signal) can still be incorporated. If the hybrid potentials are known, the exponents of such multi-exponential fits to Eqs. (6.69) – (6.73) can be determined independently .
#### 6.6.2 Matching to the continuum
In all lattice studies, based on naïve discretisations of the continuum expressions, the potentials $`V_2^{},V_3`$ and $`V_4`$ have been found to be much smaller than one would have expected from perturbative arguments or quarkonia phenomenology. In Ref. this has been attributed to the anomalous dimension of the magnetic moment while in Ref. this has been interpreted as a lattice artefact. As we shall see, both suggestions are true in parts. In particular the difference, $`V_2^{}V_1^{}`$, has been found to be a factor of three to four times smaller than the inter-quark force $`V_0^{}`$, in violation of the Gromes relation, Eq. (6.48).
Nowadays, we know that such behaviour is caused by large renormalisations between lattice operators and their continuum counterparts . In addition, the matching coefficients between NRQCD and QCD, discussed in Section 6.1, will affect quarkonium spectrum predictions. We can separately perform two matchings: lattice NRQCD to continuum NRQCD and continuum NRQCD to QCD. In Ref. a procedure reminiscent of “tadpole improvement” has been suggested to reduce the former renormalisation factor: the lattice operators are improved by dividing out factors, $`U_P^2`$, from the double bracket correlation functions. This prescription does not affect the continuum limit and still the leading order lattice artefacts are proportional to $`a^2`$. However, in perturbation theory all lattice specific one loop self-interactions of the field insertions are cancelled. This procedure can be refined by the Huntley-Michael (HM) construction , in which additional un-wanted higher order graphs cancel too. This becomes possible by taking the relative position of the field insertions with respect to the Wilson loop into account. This HM scheme has been employed in the simulations of Refs. , and as a result the Gromes and BBP relations Eqs. (6.48) – (6.50) are found to be respected within the achieved numerical accuracy of a few per cent.
It has been suggested to fix the lattice renormalisation factors non-perturbatively from the Gromes relation at distances, $`ra_\sigma `$, where rotational symmetry is effectively restored on the lattice. From Eqs. (6.69) – (6.73) it is evident that the relativistic corrections to the static potential, rather than being spectral quantities themselves, are proportional to amplitudes, $`D_n^{(i)}(𝐫)`$, which will undergo renormalisation. Ratios of these amplitudes for different $`n`$, however, should approach the continuum ratios, up to order $`a^2`$ scaling violations. Let us define the renormalisation constants, $`Z_𝐁(𝐫)`$ and $`Z_𝐄(𝐫)`$,
$`\mathrm{\Phi }_{𝐫,0}|𝐁(\mathrm{𝟎})|\mathrm{\Phi }_{𝐫,n}`$ $`=`$ $`Z_𝐁(𝐫)\mathrm{\Phi }_{𝐫,0}|𝐁^L(\mathrm{𝟎})|\mathrm{\Phi }_{𝐫,n}`$ (6.138)
$`\mathrm{\Phi }_{𝐫,0}|𝐄(\mathrm{𝟎})|\mathrm{\Phi }_{𝐫,n}`$ $`=`$ $`Z_𝐄(𝐫)\mathrm{\Phi }_{𝐫,0}|𝐄^L(\mathrm{𝟎})|\mathrm{\Phi }_{𝐫,n},`$ (6.139)
where $`n`$ should be chosen such that the corresponding amplitude does not vanish. From considerations analogous to Eq. (6.74) it is obvious that $`V_1^{}`$ and $`V_2^{}`$, measured on the lattice, have to be multiplied by factors $`Z_EZ_B`$, $`V_3,V_4`$ and $`^2V_a^B`$ by factors $`Z_B^2`$ and all other potentials by $`Z_E^2`$ to make contact with the potentials in a continuum scheme.
The definitions of $`Z_𝐁`$ and $`Z_𝐄`$ are ambiguous; any term that vanishes at least like $`a^2`$ can be added. Since the left hand sides of Eqs. (6.138) and (6.139) are approached by the right hand sides in the continuum limit, $`Z_𝐁`$ and $`Z_𝐄`$ are $`r`$ independent, up to order $`a^2`$ lattice artefacts, and can be defined from the value at $`r=r_0`$, for instance. Therefore, we only have to distinguish between four independent renormalisation factors, $`Z_{B,}`$, $`Z_{B,}`$, $`Z_{E,}`$ and $`Z_{E,}`$, where $``$ refers to a component orthogonal to the inter-quark axis and $``$ parallel to the axis. By demanding the Gromes relation, Eq. (6.48), to hold for $`rr_0`$, different linear combinations of products between $`Z_𝐄`$ and $`Z_𝐁`$ components can be determined. By varying the direction of $`𝐫`$, the three combinations, $`Z_{B,}Z_{E,}`$, $`Z_{B,}Z_{E,}`$ and $`Z_{B,}Z_{E,}`$, can be fixed. From the BBP relations, Eqs. (6.49) and (6.50), all $`Z_EZ_E`$ products can be over-determined. Therefore, a completely non-perturbative evaluation of the renormalisations required to restore the continuum Lorentz symmetry is viable. From the rotational symmetry of the relativistic correction potentials, observed in Ref. , one can conclude $`Z_{B,}Z_{B,}`$ as well as $`Z_{E,}Z_{E,}`$. In fact, up to the inherent order $`a^2`$ ambiguity, one would expect such (approximate) equalities if one considers that the renormalisation between lattice and continuum NRQCD is an ultra-violet effect and, therefore, should be primarily related to properties of the local field strength insertions themselves, rather than to their interaction with the ultra-soft background of bound state gluons. Moreover, using the same argument, on an isotropic lattice, $`a_\sigma =a_\tau `$, one would expect, $`Z_EZ_B`$.
#### 6.6.3 Results
We conclude this section by reviewing the lattice results obtained in the most concise and precise study so far . The $`SU(3)`$ potentials have been determined by use of the quenched Wilson action on isotropic lattices at $`\beta =6.0`$ and $`\beta =6.2`$, that correspond to lattice spacings, $`a^12.14`$ GeV and $`a^12.94`$ GeV, respectively. In this reference, the HM renormalisation procedure has been employed. Subsequently, the continuum Gromes and BBP relations were found to be satisfied within the statistical accuracy of the study.
In Figure 6.9, we display the result for $`^2V_a^E`$, together with a fit of the form of Eq. (6.81). $`^2V_a^B`$ was found to be consistent with a constant. In the Figure, we have subtracted the fitted self-energy constants, $`C_a^Ea`$, from the data points. The resulting $`c_DC_a^Ea1`$ seemed to cancel $`c_F^2C_a^Ba1`$ almost perfectly. At $`\beta =6.0`$ and $`\beta =6.2`$, values, $`b=(1.13\pm 0.45)\sigma `$ and $`b=(1.83\pm 0.61)\sigma `$, have been found, respectively. The sign of the difference, although not statistically significant, coincides with the expectation that the matching coefficient $`c_D`$ decreases with the lattice spacing \[Figure 6.4\]. Note that a value, $`b0`$, is incompatible with Eq. (6.4.3) that results from the assumption that the form factors, $`\stackrel{~}{V}_i`$, within the interaction kernel, Eq. (6.110), only depend on the momentum transfer, $`q^2`$.
The observation, $`3c_Db+2\sigma >0`$, means that besides the $`\delta `$ like Darwin term, another $`1/r`$ like mass- (and, therefore, flavour-) dependent correction to the central potential, with a coefficient of approximate size, $`2\sigma /(4m^2)`$, exists. However, this correction, together with an additional $`\sigma /(6m^2)`$ term from the MD potentials, yields an increase in the effective Coulomb coefficient of the Cornell potential of less than 2.5 % for bottomonium. In the case of charmonium the situation is less clear: the uncertainty in $`c_D`$ can result in an increase of the effective Coulomb coefficient of anything from 8 % to 18 %. The effective Coulomb coupling within the static potential will weaken at short distances as soon as one goes beyond the tree level inspired Cornell parametrisation. This is, however, not the case for the coefficient of the mass dependent corrections proportional to, $`^2(V_0V_{0,\text{pert}})2\sigma /r`$ whose relative weight will, thus, increase at very short distances. Considering the discussion of the potential at very short distances in Section 4.8, such contributions could turn out to be more important than one would have assumed, guided by the Cornell parametrisation alone.
In Figure 6.10, the long range spin-orbit potential $`V_1^{}`$ is displayed, together with a fit of the form Eq. (6.83), where the string tension has been taken from a fit to the central potential. The values, $`h=0.071\pm 0.013`$ and $`h=0.065\pm 0.009`$, have been found at the two lattice spacings, respectively. Therefore, the dimensionless parameter $`h`$ turns out to be somewhat bigger than one fifth of the Coulomb coefficient, $`e0.3`$. Since $`c_F`$ increases with decreasing $`a`$, we expect $`h`$ to decrease slightly as a function of the lattice spacing. We can ask ourselves at what lattice spacing, $`a^{}1/\mu ^{}`$, we would expect $`h`$ to assume its (unmixed) value, $`h=0`$. From Eq. (6.52), we can derive the relation, $`c_F(\mu ^{})=[(eh)/e]c_F(\mu )0.78c_F(\mu )`$: a decrease of $`c_F`$ by more than 20 % is required which, as can be seen from Figure 6.2, will correspond to a scale (much) smaller than 1 GeV.
In Figures 6.11 and 6.12, we display $`V_2^{}`$ and $`V_3`$, together with the model expectations of Eqs. (6.84) and (6.85). After having determined $`e`$ from the static potential and $`h`$ from $`V_1^{}`$ there are no free parameters in the function displayed. Excellent agreement between the data and the predictions is found. $`V_2^{}`$ does not contain any long distance contribution and therefore can be identified with the vector potential, $`V_V`$, within models that are based on an interaction kernel that only depends on the momentum transfer, i.e. $`\eta =0`$, within Eq. (6.114). The fact that $`V_3V_2^{}/rV_2^{\prime \prime }`$ implies \[Eq. (6.115)\] $`V_P(r)cr^2`$ and, therefore, $`V_P0`$.
In Figure 6.13, we display the potential $`V_4`$, determined at $`\beta =6.2`$ in lattice units. We decided not to plot the potential in physical units since the behaviour expected from Eq. (6.86) is a $`\delta `$ function. Hence, the result will be cut-off and discretisation dependent. For the clover leaf definition of the magnetic fields, employed in the study, the lattice $`\delta `$ function has been calculated (indicated as “tree level” in the plot). Indeed, the data are described well by this expectation. A one loop improved version brings the data even more in line with the expectation.
The errors in the lattice determination of the relativistic correction potentials are much bigger than those on the static potential of Figure 4.2. However, one should keep in mind that the effect of these terms on the spectrum is suppressed by factors of $`v^2/c^2`$ with respect to the static potential; even an error as big as 10 % on a 10 % correction term is completely tolerable for most phenomenological purposes as the induced uncertainty of a few MeV on the $`\mathrm{{\rm Y}}`$ spectrum will still be smaller than the effect of neglecting higher order relativistic or radiative corrections. In general, operators involving electric field insertions result in stronger statistical fluctuations than magnetic fields. Therefore, $`V_3`$ and $`V_4`$ are the most precisely determined potentials, followed by $`V_1^{}`$ and $`V_2^{}`$ while $`^2V_a^E`$ as well as the MD corrections are subject to big statistical uncertainties.
In the case of the MD potentials, this is particularly disappointing as the expectations, Eqs. (6.88) – (6.91), all contain a long range part and are all numerically small, in comparison with the other potentials. This means of course that these potentials are not of prime phenomenological interest. However, being dominated by non-perturbative effects, they are needed to discriminate between competing predictions arising from different assumptions on the QCD vacuum . As an example of a MD potential, $`V_d(r)`$ is depicted in Figure 6.14, together with the expectation, Eq. (6.90). The fitted self-energies $`C_d`$ have been subtracted from the data sets. Note that the BBP relation, Eq. (6.49), has been confirmed to hold for the self-energies, $`2C_b+4C_d+V_{\text{self}}=0`$. Clearly, further improved numerical simulations are required to arrive at definite conclusions about the functional form of the MD potentials.
## 7 Application to the quarkonium spectrum
After having determined the potentials, quarkonia spectra and wave functions can readily be predicted, within the limitations of the non-relativistic and adiabatic approximations. Vice versa, quarkonium spectra can in principle be used as an input to fix parameters that have not yet been determined accurately, in particular the matching coefficients appearing within the effective action. The same values could then be taken in lattice NRQCD studies or HQET calculations of heavy-light bound states and their decay matrix elements. In particular, the $`S`$ and $`P`$ state fine splittings react in a very sensitive way towards variations of these coefficients. Unfortunately, the $`\eta _b`$ whose splitting with respect to $`\mathrm{{\rm Y}}`$ states would yield the cleanest information has not been discovered yet. Moreover, the fine structure as well as decay rates, that are proportional to the wave function (or in the case of $`P`$ states, its derivative) at the origin, probe the heavy quark interaction at very small distances. Here we will restrict our discussion to spectrum determinations and estimations of the systematic errors inherent in order $`v^4`$ (or $`c^2`$) continuum and lattice NRQCD as well as uncertainties from neglecting sea quarks.
### 7.1 Solving the Schrödinger equation
Once the interaction potentials are determined, the Schrödinger equation, Eq. (2.8), can be solved numerically on any personal computer, either on a discrete lattice or in the continuum . In the latter case, one would start by integrating the radial equation, Eq. (A.2) or Eq. (A.10), for the Hamiltonian $`H_0`$ of Eqs. (6.4.2) and (6.106),
$$H_0|nll_3=E_{nl}^0|nll_3.$$
(7.1)
Subsequently, the $`1/m^2`$ corrections, Eqs. (6.98) – (6.100), can be treated as perturbations,
$$E_{nJls}=E_{nl}^0+\frac{1}{\stackrel{~}{m}^2}\underset{i}{}nll_3|\delta H_i(r,J,l,s,𝐩)|nll_3.$$
(7.2)
By use of the identities ,
$`nll_3|f(r)p^2|nll_3`$ $`=`$ $`\stackrel{~}{m}nll_3\left|f(r)\left[E_{nl}^0\stackrel{~}{V}(r)\right]\right|nll_3,`$ (7.3)
$`4\pi nll_3|\delta ^3(r)|nll_3`$ $`=`$ $`\left|\psi _{nll_3}(0)\right|^2`$
$`=`$ $`{\displaystyle \frac{\stackrel{~}{m}\sigma }{\pi }}\left(1+{\displaystyle \frac{\stackrel{~}{e}}{\sigma }}nll_3|r^2|nll_3\right),`$
all perturbations can readily be computed from expectation values, $`r^\alpha `$, $`\alpha =4,\mathrm{},1`$. Note that $`\stackrel{~}{m}`$, $`\stackrel{~}{V}(r)`$ and $`\stackrel{~}{e}`$ are defined in Eqs. (6.105) – (6.109).
The Hamiltonian of Eqs. (6.4.2) – (6.100) originates from the parametrisations, Eqs. (6.80) – (6.91), of $`V_0(r)`$$`V_e(r)`$ that are in qualitative agreement with the lattice data. These lattice inspired parametrisations for intermediate and large distances can of course be combined with perturbative short range expectations , for example along the lines of Ref. , for the purpose of a phenomenologically more accurate description of bottomonia states. This is certainly worthwhile doing as soon as lattice results on the transition matrix elements discussed in Section 6.5.4 become available and some of the NRQCD matching coefficients, in particular $`c_F`$, have been determined in a non-perturbative way. Anticipating such future results we can, however, use the available lattice data to estimate systematic uncertainties that are due to radiative and relativistic corrections as well as neglecting sea quarks.
Before discussing such effects, we reproduce the bottomonium spectrum obtained in Ref. from the lattice potentials in Figure 7.1. The displayed spectrum has been obtained from the parameter values,
$`e`$ $`=`$ $`0.32,`$ (7.5)
$`h`$ $`=`$ $`0.065,`$ (7.6)
$`b`$ $`=`$ $`1.81\sigma =1.81(1.65e)r_0^1,`$ (7.7)
$`C_0`$ $`=`$ $`0,`$ (7.8)
$`\stackrel{~}{m}_b`$ $`=`$ $`4.676\text{GeV},`$ (7.9)
$`r_0^1`$ $`=`$ $`406\text{MeV},`$ (7.10)
with one loop matching coefficients, $`c_F`$, $`d_v`$ and $`c_D`$. While $`e`$, $`h`$ and $`b`$ have been computed entirely on the lattice, the quark mass, $`\stackrel{~}{m}_b`$, and the scale, $`r_0`$, have been determined from a fit to the experimental spectrum.
The Figure illustrates the precision to which experiment can at present be reproduced, without recourse to phenomenological input other than that required to fix the quark mass and the scale. It is not a priori clear whether the average deviations of almost 20 MeV are dominantly caused by relativistic and radiative corrections or due to ultra-soft gluons that have not yet been incorporated into the potential approach. Uncertainties resulting from the statistical errors on the potentials as well as differences between data sets obtained at $`\beta =6.0`$ and $`\beta =6.2`$ cannot be resolved on the scale of the plot. In addition to results based on the fit parameters, extracted from the quenched simulations ($`e=0.32`$), results for a stronger Coulomb coupling, $`e=0.40`$, are displayed. We intend to model the changes that one might expect when including sea quarks by this latter choice of $`e`$. It is amusing to notice that, when ignoring the mass dependence of the matching coefficients, $`c_i=1`$, all ratios of splittings come out to be consistent with those determined in direct lattice NRQCD simulations, indicating that higher order relativistic corrections as well as effects due to ultra-soft gluons do not play a prominent rôle, at least for the lowest few levels; all differences between published lattice NRQCD results and the spectrum of Figure 7.1 are entirely due to different prescriptions for assigning a physical scale to the lattice results and a different choice of the matching coefficients, $`c_i`$. In the potential case, overall agreement with experiment has been optimised while in lattice NRQCD usually the most precisely determined $`2^3S_11^3S_1`$ or $`1\overline{{}_{}{}^{3}P}1^3S_1`$ splittings are taken as the only input.
### 7.2 Systematic uncertainties
Having a Hamiltonian representation of the bound state problem at hand it is straight forward to investigate how the spectrum changes when the input parameters are varied. For instance, fine structure splittings are to first approximation proportional to the matching coefficient, $`c_F^2`$. Such effects are discussed in detail in Ref. . Here, we briefly summarise the main results and discuss the uncertainties common to the potential and the lattice NRQCD approaches. In addition, the effect of neglecting sea quarks is investigated and finite volume effects for lattice studies of $`\mathrm{{\rm Y}}`$ properties are estimated.
Unfortunately, no precision results on the corrections to the static potential in QCD with sea quarks exist. However, the static potential has been determined accurately for $`n_f=2`$ (cf. Section 4.7.4), and an increase of the effective Coulomb coefficient $`e`$ by 16 % to 22 % has been detected for quark masses, $`m_u=m_d>m_s/3`$ (cf. Figure (4.5).
The ratio,
$$R=\frac{m_{2^3S_1}m_{1^3S_1}}{m_{1\overline{{}_{}{}^{3}P}}m_{1^3S_1}},$$
(7.11)
reacts in a very sensitive way towards quenching. The potentials yield $`R1.38`$ which (while in perfect agreement with quenched lattice NRQCD ) disagrees with experiment, $`R1.28`$. The dependence of $`R`$ on $`e`$, keeping the parameters $`r_0^1`$ and $`\stackrel{~}{m}`$ fixed, is displayed in Figure 7.2. Values, $`e0.4`$, appear necessary for the real world with three active sea quark flavours to reproduce this ratio. Keeping in mind that two sea quarks resulted in the effective Coulomb strength to increase by about 20 %, such an increase by 30 % indeed appears to be very reasonable. Our suggested sizes of quenching effects will be based on this estimate. From the Figure it is also obvious that while order $`v^4`$ ($`c^2`$) effects on this ratio are small around the bottom mass, relativistic corrections explode in an uncontrolled way towards the charm: while $`v^2_\mathrm{{\rm Y}}0.1`$ for bottomonia, $`v^2_{J/\psi }0.4`$ is not exactly a small expansion parameter anymore.
Relativistic $`𝒪(v^4)`$ correction terms affect spin averaged $`2\overline{S}1\overline{S}`$ splittings by about 2.5 % and 11 % for bottomonium and charmonium, respectively; the corresponding numbers for the $`1\overline{{}_{}{}^{3}P}1\overline{S}`$ splittings are 4 % and 8 %. No experimental values for $`\overline{S}`$ $`\mathrm{{\rm Y}}`$ states are available since pseudo-scalar $`\eta _b`$ mesons are not yet discovered. The $`\mathrm{{\rm Y}}`$ $`2^3S_11^3S_1`$ and $`1\overline{{}_{}{}^{3}P}1^3S_1`$ splittings that are therefore at present of greater interest become reduced by another 1 % and 2.5 % due to spin-spin interactions when switching on relativistic corrections. In Table 7.1, we display estimates of the effect of even higher order relativistic correction terms on various $`\mathrm{{\rm Y}}`$ splittings as well as the size of error induced by ignoring the mass dependence of the matching coefficients between QCD and NRQCD when simulating the theory at lattice spacings, $`1.5`$GeV $`a^13`$ GeV. In Table 7.2, the corresponding results for $`J/\psi `$ states are displayed. To set the scale: $`\mathrm{\Delta }m_{2S1S}580`$ MeV, $`\mathrm{\Delta }m_{1P1S}430`$ MeV. Note that the order $`v^4`$ corrections have been calculated while order $`v^6`$ and radiative corrections are estimates only. Within order $`v^4`$ NRQCD, radiative corrections to the matching coefficients, that are of size $`\alpha _s\mathrm{log}(m/\mu )/m^2`$, dominate over relativistic correction terms that are accompanied by factors $`1/m^3`$, at least for bottomonia.
In Table 7.3 we summarise the estimates of the uncertainties of the fine structure splittings. Since we only have results from the lowest order at which the splittings can occur, the relative sizes of the relativistic corrections can only roughly be estimated to be of order $`v^2`$. We did not try to assign quenching errors to individual spin averaged splittings. Only mass ratios, and not the overall scale, can be determined from the QCD Lagrangian. Therefore, assigning a quenching error to an individual mass is highly subjective since the result will depend on the experimental input quantity used to fix the lattice spacing. One finds different scale determinations to scatter by up to 20 % within the quenched approximation which should be interpreted as the overall systematic uncertainty. In contradiction to this philosophy, estimates on quenching errors are given for the fine structure splittings. These are explicitly proportional to the Coulomb coupling. The quenching error estimates have to be interpreted as typical changes of the size of fine structure splittings with respect to spin averaged splittings. Including sea quarks will result in an increase of such ratios. The effect of radiative corrections goes in the same direction, this is obvious from the continuum two loop inspired estimate of Figure 6.2. Besides quenching, the latter uncertainty again seems to be the dominant source of error.
Indeed, using tree level matching coefficients, one underestimates $`P`$ wave fine structure splittings for $`e=0.40`$ by almost a factor two , compared to experiment. However, for the ratio,
$$R_{FS}=\frac{m_{\chi _{b2}}m_{\chi _{b1}}}{m_{\chi _{b1}}m_{\chi _{b0}}},$$
(7.12)
from which the dominant radiative correction cancels, one obtains $`R_{FS}0.56`$ which has to be compared to the experimental value, $`R_{FS}0.66`$. By incorporating running coupling effects into the parametrisation of $`V_3`$ and calculating order $`v^6`$ effects, it should be possible to further improve the agreement.
The potential approach not only offers an intuitive and transparent representation of quarkonia bound state properties in a continuum context but it can also guide lattice simulations. By numerically solving the Schrödinger equation on a three-dimensional torus for instance finite size effects can be estimated. This has been done in Ref. , and the main result is displayed in Figure 7.3. While the approach to the infinite volume limit for $`n=1`$ states is monotonous, this is not so for radial excitations. Some states, in particular the $`3S`$, show a non-trivial behaviour that results in infinite volume extrapolations from data obtained at lattices with $`a_\sigma L_\sigma <2`$ fm to become uncontrolled. The relevant symmetry group on a torus (as well as on a discrete lattice) is $`O_h`$, rather than $`O(3)`$. The five-dimensional continuum $`O(3)`$ $`D`$ wave representation splits up into the two-dimensional $`O_h`$ representation, $`E`$, and the three-dimensional representation, $`T_2`$. It is amusing to see that rotational symmetry is not only broken for finite lattice spacing but also at any finite volume, with $`1T_2`$ approaching the continuum $`1D`$ state from above and $`1E`$ approaching it from below. If one aims at finite size effects below 3 MeV, a lattice extent $`L_\sigma a1.5`$ fm seems to suffice for $`1S`$ and $`1P`$ states while for $`2S`$, $`2P`$ and $`1D`$ states, $`L_\sigma a2`$ fm is required and for $`3S`$ or $`3P`$ even 2.5 fm become necessary. On a 1.5 fm lattice for instance one would underestimate the $`3S`$ level by more than 50 MeV.
## 8 Conclusions
QCD contains a rich spectrum of purely gluonic excitations. Glueballs and torelons that are colour singlet states can be realised, as well as glueballinos that transform according to the adjoint representation of the gauge group. Chromo electro-magnetic flux states between static colour sources in the fundamental or in higher representations of the gauge group can be constructed that have non-local gauge transformation properties. Besides mesonic potentials and hybrid excitations thereof, baryonic three-body potentials and even more complicated situations can be investigated.
All these excitations can be accessed in lattice simulations with much more ease than properties of states containing fermionic constituents. While the lattice reveals many interesting and non-trivial aspects of QCD in some cases it is hard to detect effects that very obviously do exist like the breaking of the hadronic string. Lattice results are extremely useful to test and improve models of low energy QCD. Moreover, phenomena like the Casimir scaling found between potentials between charges in different representations of the gauge group or the $`\mathrm{\Delta }`$ law of baryonic potentials, provide some insight into hidden aspects of the dynamics of the theory. Such results give reason for optimism that once out of the chaos there might arise understanding. On the other hand QCD exhibits a complex vacuum structure, and even in the allegedly perturbative short distance domain non-perturbative effects seem to play a rôle in some cases.
QCD predicts the quark model as a classification scheme of hadronic states to be incomplete. Nonetheless, it seems to do quite well; in particular those gluonic excitations that would make a difference, come out to be quite heavy. The quark model can of course be improved by incorporating the known gluonic excitations. In doing so, one would expect the lightest quark-gluon spin exotica to be vectors, $`J^{PC}=1^+`$. This result can be systematically derived for heavy quark bound states. However, direct lattice simulations show that it also applies to the light meson sector.
We have demonstrated that in a non-relativistic situation, it is possible to factorise gluonic effects from the slower dynamics of the quarks. This adiabatic approximation is violated when ultra-soft gluons are radiated, i.e. when the nature of the bound state changes during the interaction time. However, such effects can be incorporated into the potential formulation by enlarging the basis of states onto which the Hamiltonian acts. Moreover, the validity of the adiabatic approximation is tied to that of the non-relativistic approximation in so far as the transition matrix elements are suppressed by powers of the velocity, $`v`$.
Within the adiabatic framework, valence gluons that accompany the quarks in the form of hybrid excitations of the flux tube and sea gluons, whose average effect is parameterised in terms of interaction potentials, can be distinguished from each other. To lowest order of the relativistic expansion pure quark model quarkonia and quark-gluon hybrids exist, which then undergo mixing with each other as higher orders of the relativistic expansion are incorporated. Hybrid mesons become a well defined concept in the potential approach and translation into the variables used for instance in flux tube models is straight forward.
It has been shown that potential models can be systematically derived from QCD. An understanding of effective field theory methods turned out to be essential for this step. The resulting Hamiltonian representation of the bound state problem in terms of functions of canonical variables offers a very intuitive and transparent representation of quarkonium physics. It highlights parallels as well as differences to well understood atomic physics.
In view of phenomenological applications, a non-perturbative determination of the matching coefficients between QCD and lattice NRQCD is urgent. As an alternative to lattice NRQCD and the lattice potential approach, quarkonia properties can also be calculated from relativistic quarks by introducing an anisotropy, $`a_\tau a_\sigma `$. However, the potential approach is unique in its capability to access high radial excitations and to determine wave functions. From a non-perturbative determination of the matching coefficients, simulations of heavy-light systems would benefit too. Another challenge is to generalise the results presented to heavy-light systems, i.e. to achieve a similar factorisation into sea (gluon and quark) effects and valence (quark and gluon) effects, within an expansion in terms of the inverse heavy quark mass, $`m^1`$.
## Acknowledgements
G.B. has been supported by Deutsche Forschungsgemeinschaft grant Nos. Ba 1564/3-1, Ba 1564/3-2 and Ba 1564/3-3 as well as EU grant HPMF-CT-1999-00353. The author wishes to express his gratitude in particular to N. Brambilla, J. Soto and A. Vairo. He has also benefitted from discussions with R. Faustov, V. Galkin, C. Morningstar, P. Page, M. Polikarpov, Y. Simonov and V. Zakharov. S. Collins is most gratefully acknowledged for explaining lattice NRQCD to the author, for motivation and for spotting many errors in the manuscript. C. Davies and in particular N. Brambilla, D. Ebert and C. Michael contributed most valuable comments after reading an earlier version of the manuscript. The author thanks B. Bolder, V. Bornyakov, P. Boyle, M. Müller-Preußker, M. Peardon, K. Schilling, C. Schlichter and A. Wachter for collaborating with him in some of the lattice studies presented. K. Juge, J. Kuti, F. Knechtli, C. Morningstar, M. Peardon, O. Philipsen and H. Wittig are acknowledged for granting permission to reproduce their Figures and N. Brambilla, A. Pineda, J. Soto and A. Vairo for communicating their result on $`V_{}`$ to the author prior to publication.
## Appendix A The radial Schrödinger equation
For a rotationally symmetric potential, the standard substitution,
$$\psi _{nll_3}(𝐱)=\frac{u_{nl}(r)}{r}Y_{ll_3}(\theta ,\varphi ),$$
(A.1)
into the Schrödinger equation, Eq. (2.8),
$$\left[\frac{𝐩^2}{2\mu _R}+V(r)\right]\psi _{nll_3}(𝐱)=E_{nl}\psi _{nll_3}(𝐱),$$
results in the radial equation,
$$u_{nl}^{\prime \prime }(r)+2\mu _R\left[E_{nl}V(r)\frac{l(l+1)}{2\mu _Rr^2}\right]u_{nl}(r)=0,$$
(A.2)
with $`u(0)=0`$, $`u^{}(0)=\psi (\mathrm{𝟎})`$. In order to understand the dependence of the spectrum on the underlying potential, we discuss power law parametrisations,
$$V(r)=\lambda r^\nu ,\nu =1,1,2,\mathrm{}.$$
(A.3)
The virial theorem implies,
$$T=EV=\frac{\nu }{2+\nu }E,$$
(A.4)
where $`T=p^2/(2\mu _R)`$ denotes the kinetic energy and $`T=\psi _{nll_3}|T|\psi _{nll_3}`$. For simplicity we have omitted the quantum numbers from Eq. (A.4). The average relative velocity of the heavy quarks within the bound state can easily be determined from Eq. (A.4),
$$v^2=\frac{1}{\mu _R^2}p^2=\frac{2}{\mu _R}\frac{\nu }{2+\nu }E,$$
(A.5)
whereas
$$r^\nu =\frac{1}{\lambda }V=\frac{1}{\lambda }\frac{2}{2+\nu }E.$$
(A.6)
Eq. (A.2) can be reformulated in terms of dimensionless variables by a simple scale transformation,
$`\rho `$ $`=`$ $`\left(2\mu _R|\lambda |\right)^{\frac{1}{2+\nu }}r,`$ (A.7)
$`ϵ`$ $`=`$ $`2\mu _R\left(2\mu _R|\lambda |\right)^{\frac{2}{2+\nu }}E,`$ (A.8)
$`w(\rho )`$ $`=`$ $`u(r).`$ (A.9)
As a result, Eq. (A.2) reads,
$$w_{nl}^{\prime \prime }+\left[ϵ_{nl}\text{sign}(\lambda )\rho ^\nu \frac{l(l+1)}{\rho ^2}\right]w_{nl}=0.$$
(A.10)
The primes now represent derivatives with respect to the argument $`\rho `$. The dependence of an energy splitting $`\mathrm{\Delta }E`$ and a length scale $`l`$ on the coupling strength $`\lambda `$ and reduced mass $`\mu _R`$ is evident from Eqs. (A.8) and (A.7), respectively,
$$\mathrm{\Delta }E|\lambda |^{\frac{2}{2+\nu }}\mu _R^{\frac{\nu }{2+\nu }},l\left(|\lambda |\mu _R\right)^{\frac{1}{2+\nu }}.$$
(A.11)
For negative powers $`\nu `$, level spacings decrease with increasing quark mass, while for positive exponents, the opposite is the case.
A logarithmic potential, $`V(r)=C\mathrm{ln}(r/r_0)`$, constitutes the limiting case between positive and negative $`\nu `$. Indeed, for such a parametrisation one obtains a velocity $`v^2=C/\mu _R`$ as well as quark mass independent splittings, $`\mathrm{\Delta }E`$ while $`lr_0C^{1/2}/\mu _R^{1/2}`$. For a Coulomb potential ($`\nu =1`$) we obtain, $`\mathrm{\Delta }E\lambda ^2\mu _R`$ and $`l1/(\lambda \mu _R)`$ while a linear potential ($`\nu =1`$) yields $`\mathrm{\Delta }E\lambda ^{2/3}/\mu _R^{1/3}`$ and $`l1/(\mu _R\lambda )^{1/3}`$. For a detailed discussion of the connection between spectrum and potential, we refer the reader to an excellent review article by Quigg and Rosner .
## Appendix B Euclidean Field Theory
We summarise the conventions and notations used in this article. We start by translating some Euclidean space-time objects into Minkowski space-time (superscript $`M`$) with metric $`\eta =\text{diag}(1,1,1,1)`$ for reference:
$`x_i`$ $`=`$ $`x^{i,M}=x_i^M,x_4=ix^{0,M}=ix_0^M,`$ (B.1)
$`_i`$ $`=`$ $`_i^M=^{i,M},_4=i_0^M=i^{0,M},`$ (B.2)
$`\gamma _i`$ $`=`$ $`i\gamma ^{i,M}=i\gamma _i^M,\gamma _4=\gamma ^{0,M}=\gamma _0^M,`$ (B.3)
$`A_i`$ $`=`$ $`A^{i,M}=A_i^M,A_4=iA^{0,M}=iA_0^M,`$ (B.4)
$`F_{i4}`$ $`=`$ $`iF^{i0,M}=iF_{i0}^M,F_{ij}=F^{ij,M}=F_{ij}^M,`$ (B.5)
$`𝐁`$ $`=`$ $`𝐁^M,𝐄=i𝐄^M.`$ (B.6)
The above conventions conform to the anti-commutation relations $`\{\gamma _\mu ,\gamma _\nu \}=2\delta _{\mu \nu }`$ for the Dirac $`\gamma `$-matrices. $`A_\mu `$ denotes the electro-magnetic four-potential, $`F_{\mu \nu }`$ the Maxwell field strength tensor and $`𝐄`$ and $`𝐁`$ its components, the electric and magnetic fields. While in Minkowski notation Lorentz indices assume values $`\mu =0,1,2,3`$, in Euclidean notation, they run from 1 to 4.
We denote the generators of the $`SU(N)`$ group by $`T^a`$, with $`a=1,\mathrm{},N_A`$, $`N_A=N^21`$. They fulfil the commutation relations,
$$[T^a,T^b]=if^{abc}T^c,$$
(B.7)
with $`f^{abc}`$ being real, totally antisymmetric structure constants. In $`SU(2)`$ the generators can be represented in terms of Pauli matrices, $`T^i=\sigma ^i/2`$, in $`SU(3)`$ by Gell-Mann matrices, $`T^a=\lambda ^a/2`$. The vector potential lives in the Lie algebra,
$$A_\mu (x)=\underset{a}{}A_\mu ^a(x)T^a,$$
(B.8)
while local gauge transformations generate the Lie group,
$$\mathrm{\Omega }(x)=\mathrm{exp}[i\omega ^a(x)T^a]SU(N).$$
(B.9)
Under a gauge transformation, $`\mathrm{\Omega }`$, the field $`A_\mu `$ transforms in the adjoint representation,
$$A_\mu A_\mu ^\mathrm{\Omega }=\mathrm{\Omega }[A_\mu i_\mu ]\mathrm{\Omega }^{}.$$
(B.10)
Fields that are in the fundamental representation of $`SU(N)`$, e.g. Dirac spinors, $`q(x)`$, transform like,
$$q(x)\mathrm{\Omega }(x)q(x),\overline{q}(x)\overline{q}(x)\mathrm{\Omega }^{}(x).$$
(B.11)
The Dirac fermionic Lagrangian in Euclidian space reads,
$$_f=\overline{q}(\gamma _\mu D_\mu +m)q,$$
(B.12)
with the covariant derivative,
$$D_\mu =_\mu +iA_\mu ,$$
(B.13)
while the Euclidean Yang-Mills Lagrangian,
$$_{YM}=\frac{1}{2g^2}\text{tr}(F_{\mu \nu }F_{\mu \nu })=\frac{1}{2g^2}\text{tr}(F_{\mu \nu }^MF^{\mu \nu ,M})=_{YM}^M,$$
(B.14)
can be constructed from the field strength tensor,
$$F_{\mu \nu }=i[D_\mu ,D_\nu ]=_\mu A_\nu _\nu A_\mu +i[A_\mu ,A_\nu ].$$
(B.15)
The relative minus sign within Eq. (B.14) with respect to the Minkowski version implies that solutions of the classical equations of motion minimise the action, which is bounded from below. Therefore, quantum fluctuations are suppressed with respect to classical solutions by factors, $`e^{\delta S}`$, within the path integral measure.
The phase and normalisation of the field strength tensor above is chosen such that,
$$gB_i=\frac{1}{2}ϵ_{ijk}F_{jk},gE_i=F_{i4},$$
(B.16)
correspond to the chromo-magnetic and electric fields, respectively. $`g=\sqrt{4\pi \alpha _s}`$ denotes the strong coupling “constant”. Note that our definition of the electric field, $`𝐄=i𝐄^M`$, differs by a phase $`i`$ from some text book conventions, resulting in, $`E_i^aE_i^a0`$. The gauge action expressed in terms of the colour fields reads,
$$S_{YM}=\frac{1}{2}d^4x(E_i^aE_i^a+B_i^aB_i^a).$$
(B.17)
## Appendix C The perturbative $`\beta `$-function
The one, two and three loop coefficients of the $`\beta `$-function, Eq. (3.22),
$$\beta (\alpha _s)=\frac{d\alpha _s}{d\mathrm{ln}\mu ^2}=\beta _0\alpha _s^2\beta _1\alpha _s^3\beta _2\alpha _s^4\mathrm{},$$
have been calculated in Refs. , and , respectively, in the modified minimal subtraction $`\overline{MS}`$ scheme of dimensional regularisation . The $`n_f`$ flavour results for an $`SU(N)`$ gauge group read,
$`\beta _0`$ $`=`$ $`\left({\displaystyle \frac{11}{3}}N{\displaystyle \frac{2}{3}}n_f\right){\displaystyle \frac{1}{4\pi }},`$ (C.1)
$`\beta _1`$ $`=`$ $`\left[{\displaystyle \frac{34}{3}}N^2\left({\displaystyle \frac{13}{3}}N{\displaystyle \frac{1}{N}}\right)n_f\right]{\displaystyle \frac{1}{16\pi ^2}},`$ (C.2)
$`\beta _2^{\overline{MS}}`$ $`=`$ $`[{\displaystyle \frac{2857}{54}}N^3({\displaystyle \frac{1709}{54}}N^2{\displaystyle \frac{187}{36}}{\displaystyle \frac{1}{4N^2}})n_f`$
$`+`$ $`({\displaystyle \frac{56}{27}}N{\displaystyle \frac{11}{18N}})n_f^2]{\displaystyle \frac{1}{64\pi ^3}},`$
while the four-loop coefficient $`\beta _3^{\overline{MS}}`$ has been calculated in Ref. . The latter reference also contains the coefficients for all compact semi-simple Lie gauge groups. The conversion between $`\overline{MS}`$ scheme couplings and the bare lattice coupling for Wilson gluonic and fermionic action is know to two loops . The numerical pure gauge result for the $`\beta `$ function coefficient $`\beta _2^L`$ reads ,
$$\beta _2^L\left(366.2N^3+1433.8N\frac{2143}{N}\right)\frac{1}{64\pi ^3},$$
(C.4)
while for $`SU(3)`$ with $`n_f`$ flavours of Wilson fermions one obtains ,
$$\beta _2^L\left(6299.91067n_f+59.89n_f^2\right)\frac{1}{64\pi ^3}.$$
(C.5)
Translating between one scheme and another is straight forward: from
$$\alpha ^{}(\mu )=\alpha (\mu )+c_1\alpha ^2(\mu )+c_2\alpha ^3(\mu )+c_3\alpha ^4(\mu )+\mathrm{},$$
(C.6)
one obtains,
$`\beta _0^{}`$ $`=`$ $`\beta _0,\beta _1^{}=\beta _1,`$ (C.7)
$`\beta _2^{}`$ $`=`$ $`\beta _2c_1\beta _1+(c_2c_1^2)\beta _0,`$ (C.8)
$`\beta _3^{}`$ $`=`$ $`\beta _32c_1\beta _2+c_1^2\beta _1+2(c_33c_1c_2+2c_1^3)\beta _0,`$ (C.9)
$`\mathrm{\Lambda }^{}`$ $`=`$ $`\mathrm{\Lambda }e^{c_1/(2\beta _0)}.`$ (C.10)
## Appendix D The centre symmetry
On a torus, a global $`Z_N`$ symmetry is associated with each compactified space-time direction, $`\mu `$, besides the invariance of the action and path integral measure under local gauge transformations. $`Z_N`$ denotes the set of the $`N`$ $`N`$th roots of unity and $`zZ_NSU(N)`$. This means,
$$[z,U_{x,\mu }]=0.$$
(D.1)
Multiplying all links crossing a hypersurface perpendicular to the $`\mu `$ direction by a factor $`z`$,
$$U_{x,\nu }U_{x,\nu }^z=\{\begin{array}{c}zU_{x,\nu }x_\mu =0,\nu =\mu \hfill \\ U_{x,\nu }\text{otherwise}\hfill \end{array},$$
(D.2)
leaves traces of closed loops of link variables with trivial winding number around the boundary in $`\mu `$-direction invariant: since every such loop crosses every hypersurface an even number of times, all factors $`z`$ that are collected when crossing in the positive direction are cancelled by the $`z^{}`$ factors collected from negative crossings. In particular, this argument applies to all pure gauge $`SU(N)`$ actions which are linear combinations of traces of such loops. The fermionic part of the action, containing a covariant derivative, however, explicitly violates this $`Z_N`$ invariance.
### D.1 The Polyakov line and deconfinement
The position of the hypersurface of Eq. (D.2) can be moved by means of ordinary gauge transformations. Therefore, in infinite volume, it can be sent to infinity and the centre symmetry will be in no way different from an ordinary (large) gauge transformation. On the torus, however, the surface can still be moved around but not removed. The simplest object that is sensitive to the centre symmetry is the Polyakov line,
$$P(𝐱)=\text{Tr}\left\{𝒯\left[\mathrm{exp}\left(i_0^{aL_\tau }𝑑x_4A_4(x)\right)\right]\right\}=\text{Tr}\left(\underset{x_4=0}{\overset{aL_\tau }{}}U_{x,4}\right),$$
(D.3)
a loop encircling the temporal boundary. $`𝒯`$ denotes time ordering of the argument. Obviously, under a centre transformations with respect to the 4-direction, $`P^z=zP`$. In the pure gauge case, where the centre symmetry is a symmetry of the action and the path integral measure, this means<sup>38</sup><sup>38</sup>38Due to translational invariance, the expectation value of a Polyakov line does not depend on the position, $`𝐱`$., $`P=0`$ on any finite spatial volume. In the infinite volume limit there is, however, the possibility of spontaneously breaking global symmetries and, indeed, similar to Ising and Potts spin models, at high temperatures, the $`Z_N`$ symmetry is broken.
The expectation value of the Polyakov loop can be related to the free energy of an isolated static colour source ,
$$|P|=\left|\frac{1}{L_\sigma ^3}\underset{𝐱}{}P(𝐱)\right|e^{\beta F_q}(L_\sigma \mathrm{}),$$
(D.4)
where the inverse temperature $`\beta =T^1=aL_\tau `$, that should not be confused with the inverse Yang-Mills coupling, is related to the temporal lattice extent. The vanishing expectation value of the Polyakov line observed in low temperature lattice simulations implies an infinite free energy of an isolated quark and, therefore, confinement. Vice versa, above a critical temperature $`\beta ^1T_c`$ in $`SU(N)`$ gauge theories, the expectation value will move into the direction of one of the $`N`$th roots of unity, implying a finite free energy and the possibility to eventually find isolated quarks. The case of QCD with sea quarks is interesting in so far as the centre symmetry is explicitly broken: an isolated quark comes along with only a finite free energy penalty. However, the energy required to isolate a quark is still sufficiently high to create a quark anti-quark pair out of the vacuum. Therefore, despite the fact that chromo-electric strings between opposite charges can break, the theory is still effectively confining colour sources at zero temperature.
### D.2 Torelons
It is not only worth considering Polyakov lines wrapping around the lattice in the temporal direction but also to discuss their analogue, which we will call the Wilson line, that encircles a spatial lattice direction $`i`$,
$$L_i(t)=\frac{1}{L_\sigma ^3}\underset{𝐱}{}\text{Tr}\left(\underset{x_i=0}{\overset{aL_\sigma }{}}U_{(𝐱,t),i}\right).$$
(D.5)
We have already included the projection onto zero momentum into the definition by summing over all spatial points. Note that the above sum over the component $`x_i`$ yields $`L_\sigma `$ identical contributions. In principle, a projection onto any momentum orthogonal to the direction of the Wilson line is possible. From the correlation function,
$$\text{Re}L_i(t)\text{Re}L_i(0)e^{m_Tt}(t\mathrm{}),$$
(D.6)
the mass $`m_T`$ of a torelon can be extracted, an excitation that only exists on the torus and that corresponds to a colour flux tube wrapping around a periodic boundary .
While for small spatial extents, $`aL_\sigma `$, the centre symmetry of the classical Lagrangian with respect to spatial directions can be dynamically broken, analogous to the finite temperature case, for sufficiently large $`aL_\sigma T_c^1`$, the centre symmetry implies for<sup>39</sup><sup>39</sup>39 For $`SU(2)`$, $`L_i=L_i^{}`$ is real. $`N3`$,
$$0=L_i(t)L_i(0)=\text{Re}L_i(t)\text{Re}L_i(0)\text{Im}L_i(t)\text{Im}L_i(0).$$
(D.7)
Note that the imaginary part, $`i\text{Re}L_i(t)\text{Im}L_i(0)+\text{Im}L_i(t)\text{Re}L_i(0)`$, of the correlation function vanishes by charge invariance. From the above equality, it follows that,
$$\text{Re}L_i(t)\text{Re}L_i(0)=\text{Im}L_i(t)\text{Im}L_i(0)=\frac{1}{2}L_i(t)L_i^{}(0).$$
(D.8)
Moreover, centre symmetry yields,
$$\text{Re}L_i(t)\text{Re}L_j(0)=\delta _{ij}\text{Re}L_i(t)\text{Re}L_i(0).$$
(D.9)
The above two equations imply that all correlation functions between linear combinations of imaginary or real parts of Wilson lines are proportional to each other. Therefore, all torelon states that correspond to one unit of flux are degenerate. In addition to torelons corresponding to one unit of flux, torelons wrapping several times around different boundary directions can be constructed and labelled according to $`𝐧=(n_1,n_2,n_3)`$, $`n_1n_2n_3`$, $`n_i=0,1,\mathrm{},n_{\text{max}}`$, where $`N/21<n_{\text{max}}N/2`$ since the centre symmetry implies that states with winding numbers $`N\pm n`$ are indistinguishable from $`n`$ wrappings. As soon as fermions are included into the action, the $`Z_N`$ symmetry is broken and torelons corresponding to different representations of the cubic group $`O_hC`$ will in general assume different masses.
In the limit of large $`aL_\sigma `$ the situation of a closed flux tube encircling a periodic boundary becomes indistinguishable from a flux tube with fixed ends, created between point-like charge and anti-charge at infinite separation. Therefore, in pure gauge theories the energy stored per unit length will become identical to the string tension, $`\sigma `$, the infinite distance slope of the static potential:
$$m_T\sigma aL_\sigma (aL_\sigma \mathrm{}).$$
(D.10)
## Appendix E Matching NRQCD to QCD
In this Appendix, we display results on the matching coefficients between NRQCD, Eqs. (6.6) – (6.1.2), and QCD, calculated in the $`\overline{MS}`$ scheme<sup>40</sup><sup>40</sup>40Note that the result for $`c_D`$ derived in Ref. turned out to be incorrect . ,
$`c_F`$ $`=`$ $`\left[{\displaystyle \frac{\alpha _s(m)}{\alpha _s(\mu )}}\right]^{\frac{\gamma _0}{2\beta _0}}\{1+{\displaystyle \frac{13}{6\pi }}\alpha _s(m)`$ (E.1)
$`+`$ $`{\displaystyle \frac{\gamma _1\beta _0\gamma _0\beta _1}{2\beta _0^2}}[\alpha _s(m)\alpha _s(\mu )]\},`$
$`c_D`$ $`=`$ $`\left[{\displaystyle \frac{\alpha _s(m)}{\alpha _s(\mu )}}\right]^{\frac{\gamma _0}{\beta _0}}+{\displaystyle \frac{308}{117}}\left\{1\left[{\displaystyle \frac{\alpha _s(m)}{\alpha _s(\mu )}}\right]^{\frac{13\gamma _0}{12\beta _0}}\right\},`$ (E.2)
$`d_{ss}`$ $`=`$ $`{\displaystyle \frac{4}{9}}{\displaystyle \frac{\alpha _s^2(\mu )}{m_1^2m_2^2}}\left[m_1^2\left(\mathrm{ln}{\displaystyle \frac{m_2}{\mu }}+{\displaystyle \frac{1}{6}}\right)m_2^2\left(\mathrm{ln}{\displaystyle \frac{m_1}{\mu }}+{\displaystyle \frac{1}{6}}\right)\right],`$ (E.3)
$`d_{sv}`$ $`=`$ $`{\displaystyle \frac{4}{9}}{\displaystyle \frac{\alpha _s^2(\mu )}{m_1^2m_2^2}}m_1m_2\mathrm{ln}{\displaystyle \frac{m_1}{m_2}},`$ (E.4)
$`d_{vs}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\alpha _s^2(\mu )}{m_1^2m_2^2}}\{{\displaystyle \frac{5}{3}}[m_1^2(\mathrm{ln}{\displaystyle \frac{m_2}{\mu }}+{\displaystyle \frac{1}{6}})m_2^2(\mathrm{ln}{\displaystyle \frac{m_1}{\mu }}+{\displaystyle \frac{1}{6}})]`$ (E.5)
$`+`$ $`{\displaystyle \frac{6}{m_1m_2}}[m_1^4(\mathrm{ln}{\displaystyle \frac{m_2}{\mu }}+{\displaystyle \frac{20}{3}})m_2^4(\mathrm{ln}{\displaystyle \frac{m_1}{\mu }}+{\displaystyle \frac{20}{3}})]\},`$
$`d_{vv}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\alpha _s^2(\mu )}{m_1^2m_2^2}}\{{\displaystyle \frac{5}{3}}m_1m_2\mathrm{ln}{\displaystyle \frac{m_1}{m_2}}`$
$`+`$ $`3[m_1^2(\mathrm{ln}{\displaystyle \frac{m_2}{\mu }}+{\displaystyle \frac{3}{2}})m_2^2(\mathrm{ln}{\displaystyle \frac{m_1}{\mu }}+{\displaystyle \frac{3}{2}})]\},`$
$`b_1`$ $`=`$ $`1{\displaystyle \frac{\alpha _s(\mu )}{6\pi }}\left(\mathrm{ln}{\displaystyle \frac{m_1}{\mu }}+\mathrm{ln}{\displaystyle \frac{m_2}{\mu }}\right),`$ (E.7)
$`b_{2,i}`$ $`=`$ $`{\displaystyle \frac{\alpha _s(\mu )}{120\pi }},`$ (E.8)
$`b_{3,i}`$ $`=`$ $`{\displaystyle \frac{13\alpha _s(\mu )}{720\pi }},`$ (E.9)
where $`\gamma _0=6/(4\pi )`$ and $`\gamma _1=\left(6852n_f/6\right)/(16\pi ^2)`$ are the first two coefficients of the quark mass anomalous dimension function. The above values for the $`d_i`$’s only apply to the non-equal mass case. In the equal mass case, one encounters additional contributions that are due to annihilation diagrams<sup>41</sup><sup>41</sup>41 We ignore imaginary parts within $`d_{ss}^c`$ and $`d_{vs}^c`$. Such contributions, however, appear in the matching calculation and are related to the fact that deep inelastic QCD cross sections cannot be obtained correctly within NRQCD. :
$`d_{ss}^{c,\text{a.}}`$ $`=`$ $`{\displaystyle \frac{4}{9}}\alpha _s(m)\alpha _s(\mu )(1\mathrm{ln}2),`$ (E.10)
$`d_{sv}^{c,\text{a.}}`$ $`=`$ $`𝒪(\alpha _s^3),`$ (E.11)
$`d_{vs}^{c,\text{a.}}`$ $`=`$ $`{\displaystyle \frac{5}{6}}\alpha _s(m)\alpha _s(\mu )(1\mathrm{ln}2),`$ (E.12)
$`d_{vs}^{c,\text{a.}}`$ $`=`$ $`\pi \alpha _s(m)\{1+{\displaystyle \frac{31}{6\pi }}\alpha _s(\mu )`$
$`\times `$ $`[(1{\displaystyle \frac{2n_f}{31}})\mathrm{ln}{\displaystyle \frac{m}{\mu }}{\displaystyle \frac{119}{186}}+({\displaystyle \frac{5}{3}}2\mathrm{ln}2){\displaystyle \frac{n_f}{31}}]\}.`$
In addition there are the non-annihilation contributions of Eqs. (E.3) – (E) that yield for $`m_1=m_2`$,
$`d_{ss}^{\text{n.a.}}`$ $`=`$ $`{\displaystyle \frac{4}{9}}\alpha _s^2(\mu )\left(\mathrm{ln}{\displaystyle \frac{m}{\mu }}{\displaystyle \frac{1}{3}}\right),`$ (E.14)
$`d_{sv}^{\text{n.a.}}`$ $`=`$ $`{\displaystyle \frac{2}{9}}\alpha _s^2(\mu ),`$ (E.15)
$`d_{vs}^{\text{n.a.}}`$ $`=`$ $`{\displaystyle \frac{13}{6}}\alpha _s^2(\mu )\left(\mathrm{ln}{\displaystyle \frac{m}{\mu }}{\displaystyle \frac{97}{78}}\right),`$ (E.16)
$`d_{vv}^{\text{n.a.}}`$ $`=`$ $`{\displaystyle \frac{3}{2}}\alpha _s^2(\mu )\left(\mathrm{ln}{\displaystyle \frac{m}{\mu }}+{\displaystyle \frac{23}{18}}\right).`$ (E.17)
Note that a renormalisation group improved result for $`d_{vv}`$ that agrees with the above equations has also been derived in Ref. .
Within the potentials of Eqs. (6.3.2), (6.3.2), (6.98) and (6.100), the matching coefficients,
$`d_s`$ $`=`$ $`{\displaystyle \frac{1}{4\pi C_F\alpha _s}}\left[d_{ss}(m_1,m_2,\mu )+C_Fd_{vs}(m_1,m_2,\mu )\right]`$ (E.18)
$`=`$ $`{\displaystyle \frac{1}{4\pi \alpha _s}}{\displaystyle \frac{N_A}{4}}\left[d_{ss}^c(m_1,m_2,\mu )3d_{sv}^c(m_1,m_2,\mu )\right],`$ (E.19)
$`d_v`$ $`=`$ $`{\displaystyle \frac{1}{4\pi C_F\alpha _s}}\left[d_{sv}(m_1,m_2,\mu )+C_Fd_{vv}(m_1,m_2,\mu )\right]`$ (E.20)
$`=`$ $`{\displaystyle \frac{1}{4\pi \alpha _s}}{\displaystyle \frac{N_A}{4}}\left[d_{ss}^c(m_1,m_2,\mu )+d_{sv}^c(m_1,m_2,\mu )\right],`$ (E.21)
are required. For the equal mass case, we obtain from Eqs. (E.10) – (E.17) and (6.10) – (6.13),
$`d_s`$ $`=`$ $`{\displaystyle \frac{5}{2}}4\pi \alpha _s(\mu )\left[\mathrm{ln}{\displaystyle \frac{m}{\mu }}{\displaystyle \frac{17}{18}}{\displaystyle \frac{4}{15}}\mathrm{ln}2\right],`$ (E.22)
$`d_v`$ $`=`$ $`{\displaystyle \frac{3}{8}}4\pi \alpha _s(\mu )\left[\mathrm{ln}{\displaystyle \frac{m}{\mu }}+{\displaystyle \frac{17}{18}}+{\displaystyle \frac{4}{9}}\mathrm{ln}2\right].`$ (E.23) |
warning/0001/cond-mat0001449.html | ar5iv | text | # Numerical Simulation of Grain Boundary Grooving By Level Set Method
## 1 Introduction
This paper presents the results of our work on numerical modeling and simulation of grain-boundary (GB) grooving by surface diffusion. Our ultimate goal is to develop and test a fast numerical approach for the simulation of formation and propagation of groove-like defects in thin film interconnects used in microelectronics (ME).
In modern ME industry, the quality and reliability of ME integrated circuits have become no less important than their performance. Some of the most vulnerable elements of ME circuits, susceptible to several types of mechanical failures, are the interconnects. These are metallic conductors which connect the active elements.
The defects (due to the small cross-section, high current density, mechanical stresses and presence of GBs acting as fast diffusion pathways) lead to the loss of electrical and mechanical integrity, i.e. to line opens or shorts. Thus, such defects are one of the main reliability concerns in advanced integrated circuits.
### 1.1 Mechanisms of Mechanical Failure in Interconnect Lines
In this section we describe some basic failure mechanisms in interconnects and outline an appropriate physical model.
Many properties of polycrystalline materials are affected by the intersection of GBs with external surfaces, especially in the presence of applied or internal fields. Common examples are growth of GB grooves and cavities , stress voiding and electromigration .
In the absence of an external potential field, the GB atomic flux $`I_{GB}=0`$ and the corresponding groove profile evolves via surface diffusion under well-known conditions of scale and temperature (the so-called Mullins’ problem ). Mass transport by surface diffusion is driven by the surface Laplacian of curvature. Essentially, for convex surfaces, matter flows from high-curvature regions, while for concave surfaces the flow is from low curvature regions. In order to solve surface-diffusion problems, four different approaches have been taken. We refer the interested reader to the article by Zhang and Schneibel , where these approaches are discussed and to the references therein.
The physical origins of a GB flux may be gradients of the normal stress at grain boundaries and/or electromigration forces . GB grooving with a GB flux in real thin film interconnects is a complex problem. It requires sophisticated numerical modeling technique which can manage with such issues as aperiodic arrays of GBs, anisotropy of the surface tension, GB migration, formation of slits with a local steady-state shape in the near-tip region and bridging across the slits near their intersections with the surface left behind . Level Set Method seems to be a good candidate for addressing the problems, however it has never been used yet to this aim. As the first step in application of LS Method to the problem of grooving with EM flux, we test in this paper LS Method over two simple -and already solved- grooving problems and compare the LS Method’ results with those obtained previously in . First is classical Mullins’ problem (GB grooving controlled by surface diffusion in an infinite bicrystal with a stationary GB). Second is GB grooving by surface diffusion in the periodic GB array of stationary GBs. The electromigration flux will be taken into account in the next publication.
Below we give more details related to the physical model.
* Driving Forces and Diffusion Mobilities
In the absence of an electric current, the diffusion is driven by a variation in chemical potential, $`\mu `$, which causes atoms to migrate from high potential to low potential regions. It may be shown that
$$\mu (K)=K\gamma \mathrm{\Omega },$$
(1.1)
where $`K`$ is the surface curvature, $`\gamma `$ is the surface tension, and $`\mathrm{\Omega }`$ is the atomic volume. Gradients of chemical potential are therefore associated with gradients of curvature.
In interconnects, GBs represent numerous fast diffusion pathways with high diffusion coefficient, $`D`$. As a matter of fact, the bulk diffusion can be neglected . The diffusion flux along the GB, $`I_{GB}`$, is given by
$$I_{GB}=\frac{D\delta }{kT}\mu ,$$
(1.2)
where $`\delta 10^8cm`$ is the GB thickness, $`k`$ the Boltzmann constant and $`T`$ the absolute temperature.
Let $`\tau `$ be the tangential direction to the surface profile in 2D. If $`𝐧=(n_x,n_y)`$ is the unit vector normal to the surface or GB, then the following relations hold:
$$\tau =(n_y,n_x),\frac{K}{\tau }=𝐊\tau =\frac{K}{x}n_y\frac{K}{y}n_xK_\tau .$$
(1.3)
The surface diffusion flux along the groove walls is given by the formula
$$J=BK_\tau ,$$
(1.4)
where
$$B=\frac{D\delta \gamma \mathrm{\Omega }^{4/3}}{kT}$$
(1.5)
is known as Mullins’ constant. Note that $`J`$ is proportional to the first directional derivative of the curvature.
* Boundary Conditions
The boundary conditions at the groove root are dictated by the local equilibrium between the surface tension, $`\gamma `$, and the GB tension, $`\gamma _{gb}`$. In the symmetric case of the GB ($`x=0`$) normal to an original ($`y=const.`$) flat surface, the angle of inclination of the right branch of the surface at the groove root with respect to the $`x`$ axis is $`\theta _0=sin^1(\gamma _{gb}/2\gamma )`$ (see Fig. 1).
The rapid establishment of the equilibrium angle between the GB and the surface by atomic migration in the vicinity of the intersection develops some curvature gradient at the adjacent surface and thus induces a surface diffusion flux along the groove wall in the direction away from the groove root, opposite to the groove extension direction.
Other boundary conditions depend on the particular problem (presence or absence of GB flux, etc.)
## 2 Mathematical Model
### 2.1 The Conventional Approaches
An adequate mathematical model which captures the above physical phenomena in interconnects was developed first by Mullins and extended by him and others . It describes the evolution of the groove shape, $`y(x,t)`$, and has the form of a transport equation
$$y_t=J_x=B\left\{(1+y_x^2)^{1/2}\left[(1+y_x^2)^{3/2}y_{xx}\right]_x\right\}_x.$$
(2.1)
$`J`$ and $`B`$ are given in (1.4) and (1.5).
For an isolated GB at $`x=0`$, the groove continues to develop because the material continues to move from the curved shoulder of the groove to the flat surface. The classical description is provided by an analytic solution (on the $`x>0`$ side) of the linearized version of the equation (2.1) (the “small slope approximation”, SSA). The linearized equation has the form
$$y_t=By_{xxxx},$$
(2.2)
subject to the initial condition
$$y(x,0)=const,$$
(2.3)
and the boundary conditions
$$y_x(0,t)=\mathrm{tan}\theta _0=m1,$$
(2.4)
$$J(0,t)=y_{xxx}(0,t)=0,$$
$$y(x\mathrm{},t)=const\text{with all derivatives}.$$
The first condition in (2.4) is the small slope approximation itself. The second one reflects the absence of a GB flux $`I_{GB}`$. The solution describes a profile with a constant shape whose size is increasing all the time.
Although this analytical approach describes some basic phenomena in interconnects, it is of limited use due to the restriction on the steepness of the slope. There are several numerical techniques which are widely used in modeling moving fronts, such as the marker/string (M/S) methods or the volume-of-fluid (VOF) methods . These methods deal directly with the evolution equation of type (2.1), and therefore are “explicit” methods. The M/S methods come from Lagrangian approach to front evolution problems. In the Lagrangian approach, the grid is attached to the moving front. A known drawback of the Lagrangian approach is that it is not well-suited for the computation of bifurcating fronts. Besides, stability and local singularity problems are more emphasized in these methods than in methods based on Eulerian approach, such as the VOF method. The Eulerian approach, in which the front moves through a grid which is fixed in space, does not have these drawbacks, but - as it is known - here the fronts are diffused. In addition, some intricate (subcell) bookkeeping is required to properly keep track of fronts.
There are numerical approaches which are based on finite-element discretization of the computational region . However, they result in complicated algorithms which involve many computational steps such as computations of the following: displacement field of material points from a reference configuration, the stress field as a result of diffusion in the solid and geometry update of interfaces. Besides, the computational complexity grows since higher resolution is required as the shape of the interface becomes more complicated. As a result, these methods are unable to handle very complex multidimensional boundary shapes.
### 2.2 The Proposed Solution: Usage of the Level Set Method
To “capture” the interface (rather than to track it), our method of choice is the “implicit” LS method. The method was introduced by Osher and Sethian and was further developed during the last several years (for an introduction to the LS methods and an exhaustive bibliography list see the monographs by Sethian ). The method enables to capture drastic changes in the shape of the curves (interfaces) and even topology changes.
The basic idea of the method consists of embedding the curve $`y(x,t)`$ into a higher dimensional space. As a matter of fact, we consider the evolution of a two-dimensional field $`\varphi (x,y,t)`$ such that its zero level set, $`\varphi (x,y,t)=0`$, coincides with the curve of interest, $`y(x,t)`$, at any time moment $`t`$. The level set function $`\varphi (x,y,t)`$ can be interpreted as a signed distance from the curve $`y(x,t)`$, which moves in the direction normal to itself.
The evolution of $`\varphi (x,y,t)`$ is described by an Hamilton-Jacobi type equation. A remarkable trait of the method is that the function $`\varphi (x,y,t)`$ remains smooth, while the level surface $`\varphi =0`$ may change topology, break, merge, and form sharp corners as $`\varphi `$ evolves. Thus, it is possible to perform numerical simulation on a discrete grid in the spatial domain, and substitute finite difference approximation for the spatial and temporal derivatives in time and space.
The evolution equation has the form
$$\varphi _t+F|\varphi |=0,\text{given}\varphi (x,t=0).$$
(2.5)
The normal velocity, $`F`$, is considered to be a function of spatial derivatives of $`\varphi (x,y,t)`$. In many applications $`F`$ is a function of the curvature, $`K`$, and its spatial derivatives. The curvature $`K`$ may be computed via the level set function $`\varphi `$ as follows:
$$K=𝐧,𝐧=\frac{\varphi }{|\varphi |}=(\frac{\varphi _x}{\left(\varphi _x^2+\varphi _y^2\right)^{1/2}},\frac{\varphi _y}{\left(\varphi _x^2+\varphi _y^2\right)^{1/2}}).$$
(2.6)
Here $`𝐧`$ is “normal vector”, and it coincides with the (previously introduced) unit normal to the surface, $`y(x,t)`$, on the zero level set $`\varphi =0`$. Formulas (2.6) can be combined as follows
$$K=\frac{\varphi }{|\varphi |}=\frac{\varphi _{xx}\varphi _y^22\varphi _x\varphi _y\varphi _{xy}+\varphi _{yy}\varphi _x^2}{\left(\varphi _x^2+\varphi _y^2\right)^{3/2}},$$
(2.7)
and the sign of $`K`$ is chosen such that a sphere has a positive mean curvature equal to its radius. In the case of surface diffusion in 2D,
$$F=BK_{\tau \tau }.$$
(2.8)
One drawback of the LS method stems from its computational expense. Its complexity seems to be as much as $`O(n^2)`$ operations per time step, which is more than any Lagrangian method which necessitates $`O(n)`$ operations per time step, where $`n`$ is the number of grid points in the spatial direction. It is possible, however, to reduce the complexity of the LS method to $`O(n)`$ using a local (another term is narrow band (tube)) approach . This is achieved by the construction of an adaptive mesh around the propagating interface. We distinguish between the “near field”, which is a thin band of neighboring level sets around the propagating front, and the “far field” which contains the rest of the grid points. The evolution equation is solved only in the near field. The values of $`\varphi `$ at grid points in the far field are not updated at all. When the interface in motion reaches the edge of the narrow band, a new narrow band is built around the current interface position. Note that this could be done without interface reconstruction from the level set function (which requires some additional computations). We just have to examine the shift in the sign of $`\varphi `$ at grid points adjacent to the interface. The width of the narrow band is determined as a balance between the computation involved in the re-built and the calculations performed on far away points.
In most of the applications of the LS method to date, the driving forces were proportional to the curvature (see for review and discussion). There are only few applications where the driving force is proportional to the second directional derivative of the curvature (in the 3D case, to the surface Laplacian of curvature which is constructed from the derivatives in each principal direction), which is the case for the normal velocity function (2.8). Therefore, the present materials science problem presents a rather new (from the mathematical point of view) application for the LS method. As pointed out in , “this is an intrinsically difficult problem for three reasons. First, owing to the lack of a nice maximum principle, an embedded curve need not stay embedded, and this has significant implications in attempting to analyze motion which results in topological change. Second, the equations of motion contain a fourth derivative term, and hence are highly sensitive to errors. Third, this fourth derivative term leads to schemes with very small time steps.”
### 2.3 Computational Algorithm
A typical computational domain is a rectangular box $`[0,l_1;0,l_2]`$ of a material in 2D.
The proposed computational algorithm consists of the following steps:
BEGIN ALGORITHM
The entire computational region $`W`$ is discretized using a uniform grid $`x_i=i\mathrm{\Delta }x,y_j=j\mathrm{\Delta }y,i=0\mathrm{}N,j=0\mathrm{}M`$, where $`N`$ and $`M`$ are the number of grid points in $`x`$\- and $`y`$\- directions respectively. The functions are projected on this grid, so that $`\varphi (x,y,t)=\varphi _{i,j}(t)`$.
The initial interface, $`y(x,t=0)`$, is defined analytically, or as a set of points in $`W`$ (the points lie on $`x=const`$ grid lines, but not necessarily on $`y=const`$ grid lines). In the latter case, we define a cubic spline $`\xi (x,t=0)`$ passing through these points in order to be able to perform further initializations. The function $`y(x,t=0)`$ needs not to be necessarily smooth (i.e., it may feature sharp corners, discontinuities, etc.), but, in our implementation it must be single-valued in order to make it possible to choose the sign of $`\varphi `$ (below). This is because we are only interested in the particular case of analyzing the motion of open curves which may be described by functions during the whole process of the evolution.
We also define the near field and the far field. The width of the near field is usually 5 to 10 grid levels (points).
In the region $`W`$, the level set function $`\varphi `$ is initialized as an exact signed distance function to the initial interface (see Fig. 2),
$$\varphi (x_i,y_j,t=0)<0\text{if}y_j<y(x,t=0)$$
(2.9)
$$\varphi (x_i,y_j,t=0)=0\text{if}y_j=y(x,t=0)$$
$$\varphi (x_i,y_j,t=0)>0\text{if}y_j>y(x,t=0).$$
2). Since $`\varphi (x,y,t=0)`$ is a signed distance function, then $`|\varphi (x,y,t=0)|=1`$.
normal vector components and curvature using formulas (2.6), (2.7). The derivatives in (2.6), (2.7) (as well as in other functions of $`x,y`$ except the gradient term in the evolution equation itself, see step 6) are discretized using the standard second order accurate central difference approximations. Fourth-order accurate approximations were tested also but we did not observe any particular increase in the global accuracy of the calculations. In addition, in this case, the implementation of the boundary conditions with the level set function is problematic due to the use of a wide stencil. The time step also needs to be reduced in order to have stability. We find that the standard central difference scheme works well for us.
first directional derivative of the curvature, $`K_\tau `$, using the formula (1.3) and second directional derivative of the curvature, $`K_{\tau \tau }`$,
$$K_{\tau \tau }=\left[K\tau \right]\tau =\frac{K_{xx}\varphi _y^2+2K_{xy}\varphi _x\varphi _yK_{yy}\varphi _x^2}{\varphi _x^2+\varphi _y^2}+\frac{K\left(K_x\varphi _x+K_y\varphi _y\right)}{\left(\varphi _x^2+\varphi _y^2\right)^{1/2}}=$$
(2.10)
$$\frac{K_{xx}\varphi _y^2+2K_{xy}\varphi _x\varphi _yK_{yy}\varphi _x^2}{\varphi _x^2+\varphi _y^2}+K\left[K_\tau +K_y(n_x+n_y)K_x(n_yn_x)\right].$$
We now have the normal velocity function (2.8) and the flux (1.4).
time step. The CFL condition for the surface diffusion is
$$\mathrm{\Delta }t_1\text{min}^4(\mathrm{\Delta }x,\mathrm{\Delta }y)/B.$$
(2.11)
The CFL condition for the Hamilton-Jacobi equation in updating the velocity is
$$\mathrm{\Delta }t_2\text{min}(\mathrm{\Delta }x,\mathrm{\Delta }y)/F_{max},$$
(2.12)
where $`F_{max}`$ is the largest magnitude of the normal velocity in the computational domain. The adaptive time step $`\mathrm{\Delta }t`$ is chosen as the smallest of the two.
backward and forward gradient functions; update $`\varphi `$ from the evolution equation using explicit time-stepping scheme. The solutions of equation (2.5) are often only uniformly continuous with discontinuous derivatives, no matter how smooth the initial data is . Simple central differencing is not appropriate here to approximate the spatial derivatives in $`|\varphi |`$. Instead, we use Essentially Non-Oscillatory (ENO) type schemes for Hamilton-Jacobi equations as developed in . More precisely, we use second-order ENO scheme given explicitly in . To update $`\varphi `$ for one time step, the simplest method is to use Euler, i.e.
$$\varphi ^{n+1}=\varphi ^n+\mathrm{\Delta }tL(\varphi ^n),$$
(2.13)
where $`L(\varphi )`$ is the spatial operator in (2.5).
near field. Check the sign of $`\varphi `$ at the grid points adjacent to the interface and compute the new locations of near field points.
Go to step 3
END ALGORITHM
Remark 1: To achieve a uniformly high-order accuracy in time, we replace (2.13) with the second-order Total Variation Diminishing (TVD) Runge-Kutta type discretization , which reads
$$\stackrel{~}{\varphi }^{n+1}=\varphi ^n+\mathrm{\Delta }tL(\varphi ^n)$$
(2.14)
$$\varphi ^{n+1}=\varphi ^n+\frac{\mathrm{\Delta }t}{2}\left[L(\varphi ^n)+L(\stackrel{~}{\varphi }^{n+1})\right]$$
The necessary changes to the algorithm are obvious. The choice of such a low-order Runge-Kutta scheme is justified by the fact that the time step, dictated by stability requirements, is very small.
Remark 2: It is highly desirable that the level sets behave nicely, in the sense that two different level sets do not cross, and in fact remain roughly evenly spaced in time. In terms of the level set function $`\varphi `$, this corresponds to the fact that the gradient of $`\varphi `$ at any given point of a level set does not change dramatically over time. For the numerical method this translates into numerical stability. The best way to achieve this is to keep $`\varphi `$ close to the signed distance function (or even to keep it exactly equal to the signed distance function), thus keeping $`|\varphi |(=)1`$. The operations performed on $`\varphi `$ that accomplish it are called “reinitialization”. To summarize, reinitialization is the process of replacing $`\varphi (x,y,t)`$ by another function $`\stackrel{~}{\varphi }(x,y,t)`$ that has the same zero contour as $`\varphi (x,y,t)`$ but behaves better, and then taking this new function $`\stackrel{~}{\varphi }(x,y,t)`$ as the initial data to use until the next round of reinitialization. There are several ways to do this. The straightforward one (first proposed in and recently used in ) is to interrupt the time-stepping, reconstruct the interface using some interpolation technique and directly compute a new signed distance function to the interface. This approach is very expensive and also may bring some undesirable side effects, such as oscillations in the curvature. Instead, we use the iteration procedure of . The function $`\varphi `$ is reinitialized by solving the following Hamilton-Jacobi type equation to its steady state, which is the desired signed distance function:
$$\varphi _t=S(\varphi _0)\left(1|\varphi |\right),$$
(2.15)
where $`S`$ is a smoothed sign function
$$S(\varphi _0)=\frac{\varphi _0}{\sqrt{\varphi _0^2+ϵ^2}},ϵ=\text{min}(\mathrm{\Delta }x,\mathrm{\Delta }y).$$
(2.16)
The same second-order ENO and TVD Runge-Kutta schemes used for the solution of the equation (2.5) are used for the iteration of (2.15). As a rule, three or four iterations are sufficient to evolve $`\varphi `$ close enough to the desired signed distance function. An important practical question is how frequently the reinitializations are applied. In some applications of the level set method the reinitializations could be triggered after a fixed number of time steps. However, we achieved the best results by reinitializing every time step in the band of level sets that contains points from the near field.
Remark 3: The evolving interface touches the vertical boundaries $`x=0,x=l_1`$ by its ends and therefore any boundary conditions imposed on vertical walls influence the evolution of the front. This is why, depending on the nature of the problem, we either choose periodic b.c. at vertical walls or just an approximation of the derivatives at vertical walls by one-sided differences. At the horizontal walls, we always use one-sided differences. For illustration purposes, in Fig. 3 we present part of the cosine curve evolving under (2.5) with the speed function $`F=0.1K_{\tau \tau }`$. Boundary conditions at vertical walls are periodic. Note that the speed of evolution slows as the curve approaches equilibrium state with $`K=0`$ (line $`y=0.5`$). This is because the curvature, and hence its derivative, become smaller. In order to demonstrate the abilities of the method, in Fig. 4 we present the evolution of a non-smooth curve (step function) under the same speed law.
Remark 4: The very special feature of the presented implementation of the Level Set Method is the incorporation of physical boundary conditions into the Level Set numerical scheme. Most of the implementations known so far lack this complication. Usually only closed interfaces far away from any boundaries domains are considered while the evolution proceeds far away from the boundaries.
For the GB grooving by surface diffusion, two boundary conditions at the groove root are essential: these are conditions of type (2.4), reflecting the fixed slope of the interface and the absence of GB atomic flux. The boundary conditions we impose at $`x=l_1`$ are zero slope of the interface and zero flux. The first condition echoes the initial flat interface. The second condition guarantees the conservation of matter, i.e. a constant area under the groove profile during the evolution.
Special attention was given to the treatment of these boundary conditions within the framework of the Level Set method. Two methods were developed.
is the use of correction step in the iterative algorithm. The fixed slope at the groove root is achieved in the following way: at every time step, the interface is reconstructed from the $`\varphi `$-field and the locations of the two end-points of the interface (at $`x=0`$ and $`x=l_1`$, respectively) are corrected in order to preserve the small-slope and the zero-slope conditions. Then, for all grid points that lie on grid lines $`x=0`$ and $`x=l_1`$, it is sufficient to directly compute a new signed distances to the updated locations of the interface end points. This way we incorporate the new locations of the end points back into the $`\varphi `$-field. This direct reinitialization is performed only for a few grid points that lie on vertical boundaries and, besides, this computation does not contain iteration loop. The zero flux conditions could be imposed locally, i.e. in the vicinity of the groove root and of the interface end-point at $`x=l_1`$, or along the the entire $`x=0`$ and $`x=l_1`$ grid lines. After the computed values of $`K_\tau `$ are reset to zero, the $`K_{\tau \tau }`$ is computed according to eq. (2.10), where $`K_\tau =0`$ at $`x=0,l_1`$ and $`K_\tau 0`$ otherwise. After multiplication by $`B`$, this gives the values of the normal velocity function (2.8), corrected by the zero flux constraint.
makes use of Taylor expansion up to second order, as follows (also see eq. (2.6)):
$$\varphi _{1,j}=\varphi _{0,j}\varphi _x|{}_{0,j}{}^{}\mathrm{\Delta }x=\varphi _{0,j}|\varphi _{0,j}|n_x|{}_{0,j}{}^{}\mathrm{\Delta }x=\varphi _{0,j}+|\varphi _{0,j}|\mathrm{sin}\theta _0\mathrm{\Delta }x,$$
(2.17)
where $`\varphi _{1,j}`$ is one grid point beyond the GB. Equation (2.17) incorporates the groove root angle. Then we compute in (2.7) the curvature values, $`K_{0,j}`$, along the GB, using both the values of $`\varphi `$ inside the computational domain ($`\varphi _{1,j}`$) and outside ($`\varphi _{1,j}`$). This also gives us the values of $`K_y|_{0,j}`$. The zero flux condition is applied using equation (1.3) which, after substitution of normal vector components from (2.6) and rearrangement of the terms become
$$K_x\left|{}_{0,j}{}^{}=\frac{K_\tau |\varphi |+K_y\varphi _x}{\varphi _y}\right|{}_{0,j}{}^{}=K_y|{}_{0,j}{}^{}\mathrm{tan}\theta _0.$$
(2.18)
Applying Taylor expansion again, we get the ghost values of the curvature:
$$K_{1,j}=K_{0,j}K_x|{}_{0,j}{}^{}\mathrm{\Delta }x,$$
(2.19)
where $`K_x|_{0,j}`$ is given by (2.18). Now all the data is known and we can compute the values of $`K_{\tau \tau }`$ from (2.10) and the values of the normal velocity from (2.8).
Both methods were successfully used in calculations.
## 3 Numerical results and discussion
Figures 5 to 7 show the groove profile having different slopes at the groove root, evolving under (2.5) with a speed function $`F=BK_{\tau \tau }`$. We take $`B=0.025`$. The profile is symmetric with respect to the GB at $`x=0`$, therefore only its right part is calculated.
The results obtained by means of the LS Method are shown with solid lines, while reference results for Mullins’ problem (2.2)-(2.4) are shown with dashed lines. In all the three numerical experiments reported here the dimensions of the computational box are $`[0.,0.08;0.,0.02]`$, the mesh is 120$`\times `$40.
Our initial interface for the Level Set simulations already has the shape of Mullins’ groove. The reason we don’t have a flat interface $`y(x,0)=const.`$ as an initial condition is that the LS formulation requires a non-zero initial curvature, otherwise the curve does not evolve at all (since $`F=0`$ in this case). The initial interface in Figs. 5 \- 7 is shown with dashed-dotted line.
The initial Mullins’ groove is obtained as follows: we integrate numerically the equation (2.2) using the method-of-lines approach. The time integrator is second-order Runge-Kutta and the spatial operator is discretized using second order central differences. The integration proceeds from $`t=0`$ to $`t=8.0e09`$. The initial and boundary conditions are (2.3) and (2.4), where $`\theta _0=\pi /48,\pi /32,\pi /24`$ stands for Figs. 5 \- 7, respectively. The corresponding slopes are $`m=6.55e02,9.85e02,1.32e01`$. The practical values used in experiments lie between 0.05 to 0.2 and the range of the groove depth in experiments is between 0.1$`\mu `$ and 1$`\mu `$. The reason we anticipate the use of the analytic solution to the Mullins’ problem (2.2)-(2.4) (either it exists) is the truncation of infinite series in which this solution is represented. The reference results for later times are also obtained using the described numerical procedure.
In , two kinetic laws were established (within the framework of the SSA). One concerns the evolution of the depth of the groove with respect to the maximum surface elevation (see Fig. 1). The depth, $`d`$, is governed by
$$d=0.973m(Bt)^{1/4}.$$
(3.1)
The other kinetic law concerns the evolution of the distance between the position of the groove root and that of the surface maximum. In the case of the symmetric groove, we call it the half-width, $`w`$, of the groove. It is governed by
$$w=2.3(Bt)^{1/4}.$$
(3.2)
From these expressions, we have the time independent ratio
$$w/d=2.3515/m.$$
(3.3)
Under typical experimental conditions a groove of depth $`d=0.3\mu `$ is formed within $`t=10^4`$ sec (2.4 hr). It is shown in , that it would require approximately 8 days to triple this depth. This explains why in our numerical experiments the groove seems to stop developing at later times. The physical reason for this is the increase in the length of a path along which the surface diffusion takes place. As a rule, we stop the run when the groove doubles its depth or width.
For the slopes considered, we observe good qualitative agreement with Mullins’ solution. The small difference is due to two reasons. First, the results to which we compare are obtained by integrating the linearized equation (2.2), which is, strictly speaking, valid only for infinitesimal slopes. The slopes we choose are, of course, finite, and the governing equation we solve, i.e., the equation (2.5) is fully nonlinear. Second, there are inevitable area losses, since the LS method is not fully conservative. For bigger slopes, our grooves appear to be deeper and wider than Mullins’ one.
In Tables 1 to 3, the results for all three tests are summarized.
Table 1. Our results for GB grooving, compared with classical Mullins’ results. The slope at groove root is $`m=6.55e02`$.
| step | $`t`$ | $`d`$,eq.(3.1) | $`d`$,LS M. | $`w`$,eq.(3.2) | $`w`$,LS M. | $`w/d`$,eq.(3.3) | $`w/d`$,LS M. |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 0 | 8.0e-9 | 2.39e-4 | 2.39e-4 | 8.60e-3 | 8.60e-3 | 3.60e+1 | 3.60e+1 |
| 2e+3 | 1.6e-8 | 2.85e-4 | 2.50e-4 | 1.03e-2 | 1.01e-2 | 3.60e+1 | 4.03e+1 |
| 4e+3 | 2.4e-8 | 3.15e-4 | 2.68e-4 | 1.14e-2 | 1.08e-2 | 3.60e+1 | 4.02e+1 |
| 6e+3 | 3.2e-8 | 3.39e-4 | 2.84e-4 | 1.22e-2 | 1.13e-2 | 3.60e+1 | 3.99e+1 |
| 8e+3 | 4.0e-8 | 3.58e-4 | 2.99e-4 | 1.29e-2 | 1.19e-2 | 3.60e+1 | 3.96e+1 |
| 10e+3 | 4.8e-8 | 3.75e-4 | 3.13e-4 | 1.35e-2 | 1.23e-2 | 3.60e+1 | 3.94e+1 |
| 12e+3 | 5.6e-8 | 3.90e-4 | 3.26e-4 | 1.41e-2 | 1.28e-2 | 3.60e+1 | 3.91e+1 |
| 14e+3 | 6.4e-8 | 4.03e-4 | 3.38e-4 | 1.45e-2 | 1.32e-2 | 3.60e+1 | 3.89e+1 |
| 16e+3 | 7.2e-8 | 4.15e-4 | 3.50e-4 | 1.50e-2 | 1.35e-2 | 3.60e+1 | 3.87e+1 |
| 18e+3 | 8.0e-8 | 4.26e-4 | 3.61e-4 | 1.54e-2 | 1.39e-2 | 3.60e+1 | 3.85e+1 |
Table 2. Same as Table 1, but the slope at groove root is $`m=9.85e02`$.
| step | $`t`$ | $`d`$,eq.(3.1) | $`d`$,LS M. | $`w`$,eq.(3.2) | $`w`$,LS M. | $`w/d`$,eq.(3.3) | $`w/d`$,LS M. |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 0 | 8.0e-9 | 3.59e-4 | 3.59e-4 | 8.61e-3 | 8.61e-3 | 2.40e+1 | 2.40e+1 |
| 2e+3 | 1.6e-8 | 4.29e-4 | 3.95e-4 | 1.03e-2 | 1.03e-2 | 2.40e+1 | 2.61e+1 |
| 4e+3 | 2.4e-8 | 4.74e-4 | 4.38e-4 | 1.14e-2 | 1.13e-2 | 2.40e+1 | 2.59e+1 |
| 6e+3 | 3.2e-8 | 5.10e-4 | 4.77e-4 | 1.22e-2 | 1.21e-2 | 2.40e+1 | 2.55e+1 |
| 8e+3 | 4.0e-8 | 5.39e-4 | 5.12e-4 | 1.30e-2 | 1.29e-2 | 2.40e+1 | 2.52e+1 |
| 10e+3 | 4.8e-8 | 5.64e-4 | 5.45e-4 | 1.35e-2 | 1.36e-2 | 2.40e+1 | 2.49e+1 |
| 12e+3 | 5.6e-8 | 5.86e-4 | 5.76e-4 | 1.41e-2 | 1.42e-2 | 2.40e+1 | 2.47e+1 |
| 14e+3 | 6.4e-8 | 6.06e-4 | 6.05e-4 | 1.45e-2 | 1.48e-2 | 2.40e+1 | 2.44e+1 |
| 16e+3 | 7.2e-8 | 6.24e-4 | 6.33e-4 | 1.50e-2 | 1.53e-2 | 2.40e+1 | 2.42e+1 |
| 18e+3 | 8.0e-8 | 6.41e-4 | 6.59e-4 | 1.54e-2 | 1.58e-2 | 2.40e+1 | 2.41e+1 |
Table 3. Same as Tables 1 and 2, but the slope at groove root is $`m=1.32e01`$.
| step | $`t`$ | $`d`$,eq.(3.1) | $`d`$,LS M. | $`w`$,eq.(3.2) | $`w`$,LS M. | $`w/d`$,eq.(3.3) | $`w/d`$,LS M. |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 0 | 8.0e-9 | 4.80e-4 | 4.80e-4 | 8.61e-3 | 8.61e-3 | 1.79e+1 | 1.79e+1 |
| 2e+3 | 1.6e-8 | 5.74e-4 | 5.60e-4 | 1.03e-2 | 1.06e-2 | 1.79e+1 | 1.89e+1 |
| 4e+3 | 2.4e-8 | 6.36e-4 | 6.42e-4 | 1.14e-2 | 1.19e-2 | 1.79e+1 | 1.85e+1 |
| 6e+3 | 3.2e-8 | 6.83e-4 | 7.15e-4 | 1.22e-2 | 1.30e-2 | 1.79e+1 | 1.81e+1 |
| 8e+3 | 4.0e-8 | 7.22e-4 | 7.80e-4 | 1.29e-2 | 1.39e-2 | 1.79e+1 | 1.78e+1 |
| 10e+3 | 4.8e-8 | 7.56e-4 | 8.39e-4 | 1.35e-2 | 1.47e-2 | 1.79e+1 | 1.76e+1 |
| 12e+3 | 5.6e-8 | 7.86e-4 | 8.94e-4 | 1.41e-2 | 1.55e-2 | 1.79e+1 | 1.74e+1 |
| 14e+3 | 6.4e-8 | 8.12e-4 | 9.44e-4 | 1.45e-2 | 1.62e-2 | 1.79e+1 | 1.72e+1 |
| 16e+3 | 7.2e-8 | 8.36e-4 | 9.90e-4 | 1.50e-2 | 1.69e-2 | 1.79e+1 | 1.70e+1 |
| 18e+3 | 8.0e-8 | 8.59e-4 | 1.03e-3 | 1.54e-2 | 1.75e-2 | 1.79e+1 | 1.69e+1 |
An interesting simple extension of the classical two-grain model is the case of a periodic array of grains separated by parallel GBs. In Fig. 8, we present the results for the evolution of a surface profile intersected by two GBs, $`i`$ and $`i+1`$. The physical boundary conditions at both groove roots are a constant slope of the surface and zero flux (for this example, the slope at groove roots is $`m=9.85e02`$). At short times, grooves develop at each grain boundary according to the solution for an isolated grain boundary, as presented in Figs. 5 \- 7; grooving stops when, at sufficiently long times, identical circular arcs develop connecting adjacent GBs. The same result was obtained in using Fourier method and the SSA.
## 4 Conclusions
The Level Set method was used to model the grain-boundary grooving by surface diffusion in an idealized polygranular interconnect which consists of grains separated by parallel GBs. The novel feature of the method is the treatment of physical boundary conditions at the groove root. The results obtained are in good agreement with the classical one (Mullins, ) for the case of an isolated grain boundary (two-grain case) and with more recent results of for the case of periodic array of grains. One goal for future work is to apply electromigration influence on the grooving process. In addition, the algorithm and its software implementation will be used by materials scientists to pursue studies of GB grooving with an arbitrary electromigration flux, the various ratio of the GB to surface diffusivity which was predicted to critically affect the groove kinetics and shape account for various EM failure regimes . |
warning/0001/hep-ph0001256.html | ar5iv | text | # Overview of Chiral Perturbation Theory
## 1 Introduction
Chiral perturbation theory (CHPT) is the low–energy effective theory of the strong interactions. To characterise quantitatively the meaning of “low energy” in this framework, we recall that the relevant physical scale here is that of spontaneous chiral symmetry breaking, i.e. about 1 GeV: the effective theory is supposed to work only for $`E1`$ GeV. For practical purposes one expects CHPT to work reasonably well up to 500–600 MeV. Which means that at DA$`\mathrm{\Phi }`$NE, as soon as the $`\varphi `$ decays we enter the realm of CHPT: for any physical process occurring after the decay of the $`\varphi `$ there is most likely some relevant piece of information that can be derived from CHPT (a check on this claim can be easily made by glancing through the “Second DA$`\mathrm{\Phi }`$NE Physics Handbook”).
This effective field theory is a systematic extension of the current–algebra methods that were used in the sixties in hadronic physics. Its present form is due to Weinberg and Gasser and Leutwyler. They showed the advantages of the effective–field–theory language over the direct implementation of the Ward identities as in the current–algebra framework. In particular because what was known before as a tremendously difficult problem, the calculation of the corrections to a current–algebra result, was reduced to a routine loop calculation in a well–defined framework. After the convenient tools of the effective field theory were made available, many processes have been calculated at the one–loop level: wherever possible, the comparison to the experimental data has shown a remarkable success of the method.
In the early nineties, also because of the prospects of having a $`K`$–factory operating soon, the first two–loop calculations were made. The first one was the cross section for the two–photon annihilation into two neutral pions. This beautiful and difficult calculation opened up the field of two–loop calculations in CHPT. In fact if we consider only the two–light–flavour sector, all the phenomenologically relevant calculations have already been done, whereas in the $`SU(3)`$ framework, they are just starting. Moreover, in the purely strong sector, the Lagrangian at order $`p^6`$ and the complete divergence structure have been recently calculated. What I find remarkable is that, despite the rapidly increasing number of new constants appearing at each new order, the theory is able to produce sharp predictions, like in the first instance, the calculation of the $`\gamma \gamma \pi ^0\pi ^0`$ cross section. The best illustration of this is the $`\pi \pi `$ scattering reaction, that I will discuss in more details in the following section.
In parallel to these two–loop calculations arose the need to account for small effects such as electromagnetic corrections and purely strong isospin–breaking effects. While the latter are readily calculated with the Lagrangian of Gasser and Leutwyler, the former need the inclusion of the electromagnetic field in the theory. Loops with a virtual photon field generate new types of divergences, that need new counterterms to be removed. Such a Lagrangian was formulated by Urech, and Neufeld and Rupertsberger at order $`p^4`$ for the strong sector. For processes involving also leptons one needs a further extension of the Lagrangian to account for contributions of virtual leptons inside the loops. This has been formulated only very recently, opening up the way to phenomenological applications, such as semileptonic kaon decays. This is an essential step forward if we want to fully exploit the precision of the data on $`K`$ decays that experimentalists are starting to provide.
The application of CHPT to weak nonleptonic decays is more problematic because of the presence of more constants already at order $`p^4`$. In addition, there are less measured quantities from which to extract these constants. This means, e.g., that in the classical sector of the kaon decays into two or three pions CHPT has rather little to say (recently there has been a very nice counterexample to this statement). The situation improves if one looks at the radiative–nonleptonic–decay sector, where the theory can make predictions ands can be meaningfully tested. I will discuss this topic in Sect. 3.
Conceptually, the basic ingredients in the formulation of CHPT are the spontaneous (global) symmetry breaking and the existence of a mass gap in the spectrum between the Goldstone modes and the other energy levels. The effective field theory for such a situation can be formulated in very general terms, without any reference to a specific symmetry group, or a specific physical system. This method has in fact been applied to a variety of different physical systems and situations, ranging from solid–state systems to strong interactions at finite temperature and volume, to QCD in the quenched approximation, etc. I will not discuss these different fields of applications (I refer the interested reader to the excellent reviews available in the literature ), and restrict myself to applications in the meson sector only, leaving out also the very important and rich field of baryon physics.
## 2 Phenomenological applications: strong sector
Phenomenological applications in the strong sector are nowadays at the level of two–loop calculations. $`\pi \pi `$ scattering is the best example to show what high level of precision one can aim to with two–loop CHPT. The scattering lengths, predicted in CHPT, can be measured in $`K_{e4}`$ decays, but also with the help of pionic atoms. It is known since many years that the lifetime of pionic atoms is proportional to the square of the difference of the two $`S`$–wave scattering lengths, modulo corrections. A precise evaluation of these corrections is crucial if one wants to pin down the scattering lengths at a few percent level. CHPT can help also in this case. It is a beautiful example of the power of the method, which also shows that the field is still open to progress at the methodological level, not only via multiloop calculations.
### 2.1 $`\pi \pi `$ scattering
This is the “golden reaction” for Chiral Perturbation Theory: at threshold the naive expansion parameter is $`M_\pi ^2/1\mathrm{GeV}^20.02`$, and already a tree level calculation should be rather accurate. This rule of thumb is quite misleading here, as it is shown by the fact that both the one–loop and the two–loop calculations produced substantial corrections. The violation of the rule of thumb has a well known origin, and is due to the presence of chiral logarithms $`L=M_\pi ^2/(4\pi F_\pi )^2\mathrm{ln}M^2/\mu ^2`$, which, for $`\mu 1`$ GeV change the expansion parameter by a factor four. If we look at the $`I=0`$ $`S`$–wave scattering lengths, e.g., a large coefficient in front of the single (at one loop) and double (at two loops) chiral logarithms is the main source of the large correction:
$`a_0^0`$ $`=`$ $`{\displaystyle \frac{7M_\pi ^2}{32\pi F_\pi ^2}}\left\{1{\displaystyle \frac{9}{2}}L+{\displaystyle \frac{857}{42}}L^2+\mathrm{}\right\}`$ (1)
$`=`$ $`\underset{\text{0.201}}{\underset{}{\stackrel{\text{tree}}{\stackrel{}{0.156}}+\stackrel{\text{1 loop}}{\stackrel{}{0.039+0.005}}}}+\stackrel{\text{2 loops}}{\stackrel{}{0.013+0.003+0.001}}`$
$`=`$ $`\underset{\text{total}}{\underset{}{0.217}}`$
The same picture is maintained if we move away from threshold. In Fig. 1 one can see the comparison of the three successive chiral orders and the experimental data for the phase–shift difference $`\delta _0^0\delta _1^1`$ coming from $`K_{e4}`$ decays. The figure shows a well behaved series that ends up in rather good agreement with the experimental data. At this level of accuracy of the experimental data, however, the comparison is not particularly instructive, and even a precise assessment of the theoretical uncertainties would not seem necessary. The real challenge comes from the present generation of experiments: both KLOE at DA$`\mathrm{\Phi }`$NE and E865 in Brookhaven will be able to analyse a factor ten more events than the old Geneva–Saclay collaboration. Without taking into account the improvements in the systematics (which should be particularly important for KLOE in view of its very clean environment), the reduction of the error bars is of about a factor three. Which makes it a real precision test.
To make the discussion of the numerics a little simpler it is useful to come back to the scattering length. To compare theory and experiment here we first have to solve the problem of the extraction of the scattering length from the measurement of the phase shift. Can this be done reliably, without introducing further uncontrolled uncertainties? The answer is positive, and the method to do this relies on solving numerically the Roy equations. The latter embody in a rigorous way the analyticity and crossing–symmetry properties of the $`\pi \pi `$ scattering amplitude – when supplemented with the unitarity relations they become nonlinear, and amenable only to numerical studies. The physical $`\pi \pi `$ scattering amplitude must obviously satisfy them. These equations have two subtraction constants: the two $`S`$–wave scattering lengths. If one specifies the values of these two subtraction constants (and also uses experimental input at high energy, $`E>M_\rho `$), the solution is unique. One may reverse the argument and say that the physical amplitude away from threshold (as measured experimentally in $`K_{e4}`$ decays) determines unambiguously the two scattering lengths.
Such a program had been carried out in the seventies by Basdevant, Froggatt and Petersen. Today it has been revived to be used again with the new generation of experimental measurements. Both the new and the old analysis of Roy equations agree in that the data of the Geneva–Saclay collaboration constrain the $`I=0`$ $`S`$–wave scattering length to be roughly between $`0.20`$ and $`0.30`$ in pion mass units. This can be seen in Fig. 2, where it is shown the 70% C.L. contour as obtained from the analysis of the available experimental data in the low–energy region. The chiral prediction is clearly well compatible, but in principle, a reduction of the range to one third of its present size could show a discrepancy between the experiment and the theory. What would this mean? Could the theory change its numerical estimate by adjusting a few parameters here and there? A necessary ingredient to formulate an answer is a careful estimate of the uncertainties to be attached to the two–loop prediction of CHPT. This careful estimate, however, will say whether the final uncertainty is 3, or 5 or 10%, it is already very clear that there is no way for CHPT to be in agreement with the central (or higher) value of $`a_0^0`$ as preferred from the Geneva–Saclay data, $`0.26`$.
The only way to understand such a central value is a drastic change of perspective at a very fundamental level: a value of the quark–antiquark condensate much smaller than what we currently believe (and implicitly assume in the formulation of CHPT) would increase substantially, already at tree level, the value of $`a_0^0`$:
$$a_0^0\stackrel{>}{_{}}0.26\frac{\overline{q}q}{F_\pi ^2}1\mathrm{GeV}.$$
(2)
### 2.2 Decay of bound states
An alternative method to measure experimentally the scattering lengths uses pionic atoms, and therefore has the advantage of measuring the interaction of pions right at threshold. The $`\pi ^+\pi ^{}`$ atom is an electromagnetic bound state which decays predominantly into $`2\pi ^0`$ via strong interactions. The leading–order expression for the width reads:
$$\mathrm{\Gamma }_{2\pi ^0}=\frac{2}{9}\alpha ^3p^{}(a_0a_2)^2,p^{}=\sqrt{M_{\pi ^+}^2M_{\pi ^0}^2\alpha ^2/4M_{\pi ^+}^2}$$
(3)
The DIRAC experiment at CERN aims to accurately measure the lifetime of pionic atoms. The goal is a 10% accuracy on the width, i.e. 5% on the scattering lengths. This simple and direct translation of the errors from what is actually measured (the lifetime) to the scattering lengths illustrates the tremendous advantage of the use of pionic atoms. The advantage, however, would be a fake one, if the the leading order expression for the lifetime (3) was subject to large and/or difficult–to–control corrections.
There have been various attempts to calculate the corrections to the formula (3), with several different methods. The results were, unfortunately, not always in mutual agreement, and due to basic differences in the approaches, it seemed difficult to trace the origin of the discrepancies. The situation has now changed, thanks to the calculation of these corrections that was made in the framework of CHPT . The calculation required the combined use of the CHPT Lagrangian and the nonrelativistic Lagrangian method proposed by Caswell and Lepage. The result can be expressed in the following form:
$$\mathrm{\Gamma }_{2\pi ^0}=\frac{2}{9}\alpha ^3p^{}𝒜^2(1+K)$$
(4)
where
$$𝒜=a_0a_2+h_1(m_dm_u)^2+h_2\alpha +o(\delta )$$
(5)
$$K=\frac{M_{\pi ^+}^2M_{\pi ^0}^2}{9M_{\pi ^+}^2}(a_0+2a_2)^2\frac{2\alpha }{3}(\mathrm{ln}\alpha 1)(2a_0+a_2)+o(\delta )$$
(6)
where $`(m_um_d)^2`$ and $`\alpha `$ are counted as small quantities of order $`\delta `$. In the formulae above, $`a_{0,2}`$ are meant in the isospin limit and for $`M_\pi =M_{\pi ^+}`$. The advantage of the use of CHPT is very clear: the method does not only provide a number for the correction to the leading order formula (3), but rather an algebraic expression, a Taylor series expansion in $`\delta `$, with coefficients that can be calculated unambiguously. If anybody wants to calculate these corrections with a different method, he should also be able to compare the results for the coefficients, and easily understand the origin of possible differences. One could have in principle a more clever way to calculate these corrections, summing up series of terms to all orders, but possibly not having the complete leading correction: a comparison at the algebraic level would easily clarify all these aspects. This program of detailed comparisons between different methods has in fact already been started. A handy summary of the present status can be found in the MiniProceedings of HadAtom99, where the interested reader will also find reference to the relevant literature.
## 3 Phenomenological applications: weak sector
In the weak–interaction sector the lowest order Lagrangian $`_W^{(2)}`$ contains only two constants: $`c_2`$ and $`c_5`$. The situation is therefore similar to the one in the strong sector at this level. At next–to–leading order the Lagrangian $`_W^{(4)}`$ contains 37 new constants called the $`N_i`$. Such a large number of constants seems to make the situation hopeless. In the sector of $`K`$ decays into two or three pions, one can say that to a large extent it is so. In the sense that it is difficult to make predictions: one does not have enough observables from which to determine some of the relevant constants, at best one can only fit the data. Moreover, the simple method of resonance saturation to estimate the values of the constants, does not seem to work in the weak sector as it does in the strong one. At least not as straightforwardly.
The situation improves if one considers the nonleptonic radiative decays: here only a restricted set of the constants contribute and there are many more observables from which to determine them. In fact KLOE and the fixed target experiments at Brookhaven and Fermilab are going to collect an impressive number of data on many of these decays, and will allow to determine rather precisely several of the $`N_i`$ constants. I will concentrate in what follows on a couple of such decays, discussing the importance of $`O(p^6)`$ contributions, when the order $`p^4`$ fails to describe the data at the present level of accuracy. While a complete formulation of the theory (knowledge of the complete Lagrangian and divergence structure) at order $`p^6`$ in the weak sector is completely out of sight at the moment, it is possible to push the calculation at the $`O(p^6)`$ level, picking up only the presumably dominant terms.
### 3.1 $`K\pi \gamma \gamma `$
Assuming $`CP`$ conservation the $`A(K_L\pi ^0\gamma \gamma )`$ is determined by two invariant amplitudes, $`A(s,\nu )`$ and $`B(s,\nu )`$, $`s=(q_1+q_2)^2,\nu =p_K(q_1q_2)`$, where $`q_{1,2}`$ are the momenta of the two photons, and $`p_K`$ that of the kaon. At order $`p^2`$: $`A=B=0`$. At order $`p^4`$: $`A=4/s(sM_\pi ^2)F(s/M_\pi ^2)+\mathrm{}`$, and $`B=0`$, where $`F(x)`$ is a loop function generated by $`\pi \pi `$ intermediate state in the $`s`$ channel, that represents the dominant effect at this order, and the ellipsis stands for other less important contributions. Although the shape of the spectrum was nicely confirmed by the experiment, the branching ratio was a factor three too small:
$$BR=\{\begin{array}{cc}(1.7\pm 0.3)\times 10^6\hfill & \hfill (\text{NA31})\\ (1.86\pm 0.60\pm 0.60)\times 10^6\hfill & \hfill (\text{E731})\\ 0.67\times 10^6\hfill & \hfill O(p^4),\end{array}$$
(7)
therefore requiring large $`O(p^6)`$ corrections. The calculations at order $`p^6`$ have considered only the (possibly dominant) corrections to the pion loops, and added to this a polynomial contribution:
$`A`$ $`=`$ $`{\displaystyle \frac{4}{s}}(sM_\pi ^2)\stackrel{~}{F}\left({\displaystyle \frac{s}{M_\pi ^2}}\right)+4a_V{\displaystyle \frac{3M_K^2sM_\pi ^2}{M_K^2}}+\mathrm{}`$
$`B`$ $`=`$ $`\stackrel{~}{G}\left({\displaystyle \frac{s}{M_\pi ^2}}\right)8a_V+\mathrm{},`$
where $`\stackrel{~}{F}(x)`$ and $`\stackrel{~}{G}(x)`$ also come from $`\pi \pi `$ intermediate state in the $`s`$ channel. To get into agreement with the experiment one needed to have a large and negative $`a_V`$: $`BR=0.83\times 10^6`$ with $`a_V=0`$ and $`BR=1.60\times 10^6`$ with $`a_V=0.9`$. Also for the spectrum, unitarity corrections alone were not sufficient (and actually worsened the agreement), while an improved agreement with the data is obtained only with $`a_V0.9`$.
The outcome of this $`O(p^6)`$ analysis is therefore a clear need for a very large contribution from the polynomial part. Is this reasonable or does it signal a serious failure of the chiral expansion in this case? Another way to formulate this question is to ask whether we understand the dynamical reason to have such a large constant. It is important to give a historical perspective here. In ’93 Cohen, Ecker and Pich in Ref. described the situation as follows: “Several model estimates of $`a_V`$ have been made in the literature. A fair summary of those attempt is that we know neither the sign nor the magnitude of $`a_V`$.” More recently D’Ambrosio and Portolés have built a Vector Resonance Model that does indeed get the right sign and size for this constant: $`a_V^{DP}0.72`$. This number is now in amazing agreement with the one extracted from a fit to the most recent data.
Although D’Ambrosio and Portolés estimate of $`a_V`$ was only a postdiction, it is reassuring to have an understanding of the size of this constant. In fact it is not the only case where one can find this relative size between the various contributions in the chiral expansion. A well–known analogous example in the strong sector is the vector form factor. Its Taylor expansion around $`s=0`$ is usually defined as $`F_V(s)=1+1/6r^2_V^\pi s+c_V^\pi s^2+O(s^3)`$. $`c_V^\pi `$ vanishes at order $`p^2`$, and can be predicted with no parameters at order $`p^4`$. Nowadays it is known up to order $`p^6`$ :
$`c_V^\pi `$ $`=`$ $`{\displaystyle \frac{1}{960\pi ^2M_\pi ^2F_\pi ^2}}+{\displaystyle \frac{1}{(16\pi ^2F_\pi ^2)^2}}\left[\text{}\mathrm{ln}{\displaystyle \frac{M_\pi ^2}{\mu ^2}}\text{}+\text{}l_i^r\text{}\right]+{\displaystyle \frac{r_{V2}^r}{F_\pi ^4}}`$
$`=`$ $`(0.62+1.96+1.310^4r_{V2}^r(M_\rho ))\mathrm{GeV}^4=5.4\mathrm{GeV}^4,`$
where the latter value is determined experimentally. Here also:
i) the order $`p^4`$ parameter–free prediction fails badly;
ii) there are large $`O(p^6)`$ unitarity corrections;
iii) but even larger $`O(p^6)`$ polynomial contributions, coming from the $`\rho `$ resonance.
### 3.2 $`K\pi l^+l^{}`$
Already in 1987 Ecker, Pich and de Rafael calculated the amplitude of this decay mode at order $`p^4`$. The amplitude depends on one (unknown) low–energy constant. Since we have two leptonic modes we can fix the constant in one of the two and then predict the other. Years after the theoretical prediction data have appeared for both leptonic modes: BNL-E777 on the electron mode and BNL-E787 on the muon mode . There are various interesting aspects in this decay mode, and I refer the interested reader to a recent paper where one can also find reference to the relevant literature. Here I only want to discuss one particular number, the ratio of the width in the two modes. The experimental measurements gave
$$R=\frac{\mathrm{\Gamma }(K^+\pi ^+\mu ^+\mu ^{})}{\mathrm{\Gamma }(K^+\pi ^+\mu ^+\mu ^{})}=0.167\pm 0.036$$
(9)
which is $`2\sigma `$ away from the CHPT value $`(0.24)`$. Again an example of a quantity subject to large corrections from higher orders? D’Ambrosio, Ecker, Isidori and Portolés have extended the $`O(p^4)`$ analysis to include the main $`O(p^6)`$ effects: unitarity corrections (reliably calculable) and polynomial contributions (estimated with theoretical modelling). Their conclusion is that there is no room for large corrections: $`R=0.23`$. A recent new measurement of the muon mode has brought the experimental number into agreement with the theoretical prediction.
## 4 Conclusions
Chiral perturbation theory is an essential tool to describe kaon physics, an extremely interesting physics field that continues to have a very deep impact on our knowledge and understanding of the physics of the Standard Model, and also on what lies beyond it. DA$`\mathrm{\Phi }`$NE and KLOE, as well as fixed target experiments, are now starting to explore this field at a very high precision level. I have quickly reviewed the current status of this effective field theory, with special emphasis on a few physics issues that are relevant for DA$`\mathrm{\Phi }`$NE.
In some of the examples I have discussed theory is ahead of experiment, and provides a solid and accurate prediction: the forthcoming experiments will thoroughly test the theory and in particular (in $`\pi \pi `$ scattering) a very fundamental aspect of the strong interactions, the structure of the chiral symmetry breaking. In other cases experiment is ahead of theory, and is providing essential informations for our understanding of the strong and weak interactions, and their interplay.
## Acknowledgements
I warmly thank the organisers for the invitation to such an interesting and successful conference. |
warning/0001/math0001188.html | ar5iv | text | # 1 Introduction
## 1 Introduction
In this paper we attempt to extend the Calogero Korteweg-de Vries (CKdV) equation to a $`(2+1)`$-dimensional equation. The CKdV equation is a $`(1+1)`$-dimensional nonlinear equation of the form
$$w_t+\frac{1}{4}w_{xxx}+\frac{3w_x}{8w^2}+\frac{3w_x^3}{8w^2}\frac{3w_xw_{xx}}{4w}=0.$$
(1.1)
Pavlov constructed (1.1) using the new method for the description of an infinite set of differential substitutions and the KdV modifications . We briefly describe how the CKdV equation was constructed by Pavlov. The Lax pair of the KdV equation
$$u_t+\frac{1}{4}u_{xxx}+\frac{3}{2}uu_x=0$$
(1.2)
has the form
$$L=_x^2+u,$$
(1.3)
$$T=_xL+\frac{1}{2}u_x\frac{1}{4}u_x+_t.$$
(1.4)
Pavlov obtained an infinite set of differential substitutions and the KdV modifications from the Taylor expansion of the linear system for (1.3) and (1.4) respectively (see ). The first order of an infinite set of differential substitutions is the Miura transformation
$$u=v^2+\sigma v_x,(\sigma =\pm i).$$
(1.5)
After substitution of the Miura transformation (1.5) into the first order KdV modifications, we obtain the modified KdV (mKdV) equation
$$v_t+\frac{1}{4}v_{xxx}+\frac{3}{2}v^2v_x=0.$$
(1.6)
This equation admits the Lax representation
$$L=_x^2+2\sigma v_x,$$
(1.7)
$$T=_xL+\sigma v^2\left(\frac{3}{2}v^2+\frac{1}{2}\sigma v_x\right)_x+_t.$$
(1.8)
The representation (1.7), (1.8) can be obtained from the Lax pair of the KdV equation (1.3), (1.4) by the gauge transformation . In the second order, an infinite set of differential substitutions and the KdV modifications, lead to the Miura type transformation
$$v=\frac{1}{2w}(1+\sigma w_x)$$
(1.9)
and the CKdV equation (1.1). Hamiltonian structures for the CKdV equation are discussed in .
This paper is organized as follows. In Section 2, we construct a Lax pair of the CKdV equation (1.1) and propose a new equation in $`(2+1)`$ dimensions by the extension of the $`T`$ operator for the CKdV equation. We named it the $`(2+1)`$-dimensional CKdV equation. Moreover, another dimensional extension is performed by changing the $`L`$ operator as follows:
$$LL+_y.$$
(1.10)
A $`(2+1)`$-dimensional equation obtained by the abovemethod is, however, reduced to the KP equation. In Section 3, the CKdV equation and the $`(2+1)`$-dimensional CKdV equation are proved to be integrable in the sense that they possess the Painlevé property. The solutions to these equations are constructed by the Miura transformation in Section 4. Section 5 is devoted to discussions.
## 2 The Lax pairs of the CKdV equation <br>and the $`\mathbf{(}\mathrm{𝟐}\mathbf{+}\mathrm{𝟏}\mathbf{)}`$-dimensional CKdV equation
We conjecture that a Lax pair of the CKdV equation (1.1) is of the form
$$L=_x^2+g[w]_x+h[w],$$
(2.1)
$$T=_xL+T^{}+_t,$$
(2.2)
where $`g[w]`$, $`h[w]`$ are functions of $`w`$ and its $`x`$-derivatives, and $`T^{}`$ is an unknown operator. We can fix the form of $`g[w]`$, $`h[w]`$ and $`T^{}`$ by the condition that the Lax equation
$$[L,T]=0$$
(2.3)
gives the CKdV equation. The result is
$$g[w]=\frac{\sigma }{w},$$
(2.4)
$$h[w]=\frac{1}{4w^2}\frac{\sigma w_x}{2w^2},$$
(2.5)
$$T^{}=\frac{\sigma }{2w}_x^2\frac{1}{2w^2}_x\frac{3\sigma }{16w^3}+\frac{w_x}{4w^3}\frac{\sigma w_x^2}{16w^3}+\frac{\sigma w_{xx}}{8w^2}.$$
(2.6)
Hence the Lax pair of the CKdV equation is expressed as
$$L=_x^2+\frac{\sigma }{w}_x\frac{1}{4w^2}\frac{\sigma w_x}{2w^2},$$
(2.7)
$$T=_xL+\frac{\sigma }{2w}_x^2\frac{1}{2w^2}_x\frac{3\sigma }{16w^3}+\frac{w_x}{4w^3}\frac{\sigma w_x^2}{16w^3}+\frac{\sigma w_{xx}}{8w^2}+_t.$$
(2.8)
Next we construct a new equation in $`(2+1)`$ dimensions. For that, we modify the above $`T`$ operator to include another spatial dimension as follows
$$T=_zL+T^{\prime \prime }+_t,$$
(2.9)
where $`L`$ is the same $`L`$ operator (2.7) for the CKdV equation. The Lax equation (2.3) gives not only the form of $`T^{\prime \prime }`$ but also a new equation. They are
$$\begin{array}{c}T^{\prime \prime }=\frac{1}{2}\sigma _x^1\left(\frac{1}{w}\right)_z_x^2\frac{1}{2w}_x^1\left(\frac{1}{w}\right)_z_x+\frac{\sigma w_{xz}}{8w^2}\frac{\sigma w_xw_z}{8w^3}\hfill \\ \frac{\sigma }{8w^2}_x^1\left(\frac{1}{w}\right)_z+\frac{w_x}{4w^2}_x^1\left(\frac{1}{w}\right)_z\frac{\sigma }{16w}_x^1\left(\frac{1}{w^2}\right)_z+\frac{\sigma }{16w}_x^1\left(\frac{w_x^2}{w^2}\right)_z\hfill \end{array}$$
(2.10)
and
$$\begin{array}{c}w_t+\frac{1}{4}w_{xxz}+\frac{w_z}{4w^2}+\frac{1}{8}w_x_x^1\left(\frac{1}{w^2}\right)_z\hfill \\ +\frac{w_x^2w_z}{2w^2}\frac{1}{8}w_x_x^1\left(\frac{w_x^2}{w^2}\right)_z\frac{w_xw_{xz}}{2w}\frac{w_{xx}w_z}{4w}=0,\hfill \end{array}$$
(2.11)
respectively. We name the above equation the $`(2+1)`$-dimensional CKdV equation. It follows from (2.9) and (2.10) that the Lax pair of $`(2+1)`$-dimensional CKdV equation is given by
$$L=_x^2+\frac{\sigma }{w}_x\frac{1}{4w^2}\frac{\sigma w_x}{2w^2},$$
(2.12)
$$\begin{array}{c}T=_zL+\frac{1}{2}\sigma _x^1\left(\frac{1}{w}\right)_z_x^2\frac{1}{2w}_x^1\left(\frac{1}{w}\right)_z_x+\frac{\sigma w_{xz}}{8w^2}\hfill \\ \frac{\sigma w_xw_z}{8w^3}\frac{\sigma }{8w^2}_x^1\left(\frac{1}{w}\right)_z+\frac{w_x}{4w^2}_x^1\left(\frac{1}{w}\right)_z\hfill \\ \frac{\sigma }{16w}_x^1\left(\frac{1}{w^2}\right)_z+\frac{\sigma }{16w}_x^1\left(\frac{w_x^2}{w^2}\right)_z+_t.\hfill \end{array}$$
(2.13)
Equation (2.11) and the Lax pair (2.12), (2.13) are reduced to the CKdV equation and the Lax pair of the CKdV equation in the case of $`x=z`$. In , we developed the construction method for higher-dimensional integrable equation. For example, we considered the Calogero–Bogoyavlenskij–Schiff (CBS) equation ,
$$u_t+\frac{1}{4}u_{xxz}+uu_z+\frac{1}{2}u_x_x^1u_z=0,$$
(2.14)
and the modified Calogero–Bogoyavlenskij–Schiff (mCBS) ,
$$v_t+\frac{1}{4}v_{xxz}+v^2v_z+\frac{1}{2}v_x_x^1\left(v^2\right)_z=0.$$
(2.15)
These equations admit the Lax representations, respectively ,
$$L=_x^2+u,$$
(2.16)
$$T=_zL+\frac{1}{2}_x^1u_z_x\frac{1}{4}u_z+_t,$$
(2.17)
and
$$L=_x^2+2\sigma v_x,$$
(2.18)
$$\begin{array}{c}T=_zL+\sigma _x^1v_z_x^2+\left(\frac{1}{2}_x^1\left(v^2\right)_z2v_x^1v_z\frac{1}{2}\sigma v_z\right)_x\hfill \\ +\frac{\sigma }{4}v_{xz}+\frac{\sigma }{2}v\left(_x^1\left(v^2\right)_z\right)+\sigma _x^1v_t+_t,\hfill \end{array}$$
(2.19)
respectively. We obtained the mCBS equation from the CBS equation using the same Miura transformation (1.5) that connects the KdV equation with the mKdV equation . We checked that the transformation (1.9) connects the mCBS equation (2.15) and the $`(2+1)`$-dimensional CKdV equation (2.11), i.e.,
$$\begin{array}{c}v_t+\frac{1}{4}v_{xxz}+v^2v_z+\frac{1}{2}v_x_x^1\left(v^2\right)_z\hfill \\ =(\frac{1}{2w^2}(1+\sigma w_x)\frac{\sigma }{2w}_x)\{w_t+\frac{1}{4}w_{xxz}+\frac{w_z}{4w^2}+\frac{1}{8}w_x_x^1\left(\frac{1}{w^2}\right)_z\hfill \\ +\frac{w_x^2w_z}{4w^2}\frac{1}{8}w_x_x^1\left(\frac{w_x^2}{w^2}\right)_z\frac{w_xw_{xz}}{2w}\frac{w_{xx}w_z}{4w}\}.\hfill \end{array}$$
(2.20)
These results are depicted in Fig. 1.
We also extend the CKdV equation via (1.10) . Namely we consider
$$L=_x^2+\frac{\sigma }{w}_x\frac{1}{4w^2}\frac{\sigma w_x}{2w^2}+_y.$$
(2.21)
The $`T`$ operator corresponding to (2.21) should be of the form
$$\begin{array}{c}T=_x^3+\frac{3\sigma }{2w}_x^2+\left\{\frac{3}{4w^2}\frac{3\sigma w_x}{2w^2}\frac{3}{4}\sigma _x^1\left(\frac{1}{w}\right)_y\right\}_x\frac{\sigma }{8w^3}\hfill \\ +\frac{3w_x}{4w^3}+\frac{3\sigma w_x^2}{4w^3}\frac{3\sigma w_{xx}}{8w^2}+\frac{3\sigma w_y}{8w^2}+\frac{3}{8}_y^1\left\{\frac{1}{w}_x^1\left(\frac{1}{w}\right)_{yy}\right\}+_t.\hfill \end{array}$$
(2.22)
We can construct the following equation from the Lax equation with (2.21) and (2.22),
$$\begin{array}{c}w_t+\frac{1}{4}w_{xxx}+\frac{3w_x^3}{2w^2}\frac{3w_xw_{xx}}{2w}\frac{3\sigma w_y}{4w}\frac{3}{4}w^2_x^1\left(\frac{1}{w}\right)_{yy}\hfill \\ \frac{3}{4}\sigma w_x_x^1\left(\frac{1}{w}\right)_y\frac{3}{4}\sigma w^2\left(_y^1\left\{\frac{1}{w}_x^1\left(\frac{1}{w}\right)_{yy}\right\}\right)_x=0.\hfill \end{array}$$
(2.23)
However, the above equation is reduced to the KP equation
$$\left(u_t+\frac{1}{4}u_{xxx}+\frac{3}{2}uu_x\right)_x+\frac{3}{4}u_{yy}=0$$
(2.24)
by the transformation
$$w=\frac{\sigma }{2_y^1u_x}.$$
(2.25)
It follows that we cannot construct a new $`(2+1)`$-dimensional equation by this method.
In the previous papers we modified both $`L`$ and $`T`$ operators for the KdV equation in searching for a $`(3+1)`$-dimensional equation. However, the Lax equation was reduced to the $`(2+1)`$-dimensional equation. This equation separated the first and second order equations for the KP hierarchy . Let us apply the same procedure to the CKdV equation and search for a $`(3+1)`$-dimensional Lax pair. That is, we consider the Lax pair (2.21) and
$$T=_zL+T^{\prime \prime \prime }+_t.$$
(2.26)
However, we cannot fix the form of $`T^{\prime \prime \prime }`$ by the Lax equation and, therefore, cannot construct a new equation in $`(3+1)`$ dimensions from the Lax pair (2.21) and (2.26).
## 3 Painlevé analysis for the CKdV equation <br>and the $`\mathbf{(}\mathrm{𝟐}\mathbf{+}\mathrm{𝟏}\mathbf{)}`$-dimensional CKdV equation
To prove the Painlevé property of the CKdV equation (1.1) and the $`(2+1)`$-dimensional CKdV equation (2.11), we rewrite these equations by the change of of variable
$$W=\frac{1}{w},$$
(3.1)
so that
$$W^2W_t+\frac{1}{4}W^2W_{xxx}+\frac{3}{8}W_x^3+\frac{3}{8}W^4W_x\frac{3}{4}WW_xW_{xx}=0,$$
(3.2)
$$\begin{array}{c}W^3W_xW_{xt}W^3W_{xx}W_t+\frac{1}{4}W^3W_xW_{xxxz}\frac{1}{4}W^3W_{xx}W_{xxz}+\frac{3}{4}WW_x^2W_{xx}W_z\hfill \\ +\frac{3}{4}WW_x^3W_{xz}\frac{3}{4}W_x^4W_z+\frac{3}{4}W^4W_x^2W_z+\frac{1}{4}W^5W_xW_{xz}\frac{1}{4}W^5W_{xx}W_z\hfill \\ \frac{1}{2}W^2W_x^2W_{xxz}\frac{1}{4}W^2W_xW_{xxx}W_z\frac{1}{4}W^2W_xW_{xx}W_{xz}+\frac{1}{4}W^2W_{xx}^2W_z=0.\hfill \end{array}$$
(3.3)
The solutions to (3.2) and (3.3) have the form
$$WW_0\gamma ^\alpha .$$
(3.4)
Here $`\gamma `$ is single valued about an arbitrary movable singular manifold and $`\alpha `$ is a negative integer (leading order). By using leading order analysis, we obtain
$$\alpha =1,W_0^2+\gamma _x^2=0.$$
(3.5)
Substituting
$$W=\underset{j=0}{}W_j\gamma ^{j1}$$
(3.6)
into (3.2) and (3.3), leads to the resonances of (3.2), namely
$$j=1,1,3,$$
(3.7)
and the resonances of (3.3), namely
$$j=1,1,2,3.$$
(3.8)
The resonance $`j=1`$ corresponds to the arbitrary singularity manifold $`\gamma `$. We used $`MATHEMATICA`$ to handle the calculation for the existence of arbitrary functions at the above resonances (except for $`j=1`$). We find that $`W_1`$, $`W_3`$ are arbitrary for equation (3.2), and $`W_1`$, $`W_2`$, $`W_3`$ are arbitrary for equation (3.3). Thus the general solution $`W`$ to (3.2) and (3.3) admits a sufficient number of arbitrary functions, thus satisfying the Painlevé property. Therefore the CKdV equation and the $`(2+1)`$-dimensional CKdV equation are integrable.
## 4 Exact solutions to the CKdV equation <br>and the $`\mathbf{(}\mathrm{𝟐}\mathbf{+}\mathrm{𝟏}\mathbf{)}`$-dimensional CKdV equation
In the previous section, the integrability of the CKdV equation and the $`(2+1)`$-dimensional CKdV equation was shown by the use of the Painlevé test. In this section we shall construct exact solutions of the CKdV equation and the $`(2+1)`$-dimensional CKdV equation.
The mKdV equation (1.6) has the solutions
$$v_N=\sigma \left\{\mathrm{log}\left(\frac{f_N}{g_N}\right)\right\}_x,$$
(4.1)
where $`f_N`$ and $`g_N`$ can be expressed as
$$f_N=1+\underset{n=1}{\overset{N}{}}\underset{{}_{N}{}^{}C_{n}^{}}{}\eta _{i_1\mathrm{}i_n}\mathrm{exp}(\lambda _{i_1}+\mathrm{}+\lambda _{i_n}),$$
(4.2)
$$g_N=1+\underset{n=1}{\overset{N}{}}\underset{{}_{N}{}^{}C_{n}^{}}{}(1)^n\eta _{i_1\mathrm{}i_n}\mathrm{exp}(\lambda _{i_1}+\mathrm{}+\lambda _{i_n}),$$
(4.3)
$$\lambda _j=p_jx+r_jt+s_j,r_j=\frac{1}{4}p_j^3,$$
(4.4)
$$\eta _{jk}=\frac{(p_jp_k)^2}{(p_j+p_k)^2},$$
(4.5)
$$\eta _{i_1i_2\mathrm{}i_{n1}i_n}=\eta _{i_1,i_2}\mathrm{}\eta _{i_1,i_n}\mathrm{}\eta _{i_{n1},i_n}.$$
(4.6)
Here $`{}_{N}{}^{}C_{n}^{}`$ indicates summation over all possible combinations of $`n`$ elements taken from $`N`$, and symbols $`s_j`$ always denote arbitrary constants. We can solve the Miura type transformation (1.9) for $`w`$ using solutions to the mKdV equation (4.1). The solutions to the CKdV equation (1.1) are
$$w_N=\sigma \left(\frac{f_N}{g_N}\right)^2\left(\frac{f_N}{g_N}\right)^2𝑑x+c\left(\frac{f_N}{g_N}\right)^2,$$
(4.7)
where $`c`$ is an integration constant. The above integral factor is rewritten as
$$\left(\frac{f_N}{g_N}\right)^2𝑑x=x+\frac{H_N}{f_N},$$
(4.8)
where
$$H_N=4\underset{n=1}{\overset{N}{}}\frac{f_{N1}(\widehat{n})}{p_n}$$
(4.9)
and
$$\begin{array}{c}f_{N1}(\widehat{j})=1+e^{\lambda _1}+\mathrm{}+e^{\lambda _{j1}}+e^{\lambda _{j+1}}+\mathrm{}+e^{\lambda _n}+\eta _{12}e^{\lambda _1+\lambda _2}+\mathrm{}\hfill \\ +\eta _{1j1}e^{\lambda _1+\lambda _{j1}}+\eta _{1j+1}e^{\lambda _1+\lambda _{j+1}}+\mathrm{}+\eta _{1N}e^{\lambda _1+\lambda _N}+\mathrm{}\hfill \\ +\eta _{j1j+1}e^{\lambda _{j1}+\lambda _{j+1}}+\mathrm{}+\eta _{j1N}e^{\lambda _{j1}+\lambda _N}+\mathrm{}+\eta _{j+1j+2}e^{\lambda _{j+1}+\lambda _{j+2}}+\mathrm{}\hfill \\ +\eta _{j+1N}e^{\lambda _{j+1}+\lambda _N}+\mathrm{}+\eta _{N1N}e^{\lambda _{N1}+\lambda _N}+\mathrm{}\hfill \\ +\eta _{12\mathrm{}j1j+1\mathrm{}N1N}e^{\lambda _1+\mathrm{}+\lambda _{j1}+\lambda _{j+1}+\mathrm{}+\lambda _N},\hfill \end{array}$$
(4.10)
that is, $`f_{N1}`$ is of the same structure as $`f_N`$, except for the $`j`$ index. Equation (4.8) is differentiated with respect to $`x`$, i.e.,
$$H_{N,x}f_NH_Nf_{N,x}+f_N^2g_N^2=0.$$
(4.11)
We checked equation (4.11) up to $`N=6`$ by the use of $`MATHEMATICA`$. Fig. 2 shows the solution (4.7) with $`N=1`$, $`p_1=1`$, $`s_1=2`$ and $`c=0`$. In Fig. 3, we depict the case of $`N=2`$, $`p_1=1`$, $`s_1=2`$, $`p_2=0.5`$, $`s_2=5`$ and $`c=0`$.
We obtain solutions of the $`(2+1)`$-dimensional CKdV equation (2.11) using the identical procedure as with the construction of solutions (4.7). Therefore, the form of the solutions are the same as (4.7). The difference between solutions of the $`(2+1)`$-dimensional CKdV equation and the CKdV equation, is the dimensional extension of (4.4):
$$\lambda _j=p_jx+q_jz+r_jt+s_j,r_j=\frac{1}{4}p_j^2q_j.$$
(4.12)
The propagation of the solution to the $`(2+1)`$-dimensional CKdV equation with $`N=1`$, $`p_1=1`$, $`q_1=3`$, $`s_1=2`$ and $`c=0`$ is shown in Fig. 4. Fig. 5 shows the solution with $`N=2`$, $`p_1=1`$, $`q_1=3`$, $`s_1=0`$, $`p_2=0.5`$, $`q_2=3`$, $`s_2=0`$ and $`c=0`$.
## 5 Conclusions
In this paper, we obtained the Lax pair of the CKdV equation and searched for the Lax pair of the higher dimensional CKdV equation using three methods. The first method is to modify the $`T`$ operator for the Lax pair of the CKdV equation. We then have obtained the $`(2+1)`$-dimensional CKdV equation (2.11) and the Lax pair (2.12) and (2.13). The second method is to modify the $`L`$ operator. We constructed the Lax pair (2.21), (2.22) and the equation (2.23). Equation (2.23) is, however, reduced to the KP equation by the transformation (2.25). In the last method, we unified the first and second methods. Using this method we can expect a new $`(3+1)`$-dimensional equation. It, however, gives no consistent Lax equation, unlike the first and second methods. We also discussed the Painlevé property and exact solutions of equation (1.1) and equation (2.11), which proves that the equations are integrable.
Figure 2: $`{\displaystyle \frac{w_1(x,t)}{\sigma }}`$ with $`N=1`$, $`p_1=1`$, $`s_1=2`$ and $`c=0`$.
Figure 3: $`{\displaystyle \frac{w_2(x,t)}{\sigma }}`$ with $`N=2`$, $`p_1=1`$, $`s_1=2`$, $`p_2=0.5`$, $`s_2=5`$ and $`c=0`$.
Figure 4: Time evolution of $`{\displaystyle \frac{w_1(x,z,t)}{\sigma }}`$ with $`N=1`$, $`p_1=1`$, $`q_1=3`$, $`s_1=2`$ and $`c=0`$.
Figure 5: $`{\displaystyle \frac{w_2(x,z,t)}{\sigma }}`$ with $`N=2`$, $`p_1=1`$, $`q_1=3`$, $`s_1=0`$, $`p_2=0.5`$, $`q_2=3`$, $`s_2=0`$, $`c=0`$ and $`t=0`$.
### Acknowledgements
A part of this work was done at Yukawa Institute for Theoretical Physics, University of Kyoto, Japan. Numerical computations were carried out at the Yukawa Institute Computer Facility. We would like to thank T. Fukuyama, R. Kubo, N. Sasa and R. Sasaki, for useful discussions. We also thank an anonymous referee for valuable remarks. |
warning/0001/astro-ph0001185.html | ar5iv | text | # The Galactic Center: An Interacting System of Unusual Sources
## Abstract
The region bounded by the inner tens of light years at the center of the Milky Way contains five principal components that coexist within the central deep gravitational potential well. These constituents are a black hole candidate (Sgr A\*) with a mass equivalent to $`2.6\pm 0.2\times 10^6`$ suns, a surrounding cluster of evolved stars, a complex of young stars, molecular and ionized gas clouds, and a powerful supernova-like remnant. The interaction of these components is responsible for many of the phenomena occurring in this complex and unique portion of the Galaxy. Developing a consistent picture of the primary interactions between the components at the Galactic Center will improve our understanding of the nature of galactic nuclei in general, and will provide with a better defined set of characteristics of black holes. For example, the accretion of stellar winds by Sgr A\* appears to produce far less radiation than indicated by estimates based on models of galactic nuclei.
Sgr A is a bright, compact radio source at the dynamical center of the Galaxy which was discovered 25 years ago (1). This object is a very strong candidate for a massive black hole and is the anchor about which stars and gas in its vicinity orbit. Sgr A\* is embedded within two clusters of massive and evolved stellar systems orbiting with increasing velocity dispersion toward it based on stellar radial velocity measurements (2–5) providing a measure of the gravitational potential of the central mass. Based on a remarkable set of stellar proper motion data acquired over six years measuring the motion of stars down to a field as small as 5 light days from Sgr A, a central dark mass concentration of $`2.6\pm 0.2\times 10^6M_{}`$ (6–9) has been found to lie within the inner 0.015 pc of the Galactic center. (0.1<sup>′′</sup> corresponds to 800 Astronomical Unit (A.U. is defined as the average distance between the Eath and the Sun) or 1.2$`\times 10^{16}`$cm or about 4.6 light days or about 4$`\times 10^3`$ pc at the Galactic center distance assumed to be 8 kpc away.) The inferred distribution of matter as a function of distance from Sgr A\* (Fig. 1) (10), and the stellar velocity dispersion measurements are consistent with Keplerian motion (Fig. 2) (11). The stellar kinematics within $`0.01`$ pc (3$`\times 10^{16}`$ cm) of the Galactic center are dominated by underluminous matter, probably a massive black hole, and this is arguably the most accurate determination of the presence of dark matter within the nuclei of galaxies, except perhaps for NGC 4258 (12).
However, showing that the Galactic center must contain a centralized mass concentration does not require that this dark matter is in the form of a compact object with a few million solar masses (as reference 13 had predicted). It does not even imply that the unusual radio source Sgr A\* must be associated with it; but it is possible to demonstrate that Sgr A\* is probably not stellar. This is based on the fact that a heavy object in dynamical equilibrium with the surrounding stellar cluster will move slowly, so that a failure to detect proper motion in Sgr A\* may be used to provide an independent estimate of its mass. In fact, such measurements have been carried out using the Very Large Array (VLA) of radio telescopes for about 17 years (14). More recently, similar measurements using Very Long Baseline Array (VLBA) derived a lower mass limit of $`1000M_{}`$, which appears to rule out the possibility that Sgr A\* is a pulsar, a stellar binary, or a similarly small object (15).
Still, VLBA images of Sgr A\* with milliarcsecond resolution (16) show that at a wavelength, $`\lambda `$, of 7 mm, its radius is $`0.76\pm 0.04`$ mas, or roughly $`6.2\times 10^{13}`$ cm ( about 4 A.U.), much smaller than the present limiting region within which the $`2.6\times 10^6M_{}`$ are contained. So the dark matter may be distributed, perhaps in the form of white dwarfs, neutron stars, or $`10M_{}`$ black holes (5). However, the latest stellar kinematic results appear to rule out the first two possible constituents. Reference 6 argue that a distribution of neutron stars in equilibrium with the central gravitational potential should have a core radius somewhere between $`0.15`$ and $`0.3`$ pc, larger than the value of $`0.07`$ pc derived from the velocity data. The same holds true for a population of white dwarfs. Moreover, the neutron stars would presumably have been formed with a substantial “kick” and may not remain bound to the nucleus. Thus, as long as the dark matter distribution is in equilibrium, the only viable alternative to the massive black hole paradigm may be a distributed population of $`10M_{}`$ black holes. Whether or not such a concentration is stable against mergers that would eventually produce a single massive object is still an open question, though reference (17) has argued that the density of dark matter in the Galactic center is so high ($`>10^{12}M_{}`$ pc<sup>-3</sup>) that its lifetime as a stable cluster could not exceed $`10^8`$ years, much less than the age of the Galaxy.
The presence of dark matter centered on Sgr A\* links the Galactic center to the broader class of active galactic nuclei (AGNs), in which a massive black hole is thought to dominate the dynamics and energetics of the nuclear region. A second fascinating characteristic of our Galaxy that it shares with AGNs is the existence of fragile molecules in a ring of neutral gaseous material orbiting only a few parsecs from the center, not unlike the parsec-sized obscuring tori invoked to explain some features of AGNs (18). The picture that has emerged from a suite of multi-wavelength observations is that this molecular ring (also known as the Circumnuclear Disk or CND) with a mass of $`>10^4`$ $`M_{}`$, is clumpy, and is rotating around a concentrated cluster of hot stars (IRS 16) with a velocity of about 110 km s<sup>-1</sup>(Fig. 3A) (19–21). Most of the far-infrared (IR) luminosity of the CND can be accounted for by this cluster of hot, helium emission line stars (22). The IRS 16 complex consists of about two dozen blue stellar components at 2$`\mu `$m and appears to be the source of a strong wind with velocity of order 700 km s<sup>-1</sup>and an inferred mass loss rate $`4\times 10^3`$ $`M_{}`$ yr<sup>-1</sup> (23–25). These blue stellar sources are themselves embedded within a cluster of evolved and cool stars with a radial density distribution r<sup>-2</sup> from the dynamical center of the Galaxy. Unlike the distribution of the evolved cluster members, which extend over the central 500 pc of the Galactic bulge, the hot stars of the IRS 16 complex are concentrated within the inner pc of the Galaxy.
Within the cavity of molecular gas in the CND lies the ionized gas known as Sagittarius A West (Sgr A West) which appears as a three-arm spiral-like structure (with north, east, and west arms) orbiting about Sgr A, the IRS 16 cluster and the peak of the distribution of evolved stars (Fig. 3A). The kinematics of ionized gas surrounding Sgr A show systematic velocities along various components of Sgr A West ($`30^{\prime \prime }`$ west of Sgr A) with a radial velocity structure that varies regularly between $`100`$ and $`+100`$ km s<sup>-1</sup> in the south-north direction (26–31). The velocity within the inner 10<sup>′′</sup> where there is a hole in the distribution of ionized gas, known as the mini-cavity, becomes increasingly more negative down to $``$350 km s<sup>-1</sup> toward Sgr A (32–33). These studies of gas motion over the last 20 years have consistently indicated the presence of a large concentration of mass at the Galactic center.
Whereas the stars orbit randomly around the Galactic center, the ionized gas is part of a coherent flow with a systematic motion that is decoupled from the stellar orbits. Understanding the kinematics of the system of ionized gas is complicated by our incomplete view of its three-dimensional geometry with respect to Sgr A, and is made more difficult by the interaction of the orbiting gas with non-gravitational forces due to collisions with the winds produced by the central cluster of hot, mass-losing stars. Recently, the gas kinematics and the geometry of the ionized flow were determined by combining the transverse velocities measured over 9 years (Fig. 3B) and radial velocities of ionized gas (34). In the region within the central 10<sup>′′</sup> of Sgr A similar proper motion results have also been shown by reference (35). The predominant component of the motion in the plane of the sky is from east to west for many of the features, with the exception of a few where the velocity of ionized gas is anomalously large, possibly the result of the interaction between the orbiting ionized gas and ionized stellar winds. It appears that the overall flow of ionized gas in the northern arm originates in the northeast with negative velocities in the orbital plane. The ionized gas follows an orbital trajectory to the southwest as it crosses a disturbed region of the CND and passes behind Sgr A before it moves to the northwest (21, 36) (Fig. 3C). The strong gravitational potential due to the large concentration of dark matter near Sgr A is responsible for velocity gradients exceeding 600 km s<sup>-1</sup> pc<sup>-1</sup>.
Moving out from the Galactic center, to a scale of 10 to 20 parsecs, radio continuum observations show a prominent, nonthermal continuum shell-like structure, known as Sgr A East. This extended source is superimposed onto the thermal source Sgr A West and the CND (Fig. 4). Low-frequency continuum observations show a decrease in the brightness of the Sgr A East shell at the position of Sgr A West, which results from free-free absorption of the radiation from the former by thermal gas in the latter. A good portion of Sgr A East must therefore lie behind Sgr A West (37–39).
Sgr A: Colliding Winds and their Interaction with the Black Hole
The highly compact nature of the distributed dark mass seems to suggest that we are dealing with a pointlike object. The gravitational field associated with such a source intensifies rapidly with decreasing distance to the origin, providing the necessary energy and confining power to stress any infalling gas to temperatures in excess of a billion degrees, which may explain the emissivity that produces the radiation we see from Sgr A\*.
However, suppose we play the Devil’s advocate and consider the possibility that the dark matter is not in the form of a single massive black hole. In that case, whatever the composition of the distributed dark mass concentration is, one would be left with the daunting task of accounting for the nature of Sgr A\* itself, without the benefit of invoking the deep gravitational potential well of a point-like object (40). Recently, reference (41) showed that a distribution of dark matter, even in the form of $`10M_{}`$ black holes, simply could not reproduce the spectrum of Sgr A\*, because the gas in this region could not be squeezed to sufficiently high densities and temperatures to produce the observed radiative emission. However, a black hole exerts a stress on its nearby environment, which contains, in addition to the large scale gaseous features described above, rather strong winds in and around Sgr A\* itself. The close proximity of the heavy, mass-losing stars of IRS 16 leads inevitably to frequent collisions between their winds, which results in a tessellation of broken flow segments when viewed from our perspective. This process not only disrupts the spherical winds from these stars, but very importantly as far as the black hole is concerned, it facilitates the capture of gas by this object by reducing the plasma’s kinetic energy, and thereby curtailing its ability to escape from the strong gravitational field.
The portion of this wind plasma captured by the black hole falls inwards toward the center with increasing speed as it approaches the event horizon. In the more energetic cores of distant galaxies, the outward push from the escaping radiation can decelerate the flow; not so in the Galactic center. Sgr A\* does not radiate at a level sufficient to drive this infalling gas away, and the end result is that virtually all of the plasma within a tenth of a light year or so is funneled into the black hole. Observationally, the key issue is why the infalling gas maintains a low radiative efficiency. If we naively take the calculated accretion rate onto the black hole and estimate the radiative power produced by the ensuing release of gravitational energy (42), we infer a total luminosity in excess of what is actually measured for Sgr A\*. In fact, some estimates have it at $`10^4`$ or $`10^5`$ times the actual observed power.
The observations do not yet provide sufficient information for us to identify the physics of accretion when the infalling gas penetrates to within about $`10^3`$ or $`10^4`$ Schwarzschild radii of the central object (no light can escape when crossed the Schwarzschild radius of a black hole). The captured plasma is magnetized and highly ionized, but it is not clear how much specific angular momentum it carries, what the intensity of the magnetic field is, what the relative importance of nonthermal to thermal particles is, and whether the plasma separates into a two-temperature fluid. As a result, a variance of assumptions are possible (and consistent with the observations), which results in a range of different interpretations. Reference (43) suggests that the radiation from Sgr A\* results from shock waves in the accreting plasma, which produce a power-law electron energy distribution that is truncated by strong cooling. This forms a “quasi” mono-energetic distribution. The overall emission, which is strictly non-thermal, is suppressed by constraining the number density of relativistic particles and the intensity of the magnetic field (at about 5 to 10 Gauss). Reference (44), on the other hand, assume that the infalling plasma eventually produces a jet of power-law electrons whose number density varies with radius in the expulsion. The overall emission, which is a sum of non-thermal components, is also suppressed by constraining the particle number density and hence the equipartition magnetic field, both of which are assumed to be scaled by a slowly accreting fossilized disk. In a model developed by reference (45-46), the infalling gas carries more angular momentum, and a disk forms with an outer radius of about $`10^5`$ Schwarzschild radii. Emission associated with the dissipation of the additional angular momentum is suppressed if the electron temperature is much lower than that of the protons ($`T_eT_p`$), because it is the electrons that do the radiating.
One reason why the emissivity of Sgr A\* is so low is that the magnetic field in the captured plasma is below its equipartition value. To address this problem, reference (47) have begun to study the behavior of such a field as the ionized gas within which it is contained is compressed. They find that whereas the rate of increase in the magnetic field intensity due to flux conservation depends only on the rate of compression of the gas, the dissipation rate is a function of the state variables and it is therefore not necessarily correlated with the simple equipartition of energy. The magnetic field remains sub-equipartition for most of the inflow, increasing rapidly only as the gas accelerates rapidly toward the event horizon, where the physical conditions (such as temperature and density) change more precipitously.
The emission in Sgr A\* requires a very deep potential well, so the case for a massive black hole rather than a distributed dark matter has grown stronger. Whether the radiation mechanism is thermal or non-thermal, the radiative efficiency of the infalling gas appears to be very low ($`<10^5`$). All things considered, this low efficiency is probably due to either a sub-equipartition magnetic field (for either thermal or non-thermal models), or to the separation of the gas into a two-temperature plasma with $`T_eT_p`$.
It is important to note, however, that only a fraction of the gas available from stellar winds of IRS 16 is actually captured by the black hole and eventually accretes towards it. Much of the plasma is gravitationally focused as it passes by the central potential well, but remains unbound and continues to flow beyond the interaction zone, possibly impacting other gaseous structures in that region. Some evidence for this is provided by the presence of a chain of plasma blobs (Fig. 5A) that appear to be in transit from Sgr A toward the ionized bar (Fig. 5B) located south-west of the dynamical center of the Galaxy (48-50). A small cavity (Fig. 5) has been carved out of the ionized bar (51, 52), possibly due to the impact of the collimated flow from the direction of the black hole. Indeed, hydrodynamical simulations suggest that the Bondi-Hoyle process responsible for the accretion of $`10^{22}`$ g s<sup>-1</sup> by Sgr A\* also produces a downstream, focused flow with a radius very similar to that of the cavity and a mechanical luminosity sufficient to power its radiative emission (51).
The Cometary Tail of IRS 7: A Supergiant Star Bathed
by the Radiation and Winds from IRS 16
The infrared source IRS 7 is a class M2I red supergiant lying within the projected distance of one light year from the Galactic center (53-54). This source, which is a member of the evolved cluster of stars, has a mass-losing envelope that is being ionized externally by the bath of UV radiation filling the central cavity (3, 32). Radio continuum observations have revealed a “cometary tail” of ionized gas from IRS 7 projected away from the dynamical center of the Galaxy (55). The kinematics of Ne<sup>+</sup> emission from IRS 7’s “tail” show conclusively that this ionized feature is physically associated with IRS 7 (56). Recently, Keck observations show near-IR emission from the tail of IRS 7 having a dust temperature of $`<`$200K (50). The detected free-free emission from the outer envelope of IRS 7 (Fig. 6) is consistent with photoionization by a UV radiation field of the strength inferred to lie within inner 2 pcs of the galaxy (32, 55, 3, 56, 58), which imply a centrally concentrated source producing ionizing photons at a rate of $`2\times 10^{50}\text{s}^1`$ (59-61).
These radio and mid-IR observations suggest that the observed phenomena may be explained by the ionization and subsequent removal of the mass-losing envelope of IRS 7 by the ram pressure associated with the nuclear wind. In this interacting picture between the evolved and young clusters, the ram pressure due to a point-like Galactic center wind is responsible for ablating the circumstellar envelope of IRS 7. The tail, however, is longer and thinner than expected (Fig. 6) if the expanding stellar envelope is uniform. If this were actually the case, the radius of the head of IRS 7 would be determined by the stand-off distance at which the ram pressures of the expanding envelope and the IRS 16 wind are comparable. The opening angle of the tail would be larger than observed, because the effective pressure of the wind acts only in the wind direction and cannot effectively confine the envelope perpendicular to the tail. Instead, the expanding envelope of IRS 7 is probably inhomogeneous (62-63), as appears to be the case in other circumstellar envelopes. The stellar envelope then consists of a collection of clumps of dense gas moving radially outwards from the central star. The inertia of the clumps is sufficient that their motion is unaffected by the drag from the nuclear wind, which slowly ablates material from their surfaces. The size of the head of the comet-like structure is then determined by the expansion speed of the envelope and the time scale for an individual clump to be ablated away. The thin tail is produced by pollution (mass loading) of the IRS 16 wind by the material stripped from the clump surfaces (63).
The High-Energy Emission of Sgr A East: Irradiation of Relativisitc
Particles by the Luminous Central Sources
The CND is a powerful source of mid to far-IR continuum emission (about $`2\times 10^6\text{L}_{}`$), which is interpreted to be re-radiation by warm dust in the ring that has absorbed the same power in the UV (64-65). This implies a total UV luminosity in the region of about $`2\times 10^7\text{L}_{}`$, consistent with the radio continuum emission from Sgr A West and with the far-infrared line emission from the ring (66). On a larger scale, there is a diffuse halo of nonthermal continuum emission with a diameter of about $`7^{}10^{}`$ surrounding the oval-shaped nonthermal structure Sgr A East which itself lies close to CND (Figs. 3 and 4). The power-law energy distribution of the relativistic electrons within the shell and the halo has a spectral index $`\alpha `$ estimated to be 3 and 2.4, respectively, in these sources (38). The optical depth (defined to be the size of the emitting region divided by the photon’s mean free path length) toward Sgr A East and the halo at low frequencies lead these authors to consider a mixture of both thermal and nonthermal gas in the halo, though displaced to the front side of Sgr A East. The schematic diagram in Figure 7 assumes a geometry in which the Sgr A East shell lies close to, but behind, the Galactic center whereas the diffuse Sgr A East halo surrounds the Galactic center and the shell.
The strong coupling between the relativistic decay particles in Sgr A East, its halo and the external UV and IR radiation from the central $`12`$ pc, was the motivation behind explaining the nature of the EGRET $`\gamma `$-ray source 3EGJ1746-2852 which is positioned at Galactic longitude $`l=0.11^o`$, and Galactic latitude $`b=0.04^0`$ (67-69). The inverse Compton (x-ray and $`\gamma `$-ray) emissivity produced by this relativistic $`e^+e^{}`$ population bathed by the IR and UV radiation is emitted isotropically from within a volume $`V250`$ pc<sup>3</sup> in Sgr A East, corresponding to a shell with radius $`R5`$ pc and thickness $`\mathrm{\Delta }R1`$ pc. The remaining continuum component of importance is bremsstrahlung resulting from the interaction between the relativistic leptons and the ambient nuclei. In this model, the primary physical interaction accounting for the broadband spectrum of Sgr A East (Fig. 8) is the shock wave acceleration of protons to relativistic energies (61) due to the collision of Sgr A East and its nearby molecular clouds (see below). As these highly energetic particles escape from the shock wave regions, they scatter with the ambient (low-energy) protons, which produces a proliferation of neutral and charged pions. The neutral pions decay and form a $`\gamma `$-ray spectrum, whereas the charged pions decay into muons and thence into electrons and positrons. In this model, the overall spectrum from Sgr A East is a superposition of the $`\gamma `$-rays from $`\pi ^0`$ decays, synchrotron radiation by the relativistic leptons produced during the decay of the charged pions, bremsstrahlung emission by these electrons and positrons, and their Comptonization (the process by which energetic particles boost the energy of the ambient radiation via scattering events) of the IR and UV radiation from the central $`12`$ pc.
Interaction of Sgr A East and the 50 km s<sup>-1</sup> Molecular cloud
The relationship between the dense gas clouds in the inner 10 to 20 pc of the Galaxy and the CND, Sgr A, and Sgr A East is central to our understanding of the current environment and recent history of the Galactic center. In the last few years it has become apparent that Sgr A East, although lying almost entirely behind the center, is close enough to partially envelope Sgr A West and the high pressure associated with this remnant is sufficient to disturb the nearby 50 km s<sup>-1</sup> cloud (70) and quite possibly the CND as described below.
The initial evidence for this interaction with the 50 km s<sup>-1</sup> cloud came from observations of the cloud in CO and millimeter wavelength emission from cold dust which showed how the atomic and molecular gas curved around the nonthermal shell as if in response to an interaction (70-74). Further molecular line observations demonstrated a velocity gradient consistent with acceleration by Sgr A East (75). More recent studies at higher resolution with the ammonia molecule (76) have confirmed these ideas and suggest that the gas is warmer as a result of this disturbance. Supporting evidence has also been provided by the detection of OH masers at 1720 MHz associated with Sgr A East (36, 77). Empirically, these masers occur in the Galaxy where supernova remnants impact adjacent molecular clouds (78). There are theoretical reasons for this: when the density and temperature in the gas fall within a restricted range ($`n10^5\text{cm}^3`$, $`T50`$$`125\text{K}`$), collisions of H<sub>2</sub> molecules will invert the 1720 MHz transition of the OH molecule (79-80). The production of a significant abundance of OH in the post-shock wave gas requires dissociation of water. This can be achieved by UV irradiation of the molecular gas, but if this is too intense, the resultant grain heating generates a far-IR continuum that inverts the 1665 and 1667 MHz transitions instead (80). On the other hand, dissociation can occur because of the irradiation of the molecular cloud by x-rays produced by the hot gas in the interior of the adjacent SNR (Fig. 9). These conditions, and an adequate abundance of OH, can be achieved in shock waves in molecular clouds (81); and in Sgr A East the conditions agree with this model (72). Emission in IR rotational-vibration transitions from hot molecular hydrogen has been observed towards the masers in Sgr A East (77) (Fig. 10), although further observations are required to confirm that the emission comes from gas that has been heated by a shock wave rather than (for example) by irradiation from nearby hot stars.
Interaction of Sgr A East with the CND
The suggestion that the front edge of the expanding shell may also have overrun the CND (39) is more indirect than the case of an interaction of Sgr A East with the 50 km s<sup>-1</sup> molecular cloud, as it is harder to detect the associated velocity gradients because of the clumpy and disordered nature of the CND. The evidence suggests that the CND is disturbed from outside, probably by Sgr A East. Firstly, although the ionized gas associated with Sgr A West is absorbing most of the nonthermal emission from Sgr A East and must therefore lie in front, there is still nonthermal emission present at $`\lambda `$=90 cm toward thermally ionized gas; Sgr A West is therefore embedded within Sgr A East, but lies towards the frontmost edge. Second, near-IR observations have revealed a linear filament of H<sub>2</sub> emission located at the western edge of the CND running parallel to the nonthermal shell of Sgr A East. The sheet-like morphology association with OH maser source C at 1720 MHz (Fig. 10), and the lack of evidence for UV heating in the form of thermal radio continuum or Br $`\gamma `$ emission, imply that this filament is shock-heated. The high-velocity of the sheet-like H<sub>2</sub> gas and the OH maser C are consistent with a model in which they outline the outer envelope of the CND, probably shock-excited externally by the nonthermal source Sgr A East (Fig. 10). Almost all members of the class of OH masers observed at 1720 MHz are associated with nonthermal radio continuum sources. It is possible that the shocked gas is associated with the 50 km s<sup>-1</sup> cloud and happens to be aligned fortuitously along the outer edge of the CND, but the morphology in several tracers appears to link it to the CND (39). Finally, highly negative radial velocity H<sub>2</sub>CO, OH, HI and HCO<sup>+</sup> absorption features, with velocities of about –190 km s<sup>-1</sup> (82-86) have been observed towards Sgr A West. The kinematic and spatial distribution of this gas place it at the Galactic center (but see reference 87 for an alternative interpretation). If this gas is associated with Sgr A West, the only plausible explanation for its highly negative velocity is that it has been accelerated by Sgr A East.
Sgr A East: Is this Remnant the Result of an Interaction
between a Star and the Black Hole?
The ample evidence that the nonthermal shell of Sgr A East is physically interacting with the 50 km s<sup>-1</sup> molecular cloud has suggested a model in which an explosion occurred inside the molecular cloud and created the Sgr A East shell (37, 71, 74). In this scenario, the mass (6$`\times 10^4`$ $`M_{}`$) of neutral gas that curves around the shell of Sgr A East has been swept up by the explosion (74). Although resembling a SNR, Sgr A East’s inferred energetics ($`4\times 10^{52}`$ ergs); (74) appear to be extreme and have generated some uncertainty regarding this interpretation. The explosion that produced Sgr A East may instead have been the tidal disruption of a main sequence star whose trajectory took it within ten Schwarzschild radii of the central object (88). In this picture, the gravitational field of the black hole squeezes the star into a long thin spike during its inward trajectory, and the work done by gravity is dissipated quickly into internal energy of the unfortunate intruder. The energy stored in this fashion can exceed the binding energy of the star by several orders of magnitude, and so when it recedes from its location of closest approach to the black hole, the star expands explosively, very much like a supernova shell, except with a much greater energy. Alternatively, the energetic requirements are significantly reduced if the explosion that created Sgr A East expanded into a pre-existing cavity rather than a dense cloud. The energy required is about the thermal energy of the $`T10\text{keV}`$, $`n_e6\text{cm}^3`$ gas detected in x-rays (Fig. 9) by the Advanced Satellite for Cosmology and Astrophysics (ASCA) (89), about $`5\times 10^{51}\text{erg}`$ – equivalent to several normal supernovae.
The formation of such a cavity in the original 50 km s<sup>-1</sup> cloud can be described as follows. The distribution of molecular emission in CO, H<sub>2</sub>CO, CS, HCO<sup>+</sup> all indicate a lack of molecular gas at velocities around 50-60 km s<sup>-1</sup> toward Sgr A West (90-92). This suggests a scenario in which both the cavity and the CND are a consequence of dynamical interaction of the original 50 km s<sup>-1</sup> cloud and the gravitational potential of the inner few parsecs of the Galaxy. In this model, star formation has been taking place in the initial 50 km s<sup>-1</sup> molecular cloud as it sweeps through the Galactic center, engulfing Sgr A\*. The inner regions of the cloud are deflected effecting a collision between gaseous material that pass on either side of Sgr A\* with opposite angular momenta. The resulting dissipation permits this gas to become bound to the Galactic center. The subsequent circularization and settling happens rapidly (93). This model is consistent with the asymmetry and disorder of the CND, which indicate that it is perhaps a few tens of orbits old (94). Meanwhile, the outer part of the 50 km s<sup>-1</sup> molecular cloud continues passing through the Galactic center on its way to its present position between 5 and 30 pc behind Sgr A West. The interaction would have occurred $`3\times 10^5`$ years ago, and during this time, the progenitor of Sgr A East could have exploded inside the cavity that has been cleared out by the transit through the Galactic center.
Summary
This review has examined the common thread of interaction among five sources in order to explain the various observed phenomena in the rich, complex and unique portion of the center of the Galaxy. Any self-consistent picture of this region must include an accounting of how the five principal members of this closely packed system interact physically with each other. The constituents that were discussed are the black hole, Sgr A\* (a name derived from its identification at radio wavelengths), the surrounding cluster of bright stars, IRS 16, the red supergiant star, IRS 7, with its attached cometary-like tail, the Circumnuclear Disk (CND) of molecular gas, and a powerful supernova-like remnant known as Sgr A East, which envelops many of the other objects. In spite of the fact that the Galactic center is totally obscured at optical wavelengths, the precision with which the mass of the black hole is determined is creating new puzzles in understanding the type of activity found in nuclei of galaxies that are not obscured at optical wavelengths. In particular, why this massive black hole has such an unexpectedly low radiative efficiency. Understanding the answer to this puzzle will greatly improve our overall view of how the central engines (also thought to be massive black holes) in Active Galactic Nuclei derive their power and characteristics.
Acknowledgments: We like to thank A. Eckart, A. Ghez. D. Roberts and S. Stolovy for their help in providing figures used here. This research was partially supported by NASA. |
warning/0001/astro-ph0001086.html | ar5iv | text | # Fluorescent Excitation of Spectral Lines In Planetary Nebulae
## 1 INTRODUCTION
In a classic paper (Seaton, 1978) discussed the excitation of nebular emission lines by resonant scattering of radiation from the central stars, and found that in addition to electron scattering and recombination, absorption of radiation should be taken into account in the analysis of O III lines and consequent determination of oxygen abundance. The high intensity of the continuum radiation from planetary nebulae, and other sources, are likely candidates for such fluorescent excitation (hereafter FLE) of spectral lines, provided the atomic structure of the given ionic species (such as O III) leads itself to resonant excitation from the ground state, followed by cascades into upper levels of observed transitions. Given that FLE is operative, it follows that the intensities of spectral lines (or line ratios) would also be dependent on the radiation temperature-luminosity of the source and the region of the dominant abundance of the ionic species, i.e. the distance from the source, via a geometrical dilution factor. It was shown by Lucy (1995) that the nickel overabundance problem in a variety of gaseous nebulae may be addressed by taking into account the FLE of \[Ni II\] optical lines by the background stellar UV continuum. Following Lucy (1995), Bautista et al (1996) and Bautista and Pradhan (1998) investigated FLE in \[Fe II\] optical transitions, but found it to be less effective in line formation than \[Ni II\] owing to differences in atomic structure and associated transition probabilities.
In the present Letter we explore FLE in a more general manner, using optical emission lines from a moderately high ionization state of iron, Fe VI, observed in several planetary nebulae in extensive observational studies by Hyung and Aller (e.g. 1995,1996,1997,1998). In particular we focus on NGC 6741 (Hyung and Aller, 1997) where we find clear evidence of FLE. It is shown that the observed \[Fe VI\] line ratios can only be explained with FLE, and yield electron densities lower than those derived from other less ionized species such as the well known \[O II\] and \[S II\] fine structure doublets (Osterbrock, 1989). The inferred distances of the \[Fe VI\] emission region from the central stars is consistent with the $`He^{2+}`$ zone (Seaton (1978)), within the inner radius of the nebulosity. Possible implications of this work are discussed in relation to other sources, such as novae and AGN, where FLE of spectral lines should be important in the determination of densities,temperatures, abundances, and the spatial extent of emission regions. It is shown that surface contour plots of line ratios as double-valued function of radiation temperature of the source, and the dilution factor, may serve to constrain or determine both quantities from theoretical calculations and observations.
## 2 FLUORESCENT EXCITATION OF Fe VI
Given an external radiation field, atomic FLE can be effective for excitation from the ground state and subsequent cascades to levels via dipole allowed transitions. The $`\mathrm{\Delta }S=0`$ transitions, where (2S+1) is the spin multiplicity, are generally more efficient than the intercombination $`\mathrm{\Delta }S0`$ cascade transitions, since the former usually have orders of magnitude higher transition probabilities. A schematic representation of the energy level structure of Fe VI with FLE is given in Fig. 1. The dominant UV excitations from the even parity ground LS term $`3d^3(^4F_J)`$ and fine structure levels $`J=3/2,5/2,7/2,9/2`$ to the odd parity levels of the terms of the excited configuration $`3d^24p(^4G_J^o,^4F_J^o,^4D_J^o)`$ are strong dipole allowed transitions at 3.08 - 3.15 Rydbergs in the far UV range 289 - 296 $`\AA `$.
A collisional-radiative model with FLE involving 80 fine structure levels for Fe VI is employed to calculate level populations, $`N_i`$, relative to the ground level. The emitted flux per ion for transition $`ji`$, or the emissivity $`ϵ_{ji}`$ (ergs cm<sup>-3</sup>s<sup>-1</sup>), is given by, $`ϵ_{ji}=N_jA_{ji}h\nu _{ij}`$. In matrix notation the coupled equations of statistical equilibrium for the optically thin case can be expressed as: C=N<sub>e</sub>Q+A+JB, where $`N_e`$ is the electron density, Q, A, and B are the collisional excitation and the Einstein spontaneous and stimulated emission rate matrices, and J represents the photon density from a continuum radiation field. The matrix elements of the total excitation rate C<sub>ij</sub> are then expressed as:
$$\begin{array}{c}C_{ij}=q_{ij}N_e+J_{ij}B_{ij}(j>i),\\ C_{ij}=q_{ij}N_e+A_{ij}+J_{ij}B_{ij}(j<i),\end{array}$$
(1)
where $`J_{ij}`$ are the mean intensities of the continuum at the frequency for transition $`ij`$. For example, for a thermal source at effective temperature $`T_{eff}`$, the monochromatic flux at the photosphere $`F_\nu `$ is given by the Planck function
$$J_{ij}=WF_\nu =W\frac{8\pi h\nu ^3}{c^2}\frac{1}{e^{h\nu /kT_{eff}}1}$$
(2)
where $`W=\frac{1}{4}(\frac{R_{}}{r})^2=1.27\times 10^{16}(\frac{R_{}/R_{}}{r/pc})^2`$ is the geometrical dilution factor; $`R_{}`$ and r are the radius of the photosphere and the distance between the star and the emission region respectively.
All required atomic data have been recently computed by the authors under the Iron Project (Hummer et. al., 1993). This includes collision strengths for 3,160 transitions among the 80 Fe VI levels (Chen and Pradhan, 1999a,b), and transition probabilities for 867 allowed electric dipole (E1) and 1,230 forbidden electric quadrupole and magnetic dipole (E2,M1) transitions (Chen and Pradhan, 1999c). While the E2,M1 A-values agree reasonably well with the earlier work on \[Fe VI\] by Nussbaumer and Storey (1978), the present collision strength data differs considerably from theirs owing to resonance effects (Nussbaumer and Storey (1978) did not consider the FLE mechanism for \[Fe VI\] line formation). A detailed discussion is given by Chen and Pradhan (1999c), which also presents more extensive results on the computed Fe VI line emissivity ratios than considered in this Letter).
## 3 PLANETARY NEBULA NGC 6741
Observations of this high excitation nebula by Aller et al (1985) and Hyung and Aller (1997) show several optical \[Fe VI\] lines in the spectrum from the multiplet $`3d^3(^4F^4P)`$ at 5177, 5278, 5336, 5425, 5485, 5632 and 5678 $`\AA `$ and from the $`(^4F^2G)`$ at 4973 and 5147 $`\AA `$. The basic observational parameters, in particular the inner and the outer radii needed to estimate the distance from the central star and the dilution factor, are described in these works, and their diagnostic diagrams based on the spectra of a number of ions give $`T_e=12500K,N_e=6300cm^3`$, and a stellar $`T_{eff}=140,000K`$. As the ionization potentials of Fe V and Fe VI are 75.5 eV and 100 eV respectively, compared to that of He II at 54.4 eV, Fe VI emission should stem from the fully ionized $`He^{2+}`$ zone, and within the inner radius, i.e. r(Fe VI) $`r_{in}`$. With these parameters we obtain the dilution factor to be W = 10<sup>-14</sup>; the dominant \[Fe VI\] emission region could be up to a factor of 3 closer to the star, with W up to 10<sup>-13</sup>, without large variations in the results obtained.
Fig. 2 presents 4 \[Fe VI\] line ratios as a function of several parameters, in particular with and without FLE. In all cases the FLE = 0 curve fails to correlate with the observed line ratios, and shows no dependence on N<sub>e</sub> (an unphysical result), whereas with FLE we obtain a consistent $`N_e`$ 1000-2000 cm<sup>-3</sup>, suitable for the high ionization \[Fe VI\] zone. The derived N<sub>e</sub> is somewhat lower than the N<sub>e</sub> range 2000 - 6300 cm<sup>-3</sup> obtained from several ionic spectra (including \[O II\] and \[S II\]) by Hyung and Aller (1997). Exactly similar results are obtained for 3 other line ratios of \[Fe VI\]; those have been omitted from Fig. 2 for brevity. The total observational uncertainties are 10%,16%,20% and 23% for the 5485, 5336, 5177 and 5425 line ratios (with respect to the 5147 $`\AA `$ line), respectively (Hyung and Aller 1997). However, an indication of the overall uncertainties may be obtained from the 8th line ratio, 4973/5147, which is independent of both T<sub>e</sub> and N<sub>e</sub> since both lines have the same upper level, and which therefore depends only on the ratio of the A-values; the observed value of 1.048 agrees closely with the theoretical value of 0.964. Whereas the combined observational and theoretical uncertainties for any one line ratio can be significant, all measured line ratios yield a remarkably consistent N<sub>e</sub>(\[Fe VI\]) and substantiate the spectral model with FLE.
## 4 TEMPERATURE-LUMINOSITY AND THE EMISSION REGION
Having determined the dependence of \[Fe VI\] line intensities with FLE on local quantities, the electron density and temperature in the emission region {N<sub>e</sub>, T<sub>e</sub>} and related photon flux, we next examine the dependence on the macroscopic parameters, the stellar radiation temperature and the distance indicated by the dilution factor {T<sub>eff</sub>, W(r)}. Fig. 3 shows the variation in two line ratios, with W(r), at three T<sub>eff</sub> generally corresponding to the range of stellar temperatures of the central stars of PN. It is seen that the correlation involving the photon density and the source radiation temperature is fairly well defined, analogous to the dependence on electron density N<sub>e</sub> in a characteristic range of electron temperatures T<sub>e</sub>. It follows that the $`loci`$ of the line ratios may be associated with photon and electron densities in the emission region and may be parametrized. A given range of dilution factors, indicating the likely distances of the emission region from the source, and the radiation intensity at the source, may therefore be constrained to a most probable set of {T<sub>eff</sub>, W(r)}.
Fig. 4 illustrates a three-dimensional R(T<sub>eff</sub>, W(r)) surface, intersected by a plane defined by the observed line ratio R = R(obs)=0.460, along a contour of {T<sub>eff</sub>,W(r)}. The electron density and temperature are N<sub>e</sub> = 2000 cm<sup>-3</sup> and T<sub>e</sub> = 12,000 K, as derived from the line ratios in Fig. 2. It is seen that while the effective source temperature and the distance of the emission region are not uniquely defined as a 1-1 correspondence, they are constrained within a contour by R(obs). In case of a source with a higher value of R(obs), the contour {T<sub>eff</sub>,W(r)} may be more stringently described.
## 5 DISCUSSION AND CONCLUSION
Fluorescence in selected atomic species may be included in spectral models to constrain the parameter space {N<sub>e</sub>,T<sub>e</sub>,T<sub>eff</sub>,W(r)} from theoretical and observed line ratios. The main parts of such an analysis are: (i) the determination of N<sub>e</sub> and T<sub>e</sub> from line ratios with and without FLE (Fig. 2), (ii) examination of the luminosity function at T<sub>eff</sub> vs. W(r) (Fig. 3), and (iii) calculation of possible R(T<sub>eff</sub>,W(r)) contours (Fig. 4). For sufficient precision it is necessary to study several line ratios of the given ion, and to include all relevant atomic transitions in the model. It is also required that the radiative and collisional atomic data be know a $`priori`$ with high accuracy. Both of these criteria are are now feasible with increasingly extensive and high-resolution space and ground spectral observations, and large-scale theoretical calculations such as under the Iron Project (Hummer et. al., 1993).
We have analyzed the spectra of a few other PN: NGC 6886, Hubble 12, NGC 2440 (Hyung et al, 1995; Hyung and Aller, 1996, 1998). These more detailed results will be presented in a companion publication (Chen and Pradhan, 1999c). Interestingly, extragalactic spectral observations of \[Fe VI\] lines at 5147 and 5177 $`\AA `$ have also been reported by Meatheringham and Dopita (1991) from PN SMP22 in the Small Magellanic Cloud. As with the galactic PN, the observed 5177/5147 line ratio of 0.83 in SMC SMP22 does not correspond to realistic (N<sub>e</sub>,T<sub>e</sub>) without FLE. An optimum parameter fit with FLE however yields N<sub>e</sub>(\[Fe VI\]) $``$ 1000 cm<sup>-3</sup>, at T<sub>e</sub> = 20,000 K (Meatheringham and Dopita report T<sub>e</sub>(\[O III\]) = 26,600 K), and W(r) = 10<sup>-13</sup>, T<sub>eff</sub> = 150,000 K. Strictly speaking W(r) $``$ R/r; i.e. it yields the ratio of the stellar radius to the distance of the emission region. It is also important to note that the determination of total and fractional element abundances could be highly uncertain if the effect of FLE on spectral formation is not ascertained accurately.
The proposed approach could possibly be employed to study variable central luminosity sources such as novae and AGN. With variations in electron density and temperature, and the spatial extent of the emission region, a given line ratio may exhibit large variations with temperature-luminosity, as illustrated in Figs. 3 and 4. It may also be noted that the method is not predicated on the assumption of coronal or photoionization equilibrium, generally assumed in modeling nebulae and AGN. However, further constraints may be sought from calculations such as coronal, and/or photoionization, models in ionization equilibrium that determine the ionization fraction of an element vs. r. Conversely, determination of peak abundance fractions from models may be verified through direct spectroscopic analysis of FLE dominated emission from an ion, as described herein. For objects where the nebulosity is observed and spatially defined, determination of T<sub>eff</sub> (temperature-luminosity) of the source may yield independent distance estimates via triangulation.
In non-ionization equilibrium the spectral modeling might entail level-specific ionization / recombination involving metastable populations (work in progress). Non-thermal specific luminosity or a mean photon intensity function vs. frequency should be applied in real applications, e.g. in the synchrotron continuum pumping in Crab nebula (Davidson & Fesen 1985; Lucy 1995), or a power-law spectrum in AGN. Future FLE work in intense radiation background sources involves the analysis of the symbiotic nova RR Tel (McKenna et al, 1997) and the star V 1016 Cygni (a possible single PN in formation or a symbiotic nova) (Ahern et al, 1977), where many \[Fe VI\] emission lines have been observed, the spectra of ‘coronal’ iron ions Fe XVIII - XVII in narrow or coronal line region (NLR,CLR) of AGN, and \[Ni II\] and \[Co II\] lines in nebular remnants of supernovae type II (e.g. 1987A) and Ia.
Given that spectral formation from an atomic species is localized with respect to the radiative source, and subject to FLE, variation in spectral intensities with photon density should enable qualitative and quantitative constraints on the nature of the source and the emission region. To that end, the radiation field could be thermal or non-thermal, and the geometrical dilution with distance to the emission region could be suitably parameterized, including local variables such as electron density and temperature (radiative transfer effects would be important at significant optical depths).
Finally we note that in addition to demonstration of (a) FLE, and (b) regular intensity variations in line emitting regions, studies of (a) and (b) may resolve discrepancies in element abundance determinations from recombination lines and using collisionally excited lines without FLE (Seaton 1978).
This work was partially supported by the NSF (AST-9870089) and NASA (NAG5-8423).
Figure Captions |
warning/0001/cond-mat0001246.html | ar5iv | text | # Geometric origin of mechanical properties of granular materials
## I Introduction
### I.1 Motivations
A large research effort, both in the statistical physics and the mechanics and civil engineering communities, is currently being devoted to granular materials, aiming in particular at a better understanding of the relationships between grain-level micromechanics (intergranular contact laws) and macroscopic behaviours (global equilibrium conditions, constitutive relations) BJ97 ; WG97 ; HHL98
This aim –the traditional program of Statistical Mechanics – is far from fully achieved in dense granular systems near equilibrium, for one is facing at least two fundamental difficulties.
Firstly, the non-smooth character of contact laws, that involve unilaterality and, possibly, dry friction, is a common feature of granular assemblies that endows them with a high level of disorder and a high sensitivity to perturbations. Tiny motions might significantly affect the way forces are transmitted, since contacts between neighbouring grains might open or close (and the sliding or non-sliding status of closed ones might change). Hence the characteristically heterogeneous aspect of force transport in dense granulates: large forces are carried by a network of preferred paths (the “force chains”) while some grains or sets of grains carry but vanishing efforts (“arching effect”). The histogram of contact forces spans a wide range. These phenomena have been experimentally observed thanks to techniques like photoelastic stress visualization DA57 ; JDJV69 and carbon paper print analysis DDL90 ; MJN98 . They have also been studied in numerical simulations RJMR96 ; OR97b , and some attempts of theoretical descriptions have been proposed CLMNW96 . Such peculiar aspects of granular systems render more difficult the reference to existing models from other fields. Indeed, a recent trend in the physics literature on static granular systems BCC95 ; WCC97 ; CWBC98 ; Claudin insists on their difference with ordinary, elastic solids, and suggests, instead of resorting to macroscopic displacement or strain variables, to search for direct relations betwen the components of the stress tensor.
The second basic difficulty stems from the incomplete knowledge of the mechanical properties of granular systems, especially those ruling the dynamics. When a granular sample is submitted to some prescribed external actions that are sufficiently slowly changing in time, its evolution is customarily described as an ordered set of equilibrium states that are successively reached, with little or no dependence on physical time. The physical processes by which kinetic energy is dissipated are, however, most often somewhat mysterious or poorly characterised. They are, in the framework of the *quasi-static* description we have just mentioned, implicitly regarded as irrelevant. One might wish to assess the validity of such an assumption. Numerical simulations, that have to adopt some rule to move the grains, could in principle allow useful investigations of the influence of the dynamics. However, in view of the practical difficulty to obtain representative configurations close enough to equilibrium within a reasonable computation time, they sometimes resort to non-physical parameters, and pick up the dynamical rule among the restricted range of those that allow tractable calculations.
This paper addresses both those basic concerns, in the following way. Simplifying assumptions are introduced (we consider, *e.g.*, rigid frictionless grains), thus restricting our attention to a certain class of model systems, that are however argued to exhibit the same qualitative behaviours as more realistic ones. Those systems are suitable candidates to test, most easily by numerical means, some recently proposed models and speculations, at the expense of rather extensive numerical computations. The purpose of the present article is not, however, to present new results of numerical simulations. We shall state and establish, rather, with a fair level of generality, some basic properties of such systems, and study their qualitative consequences in terms of macroscopic mechanical behaviour. This analysis will shed some light on some analogies and differences with other previously studied problems in statistical mechanics, such as directed ‘polymers’ in random environments and percolation models. It will also, along with the exploitation of past numerical results on a simplified model OR97a ; OR97b ; JNR97a ; JNR97b ; Sofiane , allow us to investigate the possible origins of some macroscopic features of granular mechanics, that are classically modelled with elastoplastic constitutive laws HHL98 ; Muirwood , and to discuss other recently proposed approaches BCC95 ; WCC97 ; CWBC98 ; Claudin .
We will show that mechanics is to a large extent determined by geometrical aspects (steric exclusion), thus partially answering concerns about the role of dynamical parameters. Finally we will discuss the status of displacement and strain variables in quasi-static assemblies of rigid grains, and give perpectives for future investigations.
### I.2 Synopsis.
The paper is composed of two main parts.
First, sections II to V introduce useful definitions and state basic properties that are necessary for the derivation of the main results.
Thus, section II presents useful definitions and mechanical properties of static granular systems, *i.e.*, collections of rigid bodies essentially interacting via point forces mutually exerted on their surfaces. Those notions, that include the theorem of virtual power, generalized forces and velocities for collective degrees of freedom, and the degree of indeterminacy of forces and of velocities, are not always familiar in the condensed matter physics community. Section III introduces the potential energy minimization problems for various simple frictionless contact laws. Section IV defines the approximation of small displacements, a modelling step of both technical and conceptual importance, since it allows, in particular, an analogy with problems of scalar transport on discrete networks, as explained in section V.
Once those essential ingredients made available, the second part of the paper (sections VI to IX) establishes the main results and discusses their consequences, with reference to previous theoretical and numerical work, and to known aspects of the mechanical behaviour of granular materials.
Section VI is devoted to the *generic isostaticity property* of equilibrium states in systems of rigid grains that may only exert normal contact forces on one another. We then prove and discuss (section VII) the *uniqueness* of the equilibrium state in cohesionless systems within the approximation of small displacements, and compare the determinatin of equilibrium states of such systems with other mechanical or scalar transport problems. Section VIII introduces the additional requirement of stability, outside the approximation, which is dealt with, in the absence of friction, in terms of potential energy minimization. In some restricted models, this allows to conclude to the isostaticity of the structure, a stronger property than mere isostaicity of the problem under a given load. It is then possible to discuss the possible origins of plasticity in systems of frictionless grains and the form of the mechanical response to small load increments. The paper ends with concluding remarks (X) on the role of displacements and strains in granular materials and suggestions for future research.
## II Basic definitions and properties.
We are interested in the modelling of large packings of solid bodies (grains), in equilibrium under some prescribed external forces. Grains are assumed to interact *via* point forces mutually exerted on their surfaces, which means that the distribution of stress on their areas of contact or of influence can effectively be viewed as localized at a point, on the scale of the whole grain. Apart from this reservation, that excludes flat or conforming surfaces <sup>1</sup><sup>1</sup>1Our considerations do apply, in fact, to flat surfaces, provided face to face contacts are counted $`d`$ times in $`d`$ dimensions, as they transmit one force and $`d1`$ torques., grains might have arbitrary shapes, and our considerations apply to spatial dimension $`d`$ equal to 2 or 3, although most examples will be taken with two-dimensional systems of discs. Note that we do not require interacting grains to touch one another at this stage. We mostly restrict our attention here to *frictionless* bodies, *i.e.*, such that contact forces are normal to the grain surfaces. This might look like a severe limitation, but we shall argue that such simplified systems do possess the generic properties of granular media. We shall also assume, unless otherwise specified, that the grains behave as rigid undeformable objects.
### II.1 System, external forces
We consider a set of $`n`$ grains, labelled with indices $`i`$, with $`1in`$. In each of them we arbitrarily choose a ‘center’, which might *e.g.,* coincide with its center of mass. In the case of spherical grains it is of course convenient to take the geometrical center of the sphere. The ($`d`$-dimensional) velocities of those centers, $`(𝐕_i)_{1in}`$, together with the $`d^{}`$-dimensional (with $`d^{}=\frac{d(d1)}{2}`$) angular velocities $`(𝛀_i)_{1in}`$, make up the kinematic degrees of freedom of the whole system, thus labelled by couples of indices $`(i,\alpha )`$, with $`1in`$ and $`1\alpha d+d^{}=\frac{d(d+1)}{2}`$. We denote as $`I`$ the set of such couples. If $`\alpha >d`$, $`V_{i,\alpha }`$ is now a notation for $`\mathrm{\Omega }_{i,\alpha d}`$. Boundary conditions are often enforced by prescribing the motion, or the absence of motion, of walls. Those might be regarded as solid bodies, or particular ‘grains’ themselves. In the following we shall sometimes write down large ‘velocity vectors’ that gather all $`N_f`$ kinematic degrees of freedom of the system, then denoted, with a single index, as $`(v_\mu )_{1\mu N_f}`$.
It might also be convenient to keep some grain coordinates fixed (thus choosing one particular Galilean frame), *i.e.,* to impose, for all couples $`i,\alpha `$ belonging to some subset $`I_0`$ of $`I`$, $`V_{i,\alpha }=0`$. Indices $`\mu `$ are then renumbered, and $`N_f`$ is reduced accordingly, to label and to count the free kinematic parameters. Another classical way to impose some boundary conditions is to require, for all $`i,\alpha `$ in some subset $`I_1`$ of $`I`$, $`V_{i,\alpha }`$ to depend linearly on one or several parameters, *e.g.*:
$$(i,\alpha )I_1V_{i,\alpha }=A_{i,\alpha }\lambda _1,$$
(1)
introducing some collective ‘generalized velocity’ $`\lambda _1`$. Once again, in such a case, $`N_f`$ is reduced to count elements of $`I(I_0I_1)`$, plus $`\lambda _1`$.
At least locally, it is possible to regard velocities and generalized kinematic parameters (like $`\lambda _1`$ in eqn. 1) as time derivatives of spatial coordinates, which we shall do in the following, thus writing, *e.g.,* $`V_{i,\alpha }={\displaystyle \frac{dX_{i,\alpha }}{dt}}`$. As we are only interested in those properties that do not depend on dynamics, grain trajectories might as well be described by any parameter, not necessarily by physical time. In the case of kinematic constraints of type 1, parameters $`A_{i,\alpha }`$ will be regarded as fixed, although positions of the grains and the walls change. One then defines a generalized coordinate $`\mathrm{\Lambda }_1`$, such that $`\frac{d\mathrm{\Lambda }_1}{dt}=\lambda _1`$. Just like for velocities, the compact notation $`(x_\mu )_{1\mu N_f}`$ refers to the whole set of positional coordinates.
External forces and torques may at will be exerted on the grains that are free of kinematic constraints. We shall use the same notations as for velocities, writing down large $`N_f`$-vectors of ‘external forces’ (some of their coordinates standing, actually, for torques), as $`(F_\mu ^{ext})_{1\mu N_f}`$. At equilibrium, they are of course to be balanced by internal forces $`(F_\mu ^{int})_{1\mu N_f}`$:
$$(1\mu N_f)F_\mu ^{ext}+F_\mu ^{int}=0.$$
(2)
In order to enforce constraints of type 1, some external efforts have to be exerted on the concerned bodies. On requiring the power of such efforts to be balanced by that of internal forces $`(F_\mu ^{int})_{1\mu N_f}`$, one identifies the generalized force conjugate to $`\lambda _1`$ as
$$Q_1=\underset{(i,\alpha )I_1}{}F_{(i,\alpha )}^{int}A_{(i,\alpha )}.$$
(3)
We just used the power to find generalized forces: this is a manifestation of the *duality* between forces and displacements or velocities, which will be repeatedly exploited in the sequel. The $`N_f`$-dimensional vector space $``$ of external forces, is, by construction, to be regarded as the dual space, in the ordinary sense of linear algebra, of the $`N_f`$-dimensional space $`𝒱`$ of kinematic degrees of freedom.
In general, it should be appreciated that the appropriate mathematical description of configuration space is not $`\text{IR}^{N_f}`$ with its Euclidean structure, but, due to rotational degrees of freedom, an $`N_f`$-dimensional manifold, on which $`(x_\mu )_{1\mu N_f}`$ is a set of (local) curvilinear coordinates. $`𝒱`$ and $``$ are respectively the tangent and cotangent vector space at a given point, and depend on that point. Thus the definition of ‘constant velocities’, or of ‘constant forces’ requires some care. However, these difficulties are inessential in our subsequent treatment, and we shall assume ‘constant external forces’ are applied, and derive from a potential energy:
$$W=\underset{\mu =1}{\overset{N_f}{}}F_\mu ^{ext}x_\mu .$$
(4)
It is easily checked that such a definition is devoid of ambiguity in the following important cases.
* The set of grain center positions, as opposed to grain orientations, define a ‘flat’ space, on which constant vectors and covectors are unambiguous. Whenever external efforts are not sensible to orientational coordinates, as in the case of gravity (if the grain ‘centers’ are their centers of mass), one may therefore ‘apply constant forces’.
* Anticipating on part IV, the approximation of small displacements assumes that the manifold might locally be replaced by its flat tangent space.
The complete $`N_f`$-vector of external forces is referred to as the *load*. Sometimes, it is convenient to deal with parametrized sets of loads. When the direction of the load is fixed, while its intensity might vary, one has a *one-parameter loading mode*. In such a situation, all external force components are kept proportional to a single loading parameter $`Q`$, and a generalized velocity conjugate to $`Q`$, $`\lambda `$, can be identified on equating the power of external forces with the product $`Q\lambda `$. $`\lambda `$ is some linear combination of the kinematic degrees of freedom $`(v_\mu )_{1\mu N_f}`$, and the time derivative of a generalized coordinate $`\mathrm{\Lambda }`$, equal to the same combination of coordinates $`(x_\mu )_{1\mu N_f}`$. The potential energy is then simply
$$W=Q\mathrm{\Lambda }.$$
(5)
Let us now illustrate those notions with simple examples, that will be repeatedly used in the following. Systems A and B are packings of discs that are placed on the sites of a regular triangular lattice. (Later on, we shall allow for a slight polydispersity of the grains. They might move, gain or lose contacts with their neighbours, and the lattice might be slightly distorted). System A (fig.1) is a pile with slope inclined at $`60`$ degrees with respect to the horizontal direction.
Each disc is submitted to its own weight, except those of the bottom row, which collectively set the boundary condition. One might keep them fixed at regularly spaced positions, imposing, say (numbering them as on the figure, and denoting as $`a`$ the lattice spacing)
$$(1i8)\{\begin{array}{cc}x_i\hfill & =(i1)(1\mathrm{\Lambda }_1)a\hfill \\ y_i\hfill & =0\hfill \end{array},$$
(6)
allowing for a horizontal deformation parameter $`\mathrm{\Lambda }_1`$. One may also require them to stay on the horizontal axis $`y=0`$ and satisfy
$$v_i^y=\lambda _1(i1)a,$$
(7)
with a free kinematic parameter $`\lambda _1`$. According to eqn. 3, the generalized force conjugate to $`\lambda _1`$ is
$$Q_1=\underset{i=1}{\overset{8}{}}F_{i,x}^{int}(i1)a.$$
(8)
These two slightly different boundary conditions (BC) are respectively abbreviated as BC1 and BC2 in the following.
System B (fig. 2) is a hexagonal sample of the same material. It is submitted to external forces on the periphery, which mimic hydrostatic pressure.
System C (fig. 3) is a disordered collection of discs with a larger polydispersity. It is embedded within a circular wall the radius $`R`$ of which might change. One controls the generalized force conjugate to $`\lambda _1=\frac{dR}{dt}`$, *viz.*
$$Q_1=\underset{i}{}f_{iw},$$
(9)
where the sum runs over all particles $`i`$ exerting forces $`f_{iw}`$ normally onto the wall.
### II.2 The structure: a set of bonds.
The definitions we introduce here pertain to one specific configuration of the grains, with the positions and orientations fixed.
We call ‘bonds’ the pairs of neighbouring grains that *may* exert a force on one another. We require this force to be concentrated at the point of each grain which is the closest to the other one, and directed normally to the surface.<sup>2</sup><sup>2</sup>2 This latter condition is not essential: the properties of Section II hold true provided the direction of the force carried by a bond is fixed. The more general case of arbitrary bond forces will be briefly evoked later.
Note that we neither require the grains that are joined by a bond to be in contact, nor impose any sign constraint on the force. We thus define, somewhat arbitrarily at this stage, $`N`$ such bonds as depicted on figure 4, alternatively labelled with an index $`l`$, $`1lN`$, or with the pair of labels of the two grains they join. If bond $`l`$ connects $`i`$ and $`j`$, $`𝐧_l`$ or $`𝐧_{ij}`$ denotes the unit vector that points from $`i`$ to $`j`$, normally to the surfaces of both grains where the distance between them , $`h_{ij}`$, is the smallest. $`𝐑_{ij}`$ is the vector joining the center of grain $`i`$ (origin), to the point on its surface that is closest to grain $`j`$ (extremity). This contact zone might transmit a *normal* force, along $`𝐧_{ij}`$, of magnitude $`f_{ij}`$ that will be counted positively when the grains repell each other. Once this set of bonds is defined, it is referred to as the *structure*. The set of bonds defined by intergranular contacts ($`h_{ij}=0`$) will be called the *contact structure*.
As a consequence of the definition of a structure, the form of internal forces ($`(𝐅_i^{int})_{1in}`$) and torques ($`(𝚪_i^{int})_{1in}`$) in the system is specified: they linearly depend on bond forces $`f_{ij}`$, as
$$\begin{array}{cc}𝐅_i^{int}\hfill & =\underset{ji}{}f_{ij}𝐧_{ij}\hfill \\ 𝚪_i^{int}\hfill & =\underset{ji}{}f_{ij}𝐑_{ij}𝐧_{ij}\hfill \end{array}.$$
(10)
Given the load $`(F_\mu ^{ext})_{1\mu N_f}`$, equilibrium requires, in view of eqns. 10 and 2 that the bond forces $`(f_l)_{1lN}`$ satisfy equations of the form
$$(1\mu N_f)\underset{l=1}{\overset{N}{}}H_{\mu l}f_l=F_\mu ^{ext},$$
(11)
defining a linear operator, $`H:\text{IR}^N`$. Bond forces $`(f_l)_{1lN}`$ are then said to be *statically admissible* with the load $`(F_\mu ^{ext})_{1\mu N_f}`$. Bond forces that are statically admissible with a load equal to zero (in equilibrium without any external action) are the elements of a subspace $`S_0`$ of $`\text{IR}^N`$, the null space of operator $`H`$. Its dimension, that we denote as $`h`$, is the number of linearly independent such self-balanced sets of internal forces, or, in other words, the *degree of indeterminacy of bond forces* in the system (also called the *degree of hyperstaticity*). If not empty, the set of statically admissible bond forces is an affine space of dimension $`h`$.
The relative normal velocity of the grains $`i`$ and $`j`$ joined by a bond is
$$\delta V_{ij}=𝐧_{ij}\left(𝐕_i𝐕_j+𝛀_i𝐑_{ij}𝛀_j𝐑_{ji}\right),$$
(12)
with the convention that it is positive when the particles are approaching each other. Eqn. 12 defines a linear operator, $`G`$, acting on $`𝒱`$ into $`\text{IR}^N`$. The *range* of $`G`$ is the subspace $`𝒞`$ of *compatible* relative normal velocities, *i.e.*, those N-vectors for which one can effectively find values for the velocities, relations 12 being satisfied. The *null space* of $`G`$ is the vector space $`M`$ of ‘mechanisms’, also called ‘floppy modes’, *i.e.,* motions that do not alter the lengths $`h_l`$ of the bonds. Its dimension, denoted as $`k`$ in the sequel, is the number of independent such motions, or, in other words, regarding the bonds as rigid, the *degree of indeterminacy of velocities*, also called *degree of hypostaticity*. Imposing the condition $`\delta V_{ij}=0`$ in all bonds of the structure restricts the possible values of velocities $`(v_\mu )_{1\mu N_f}`$ to a vector space of dimension $`k`$. Depending on the type of load and boundary conditions, the whole set of grains might keep some overall rigid body kinematic degrees of freedom. System B, for instance, has 3 independent such motions, as any solid body in 2D. If $`k_0d(d+1)/2`$ denotes the number of such particular motions allowed by the boundary conditions, the system is said to be *rigid* when it does not have other mechanisms, *i.e.,* when $`k=k_0`$.
An important and useful result, the classical *theorem of virtual power* states the following. Let $`(\delta V_l)_{1lN}`$ be any element of $`𝒞`$, corresponding to the velocity vector $`(v_\mu )_{1\mu N_f}`$, and let $`(f_l)_{1lN}`$ be a set of bond forces statically admissible with the load $`(F_\mu ^{ext})_{1\mu N}`$. One then has:
$$\underset{l=1}{\overset{N}{}}f_l\delta V_l=\underset{\mu =1}{\overset{N_f}{}}F_\mu ^{ext}v_\mu .$$
(13)
Equality 13, for arbitrary (‘virtual’) equilibrium set of internal forces and velocities, stresses the *geometric* meaning of forces and the *mechanical* meaning of velocities. It is easily established in two steps: first use the force balance equations in the right-hand side; then transform the sum over degrees of freedom into a sum over bonds.
As a direct consequence of the theorem, one deduces that operator $`H`$ is in fact (as one might check directly, reading the matrix elements in eqns. 12 and 11) the transpose of $`G`$ : $`H=G^T`$. This follows from the sequence of equalities
$$\left(f|\delta V\right)=\left(f|Gv\right)=\left(Hf|v\right)=\left(G^Tf|v\right),$$
valid for arbitrary $`v`$ (such that $`Gv=\delta v`$) and $`f`$ (such that $`Hf=F^{ext}`$), in which a bracket notation is used for scalar products. Consequently, $`S_0`$, the null space of $`G^T`$, is the orthogonal complementary to $`𝒞`$, the range of $`G`$, in $`\text{IR}^N`$:
$$S_0=𝒞^{}.$$
(14)
Thus to check that some values $`\delta V_l`$ that one might try to assign to the relative normal velocities are compatible, it is sufficient to ensure the orthogonality of $`N`$-vector $`(\delta V_l)_{1lN}`$ to all $`N`$-vectors of self-balanced bond forces (or a spanning subset thereof):
$$(\delta V_l)_{1lN}𝒮_0.$$
(15)
One thus uses *forces* (elements of $`S_0`$) as cofactors in a set of *geometric* compatibility conditions.
Recalling $`k`$ (the number of mechanisms) is the dimension of the null space $`M`$ of $`G`$, one has
$$N_f=k+dim(𝒞).$$
As $`h=dim(S_0)`$, from 14, one also has:
$$N=h+dim(𝒞).$$
Elimination of the dimension of $`𝒞`$ from those two equalities yields the following relationship between the degree of hypostaticity, $`k`$, the degree of hyperstaticity, $`h`$, the number of bonds, $`N`$, and the number of degrees of freedom, $`N_f`$:
$$N+k=N_f+h.$$
(16)
As we will check on examples below, relation 16 holds whatever the choice of the list of bonds between objects, although it is of course desirable in practice to define bonds according to the interaction law. One may, for example, declare a bond to join two grains whenever their surfaces are separated by a minimum distance smaller than some threshold $`h_0>0`$. The choice of a larger $`h_0`$, thereby increasing $`N`$, will decrease $`k`$ and/or increase the degree of hyperstaticity $`h`$.
Let us remark that the properties we have just dealt with in the case of bonds that carry normal forces, are very easily generalized to the case of arbitrary contact forces, at the cost of minor modifications. Relative normal velocities and normal contact forces are replaced by d-vectors, $`\text{IR}^{dN}`$ replaces $`\text{IR}^N`$, equalities 13 (with, now, a scalar product within the sum in the left-hand side) and 14 are still satisfied. Instead of 16, one ends up with $`dN+k=N_f+h`$. Adding friction increases $`h`$ and/or decreases $`k`$.
Returning to frictionless systems, the case of spheres or discs deserves a special treatment: no normal force is able to exert any torque, and all rotational degrees of freedom are therefore mechanisms. It is convenient to ignore them altogether. Their number $`n\frac{d(d1)}{2}`$ ($`n`$ is the number of particles) is then subtracted both from $`N_f`$ and from $`k`$, and eqn.16 still holds. Such granular systems are then analogous to ‘central-force networks’: networks of freely articulated bars, or systems of threads tied together, in which only the translational degrees of freedom of the nodes matter. One should be aware, however, that the presence of friction reinstates rotations into the problem.
We now illustrate the notions and properties introduced in this section with examples of structures defined in systems A, B and C, ignoring, as explained just above, disc rotations.
First consider system B. Three different structures are apparent on figure 2. The first one, that we denote as SB1, is the set of bonds that are drawn as thick lines; the second, SB2, contains all bonds of SB1, plus those that are drawn with thin continuous lines on the figure; and, finally, the third structure, SB3, comprises all possible bonds between nearest neighbours in the system, *i.e.,* all those of SB2 plus the dotted lines. Ignoring rotations, one has $`N_f=2n=38`$.
Structure SB3 is a set of rigid triangles sharing common edges with their neighbours. It is devoid of mechanisms, except the 3 overall rigid body degrees of freedom of the system. Thus $`k=3`$. $`N=42`$ bonds are present. In view of eqn. 16, one has $`h=7`$. One can exhibit 7 linearly independent systems of self-balanced normal forces, as follows. The small structure, with 12 bonds, involving 7 discs, depicted on fig. 5,
allows to define one such set of forces. Noting that 7 such patterns are present on SB3 (centered on discs 5, 6, 9, 10, 11, 14 and 15), the right count is reached.
Structure SB2 is made of $`N=35`$ bonds. It can be shown (on studying the properties of the corresponding matrix $`G`$) to be devoid of self-balanced sets of forces, $`h=0`$, and of mechanisms other than rigid body motions, $`k=3`$. Thus $`N+k=N_f+h`$.
Structure SB1, comprising $`N=25`$ bonds only, still has $`h=0`$. According to eqn. 16, it should possess 10 additional independent mechanisms. 2 of them are due to disc 10, which is now completely free. 4 others involve discs 5, 9, 12, and 19, which are still free to move in one direction. In the case of a divalent disc like 5, this is due to the exact alignment, on the regular lattice, of bonds 4-5 and 5-6. Four less trivial mechanisms are more collective. One of them is shown on figure 6.
Two structures, SA1 and SA2, are defined, on fig. 1, in system A. SA1 is made of all bonds drawn with continuous lines, and SA2 contains, in addition, the two bonds drawn with dotted lines (19-24 and 32-34). Depending on the boundary condition, discs 1 to 8 either possess collectively one degree of freedom (for BC2) and then $`N_f=57`$, or none (for BC1) and $`N_f=56`$.
SA2 has 57 bonds. It is devoid of mechanism ($`k=0`$) for whatever BC. For BC2, one also has $`h=0`$ and eqn.16 holds as an equality between the number of bonds and the number of degrees of freedom. For BC1, one has $`h=1`$. Indeed, one may recognize, in the bottom left corner of the pile, with discs 1, 2, 3, 9 and 10, part of the hyperstatic pattern of fig. 5. With BC1, one needs not care about equilibrium of discs 1, 2 and 3 that are perfectly fixed. A system of self-balanced bond forces is thus found on attributing a common value to the normal forces in bonds 1-9, 9-10, 10-3, and the opposite value to the normal forces in bonds 2-9 and 2-10. In the case of BC2, those forces do not balance, since the equilibrium equation for the collective degree of freedom of the bottom row (a combination of eqns. 8 and 10) is not satisfied. As to SA1, it has the same properties as SA2, with 2 additional mechanisms (collective ones like that of fig. 6).
Consider now structure SC that is shown, in system C, on figure 3, with the lines connecting disc centers, or joining discs to the wall, that define $`N=70`$ bonds. Taking into account the degree of freedom of the wall, one has $`N_f=2n+1=75`$. One may show $`h=0`$. Thus one has $`k=5`$. Two discs (10 and 14) are entirely free, hence 4 mechanisms. The missing one is a global rotation, as a solid body, of the set of all particles around the center of the circular container, the wall remaining immobile. Such a motion would not be possible if the same boundary condition was used with another container shape.
### II.3 The problem: the structure and the load.
Once a list of bonds is chosen, thus defining the structure, we shall refer to the situation of the structure submitted to a given load as ‘the problem’.
Solving the problem would mean finding the motion or equilibrium state of the system (determining, *e.g.,* new equilibrium positions and intergranular forces), once the load, from an initial state of rest with no external force, has been applied. We are not, of course, able to do that at this stage, since no contact law relating the forces to the relative motion of neighbouring particles has been introduced. The only information available is that the internal forces are required to belong to some vector space that is known once the structure is defined, and to be exerted on given points on the grain surfaces.
It is said that *the load is supported* by the structure if its application leads to an equilibrium state in which internal forces, carried by the bonds of the structure, balance the external ones.
We can state a necessary condition for the load to be supported: it must be possible to find statically admissible intergranular forces. Necessarily, the $`N_f`$-vector of external forces must lie in the range of operator $`G^T`$, *i.e.*, it must be orthogonal to the null space $`M`$ of $`G`$:
$$(F_\mu )_{(1\mu N_f)}M.$$
(17)
This simply means that if the load is to be supported, it must not set the mechanisms into motion. Such a load is said to be *supportable*. All supportable loads are not always supported.
By definition, the *backbone* of a structure is the set of bonds $`l_0`$ such that a list of statically admissible internal forces $`(f_l)_{1lN}`$ exists with $`f_{l_0}0`$. In the following we shall also refer, as ‘the backbone’, to the set of grains reached by such bonds.
In general, a full mechanical characterization of the equilibrium properties of the system requires some constitutive law in the contacts. However, there are interesting situations in which
* condition 17 being fulfilled, the load is supportable;
* if it is supported, then all intergranular forces are uniquely determined by the equations of equilibrium.
These two conditions define an *isostatic problem*.
Further restrictions on internal forces are often enforced in the form of inequalities. The definition of a supportable load is then modified accordingly, imposing additional conditions, to be satisfied simultaneously with 17. Their consequences will be discussed in sections III and VII.
### II.4 Isostaticity: various definitions.
In section VI we shall see that equilibrium configurations of assemblies of rigid frictionless grains interacting via contact forces only are generally such that the problem is isostatic.
Here, we first insist on the difference between an *isostatic problem*, as defined just above, and an *isostatic structure*, to be defined below. Once condition 17 is satisfied, the set of possible bond forces is an affine space of dimension $`h`$. One has an isostatic problem if both conditions 17 and $`h=0`$ are fulfilled. Some mechanisms might still exist in the structure ($`k0`$), provided they are orthogonal to the load direction.
Structure SA1 (figure 1), with discs exactly centered on the sites of a regular triangular lattice, is such that the problem, denoted as PA1 in the following, defined with BC2 and the following load: <sup>3</sup><sup>3</sup>3 The load, in that case, is supportable if, and only if, $`42pQ_1\sqrt{3}74p`$
$$\{\begin{array}{cc}\hfill (9i36)𝐅_i^{ext}& =p𝐞_y\\ \hfill Q_1& =\frac{294}{5\sqrt{3}}p,\end{array}$$
(18)
where $`p`$ is the weight of one disc and $`𝐞_y`$ is the vertical upwards unit vector, is isostatic, although 2 mechanisms are present.
Analogously, structure SB1, along with the load shown on figure 2, defines an isostatic problem PB1 in spite of the $`k=10`$ mechanisms. In particular, the load direction (provided discs sit right on the regular lattice sites) is exactly orthogonal to the velocity vector represented on figure 6. Structure SC, submitted to the following load:
$$\{\begin{array}{cc}\hfill (1i37)𝐅_i^{ext}& =0\\ \hfill Q_1& =Q_1^0,\end{array}$$
(19)
where a prescribed value $`Q_1^0`$ is imposed to generalized force $`Q_1`$ defined in eqn. 9, yields an isostatic problem.
Isostatic *structures*, on the other hand, are such that all problems are isostatic, whatever the choice of the load. More precisely, one requires all loads orthogonal to the overall rigid-body degrees of freedom to be supportable with a unique determination of internal forces. Equivalently, both conditions $`h=0`$ and $`k=k_0`$ are to be satisfied. Both the degree of hyperstaticity and the degree of hypostaticity (excluding rigid-body motions) should be equal to zero. This entails the well-known condition
$$N=N_fk_0,$$
(20)
stating that the number of equilibrium equations ($`N_fk_0`$) is equal to the number of unknowns ($`N`$).
Equality 20 is a necessary condition for the structure to be isostatic, not a sufficient one. For example, in the structure defined by the addition of the bond joining discs 19 and 24 to SA1 with the first boundary condition (BC1), one has $`k_0=0`$, $`N=N_f=56`$, while $`h=k=1`$.
Structure SA2, with BC2, is isostatic. SB2, with $`N_f=38`$ and $`k_0=3`$, is isostatic. As to SC, it would be isostatic upon removal of grains 10 and 14, only if the global rotation of the set of grains with respect to the wall were ignored. Of course, all those structures, as we are dealing with discs, are only isostatic if rotations are ignored. Only problems with no external torque exerted on the grains are isostatic. This should be remembered on comparing $`h`$ and $`k`$ with and without friction in such systems.
As we shall see, isostatic problems, rather than isostatic structures, naturally occur in some model granular systems. The distinction is relevant, for it accounts for disconnected or ‘dangling’ parts in disordered structures like SC, and for the peculiarities of lattice models. Moreover, some systems can also spontaneously, as we shall see, select a non-rigid ($`k>k_0`$) equilibrium configuration.
### II.5 Generic versus geometric properties.
The distinction between isostatic problems and isostatic structures should not be confused with another one: that between *geometric* and *generic* isostaticity. We have used a *geometric* definition of a structure, as associated to one particular position of the system in configuration space, and accordingly the definition we gave is that of geometric isostaticity. A *topological* one can be introduced which, irrespective of particle positions, is only sensitive to the connectivity of the network of bonds. In the case of spheres or discs, when rotations can be ignored, this amounts to regarding the structure as a graph: a set of edges (bonds) joining at vertices (grains). Operator $`G`$, spaces $`S_0`$, $`M`$ and their dimensions $`h`$ and $`k`$ smoothly depend on the coordinates of the grains, *via* vectors $`𝐧_{ij}`$ and $`𝐑_{ij}`$. However, the rank of a parameter-dependent matrix stays at its maximum except for special values of the parameters. Equivalently, the dimension of the null space is generically equal to its minimum value. Applying this to both $`G`$ and $`G^T`$, one may define the generic degree of indeterminacy of velocities (with due account to the $`k_0`$ rigid-body degrees of freedom) $`k`$ and the generic degree of indeterminacy of forces $`h`$ as the respective generic (minimum) dimensions of their null spaces. This allows to define a suitable isostaticity notion for topological structures: a *generically isostatic structure* is one for which both numbers $`h`$ and $`kk_0`$ are equal to zero.
It follows from the definitions that a geometrically isostatic structure is always, once regarded as a topological structure, a generically isostatic one, but that the reciprocal property is not true. Ref. GRHBTC90 gives a counterexample for a system of discs (like systems A and B, equivalent to a network of articulated bars) on the regular triangular lattice. In specific configurations (like that of a regular triangular lattice), one might exceptionnally have $`h=kk_0>0`$ on generically isostatic structures.
In two dimensions, there exists some powerful algorithms JT95 ; MD95 to evaluate the generic degrees of force and velocity indeterminacy in central-force networks (or systems of frictionless discs). Such computational methods only deal with connectivity properties, they do not manipulate floating-point numbers and are therefore devoid of numerical round-off errors. They were successfully applied to systems of up to $`10^6`$ nodes. However they are of course unable to compute position-dependent quantities like force values.
## III Contact law and potential minimization.
So far, the only restriction on intergranular forces was that they should be normal to the grain surfaces.<sup>4</sup><sup>4</sup>4In fact, all the properties of Sections II, IV, VI hold true provided the *direction* of each intergranular force is imposed. In this section we consider some more specific cases of frictionless grains, in which some “contact law”, relating normal forces to relative positions, is known. This provides some limited additional information, that is not sufficient in general to predict the grain trajectories once they are submitted to external forces, for all dynamical aspects are still unknown and the characterization of equilibrium might even be incomplete. Our aim is to deduce as much as possible on the global properties of the granular assembly from as little information as possible on the detailed mechanical laws of the contacts, in order to stress the importance of geometrical aspects. Thus we first present the simplest case of rigid, frictionless and cohesionless grains, in which contacts simply behave as struts. Then we introduce and briefly discuss other possible laws in which unilaterality or rigidity constraints are modified or relaxed. Most of those frictionless systems possess a potential energy that is stationary at equilibrium states and reaches then a minimum if they are stable. Throughout this section, it is assumed that a one-parameter loading mode has been defined for varying particle positions and orientations, with constant external forces, and that the potential energy of external forces, $`W`$, can be written in the forms of eqns. 4 and 5.
### III.1 Rigid frictionless grains, no cohesion.
In this case, the contact law takes the form of the so-called Signorini condition:
$$\{\begin{array}{cc}f_{ij}=0\hfill & \text{if }h_{ij}>0\hfill \\ f_{ij}0\hfill & \text{if }h_{ij}=0\hfill \end{array}$$
(21)
It should be noted that this law does not express a functional dependence of $`f_l`$ on $`h_l`$. Let us study the variations of $`W`$ near equilibrium states. First, consider such a state, in which some non-negative contact forces $`f_l^{}`$, in closed contacts ($`h_l=0`$) balance the external load $`Q`$. Let us apply the theorem of virtual power with statically admissible force set $`(f_l^{})_{1lN}`$, and arbitrary particle velocities, corresponding to relative normal velocities $`\delta V_l=\frac{dh_l}{dt}`$ and a value $`\lambda =\frac{d\mathrm{\Lambda }}{dt}`$ for the kinematic parameter conjugate to $`Q`$. For any $`l`$ such that $`f_l^{}>0`$, the Signorini condition requires that $`h_l=0`$ and one must have $`\delta V_l0`$ to comply with the impenetrability constraints. Then, from
$$\frac{dW}{dt}=Q\frac{d\mathrm{\Lambda }}{dt}=Q\lambda =\underset{l}{}f_l^{}\delta V_l$$
it follows that any motion that does not lead to grain interpenetration can only, to first order in $`t`$ (any parameter on the trajectory in configuration space) *increase* the potential energy. This non-negative first-order variation might be equal to zero if $`\delta V_l=0`$ for any active contact $`l`$, *i.e.,* if a mechanism exists on the backbone of the contact structure. Whether the equilibrium state corresponds to a minimum of $`W`$ depends then on the sign of second or higher order variations. If the backbone of the contact structure is rigid, then $`W`$ is necessarily minimized at equilibrium.
Conversely, let us assume that a configuration of the grains has been reached, that locally minimizes $`W`$ under the constraints $`h_l0`$. There must then exist some non-negative *Lagrange multipliers* $`f_l`$, such that, for any coordinate $`x_\alpha `$,
$$\frac{}{x_\alpha }(Q\mathrm{\Lambda })=\underset{l}{}f_l\frac{h_l}{x_\alpha }.$$
(22)
Only for such indices $`l`$ that $`h_l=0`$ do the $`f_l`$ take non-vanishing values. The partial derivative in the right-hand side of 22 is the opposite of matrix element $`G_{l,\alpha }`$, while, from 4, that of the left-hand side is the external force conjugate to $`x_\alpha `$. Thus, we have just written that parameters $`f_l`$ are in fact equilibrium contact forces satisfying 21, and reaction forces stem from geometrical constraints.
We now introduce a few other related contact laws and mechanical models.
### III.2 Systems with tensile or bilateral forces.
Networks of rigid strings or cables are analogous to frictionless spheres (ignoring their rotations) if the sign of forces is reversed and if the distance constraint $`h_l0`$ is replaced by $`h_l0`$. The Signorini condition 21 becomes
$$\{\begin{array}{cc}f_{ij}=0\hfill & \text{if }h_{ij}<0\hfill \\ f_{ij}0\hfill & \text{if }h_{ij}=0,\hfill \end{array}$$
(23)
and the whole treament of the preceding subsection straightforwardly applies.
In the case of non-spherical grains, an analogous system supporting tensile forces is an idealized chain, in which ‘grain’ -chain links- perimeters are free to cross. Pairs of neighbouring links (interpenetrating ‘grains’) exert a force on one another, opposing their separation, when their intersection reduces to a contact point.
A *bilateral* contact law:
$$\{\begin{array}{cc}f_{ij}=0\hfill & \text{if }h_{ij}0\hfill \\ f_{ij}\text{unknown}\hfill & \text{if }h_{ij}=0,\hfill \end{array}$$
(24)
might model rigid cohesive grains, that ‘stick’ to one another. The sticking force might be limited by an unequality:
$$\{\begin{array}{cc}f_{ij}=0\hfill & \text{if }h_{ij}0\hfill \\ f_{ij}f_0\hfill & \text{if }h_{ij}=0,\hfill \end{array}$$
(25)
When one simply uses the form 24, assuming the pairs that are stuck in contact will not come apart, the conclusions of subsection III.A still hold, if unilateral conditions on relative velocities and displacements are replaced by bilateral ones, and if all sign constraints on contact forces are removed. Equilibrium configurations are characterized by stationarity of potential energy $`W`$. Minimization of $`W`$ ensures stability. A sufficient, but not necessary condition for minimization of $`W`$ is the rigidity of the backbone of the contact structure.
Reciprocally, statically admissible normal contact forces naturally appear as Lagrange multipliers associated with bilateral constraints $`h_l=0`$ at a potential energy minimum.
However, contact law 25 does not lend itself to a potential energy formulation.
*Tensegrities* Vassart (with rigid elements) are by definition mixed networks of struts (satisfying condition 21) or bars (bilateral) on the one hand, and cables (satisfying 23), on the other hand. Their potential energy has the same properties as stated above.
### III.3 Systems with a smooth interaction potential.
The model of perfectly rigid grains is physically reasonable when contact deformations ($`h_l<0`$) are negligible in comparison with any other relevant length in the problem. When this is no longer the case, or when one wishes to model sound propagation, it is appropriate to deal with contact laws that involve elastic deformations, *e.g.,*
$$\{\begin{array}{cc}f_{ij}=0\hfill & \text{if }h_{ij}>0\hfill \\ f_{ij}=K_{ij}|h_{ij}|^m\hfill & \text{if }h_{ij}0,\hfill \end{array}$$
(26)
in which $`K_{ij}`$ is a stiffness constant that depends on material properties and on the geometry of contact $`i,j`$. The exponent is $`m=3/2`$ (Hertz law) for smooth surfaces in 3D, and other values might model roughness and the presence of conical asperities GO90 ; JO85 .
Such contact forces derive from an elastic potential energy:
$$W^{el}=\underset{l=1}{\overset{N}{}}w(h_l),\text{with}w(h_l)=\frac{K_l}{m+1}|h_l|^{m+1}.$$
(27)
Likewise, rigid cables as introduced in subsection III.B could be replaced by elastic ones. That stable equilibrium states correspond to minima, in the absence of frictions, of the total potential energy
$$W^{tot}=W^{el}+W,$$
(28)
sum of the elastic potential 27 and the potential energy of external forces 4 or 5, is an extremely familiar property. The Signorini condition might physically be regarded as the limit of the interaction law expressed by equation 26 when the stiffness constants become very large, or, equivalently, when the level of intergranular forces approaches zero. Alternatively, it is mathematically possible to introduce a regularized contact law of the form 26 as an approximation, when contacts are stiff enough, of the ideal impenetrability constraint. Such a point of view is adopted in optimization theory: the procedure known as penalization of the constraints amounts, instead of minimizing $`W`$ subject to impenetrability constraints, to searching for unconstrained minima of $`W+W^{el}`$.
Tensile contact forces of limited intensity, as in contact law 25, might result from some attractive interaction of finite, but small, range, as depicted on fig. 7.
It is interesting to note that the addition of an attractive tail has turned the potential $`w(h)`$ into a non-convex function of interstitial thickness $`h`$. At the inflexion point, A, the attractive force reaches its maximum $`f_A`$. If one pulls, with a growing force, on two grains in contact in order to separate them, an instability, in which the contact suddenly breaks open, is reached as the pulling force reaches the value $`f_A`$. When the corresponding intergranular distance, $`h_A`$, is so small that it is negligible in comparison to all other relevant lengths in the problem, one might then replace the smooth attractive potential by contact law 25, with $`f_0=f_A`$. On doing so, one loses however the possibility to exploit minimization properties.
We shall see that the potential minimization properties have important consequences in terms of the possible uniqueness of the equilibrium state under a prescribed load, and, eventually, as to the possible origins of macroscopic plastic dissipation. But, first, we have to extend the properties we have stated for velocities (or infinitesimal displacements) to small displacements, around a given reference configuration.
## IV The approximation of small displacements.
### IV.1 Definition.
We wish to use the concepts we have introduced in the preceding sections while allowing some motion of the grains, of small but finite extent, which might alter the list of closed intergranular contacts. Consequently, we introduce the assumption that displacements, from a reference configuration, are small enough as to be regarded as infinitesimal quantities. This *approximation of small displacements* (ASD) is a crucial step that is very often taken in solid state mechanics. Indeed, it is indispensable if one wishes to deal with linear problems: adding up two displacement fields, for instance, in continuum mechanics, is otherwise a meaningless operation. In the case of granular systems, it will also lead to a linearization of the problems, for the curvature of configuration spaces will be ignored. Its range of validity has to be assessed a-posteriori, but is of course presumably larger in dense systems, where contacts might open and close with only tiny changes of the relative positions of neighbouring grains.
Specifically, we assume the coordinates of the grains to stay close to reference values. Quantities pertaining to the reference configuration will be labelled with a superscript ‘$`0`$’. It is often convenient, then, to work with a fixed structure –the list of contacts that might close, and transmit a force, is a-priori known.
Interstitial thicknesses $`h_l`$ are written as $`h_l=h_l^0\delta u_l`$, with a relative normal displacement $`\delta u_l`$ that is *linear* in the grain displacements (and rotations), regarded as small quantities. Vectors $`𝐧_{ij}`$, $`𝐑_{ij}`$, $`𝐑_{ji}`$ are regarded as constant, equal to $`𝐧_{ij}^0`$, $`𝐑_{ij}^0`$, $`𝐑_{ji}^0`$. As they appear as cofactors of the displacements, taking their variations into account would introduce second order terms. All changes of the structure geometry are ignored. Spaces $`𝒞`$, $`𝒮`$, operators $`G`$, $`G^T`$, are assumed to be the same in the actual as in the reference configurations. Displacements are now endowed with the same linear algebraic structures as velocities. $`G`$ operates on displacements, yielding relative normal displacements $`\delta u_l`$, the compatibility condition for relative normal displacements is the orthogonality to the space of self-balanced internal forces $`𝒮_0`$, a theorem of virtual work can be stated instead of the theorem of virtual power, etc…
Within the framework of the ASD, the specificity of mechanical problems disappears: as the effect of the displacements of the grains (variations of the coordinates) on the positions (coordinates) themselves are ignored, one can find analogies with various other local properties of a list of fixed points, nodes or lattice sites. Forces now appear as unknown vectors carried by fixed directions, and the sum of incoming forces on a node has to vanish. Part V introduces the analogy with scalar transport on a fixed network.
### IV.2 Lattice models.
Regular packings of monodisperse spheres in 3D (or discs in 2D) on FCC or hexagonal compact (respectively, triangular in 2D) lattices are simple systems that are often studied theoretically, experimentally DM57 ; Rennes2 and numerically SHR87 ; RH89 ; OR95 ; OR97a ; OR97b ; LU97 ; JNR97a ; JNR97b ; HHR97 ; MO98a . Because truly monodisperse systems do not exist, and because of possible elastic deformations of the grains, one cannot expect such lattices to remain perfectly regular and undisturbed. However, as lattice perturbations will be small, it is a common practice SHR87 ; RH89 ; OR97a ; OR97b ; JNR97a ; JNR97b to resort to the ASD, with a perfect lattice as the reference configuration from which displacements and strains are evaluated.
Consider *e.g.,* the case of slightly polydisperse discs on a triangular lattice, as in systems A and B. A perfect lattice can be chosen as the reference state, in which the spacing between neighbouring sites is the lowest upper bound $`a`$ of the diameter distribution. Diameters are assumed to be distributed between $`a(1\alpha )`$ and $`a`$, with a small parameter $`\alpha 1`$. The diameter of disc $`i`$ is thus
$$a_i=a(1\delta _i\alpha ),$$
(29)
$`\delta _i`$ being a random number, drawn independently for each $`i`$ between $`0`$ and $`1`$. When a certain number of intergranular contacts is created, as it is often necessary (cf. section III) in order to sustain some external forces, the lattice will be slightly distorted, with displacements of order $`\alpha `$. The ASD amounts to deal with all relevant quantities to leading order in $`\alpha `$. In all possible contacts, the normal unit vector is kept parallel to one of the three directions of dense lines in the triangular lattice. It is convenient to work with a fixed structure $`S_0`$ that comprises all bonds between nearest neighbours on the lattice. If grains are required to touch to exert a force on one another, forces, in a state of equilibrium under a supported load, will be carried by some contact structure, the bonds of which form a subset of $`S_0`$.
One might then regard problem PA1, in system A, as defined on $`S_0`$. Once the random radii were fixed, we found, within the ASD, an equilibrium configuration for problem PA1, satisfying the Signorini condition 21, in which the contact structure was SA1. Similarly, once the values of the radii were known in system B, SB1 was found, within the ASD, as the contact structure corresponding to a solution of problem PB1, posed on SB3=$`S_0`$. Within the ASD, all displacements and deformations are proportional to $`\alpha `$, and the problem is, apart from a scale factor $`\alpha `$ for displacements, only sensitive to parameters $`(\delta _i)_{1in}`$.
Such is not the case, of course, without the ASD, if one takes into account the rotations of unit vectors $`𝐧_l`$ of the bonds due to the deformation of the lattice.
## V Analogy with scalar problems.
We briefly recall the analogy between the mechanical problems we have been discussing, within the approximation of small displacements, and that of current transport on a resistor network. Such an analogy was presented *e.g.,* in ref. GRHBTC90 . It is useful because some properties are more immediately intuitive in scalar models, and because statistical models (percolation, directed percolation, minimum paths…) have been more extensively studied and are more familiar in the scalar case. The term ‘scalar’ refers to the transport of a scalar quantity (current) as opposed to a vectorial one (force) in mechanical problems. Currents entering one node by the conducting bonds of the network should balance the external current fed into that node, just like bond forces balance external efforts. The analog of the displacement vector (which, in the general case, also involves angular displacements) is the (scalar) potential of a node, and the duality between forces and displacements translates into the duality between currents and potentials. All the developments of section II, adapted within the ASD to displacements instead of velocities, are valid for resistor networks. $`\delta u_l`$ is the potential drop in bond $`l`$. One may define spaces $``$, $`𝒞`$, $`𝒱`$, $`𝒮_0`$, $`M`$ operators $`G`$ and $`G^T`$, state the theorem of virtual power, etc…The analog of a system of self-balanced bond forces is a set of currents satisfying the conservation law without any external source, *i.e.*, a combination of current loops. One may define as many linearly independent elements of $`M`$ as there are disconnected parts in the network. The number of degrees of freedom $`N_f`$ is now equal to the number of nodes. It is related to the number of bonds $`N`$, the number of independent loops $`h`$ and the number of disconnected parts ($`1`$ for a connex network) $`k`$ by the scalar version of eqn. 16:
$$N+k=N_f+h,$$
a simple topological identity valid for an arbitrary graph.
## VI The isostaticity property.
### VI.1 Statement and context.
We consider an assembly of rigid, frictionless grains that only exert normal contact forces on one another. Those forces might however, be attractive or repulsive. We assume that the system, submitted to a prescribed load, has evolved to an equilibrium configuration in which the contact structure supports the load. We also regard the geometric definition of particles as incompletely known, thereby introducing randomness: such parameters as grain diameters or radii of curvature are to be regarded as distributed over small intervals.
Then one can state the following remarkable property: with probability one, the problem, posed on the contact structure, is isostatic.
Such an isostaticity property was (more or less explicitly) reported in ref. GRHBTC90 and articles cited therein, in the case of triangular lattice systems, within the ASD, with grains satisfying the Signorini condition 21. Isostaticity was also stated in refs. OR95 ; OR97a ; OR97b ; JNR97b , that deal with the same model. Moukarzel MO98a ; MO98b then argued that systems of frictionless grains interacting by repulsive elastic contact forces should become isostatic in the limit of large contact stiffnesses. And ultimately, Tkachenko and Witten TW99 derived an isostaticity property for disordered systems of rigid frictionless spheres in arbitrary dimension, each grain being submitted to an external force (*e.g.,* to its weight), whatever the sign of contact forces.
Here, we will establish the isostaticity of the *problem* ($`h=0`$), rather than the isostaticity of the structure ($`h=0`$ and $`k=k_0`$), in quite general situations. As we shall see in section VIII, full rigidity ($`k=k_0`$) in addition to absence of hyperstaticity ($`h=0`$), is a less general property, of *geometric*, as opposed to *topological*, origin.
### VI.2 General arguments.
The arguments we give below to establish the isostaticity property emphasize the peculiarity of equilibrium states, in which sufficiently many intergranular contacts should be created in order to resist the externally imposed forces. Thus such states belong to a subset of configuration space of vanishing measure. Grains have been brought to rest by some unspecified dynamic dissipative process. Our derivation admittedly retains a heuristic flavor, for a definitive proof would require much more specific mathematical assumptions. Readers that demand more mathematical rigour will have realized that arguments presented by other authors MO98a ; MO98b ; TW99 are not without reproach either, and may refer to the next paragraph. There, within the ASD (and thus at the expense of additional assumptions about the magnitude of displacements from a reference configuration), isostaticity is rigourously deduced.
To ease the presentation of our arguments, let us introduce a few compact notations. We denote as $`(q_i)_{1iN_f}`$ a set of coordinates in configuration space $``$. The geometry of the grains depends on some random parameters (sizes, shapes…), collectively denoted as $`\zeta `$. $`\zeta `$ might be regarded as a vector with a large number, say $`p`$, of components: $`\zeta \text{IR}^p`$. The evolution of the granular system can be modelled as a function $`\mathrm{\Phi }`$ that maps an initial configuration $`(q_i)_{1iN_f}^{(0)}`$ to the actual equilibrium configuration $`(q_i)_{1iN_f}`$. The motion of the grains from $`(q_i)_{1iN_f}^{(0)}`$ to $`(q_i)_{1iN_f}`$ might *e.g.,* be described by a differential equation. $`\mathrm{\Phi }`$ then expresses the dependence on initial conditions. $`\mathrm{\Phi }`$ also depends on $`\zeta `$, which has the role of a set of parameters. To proceed, on has to assume that this dependence is sufficiently regular: $`\mathrm{\Phi }:\times \text{IR}^p`$ is generally a smooth function. Although the evolution of a pack of grains is expected to exhibit a high sensitivity to parameters and initial conditions, it is dissipative and will bring the system very close to equilibrium in a finite time. Chaotic trajectories deviate fast from one another, but the evolution in a finite time is expected to be expressed by a smooth mapping, that also depends continuously on parameters $`\zeta `$, except perhaps for peculiar values that correspond to bifurcations between different sets of final states or ‘attraction basins’. If, for instance, one reproduces the same dynamical evolution from the initial to the final configurations and gradually change the size of one particle, one expects, physically, the final state to change only gradually, until for some value of the geometrical change some rearrangement of finite extent will suddenly take place. We assume such bifurcations only occur for isolated values of the parameters, such that around the actual $`\zeta \text{IR}^p`$, there exists generically a neighbourhood $`\mathrm{\Omega }`$ within which the parameter set might vary without creating any discontinuity or closing any additional contact in final configuration $`(q_i)_{1iN_f}`$.
Consider now the set $`L`$ of intergranular contacts corresponding to this configuration (the contact structure, as defined in section II). As $`\zeta `$ changes within $`\mathrm{\Omega }`$, maintained contacts form some non-empty subset of $`L`$, which is sufficient to carry the load.
If $`\zeta \mathrm{\Omega }`$ varies along a curve parametrized by $`u`$, so does, via the mapping $`\mathrm{\Phi }`$, $`(q_i)_{1iN_f}`$ in $``$. If a contact $`(i,j)L`$ is to be maintained in this motion, one must have:
$$\frac{dh_{ij}}{du}=0.$$
(30)
This means that the coordinates of grains $`i`$ and $`j`$ have to adjust to the change in grain geometry $`\zeta `$. If parameter $`u`$ is formally regarded as *time*, relative normal *velocities* $`\delta V_{ij}={\displaystyle \frac{dh_{ij}}{du}}`$, in all contacts that are maintained, are required to balance the effect of the change of $`\zeta `$, to ensure that equality 30 is still satisfied. Increasing, if needed, the number $`p`$ of $`\zeta `$ components, it is natural to assume that such conditions on relative velocities are independent from contact to contact, for the required value of $`\delta V_{ij}`$ only depends on those geometric parameters that govern the shape of grains $`i`$ and $`j`$ in the immediate vicinity of their contact point. Therefore, for a list $`L`$ of $`N`$ contacts to be maintained for arbitrary $`\zeta \mathrm{\Omega }`$, any $`N`$-vector $`(\delta V_l)_{1lN}\text{IR}^N`$ of possible relative normal velocities in the contacts of $`L`$ must be compatible. In view of condition 15, only such contact structures $`L`$ that are devoid of self-balanced sets of internal forces (*i.e.,* such that $`h=0`$ or $`𝒮_0=\{0\}`$) can be maintained. If, exceptionnally, the equilibrium configuration $`(q_i)_{1iN_f}`$ admits one non-vanishing element $`(\gamma _l)_{1lN}`$ of $`𝒮_0`$, then, as the condition
$$\underset{1lN}{}\gamma _l\delta V_l=0$$
cannot be ensured for arbitrary $`(\delta V_l)_{1lN}\text{IR}^N`$, and grains cannot interpenetrate, one at least of the contacts $`l`$ such that $`\gamma _l0`$ will open ($`\delta V_l<0`$) upon slightly tampering with geometric parameters $`\zeta `$.
We have thus shown that, with probability one, the contact structure in the equilibrium configuration cannot be hyperstatic, the degree of indeterminacy of forces $`h`$ is equal to zero.
The above derivation relies on rather specific assumptions about mapping $`\mathrm{\Phi }`$. One should be aware, however, that we are free to choose any initial configuration that does not violate impenetrability conditions. The assumptions we have relied upon are quite natural when the initial and final equilibrium configurations are close to each other. Basically, one has then to accept the idea that the fine geometrical details of grain surfaces, in the vicinity of their contact points at equilibrium, do not significantly influence their trajectories except in the very final stage. Thus they can be regarded as randomly chosen during this ultimate stage of the approach to equilibrium, as though the system ‘realized’ then what their actual values are. In the next subsection it is assumed that the ‘initial’ and final state are so close that the motion between them might correctly be described within the ASD. Other derivations might resort to fictitious construction processes of the granular assembly, in which $`\mathrm{\Phi }`$ is replaced by a simpler function. One might consider, *e.g.,* sequentially bringing the grains, one by one, to their equilibrium position, thus gradually enlarging the list of contacts. If, at any stage in the process, $`h`$ is strictly positive, some of the contacts cannot be maintained on slightly altering some of the geometrical details of grain surfaces near the most recently created contacts.
The equilibrium state, as we have just concluded, is devoid of hyperstaticity ($`h=0`$). What about its possible mechanisms ? We have assumed that it can support the load. It is tempting to conclude that mechanisms do not exist in the generic case, since the orthogonality condition 17 would have to be maintained as the shape of the grains is altered. However, one has to keep in mind that equilibrium configurations are very peculiar ones, and we shall see that the existence of mechanisms in the equilibrium state depends in general on the sign of intergranular forces, and on the shape of the grains.
### VI.3 Alternative derivation within the ASD. <br>The special case of lattice models.
A slightly different point of view may be adopted in the framework of the ASD: within the approximation, the problem being replaced by a simplified one, the isostaticity property can be established in a rigourous way. Also, the analogy with the scalar problem might make the result more immediately intuitive. Let us assume the ASD to be valid with a reference configuration in which all contacts are slightly open: a list of bonds is defined, with strictly positive values of interstitial thicknesses $`h_l^0`$. $`h_{ij}^0`$, the distance separating the surfaces of grains $`i`$ and $`j`$ is to be regarded as a random number that depends on fine details of their geometry. $`h_{ij}^0`$ values for the different bonds are independent and continuously distributed. Once the system has been brought to an equilibrium configuration, forces are carried by contacts, *i.e.* bonds $`l`$ for which $`h_l=0`$. If $`(\gamma _l)_{1lN}`$ is a set of self-balanced forces carried by those contacts, the theorem of virtual work, applied with such bond forces on the one hand, and with the displacements from the reference to the equilibrium configurations on the other hand, yields :
$$\underset{l=1}{\overset{N}{}}\gamma _l(h_l^0h_l)=\underset{l=1}{\overset{N}{}}\gamma _lh_l^0=0.$$
(31)
Thus a certain linear combination of the random distances $`h_l^0`$ has to be equal to zero. Coefficients $`(\gamma _l)_{1lN}`$ are fixed once the reference configuration is known. Moreover, *via* an iterative dilution process, they can be chosen among a finite set, as we now show: assume a set of self-balanced forces $`(\gamma _l)_{1lN}`$ to exist, and define the set $`B_0`$ of bonds $`l`$ for which $`\gamma _l0`$. Then, as long as it is possible, proceed to successive ‘dilutions’ of this set, defining $`B_1`$, $`B_2`$, etc…requesting that there is one bond less in $`B_{k+1}`$ than in $`B_k`$, but that it is still possible to find self-balanced forces localized on the bonds of the reduced set. The final $`B_{k_0}`$, that can non longer be diluted, will be such that the values of $`\gamma _l`$ will be uniquely determined for each $`lB_{k_0}`$, up to a common factor, which is fixed if one imposes the condition that the largest $`\gamma _l`$ is equal to one. In this way, one thus defines *irreducible sets of self-balanced forces*, that are put in one-to-one correspondence with certain substructures of the whole contact structure. In a finite system, one thus has a finite number of such irreducible sets of bond forces. If a system of self-balanced forces can be carried by the contacts that are closed, then equation 31 has to be satisfied with one of the irreducible systems of self-balanced forces, an occurrence of probability zero.
The scalar analog of this derivation is especially straightforward. To the requirement that only particles in contact exert a force on one another corresponds the condition that a bond between sites $`a`$ and $`b`$ on the resistor network can only carry a current when the potential difference $`v_av_b`$ is equal to a prescribed value, $`v_{ab}^0`$. Parameters $`v_{ab}^0`$ are to be regarded as random, chosen according to a continuous probability distribution and independent from bond to bond. Then, the appearance, once some current is injected at one node of the resistor network and extracted at another, of a loop of current-carrying bonds is to be discarded as an occurrence of zero probability. (One may of course define irreducible loops, as the ones that carry a unit current and do not contain stricly smaller subloops). Assume three bonds, making a loop between three sites, say $`1231`$, to carry a non-vanishing current (figure 8).
This implies an exact relation of the form $`\pm v_{1,2}^0\pm v_{2,3}^0\pm v_{3,1}^0=0`$, which has no chance to be satisfied.
Let us consider now, as an example, returning to granular systems, the small hyperstatic structure of fig. 5, and assume the 7 grains have been brought, from the reference configuration of the triangular lattice model defined in section IVB, in which all interstices are open ($`h_{ij}^0>0`$), to an equilibrium configuration in which the 12 bonds are closed contacts, with $`h_{ij}=0`$. Labelling the grains as on the figure, equation 31 reads:
$$\underset{i=2}{\overset{7}{}}h_{1,i}^0\underset{i=2}{\overset{6}{}}h_{i,i+1}^0,$$
which is true with probability zero for continuously distributed independent random numbers $`h_{ij}^0`$. Within the lattice model with random diameters, as introduced in section IVB, one has
$$h_{ij}^0=\frac{a}{2}(\delta _i+\delta _j)\alpha ,$$
(32)
one obtains a relationship between $`\delta _i`$’s:
$$\delta _1=\frac{1}{6}(\delta _2+\delta _3+\delta _4+\delta _5+\delta _6+\delta _7),$$
which, once again, is satisfied with probability zero.
It is less obvious, however, that the disorder on the radii of discs that remain exactly circular (or of perfect spheres in 3D) is sufficient, because of the induced disorder on $`h_{ij}`$’s, as in eqn. 32, to forbid the existence of *any* set of self-balanced contact forces. The problem is that, because of 32, interstitial thicknesses are no longer independent. On transforming 31 into a relation between $`\delta _i`$’s, one gets
$$\underset{i}{}\left(\underset{ji}{}\gamma _{ij}\right)\delta _i=0,$$
which might well be satisfied if $`_{ji}\gamma _{ij}=0`$ for each $`i`$. This latter condition has no chance to be obeyed in a disordered system, but may be achieved on a regular lattice. This does not occur, however, with nearly monodisperse discs on the regular triangular lattice in 2D, because 3 independent conditions per disc are to be satisfied, and the number of contacts, at most three times the number of discs on this 6-coordinated lattice, has to be strictly smaller, because hyperstatic configurations like that of fig. 5 cannot exist.
The situation is different for the analogous 3D model, defined with slightly polydisperse spheres on the sites of an FCC lattice. Each sphere has 12 nearest neighbours, and one may find hyperstatic structures in which contacts will be maintained with polydisperse spheres. A simple example of such a structure can be found, with 24 spheres and 64 contacts<sup>5</sup><sup>5</sup>5The interested reader might obtain the list of sphere positions from the author.. Although a small amount of polydispersity eliminates hyperstaticity in 2D triangular lattices of discs, it does not do so in FCC lattices of spheres, provided the grains, in spite of the distribution of radii, remain perfectly spherical. If the shape of the grains is also affected by the slight geometric disorder, then (with the notations of fig. 4), one has $`𝐑_{ij}𝐑_{ik}`$ for $`jk`$, interstitial thicknesses $`h_{ij}`$ become independent in all bonds of the lattice, and hyperstaticity is forbidden. (Within the ASD, it is consistent to ignore the rotation of unit vectors $`𝐧_{ij}`$ due to small departures from sphericity).
### VI.4 Consequences. Remarks.
Once the list of active contacts in an equilibrium state is known, isostaticity of the problem enables a purely geometric determination of the forces, independently of material properties. As an example, system C was brought in equilibrium under the load defined by eqn. 19, with conditions 21. As soon as the list of contacts (structure SC) is known, the set of normal contact forces is entirely determined.
This gives a meaning to the limit of rigid particles: in generic situations, when the sizes and shapes of the grains are affected by some amount of randomness, there is no problem of force indeterminacy once an equilibrium configuration has been reached. The actual value of contact forces will not depend on the detail of the contact law, provided it might be regarded as rigid, but it will be sensitive to fine geometrical details. As an example, consider frictionless elastic contacts obeying eqn. 26. Let us assume a stable equilibrium state of the grain assembly, regarding the grains as perfectly rigid (condition 21), has been reached. One thus has a local minimum of $`W`$ (defined in eqns. 4 or 5). Then, let us take into account the finite, but small, deformability of the contacts. The same list of contacts will carry forces that, to first order in the small displacements, do not change. Evaluation, within the ASD, of relative normal displacements $`h_l<0`$ in force carrying contacts yields $`h_l=(\frac{f_l}{K_l})^{1/m}`$, such relative displacements are compatible because of the isostaticity property, and the resulting elastic energy,
$$W^{el}=\frac{1}{m+1}K_l|h_l|^{m+1}=\frac{1}{m+1}K_l^{1/m}f_l^{(m+1)/m},$$
tends to zero as stiffness constants $`K_l`$ tend to infinity. Thus the actual values of constants $`K_l`$ and exponent $`m`$ (these data might vary from contact to contact) are irrelevant.
Once an equilibrium state has been reached, force values do not depend on the details of the contact law: this is an important step on the way to the reduction of the mechanics of granular systems to geometry–the basic goal of the present paper. This contributes to ease the derivation of generic mechanical properties of granular systems.
The simplification that results from the isostaticity property should however be balanced with the two following difficulties.
Firstly, configurations of granular systems, due to the same isostaticity property, are necessarily quite sensitive to fine geometric details: tiny variations of grain dimensions or positions might lead to opening of some contacts. As all contacts are indispensable to support the load, the system has to rearrange somehow to create other contacts that compensate for one that were lost. This is the origin of a property known as *fragility*, to be more accurately defined, and discussed, in part IX.
Secondly, one should be aware that the choice of an equilibrium configuration among several possible ones might depend on other physical parameters than the geometry of the grains. The reduction to geometry is thus not complete. In section VII below, the consequences of the ASD are studied, and it is shown that mechanical problems are entirely geometric within the approximation.
As a consequence of the absence of hyperstaticity ($`h=0`$), one readily obtains, from 16, a bound on the number of contacts $`N`$ that carry a force, involving the number $`N_f`$ of degrees of freedom of the particles belonging to the backbone of the force-carrying structure: $`NN_fk_0`$. Neglecting the effect of boundary conditions on the count of $`N_f`$ in large granular systems, one gets an upper bound on the coordination number $`c=\frac{2N}{n}`$:
$$\{\begin{array}{cc}c2d\hfill & \text{for spheres}\hfill \\ cd(d+1)\hfill & \text{in the general case},\hfill \end{array}$$
(33)
Particles in 3D that possess an axis of revolution, like spheroids, also have one trivial rotational free motion (in the absence of friction). Thus one should subtract one degree of freedom for each, hence the bound $`c10`$, instead of the general 3D value $`12`$.
Interestingly, an estimate $`c11`$ for the coordination number of long rods or fibers was given by Philipse AP96 , on the basis of some statistical assumptions about the random packings of such particles.
What we have established is in fact the absence of hyperstaticity of a generically disordered assembly of rigid grains, regarded as frictionless. Forces, in the derivation, only appear as convenient auxiliary quantities (‘virtual’ forces) to deal with a purely geometric problem. The conclusions thus holds in the presence of solid friction. Assemblies of rigid grains with friction therefore abide by inequality 33. (It is of course well known, from numerical simulations in particular BR90 ; ZDG95 ; OSCS98 , that the contact coordination number is a decreasing function of the friction coefficient).
It is also worth pointing out that 33 does not depend on the polydispersity of the grains. Grains that are much larger than their neighbours will often touch a large number of them. However, this effect should be compensated in the average coordination number by an opposite one, affecting small grains. When they touch a large one, this latter effectively occupies half of the surrounding space, thereby reducing the possibility for other contacts.
On the ground that force-carrying structures should be rigid (devoid of mechanisms, $`k=k_0`$) the *opposite* inequality, $`NN_f`$, whence the *lower* bound $`d(d+1)`$ ($`2d`$ for spheres or discs) for the coordination number, is sometimes quoted in the literature SA98 ; TW99 . We regard it as wrong in general (although true for systems of non-cohesive rigid frictionless spheres, as we shall see). As pointed out by Alexander SA98 , the physically relevant concept is not rigidity, but stability (under a given external load). This is discussed in section VIII below. First, section VII is devoted to the exploitation of potential minimization properties within the ASD.
## VII Equilibrium and potential minimization within the ASD.
The approximation of small displacements introduced in section IV has several important consequences. Finding an equilibrium state amounts, in some cases, to solving a convex minimization problem, for which optimization theory provides useful properties and tools. The relationship with percolation or minimum path models are also to be discussed within the ASD.
### VII.1 Convexity.
When the potential energy is a convex function of displacements or positions, and when the rigid constraints define a convex set in configuration space, then the search for a stable equilibrium state is a convex optimization problem, and the following important properties can be exploited Tucker .
1. The equilibrium conditions, which express the *stationarity* of the potential, are not only *necessary* conditions for potential minimization (*i.e.,* stability), they are also *sufficient*.
2. A local minimum of potential $`W`$ is a global minimum. $`W`$ is flat, equal to its minimum value, over a convex set of possible equilibrium configurations.
3. A structure being given, a supportable load will be supported.
4. Equilibrium forces are the solution to another optimization problem (the so-called *dual problem*).
5. Rigid laws and elastic ones can be dealt with in the same way.
Let us, among the contact laws presented in section III, distinguish the ones that lead to convex problems. It should be remarked first that standard convexity is defined in vector spaces, not on manifolds. In order to exploit the classical results of convex optimization theory to grains of arbitrary shape, it is necessary to place ourselves within the frame of the ASD, which replaces the curved configuration space by its flat tangent space $`\text{IR}^{N_f}`$.
As intergranular distances $`h_l`$ are, within the ASD, affine functions of displacements, it follows that both rigid constraints $`h_l0`$ or $`h_l0`$ define a convex set (and so does $`h_l=0`$): the accessible part of configuration space is a simplex, a convex set whose boundaries are a collection of flat sections (parts of affine spaces). Since the potential energy of external forces, $`W`$, is linear in the displacements, its minimization belongs to the class of *linear optimization problems*, that are the subject of a large literature in applied mathematics and operational research. This important case –granular systems within the ASD with contact laws of type 21, or systems abiding by 23 or 24 , or tensegrities–is dealt with in detail in section VIIB.
Still within the ASD, contact laws involving smooth interaction potentials will lead to convex problems if the potential function $`w`$ is convex. This is the case for unilateral elasticity, as defined in 26 and 27, but not for intergranular potentials that possess an attractive tail like on figure 7.
*Outside* the ASD, convexity can be discussed in the case of spheres or discs, since, ignoring rotations, their configuration space is flat. One immediately checks, then, that impenetrability constraints $`h_l0`$, once $`h_l`$ is no longer approximated as an affine function of displacements, define a non-convex set of admissible configurations. The opposite inequality $`h_l0`$, on the contrary, does lead to convex problems. As we shall see, frictionless spheres on the one hand, and systems of strings tied together on the other hand behave exactly in the same way, upon reversing the sign of forces and deformations, *within* the ASD, but strongly differ *without* the ASD.
### VII.2 Rigid, unilateral contact law.
#### VII.2.1 Context. Notations
The properties of convex problems enumerated above are valid, in particular, in the case of linear optimization problems, for which they are sometimes presented in particular forms Tucker ; JE86 . Here, in order to stress their physical meaning, we shall directly rederive them. We consider an assembly of rigid frictionless grains, satisfying the Signorini conditions 21, dealt with within the ASD. We assume a structure has been defined, and if the load is supported, some of its $`N`$ bonds will, at equilibrium, close ($`h_l=0`$) and transmit a force ($`f_l>0`$). The following also applies if condition 21 is replaced by 23 or 24.
Keeping the same notations as in sections II and IV, we know that the impenetrability constraints are expressed with matrix $`G`$
$$\text{For }1lN,\underset{\mu =1}{\overset{N_f}{}}G_{l\mu }u_\mu h_l^0,$$
(34)
the transpose of which appears in the equilibrium equations
$$\text{For }1\mu N_f,\underset{l=1}{\overset{N}{}}G_{l\mu }f_l=F_\mu ^{ext}.$$
(35)
Throughout this section, compact notations will be used for vectors of external forces ($`𝐅^{ext}`$ for $`(F_\mu ^{ext})_{1\mu N_f}`$) contact forces ($`𝐟`$ for $`(f_l)_{1lN}`$), interstices ($`𝐡`$ for $`(h_l)_{1lN}`$), and displacements ($`𝐮`$ for $`(u_\mu )_{1\mu N_f}`$), the bracket notation (*e.g.,* $`(𝐟|𝐡)`$) is used for scalar products, while operator notations and abbreviation for inequalities reduce 34 to $`G𝐮𝐡^0`$.
#### VII.2.2 Minimization in displacement space.
We now show that finding equilibrium displacements is *equivalent* to solving the following linear optimization problem:
$$𝒫_1\{\begin{array}{c}\text{Minimize }W=Q\lambda =F_\mu ^{ext}u_\mu \hfill \\ \text{with constraints: (}\text{34}\text{)}\hfill \end{array}$$
We know from section III that a solution to problem $`𝒫_1`$ provides a set of Lagrange parameters $`(f_l)_{1lN}`$ that satisfy both conditions 21 and 35 (or 22), and are therefore equilibrium forces.
Conversely, in the case of a linear optimization problem such as $`𝒫_1`$, the stationarity condition is sufficient to ensure that $`W`$ is minimized.
This can be checked as follows: let $`𝐮^{}𝒱`$ represent one solution for displacements, and, likewise, let us denote equilibrium contact forces as $`𝐟^{}\text{IR}^N`$. To $`𝐮^{}`$ corresponds the set of values $`𝐡^{}`$ for interstitial distances, and the Signorini condition might be expressed as
$$(𝐟^{}|𝐡^{})=0,$$
while any displacement vector $`𝐮𝒱`$, corresponding to $`𝐡`$, satisfies
$$(𝐟^{}|𝐡)0.$$
From the theorem of virtual work, one then has
$$W(𝐮)W(𝐮^{})=(𝐟^{}|𝐡^{})+(𝐟^{}|𝐡)\mathrm{𝟎}$$
and displacement $`𝐮^{}`$ minimizes the potential energy.
Figure 9 is a schematic representation of problem $`𝒫_1`$.
A simplex, defined by a set of affine constraints like 34, is limited by flat faces, where some of the constraints are active. Its extreme points (the ‘corners’) are where a maximum list of constraints are simultaneously active. The criterion to be minimized is itself an affine function, it is constant on hyperplanes that are orthogonal to the load. Equilibrium is achieved on the simplex boundary, at least in one extreme point, in general on a simplex $`A`$ in a space that is orthogonal to the load direction. Let $`k`$ (smaller than $`N_f`$) denote the dimension of this space. Within the set of solutions, $`W`$ is constant, and a certain number $`N^{}`$ of contacts are maintained closed. Let us denote this structure as $`S^{}`$: it is the list of contacts that are closed for all equilibrium configurations. For those equilibrium states that are on the boundary of $`A`$, some additional contacts are created. It follows from its definition that $`k`$ is the degree of velocity (here, within the ASD, of displacement) indeterminacy of $`S^{}`$. Since, from part VI, its degree of hyperstaticity is zero, one has $`k=N_fN^{}`$.
#### VII.2.3 Supportable loads will be supported.
In general, displacements are thus determined up to some motion within convex set $`A`$.
Let us now show that $`A`$ is not empty if the load is supportable. We assume some statically admissible forces $`(f_l^0)_{1lN}`$ to be defined on the bonds of the complete structure that was defined a-priori. Then a finite lower bound for $`W`$ on the whole simplex of admissible displacements can be obtained upon writing the variation of $`W`$ from the reference configuration as
$$\mathrm{\Delta }W=\underset{1lN}{}f_l^0\delta u_l\underset{1lN}{}f_l^0h_l^0.$$
$`W`$, thus, cannot decrease to $`\mathrm{}`$ within the simplex, and has to reach a finite minimum somewhere on the boundary. Moreover, one can show that $`A`$ is also bounded, except for *marginally* supportable loads. We say the load is *not* marginally supportable if there exists a small neighbourhood of $`(F_\mu ^{ext})_{1\mu N_f}`$ in force space $``$ within which all loads are supportable. Let us now consider a situation in which $`A`$ is not bounded. One can then find one direction along which displacements go to infinity within $`A`$. Now let us assume the load is not marginally supportable. One can apply a small load increment $`(\delta F_\mu ^{ext})_{1\mu N_f}`$, such that $`(F_\mu ^{ext}+\delta F_\mu ^{ext})_{1\mu N_f}`$ is still supportable, with $`(\delta F_\mu ^{ext})_{1\mu N_f}`$ in the direction for which $`A`$ is not bounded, which leads to a contradiction. Therefore the load has to be marginally supportable if $`A`$ is not bounded.
#### VII.2.4 Dual problem in bond force space
We now turn to the dual optimization problem, to which equilibrium contact forces are the solution, *viz.*
$$𝒫_2\{\begin{array}{c}\text{Maximize }Z(𝐟)=(𝐟|𝐡^0)=_lh_l^0f_l\hfill \\ \text{with constraints: (}\text{35}\text{) and }𝐟\mathrm{𝟎}\hfill \end{array}$$
(36)
We know that equilibrium displacements ($`𝐮^{}`$) and contact forces ($`𝐟^{}\mathrm{𝟎}`$) respectively satisfy 34 and 35, and are such that
$$(𝐟^{}|(G.𝐮^{}𝐡^0))=0.$$
(37)
Thus, any possible set of non-negative bond forces $`𝐟`$ balancing the load is such that
$$(𝐟|(G.𝐮^{}𝐡^0))0=(𝐟^{}|(G.𝐮^{}𝐡^0))$$
on the one hand, and
$$(𝐟|G.𝐮^{})=(G^T𝐟|𝐮^{})=(𝐅^{ext}|𝐮^{})$$
on the other, which entails $`Z(𝐟)Z(𝐟^{})`$: $`𝐟^{}`$ is a solution to problem $`𝒫_2`$.
Conversely, if one starts from problem $`𝒫_2`$, and consider a solution $`𝐟^{}`$, then it is possible to define an $`N_f`$-vector $`𝐮^{}`$ of Lagrange parameters corresponding to constraints 35, and an $`N`$-vector $`𝐡`$ of non-negative Lagrange parameters corresponding to constraints $`𝐟\mathrm{𝟎}`$, such that
$$𝐡^0+G𝐮^{}+𝐡=0.$$
(38)
Moreover, $`h_l`$ vanishes whenever $`f_l>0`$. This means that $`𝐮^{}`$ is actually a displacement vector abiding by 34, and equation 38 entails that the Signorini condition, in the form 37, is also satisfied. We know then that $`𝐮^{}`$ is a solution to $`𝒫_1`$.
Equilibrium displacements and contact forces thus coincide with the respective solutions to $`𝒫_1`$ and $`𝒫_2`$, a pair of *linear optimization problems in duality*. We have shown that:
* If $`𝐮^{}`$ is a solution to $`𝒫_1`$, then it is possible to find a solution $`𝐟^{}`$ to $`𝒫_2`$, 37 being satisfied.
* If $`𝐟^{}`$ is a solution to $`𝒫_2`$, then it is possible to find a solution $`𝐮^{}`$ to $`𝒫_1`$, 37 being satisfied.
* If $`𝐮^{}`$ and $`𝐟^{}`$ respectively abide by the constraints of optimization problems $`𝒫_1`$ and $`𝒫_2`$, and if, in addition, 37 (equivalent to the Signorini condition 21) is satisfied, then $`𝐮^{}`$ and $`𝐟^{}`$ are respectively solutions to $`𝒫_1`$ and $`𝒫_2`$.
* The optimum value of the criteria are equal in both problems: condition 37 ensures $`W(𝐮^{})=Z(𝐟^{})`$.
#### VII.2.5 The uniqueness property.
Within the affine space of bond forces satisfying 35, constraints $`f_l0`$ define a simplex, and, just like for $`𝒫_1`$, the set of solutions to $`𝒫_2`$ is a convex part $`B`$ of its boundary. Let $`h`$ denote the dimension of the affine space spanned by $`B`$. Since $`B`$ is the set of possible equilibrium forces, $`h`$ is in fact the degree of force indeterminacy of the problem. Generically, one has, from part VI, $`h=0`$, and the only solution to problem $`𝒫_2`$ is an extreme point of the simplex of admissible forces. We have thus shown that in terms of forces, the solution is uniquely determined. This is a stronger conclusion that the sole isostaticity of the problem established in part VI: in general, contact forces are uniquely determined once the list of contacts is known. In the case of a system of rigid grains, with contact law 21, dealt with within the ASD, the list of force-carrying contacts itself (the list of bonds, among those that are defined a-priori in the reference configuration, for which neighbouring grains will actually touch and exert a force on each other) is uniquely determined. Forces are carried by contact structure $`S^{}`$, which was defined in connection with the discussion of the solutions to problem $`𝒫_1`$, and, if some mechanisms exist ($`k>0`$), the other contacts that might be created will not carry any force.
If the contact law is 21, if geometrical changes from a reference configuration are small enough for the ASD to be valid, if the load is supportable (but not marginally so), then the system will reach an equilibrium state, which apart from bounded displacements within convex set $`A`$ (that do not change $`W`$) is totally independent of all dynamical properties of the system, and entirely determined by the sole geometry.
#### VII.2.6 Examples.
Systems A and B introduced in part II, were treated within the lattice model defined in section IV.B, with the ASD, and condition 21. Structure SA1, once the random numbers $`\delta _i`$ were known, was obtained as the uniquely determined list of force-carrying contacts at equilibrium under the load defined by 18. Within the ASD, it is possible to close 2 other contacts, *e.g.,* those that belong to SA2. However, they will not transmit any force. Likewise, for specific values of the $`\delta _i`$’s, SB1 was obtained as the list of force-carrying contacts in system B submitted to the load that is represented on figure 2. It is possible to close some other contacts (such as those that belong to SB2), but they cannot carry (within the ASD) any force. Uniquely determined force-carrying structures, depending on the load, will possess a varying degree of displacement indeterminacy $`k`$. Once system B, in addition to the forces on the perimeter, was submitted to small (randomly oriented) external forces exerted on each grain, then isostatic structure SB2 was obtained.
In ref. OR97b , the triangular lattice model, as in section IV.B, was studied for isotropic loads. As an application of the *global* minimization property, it was shown, within the ASD (to first order in $`\alpha `$) that *the* maximum packing fraction of polydisperse discs is, in the limit of large systems, equal to
$$\mathrm{\Phi }_{max}=\frac{\pi }{2\sqrt{3}}(1k\alpha ),$$
(39)
with $`k=0.314\pm 0.003`$ in the case of a uniform distribution of radii.
#### VII.2.7 Minimal structures. Analogies with other problems.
As equilibrium contact forces are the coordinates of an extreme point of the simplex of problem $`𝒫_2`$, a maximum set of inequality contraints $`f_l0`$ are simultaneously satisfied as equalities, $`f_l=0`$. This means that force-carrying structure $`S^{}`$ is minimal with respect to the equilibrium requirement 35. In section VI.C, we invoked an iterative dilution process to define irreducible sets of self-balanced forces. Likewise, one can define minimal structures, such as $`S^{}`$, as irreducible by further dilution, since it is impossible to require more bond forces to vanish if the load is to be balanced. Any such irreducible structure $`S`$ might carry a unique set of bond forces balancing the load, it geometrically determines one solution to equations 35.
Recalling we have defined a loading parameter $`Q`$, to which all external forces are proportional, there exists for each minimal force-carrying structure $`S`$ a set of coefficients $`(\beta _l^L)_{1lN}`$, such that the forces carried by $`S`$ that balance the load are
$$f_l=\beta _l^SQ.$$
(40)
By definition, one has
$$\{\begin{array}{cc}\beta _l^S0\hfill & \text{if }lS\hfill \\ \beta _l^S=0\hfill & \text{if }lS\hfill \end{array}$$
Among all minimal structures $`S`$ with non-negative coefficients $`\beta _l^S`$, $`S^{}`$ minimizes
$$\underset{lS}{}\beta _l^Sh_l^0.$$
Let us now recall the analogy with a problem of current transport on a resistor network, as introduced in part V, with the following constitutive law. To the requirement that contact forces are repulsive corresponds an *orientation* of the bonds, which behave as diodes rather than resistors. Bond $`ab`$ between nodes $`a`$ and $`b`$ carries some current $`i_{ab}0`$ that is related to the potential difference $`v_av_b`$ by the analog of the Signorini condition:
$$\{\begin{array}{cc}i_{ab}>0\hfill & \text{if }v_av_b=v_{ab}^0\hfill \\ i_{ab}=0\hfill & \text{if }v_av_b<v_{ab}^0\hfill \end{array}$$
(41)
The bond becomes a supraconductor (the analog of a rigid contact) when the threshold potential difference $`v_{ab}^0`$ is reached, and it is an insulator if $`v_av_b`$ is smaller.
It is customary to define a scalar analog of the mechanical load by injecting some external current $`I`$ in one node, that we denote as $`i`$, and extracting it from another one, that we denote as $`o`$. $`I`$ is then the analog of the mechanical parameter $`Q`$. A minimal structure (*i.e.,* one that cannot be further diluted), to carry the current, is a *path* from $`i`$ to $`o`$. If its coefficients $`\beta `$ cannot be negative, it is a *directed path*, on which the current flow respects the a-priori orientation of the bonds. On such a path $`S`$, all bonds $`lS`$ carry the total current $`I`$, hence $`\beta _l^S=1\text{for all }lS`$. In the analogous scalar problem, the current is carried by the directed path $`S^{}`$ that minimizes, among all directed paths $`S`$ from $`i`$ to $`o`$, the criterion
$$\underset{lS}{}\beta _l^Sv_l^0=\underset{lS}{}v_l^0.$$
In the scalar problem, the criterion reduces to a sum of ‘costs’ associated with the bonds of the network.
The analogous problem to $`𝒫_2`$ in the scalar case is thus the well-known *minimum directed path* (or *directed polymer*) problem on a network HHZ95 . This analogy was introduced in GRHBTC90 , for problem $`𝒫_1`$, upon transforming the minimum path problem into the dual problem, which consists in maximizing the potential drop $`v_iv_o`$, knowing that in each bond $`l`$ $`v_l`$ cannot exceed the threshold value $`v_l^0`$. The dual point of view adopted here–the analogy for problem $`𝒫_2`$– stresses the geometric origin of equilibrium forces, as coefficients characterizing the maximum localisation of efforts onto structure $`S^{}`$. Contact forces in granular packings have often been studied in the recent literature CLMNW96 ; EC97 ; SO98 . It is interesting to be able to define them as the solution to a well-defined optimization problem of random geometry JNR97b .
Some statistical properties of structures $`S^{}`$ were studied in refs. OR97b ; OR97a , in the case of the 2D triangular lattice model, as defined in section IV.B, with a uniform distribution of $`\delta _i`$’s. It was shown, in particular, for isotropic loads in the limit of large systems, that the density of force-carrying bonds tends to a non-vanishing limit, and the distribution of contact force values was evaluated.
The statistical properties of the solution to the ‘directed polymer’ problem are related to those of directed percolation HHZ95 . Likewise, one can expect, in the case, in particular, of a very wide distribution of values of $`h_0`$ in the mechanical problem, minimization problem $`𝒫_2`$ to be related to some unilateral percolation problem. Such a percolation model was never studied to our knowledge. It is a *geometric* problem, unlike generic central force percolation MD95 , for which (in 2D at least) only the topology of a diluted structure matters.
#### VII.2.8 Some macroscopic results for the triangular lattice model.
To see what macroscopic mechanical behaviour might result from the properties stated in this section, we briefly recall here some results obtained by numerical simulation of the triangular lattice model JNR97b , as presented in section IV.B, with a uniform distribution of parameters $`\delta _i`$ (eqn. 29).
Samples of up to 12600 discs were submitted to varying states of stress. The following inequalities, in which coordinate label 1 corresponds to one of the three directions of dense rows in the triangular lattice, and compressive stresses are conventionnaly positive, define the domain of supported loads, as macroscopically expressed in terms of stresses.
$$\{\begin{array}{ccc}& \sigma _{22}\hfill & 3\sigma _{11}\hfill \\ \frac{\sigma _{22}}{\sqrt{3}}\hfill & \sigma _{12}\hfill & \frac{\sigma _{22}}{\sqrt{3}}\hfill \end{array}$$
(42)
All intensive quantities, like, *e.g.,* distributions of force values, density of the contact structure, distribution of contact orientations, etc…were found to possess well-defined thermodynamic limits, independently of the details of the boundary conditions, provided a uniform state of stress is imposed, and the stress tensor $`\underset{¯}{\underset{¯}{\sigma }}`$ satisfies conditions 42 *as strict inequalities*. Correlation lengths or, in other words, sizes of representative volume elements, or of independent subsystems, are finite, but appear to diverge as marginally supported loads (for which one of conditions 42 holds as an equality) are approached.
Taking, as in section IV.3, the undisturbed lattice, in which the spacing between sites is equal to $`a`$, the maximum disc diameter, as the reference state, a strain tensor $`\underset{¯}{\underset{¯}{ϵ}}`$ can be identified. It is related to displacement field $`𝐮`$ by
$$ϵ_{\alpha \beta }=\frac{1}{2}\left(\frac{u_\alpha }{x_\beta }+\frac{u_\beta }{x_\alpha }\right),$$
(43)
and the potential energy per unit surface area is (summation over repeated indices implied)
$$W=\sigma _{\alpha \beta }ϵ_{\beta \alpha }=\underset{¯}{\underset{¯}{\sigma }}:\underset{¯}{\underset{¯}{ϵ}}.$$
(44)
Coordinates of tensor $`\underset{¯}{\underset{¯}{ϵ}}`$ are found to be expressible as linear combination of the average of bond elongations $`\delta u_l`$ for the three bond orientations of the triangular lattice. In $`\underset{¯}{\underset{¯}{ϵ}}`$ space (3-dimensional for a 2D system), impenetrability conditions define, in the thermodynamic limit, a strictly convex accessible domain $`𝒟`$, limited by a smooth surface $`\mathrm{\Sigma }`$, the equation of which we denote as
$$f(\underset{¯}{\underset{¯}{ϵ}})=0,$$
(45)
while the interior of accessible region $`𝒟`$ corresponds to the strict inequality:
$$f(\underset{¯}{\underset{¯}{ϵ}})<0.$$
As a macroscopic consequence of the variational properties stated in part VII, the relationship between tensors $`\underset{¯}{\underset{¯}{\sigma }}`$ and $`\underset{¯}{\underset{¯}{ϵ}}`$ is the following:
$`\sigma _{ij}=\lambda {\displaystyle \frac{f}{ϵ_{ij}}},`$ with $`\lambda 0`$ , if $`f(\underset{¯}{\underset{¯}{ϵ}})=0`$ (46)
$`\sigma _{ij}=0`$ if $`f(\underset{¯}{\underset{¯}{ϵ}})<0`$
Wherever the granular system transmits stress, the value of $`\underset{¯}{\underset{¯}{ϵ}}`$ is as far as possible in the direction of $`\underset{¯}{\underset{¯}{\sigma }}`$ within $`𝒟`$, *i.e.*, where the tangent plane to its boundary $`\mathrm{\Sigma }`$ is orthogonal to $`\underset{¯}{\underset{¯}{\sigma }}`$, thus minimizing potential energy 44.
$`𝒟`$ is unbounded in the direction of non-supported loads. Strains go to infinity on surface $`\mathrm{\Sigma }`$ when the stress tensor approaches one of the marginally supported directions. $`\mathrm{\Sigma }`$ has three asymptotic planes, respectively orthogonal to those three marginally supported load directions.
The one-to-one correspondence between supported stress *directions* on the one hand, and strain tensors such that $`f(\underset{¯}{\underset{¯}{ϵ}})=0`$ on the other hand, is a macroscopic translation of the uniqueness property stated in paragraph VIIB5. The potential energy density has a finite thermodynamic limit (a result that generalizes to non-isotropic states of stress the one of equation 39), and possible variations of $`\underset{¯}{\underset{¯}{ϵ}}`$ within convex set $`A`$, discussed in VII.B.3, shrink to a vanishing range ($`\underset{¯}{\underset{¯}{ϵ}}`$ becomes uniquely determined) as the system size grows.
Constitutive law 46 can be used to solve for stress and displacement fields whenever a sample of the model material is submitted to some external forces that do not lead to unbounded displacements and overall failure. The field of $`\lambda `$ values should be obtained on solving the full boundary value problem.
### VII.3 Systems with bounded tensile forces.
If the unilateral contact law 21 is replaced by 25, the remarkable properties stated above in VII.B are lost. Let us illustrate this on a simple example. Consider the system depicted on figure 10, to be dealt with, within the ASD, as a triangular lattice model in the sense of IV.B, the contact law being 25. Only one disc is mobile (number 1), and we first consider the case of a vertical force of intensity $`F_y`$ oriented downwards like on the figure, keeping $`F_x=0`$. (Later in part IX we come back to this simple example and discuss its behaviour when $`F_x`$ is altered).
Two equilibrium positions are possible: disc 1 might either be in contact with discs 2 and 3, or with 3 and 4. As grains are rigid and only exert normal forces on one another when they exactly touch, the problem is isostatic in both equilibrium configurations, in agreement with the general property of section VI. The load, defined with $`F_y>0`$, is always supportable on structure $`S_1`$, consisting in bonds $`12,13`$, and it is also supportable on structure $`S_2`$, consisting in bonds $`13,14`$ as long as $`F_y<f_0\sqrt{3}`$.
Thus, for $`0<F_y<f_0\sqrt{3}`$, even within the ASD, the equilibrium state and the list of force-carrying contacts are not uniquely determined. Whether $`S_1`$ or $`S_2`$ will be chosen depends on the trajectory of disc $`1`$ from its initial (reference) position.
Likewise, supportable loads are not necessarily supported. To check this, let us remove disc $`2`$. In its motion, disc $`1`$ might come into contact with both $`3`$ and $`4`$, and, provided $`0<F_y<f_0\sqrt{3}`$, reach an equilibrium position, maintaining those two contacts. However, it might as well never meet disc $`4`$, and find a trajectory, past disc $`3`$, on which its potential energy will keep decreasing forever.
### VII.4 Smooth, convex interaction potentials.
In the case of the elastic contact law 26, within the ASD, all properties of convex problems enumerated in section VII.A are valid. Let us state the ‘elastic’ versions of the ‘rigid’ optimization problems of VII.B. $`𝒫_1`$ is simply replaced by
$$𝒫_1^{el}:\text{Minimize }W^{tot}\text{ defined in }\text{28},$$
while contact forces are the solution to
$$𝒫_2^{el}\{\begin{array}{c}\text{Maximize }\underset{l}{}\left(h_l^0f_l\frac{m}{m+1}K^{1/m}f_l^{(m+1)/m}\right)\hfill \\ \text{with constraints: ( }\text{35}\text{) and }𝐟\mathrm{𝟎}\hfill \end{array}$$
(47)
The function of contact force $`f`$ that appears within the sum is the opposite of the Legendre transform of the elastic energy $`w`$, regarded as a function of relative displacement $`\delta u`$, *i.e.*, $`f\delta uw(\delta u)`$, taken with $`f=\frac{dw}{d\left(\delta u\right)}`$. Thus, solving $`𝒫_2^{el}`$ amounts to ‘minimizing the complementary energy’, a common procedure to find the forces in an elastic problem.
In fact, one could have defined a potential energy, in the rigid case, equal to $`+\mathrm{}`$ if grains interpenetrate, and treat rigid problems exactly like elastic ones, constraint 34 being taken care of by the definition of the potential. If the region, in phase space, that is forbidden by the constraints is convex, then such a potential can still be regarded as a convex function. Both the condition 21 and elastic law 26 are then expressed by
$$fw(\delta u),$$
in which $`w(\delta u)`$ denotes the *subdifferential* of $`w`$ at $`\delta u`$, *i.e.*, the set of all $`f`$ such that $`w(\delta u^{})w(\delta u)+f(\delta u^{}\delta u)`$ for any $`\delta u^{}`$. This mathematical possibility to unify rigid and elastic laws is specific to convex problems. This is the precise meaning of property 5 cited in section VII.A. Here, we preferred to resort to a separate presentation of the rigid case in section VII.B, to stress the physical consequences of the variational properties. The reader may refer to JJM74 for a more systematic approach.
Comparing $`𝒫_2`$ and $`𝒫_2^{el}`$, as defined by 36 and 47, one may expect the following behaviour for the distribution of contact forces, as a set of grains with elastic contacts is submitted to a constant load, but the stiffness constant $`K`$ is gradually reduced. (Similarly, one could also increase $`Q`$, keeping $`K`$ constant). When $`K`$ is very large, the elastic term is negligible in comparison with $`Z(𝐟)`$, and the values of the forces should coincide with the (unique) rigid contact solution of $`𝒫_2`$. Thus the contact structure should barely suffice to carry the load (isostatic problem), the forces should exhibit the characteristic disorder of granular systems, with large fluctuations, force chains, etc…On the other hand, let us assume that the list of possible contacts (structure $`S_0`$) is well-coordinated, that there are many more contacts that are easy to close upon increasing the confining forces or decreasing the contact stiffness parameters. Then, in the limit of small $`K`$, $`Z(𝐟)`$ will, in turn, become small in comparison with the elastic energy. The elastic term tends to share equally the forces between contacts. Thus, a narrow distribution of force values is expected in this limit, and spatial heterogeneities should be strongly reduced. Knowing that the minimum structure $`S^{}`$ and the complete list of possible contacts $`S_0`$ are of comparable densities, the order of magnitude of the average force $`f_0`$ does not change as grains are made softer. The two extreme regimes of stiff and soft contacts should thus be respectively defined by the conditions $`K\frac{f_0}{h_0^m}`$ and $`K\frac{f_0}{h_0^m}`$, involving a typical interstitial distance $`h_0`$.
Those two limits, and the transition regime, in which the contact density increases, were observed JNR97a on the 2D triangular lattice model, as defined in section IV.B, with contact law 26.
### VII.5 Remarks. The ‘elasticity’ of rigid grains.
As announced beforehand, we have exhibited, in this section, model granular systems for which, at the expense of several assumptions, including the validity of the ASD, mechanical properties are entirely determined by geometry.
We have seen that the distinction between systems made of rigid or deformable grains is not necessarily as important as one might have expected: similar potential energy minimization properties might be stated, the limit of large contact stiffnesses might safely be taken without any singularity (subsection D), and macroscopic stress-strain relationships might be written for some systems of rigid grains, as recalled in paragraph B.8. The difference between the systems such that the search for an equilibrium state is a convex minimization problem (in which case the properties listed in subsection A are satisfied) and the others, such as the example of subsection C, is finally more relevant.
Constitutive law 46 expresses a one-to-one correspondence between the direction of stress tensor $`\underset{¯}{\underset{¯}{\sigma }}`$ and strain tensor $`\underset{¯}{\underset{¯}{ϵ}}`$, which is restricted to belong to surface $`\mathrm{\Sigma }`$. It is quite similar to a macroscopic elastic law, even though it applies to systems of rigid discs. The response to a supported stress increment will be reversible. If this increment, $`\underset{¯}{\underset{¯}{\delta \sigma }}`$ is in the direction of the preexisting stress tensor $`\underset{¯}{\underset{¯}{\sigma }}`$, then no additional displacement or stress will result for rigid grains. For deformable grains, if contact law 21 is replaced by 26, a small deformation, inversely proportional to constant $`K`$, will follow. If, on the other hand, $`\underset{¯}{\underset{¯}{\delta \sigma }}`$ is orthogonal to the initial stress tensor, its application will entail a small strain increment $`\underset{¯}{\underset{¯}{\delta ϵ}}`$, such that the new strain tensor will be exactly the point of $`\mathrm{\Sigma }`$ where the orthogonal direction is that of the new stress tensor. In this second case, the apparent elastic modulus is thus inversely proportional to the curvature of surface $`\mathrm{\Sigma }`$.
In spite of the analogy, presented in paragraph B.7, between the backbone of the force-carrying structure and cost-minimizing directed paths for scalar transport, the statistical properties of those two systems are quite different. In agreement with various results on disordered systems of grains RJMR96 ; BG91 the triangular lattice system was found OR97a ; OR97b ; JNR97b to possess a standard thermodynamic limit: intensive quantities like the density of the backbone, the strains, the distribution of contact force values have limits in the limit of large system size (except for marginally supported loads). On the other hand, unlike the force-carrying structure in the mechanical problem we have been studying, the optimal directed path in the corresponding scalar problem is a critical object.
The validity of the ASD –that might at first sight appear as a mere technical aspect– is finally a crucial ingredient of the model granular systems that we are studying here. The next section examines some stability properties that are important as soon as one does not resort to the approximation.
## VIII Outside the ASD: questions of stability.
We now enforce, on physically acceptable equilibrium states, another requirement: that they should be *stable*. We limit ourselves to the cases when stability can be discussed in terms of a potential energy. If the equilibrium state is a local minimum of the potential energy, then there exists a region of finite extent in displacement space, around equilibrium positions, within which the system is spontaneously attracted to the equilibrium configuration.
Within the ASD, one can only discuss potential variations that are of first order in displacements. When floppy modes exist ($`k>k_0`$), they appear as marginally unstable and one cannot tell whether, to higher orders, they actually destabilize the equilibrium configuration. The mechanical response to small perturbations or load increments is strongly dependent on these stability questions.
In general, we will show, with examples (section A), that the answer might depend on quite specific geometrical features of the granular system, and on the contact law. We are only able to give general answers for spheres or discs, as shown in section B. Section C discusses some consequences on the geometry and coordination of granular packings at equilibrium, and on the macroscopic mechanical behaviour.
### VIII.1 Simple examples.
We consider rigid frictionless particles of various shapes, and discuss the stability of simple configurations, that depends on the ability of contacts to withstand tension, and on the shape of the grains.
#### VIII.1.1 Bond alignments.
Assume three spheres, or three discs in 2D, to have their centers aligned as on fig. 11, the two extreme ones being submitted to opposite forces in the direction of the line of centers. Let us discuss the problem in 2D.
The determination of contact forces is an isostatic problem, and there is, apart from rigid body motions, a trivial mechanism corresponding to free lateral motion of the middle disc 2. This is of course well known to lead to the familiar buckling instability if one pushes the extreme discs towards each other, and to be stable if one pulls on them, provided the contacts can resist tensile forces. In the latter case, assuming one controls the forces parallel to line 1-2 exerted on particles 1 and 3, while their position in the other direction is fixed, the system will respond *elastically* to a small additional force exerted on disc 2, even though the contact law is rigid. After the system reaches its new equilibrium state, the orientation of contacts is such that the new load is orthogonal to the floppy mode. Specifically, if $`g`$ is the lateral force pulling disc 2 away from the line 1-3, and if $`f`$ denotes the external force exerted on 1 and 3, the new position of the center of disc 2 is such that, assuming equality of the 3 radii, the angle $`\theta _0`$ between 1-3 and 1-2 (fig. 11) is given by
$$\theta _0=\mathrm{tan}^1(\frac{g}{2f}),$$
while contact forces (tensile, and therefore negative) are
$$f_{12}=f_{23}=f\mathrm{cos}(\theta _0).$$
The potential energy, as a function of $`\theta `$ ($`\theta `$ parametrizes the free motion that maintains the two contacts), reads
$$W=2af\mathrm{cos}(\theta )ag\mathrm{sin}(\theta )=a\sqrt{4f^2+g^2}\mathrm{cos}(\theta \theta _0),$$
and has its minimum for $`\theta =\theta _0`$.
This elastic behaviour is similar to that of a rigid string under tension, which will deform in response to lateral sollicitations.
On carrying out the same calculations in the case of compressive forces, with $`f<0`$, one will notice that $`g`$ and $`\theta _0`$, corresponding to the equilibrium position of disc 2, are now of opposite signs. One then has
$$W=a\sqrt{4f^2+g^2}\mathrm{cos}(\theta \theta _0),$$
which is *maximized* in the unstable equilibrium position $`\theta =\theta _0`$.
In section VIIIB, we show that the conclusions reached on this simple example are general: any floppy mode in a system of discs or spheres that admits only compressive contact forces leads to an instability. If, on the contrary, all contact forces are in fact tensile, the system being thus analogous to a network of tight strings, any floppy mode is stable, and an elastic response to small load increments can be observed.
Let us now replace disc 2 by a particle presenting concave surfaces toward discs 1 and 3, as shown on fig. 12. The system is similar to that of fig. 11, the free lateral motion of the middle particle, maintaining the contacts, is a mechanism.
It is not difficult to show, however, that the configuration of fig. 12 has, compared to the alignment of discs, *opposite* stability properties: the mechanism is stable for compressive forces, unstable for tensile ones. Thus stability properties are quite sensitive to particle shape.
#### VIII.1.2 Arches.
Systems submitted to gravity provide other familiar examples of non-rigid equilibrium states. A string of circular, or spherical, particles, each of them tied to two neighbours by a frictionless contact condition that supports tension, behaves as a chain, and will eventually adopt a stable equilibrium configuration if one fixes its two extremities and let it dangle under its weight. The number of mechanisms in this system is equal to the number of free particles.
The analogous system to the chain, in which contacts transmit compressive forces, is the arch, fig. 13. The general result for spheres entails that all arches made of spheres are unstable. However, one usually builds arches with appropriately shaped stones, *e.g.,* carving them to share common flat lateral surfaces with their neighbours, as on fig. 13.
Such an arch is a system that possesses one floppy mode per stone (still assuming no friction), but its geometry might be adequately chosen to support the load. In such a case, any free motion of the stones, that slide on their flat common surfaces, all contacts being maintained, does not change the potential energy. One thus has an example of *marginal stability*. Such an arch is only able to carry the one particular load for which it was specifically designed. (Any amount of friction, however, stabilizes the system).
#### VIII.1.3 A stable mechanism with strictly convex cohesionless grains.
In view of the previous examples, one might be tempted to infer that mechanisms, when contacts only support compression, can be stable with concave grains (fig. 12), are sometimes marginally stable with flat surfaces (fig. 13), but are always unstable with stricly convex grains (fig. 11). This is however not true, as shown by the simple example of fig. 14.
We are not aware of other general answers to this question of stability than the ones that are given for spheres below.
### VIII.2 General results for spheres and discs.
#### VIII.2.1 Tensile contact forces (systems of cables).
In the case when all contacts, at equilibrium, carry a tensile force, then stability is immediately proved once it is realized, as remarked in section VIIA, that minimizing the potential energy is a convex optimization problem (see property 1 stated in section VIIA).
Just like for the simple example of figure 11, floppy modes can exist in stable equilibrium configurations. Then, the system will respond elastically to small load increments that provoke small motions of those floppy modes. Applying such load increments amounts to slightly deform the potential energy landscape on the manifold of configurations that maintain the initially existing contacts. A new minimum is found, close to the previous one.
Systems of rigid cables, *whatever the level of deformation*, should therefore possess exactly the same kind of elasticity, due to preexisting stresses, as assemblies of rigid frictionless particles without cohesion *within the ASD* (whose mechanical response to load increments was discussed in section VII.E).
Those properties were in fact discussed by Alexander SA98 , in his monograph on the elasticity of various kinds of networks and amorphous systems, in the case when the contact law is *elastic*. Alexander pointed out that stable configurations are not necessarily rigid. He stressed that force-carrying bonds or contacts always have a stabilizing effect when they transmit a traction, and a destabilizing one when they transmit a compression.
Our present study, in this subsection, might be regarded as complementary to his, since we deal with *rigid* contacts.
#### VIII.2.2 Cohesionless grains.
Let us now show that, in the absence of tensile force in the contacts, an equilibrium configuration of rigid, frictionless discs or spheres is necessarily unstable if the backbone is not a rigid structure.
We shall do so by yet another application of the theorem of virtual power, as follows.
We assume a packing of spheres to be in equilibrium under a prescribed load. Spheres are rigid, and the problem is therefore isostatic, $`h=0`$. Flat walls can also exist, *e.g.,* as a device to enforce some kind of boundary condition on the packing, but we assume that they cannot rotate. We assume there is at least one mechanism: $`k1`$. Consequently, it is possible to move the grains (and the walls) while maintaining the whole list of contacts. (The possibility that a mechanism could exist for the considered equilibrium configuration alone, and disappear as soon as the grains are displaced is to be discarded as non-generic. This would, in particular, due to 16, entail $`h1`$). We now study the variation of the potential energy in one such motion, with a ‘time’ $`t`$ parametrizing the trajectories, and show that it decreases.
Objects do not rotate in this motion (this is an assumption for walls, and rotations of frictionless spheres are ignored anyway). Particle $`i`$ has a time-dependent velocity $`𝐕_i(t)`$, and initially, in the equilibrium configuration from which the motion starts at $`t=0`$, touches its neighbour $`j`$ in a point $`A_{ij}^0`$, where the normal unit vector to its surface, pointing to the center of $`j`$, is $`𝐧_{ij}^0`$, the equilibrium contact force being $`f_{ij}`$. Let $`A_{ij}(t)`$ denote the material point of the surface of grain $`i`$ that was at $`A_{ij}^0`$ initially. Similarly, following the material motion of $`j`$, one defines $`A_{ji}(t)`$, which does not coincide in general with $`A_{ij}(t)`$. It is possible, at each time $`t`$, to apply the theorem of virtual power, thus evaluating $`W^{}(t)`$, the time derivative of potential energy $`W`$ at time $`t`$, as follows. The definition of a structure, in part II, was in fact completely arbitrary. Here, let us use this one: at time $`t`$, although objects $`i`$ and $`j`$ that are in contact effectively touch each other by a different point, define a bond to exist between $`A_{ij}(t)`$ and $`A_{ji}(t)`$, oriented by $`𝐧_{ij}^0`$, which, because objects do not rotate, is still carried by the common normal direction to the surfaces of $`i`$ and $`j`$ at these two points. This structure might be used to define virtual, fictitious bond forces, that we choose equal to the initial equilibrium contact forces, *i.e.,* $`f_{ij}`$, carried by $`𝐧_{ij}^0`$ in the bond between $`A_{ij}(t)`$ and $`A_{ji}(t)`$. These forces are now used in the theorem of virtual work, with the real velocities. This is perfectly valid, because for each $`t`$
* the virtual internal forces balance the constant load
* in the bond between $`i`$ and $`j`$, the force exerted on $`i`$ is still equal to the opposite of the force exerted on $`j`$.
One obtains:
$$W^{}(t)=\underset{i<j}{}f_{ij}𝐧_{ij}^0.\left(𝐕_j(t)𝐕_i(t)\right),$$
the sum running over all bonds. As $`f_{ij}𝐧_{ij}^0`$ does not depend on $`t`$, this is easily integrated. Denoting as $`𝐔_{ij}(t)`$ the vector of origin $`A_{ij}(t)`$ and extremity $`A_{ji}(t)`$, the net variation of potential energy at time $`t`$, from the beginning of the motion is
$$W(t)W(0)=\underset{i<j}{}f_{ij}𝐧_{ij}^0.𝐔_{ij}(t).$$
(48)
In the motion, $`A_{ij}(t)`$ and $`A_{ji}(t)`$ are still extreme points of solids $`i`$ and $`j`$ in the respective directions $`𝐧_{ij}^0`$ and $`𝐧_{ij}^0`$. As spheres $`i`$ and $`j`$ have stayed in contact, it follows that, as shown on figure 15, the contribution of bond $`ij`$ to 48 is strictly negative, unless $`A_{ij}(t)=A_{ji}(t)`$, in which case it is zero.
The same conclusion holds true for a contact between a sphere and a flat wall that does not rotate. Consequently, one must have:
$$W(t)W(0)<0,$$
unless all intergranular contacts that carry non-vanishing equilibrium forces are maintained, in the motion, via the same material points. This latter condition means that the backbone of the contact structure in the equilibrium configuration moves as a rigid body.
Mechanisms that only affects grains that do not carry any force, without altering the geometry of the backbone will not, of course, change the value of $`W`$ and lead to instabilities.
Otherwise, the instability is always present. We have shown that the backbone of the contact structure, in a stable equilibrium configuration of a packing of rigid, frictionless spheres that do not support tensile forces in the contacts, is devoid of mechanisms other than rigid-body motions: $`k=k_0`$. As we already knew, from part VI, that it cannot possess self-balanced contact forces ($`h=0`$), one reaches the conclusion that it is an isostatic structure.
### VIII.3 Consequences. Discussion.
#### VIII.3.1 Coordination of packings.
The isostaticity of the force-carrying structure in packings of rigid frictionless *spheres* with contact law 21 thus results from a stability analysis. The opposite inequality to the ones established in section VI.D, can, in this case, be stated: one has $`NN_f`$, and consequently, $`N=N_f`$, on the backbone of the contact structure. For large systems, the absence of floppy mode implies a *lower bound* on the coordination number:
$$c2d\text{ on the backbone}.$$
This is equal to upper bound 33, hence the equality: $`c=2d`$.
However, for frictionless grains with different shapes, or for spheres with cohesion, one cannot expect in general inequality 33 to hold as an equality, even on the sole backbone.
Returning to cohesionless packings of spheres, when each one is submitted to an external force, it has to belong to the force-carrying backbone, and the whole system satisfies $`N=N_f`$ (or, asymptotically for large sizes, $`c=2d`$). This happens in system A, treated without resorting to the ASD. The force-carrying structure that was obtained, SA2, is isostatic and spans the whole system. When external forces are transmitted from the boundary, as in system C, floppy modes can exist, typically as isolated spheres, like discs $`10`$ and $`14`$ on fig. 3, or small sets of spheres, that are not or insufficiently connected to the backbone. If not too widely polydisperse systems of spheres, regions that are totally shielded from force transmission are usually quite small. According to our experience in numerical simulations, if the radio of the largest to the smallest radius is $`2`$ in a polydisperse assembly of discs, then one very rarely sees more than 3 discs together in such regions. In 2D, ring-like arrangements surrounding discs that carry no force, such as $`29303115651328`$ and $`1139222324`$ on fig.3, cannot easily be made very large: the curvature of the ‘ring’ would then decrease, increasing the risk of inward buckling.
#### VIII.3.2 Lattice models with and without the ASD.
The triangular lattice model, as defined in section IV.B, of which systems A and B are particular samples, provides vivid examples of the difference between tensile contacts (systems of strings, satisfying 23) and compressive ones (rigid grains obeying 21), once dealt with outside the ASD. *Within* the ASD, both types of systems share the same properties, and an equilibrium state of one of them can be mapped onto an equilibrium state of the other, as follows. In the reference state, rigid discs do not touch, since $`h_{ij}^0=(a/2)(\delta _i+\delta _j)\alpha >0`$. This can be mapped onto a string network system, in which the ‘contact law’ is 23, on replacing each $`\delta _i`$ by $`\delta _i`$ and attributing the length $`a(1+\alpha (\delta _i+\delta _j)/2)`$ to the string joining $`i`$ and $`j`$. On reversing the sign of external forces, an exact correspondence is achieved between equilibrium states.
Fig. 16 shows the force-carrying structure, as obtained within the ASD, in a hexagonal sample (for one random choice of $`\delta _i`$ values, drawn according to a uniform distribution) of 1141 discs. This system is submitted to an isotropic pressure, via a imposed homogeneous shrinking of the perimeter.
As established in section VIIB, such a structure is, within the ASD, only dependent on the random parameters $`\delta _i`$. The dynamics ruling the motion of the particles from the reference to the equilibrium positions, and the actual value of $`\alpha `$ are both irrelevant. In the corresponding system of strings submitted to isotropic tension, exactly the same force pattern is obtained at equilibrium. We denote as $`S^{}`$ the backbone of the contact structure, as displayed on fig. 16. Just like in structure SB1, which carries the force in a similar sample of smaller size, many discs do not belong to $`S^{}`$, which only contains 619 of them, thus possessing 1239 degrees of freedom (counting the one of the ‘wall’). Many floppy modes are present, 381 of them are associated with bond alignments (discs having two contacts in opposite positions), and the remaining 5 are more collective (like the one of fig.6). Some statistical properties of $`S`$ structures in the large system limit were studied in OR97a .
We numerically determined force-carrying structures in the rigid disc system under compression, and in the corresponding system of strings under tension, without the ASD. Those structures, that were obtained with $`\alpha =1/48`$ (this value is now relevant), are respectively denoted as $`SC`$ and $`ST`$, and shown on figures 17 and 18.
Slight distortions of the regular triangular lattice, although not apparent on the figures, were taken into account in the calculations. From part VII, we know that $`ST`$ is still determined by the sole system geometry: since forces are the solution to a convex optimization problem, the uniqueness property still holds. This is not the case for $`SC`$, and the result now depends on the actual dynamics (the rule that was adopted to move the discs to their final equilibrium positions). The calculation was carried out with the ‘lubricated granular dynamics’ method of refs. OR97a ; OR97b .
As expected, $`SC`$ is devoid of mechanisms: it is an isostatic structure, with 1052 discs, 2105 degrees of freedom, and exactly 2105 contacts. Only 89 grains out of the total number 1141 do not belong to $`SC`$. Most of them are isolated grains, or pairs of neighbours (slightly larger regions shielded from the forces appear near the perimeter, due to a boundary effect).
On the other hand, $`ST`$ stays more tenuous, with 840 discs only, and 1401 contacts. Thus 280 floppy modes still live on $`ST`$, 232 of which are simple bond alignments and 48 are collective.
In spite of those differences between the density of $`S^{}`$, $`SC`$ and $`ST`$, it does appear on the figures that the spatial distribution of the forces is very similar, the strongest ‘force chains’ remaining unaltered. The distributions of force values in $`S^{}`$ and $`SC`$, in the limit of large systems were evaluated in ref. OR97a , and shown to coincide, within statistical uncertainties, except for the small forces that appear on $`SC`$ in the additional contacts created by the buckling instabilities in $`S^{}`$.
Thus, resorting to the ASD is quite a legitimate procedure, provided $`\alpha `$ is small enough as to allow to regard the differences between $`SC`$ or $`ST`$ on the one hand, and $`S^{}`$ on the other, as refinements that can be neglected.
In the limit $`\alpha 0`$, any contact force on $`SC`$ is expected to tend to its value in $`S^{}`$, although the density of force-carrying contacts is discontinuous.
In the system of strings under tension, on the other hand, mechanisms do not lead to instabilities, and the density of the backbone itself should continuously approach that of $`S^{}`$ as $`\alpha 0`$.
#### VIII.3.3 Role of grain shape: are spheres special ?
We have seen that it is necessary to examine, beyond the ASD, questions of stability, to find qualitative differences between intergranular contacts that resist compression and cables that resist tension, and between spheres and other shapes.
Of course, one expects macroscopic properties of granular assemblies to smoothly depend on grain shape: packings of nearly spherical grains will resemble packings of spheres. Experimentally, it has sometimes been observed that systems of spheres, in a quasi-static experiment, yield particularly noisy responses. It is also empirically known in civil engineering that granulates made of smooth and rotund particles, like river-bed gravel, are especially unstable and prone to large plastic deformations.
Unfortunately, detailed data at the microscopic level on non-spherical grains close to equilibrium are scarce.
Although detailed analyses of such features are lacking, and our study of granulate stability should be extended to the case of spheres with friction, one might speculate that such particular behaviours of rotund objects could be related to the specific property we have established here: whenever some motion is smoothly initiated (*i.e.,* with a very small initial acceleration), while existing force-carrying contacts are maintained, then it will entail some loss of potential energy, and thus accelerate further. Hence probably the jerky aspect of system trajectories in configuration space.
Section IX discusses, precisely, when and how a system jumps from one equilibrium state to another.
## IX Mechanical response to load increments: towards macroscopic behaviour.
So far, we have mainly dwelt on mechanical properties of model granular systems. Those can be proved directly. We wish now to discuss possible macroscopic consequences in terms of the constitutive laws that are relied upon in a continuum mechanics description. We thus have to infer some of the properties of granular packings in the limit of large systems. To be quantitative, some statistical knowledge of the geometry of large granular systems is needed, which requires experiments or numerical simulations. Here, as we do not present new experimental or statistical studies, we shall focus on qualitative properties, extrapolating on the characteristics of finite systems we have been presenting so far, and exploiting some recent numerical results, especially those of ref. JNR97b , recalled in paragraph VIIB.8.
Some macroscopic aspects of granular mechanics are recalled in part A. Possible origins of plasticity are discussed in part B, in relation to grain-level characteristics. Part C examines some consequences of the strong isostaticity property of systems of frictionless spheres without cohesion, in which case some response functions to load increments are related to the operator $`G`$, defined in section II in relation to equation 12, corresponding to the isostatic structure. Part D exploits the results of ref. JNR97b , deriving the form of the macroscopic equations to be solved when a small load increment is applied. Finally, these results are compared, in part E, to some other approaches and theories, that were put forward by several authors in the recent literature, both at the microscopic MO98a ; MO98b ; TW99 and the continuum BCC95 ; WCC97 ; CWBC98 ; Claudin level.
### IX.1 Macroscopic granular mechanics: known features, conflicting models.
A classical way (see, *e.g.,*, in Muirwood ) to study the macroscopic mechanics of granulates is to submit a sample to a triaxial test. Such a device is designed to impose a uniform state of stress throughout the sample. It does not matter, for our discussion, whether this macroscopic stress is imposed via a fluid pressing on a flexible membrane (as in a laboratory apparatus, for the lateral confinement) or via a control of the position of a rigid wall (as in some numerical simulations). We just need to remember that a varying load is imposed, and depends on two parameters $`p`$ and $`q`$, the axial stress ($`\sigma _{yy}`$ on the figure) being equal to $`p+q`$ and the lateral one ($`\sigma _{xx}`$), to $`p`$. A typical experiment consists in gradually increasing $`q`$ at constant $`p`$. One may then observe the resulting strains.
The classical elasto-plastic constitutive laws that are applied to granular materials are incremental, which means that they do not relate stresses and strains directly, but predict the increment of strain resulting from an increment of stress, given the current state of the system (the definition of which might require other, ‘internal’ variables). Cycling sollicitations of small amplitude usually yield, in the stress-strain plane, loops with some amount of hysteresis. The surface area of such a loop as OABO on fig. 20 is the plastically dissipated energy associated to deviatoric stresses (to which the work due to volume changes has to be added to get the total plastic work).
In marked contrast with classical soil mechanics approaches, some authors recently proposed a new type of macroscopic mechanical description for the statics of granular packings BCC95 ; WCC97 ; CWBC98 ; Claudin . According to them, resorting to strain variables should be avoided and one should look for direct relationships between the components of the stress tensor, so that it is possible to determine the whole stress field in a granular sample by solving hyperbolic second-order partial differential equations. Those, like wave equations, possess characteristics, preferred directions along which they reduce to simpler, first order forms. To solve the problem, one may integrate along the characteristics that emerge from every point where some external force is applied. Consequently, in a packing in which the forces exerted on the top boundary (wall or set of particles) are known, a perturbation (external force increment), will *propagate* downwards, but will not be felt above the point where it is applied. The exact relation between stresses to be used should then depend on the actual process by which the sample was made. If the current stress level is changed, by, say, a manipulation of the boundary conditions, like in the triaxial test, then the granular system rearranges until the new constitutive relation, corresponding to its new state, agrees with the new externally imposed stress values. Those theories, in their current state of development, do not predict the extent to which the system has to rearrange, or, in other words, the magnitude of the ensuing strain increment. It has been recently proposed TW99 that isostaticity could justify such theories for frictionless assemblies of grains. These suggestions are discussed in section IX.E below.
We now turn to a discussion of some possible microscopic origins of plastic dissipation.
### IX.2 Origins of plastic dissipation.
When a given supported external load places the system in a uniquely determined equilibrium state, one has to expect a mechanical behaviour devoid of plastic dissipation. Hysteresis loops like those of fig. 20 cannot occur. Plasticity is related to the lack of uniqueness of equilibrium states. At the level of continuum mechanics, it is sometimes termed ‘internal friction’, since the material behaves as if different layers of matter slided, with friction, on one another within the bulk of the sample. We have thus identified two microscopic origins of *internal friction in systems of frictionless grains*.
1. bounded tensile forces in the contacts (as in section VI.C)
2. rearrangements of finite extent (*i.e.,* the ASD is no longer valid) between equilibrium position of assemblies of spherical grains.
Let us illustrate these different behaviours on the simple example of fig. 10 (section VI.C).
Starting from an equilibrium configuration in which the external force on disc $`1`$, in contact with $`2`$ and $`3`$, is vertical, let us gradually increase its horizontal component $`F_x`$. We first discuss the problem within the ASD. It is then a particular example of $`𝒫_1`$ discussed in section VII, a linear optimization problem with two unknowns (the coordinates of disc 1). In fact, the simplex within which potential energy $`W`$ has to be minimized is exactly the one that was shown on fig. 9. Points A and B on that figure are respectively the equilibrium positions of the center of disc $`1`$ when it is in contact with $`2`$ and $`3`$, and with $`3`$ and $`4`$. Changes from one position to the other happen when the direction of $`𝐅`$ is orthogonal to that of segment AB. One may monitor the abscissa of the mobile disc, $`x`$, which, as presented on fig. 21, is related to loading parameter $`Q=\frac{F_x}{F_y}`$ *via* a step-like function.
In analogy with this problem of rigid grains, one may build a system of rigid cables (resisting tension, but not compression), which, if treated within the ASD, yields exactly the same simplex of accessible configurations, the same optimization problem ($`𝒫_1`$) as that of fig. 9. This system of cables is shown on fig. 22. Node $`1`$ is now tied to $`2`$, $`3`$, and $`4`$, by cables that are slightly longer than the common distance between $`2`$ and $`3`$, and between $`3`$ and $`4`$.
Outside the ASD, the potential minimization problem for the system of cables is no longer a linear optimization problem, but, according to the general properties discussed in section VIII, is still a convex problem. In the plane of the coordinates of node $`1`$, the simplex of fig. 9 changes into a domain limited by curved faces, as shown on fig. 23. The curvature of the faces being oriented inwards, this domain of accessible configuration is convex.
When the orientation of force $`𝐅`$ is such that, on fig. 23, the direction of constant potential energy lines lies between those of tangents to the accessible domain in $`A`$ and $`B`$, the equilibrium position is a point on arc $`AB`$, and only one cable is taut, the one joining $`1`$ to $`3`$. In this case, the motion along arc $`AB`$ is a mechanism, but stability is maintained, just like in the example of fig. 11. There is still a one-to-one correspondence between $`Q=\frac{F_x}{F_y}`$ and $`x`$, as shown on fig. 24. As the difference between cable lengths and distances 2-3 and 3-4 decreases, displacements get smaller and smaller. The difference $`Q_BQ_A`$ tends to zero, the curvature of the accessible region boundary on fig. 23 vanishes, and the curve of fig. 24 approaches the ASD case, fig. 21.
Over a finite interval between $`Q_A`$ and $`Q_B`$, the force-displacement relationship is a smooth function, unlike the stepwise dependency shown on fig. 21 (corresponding to the limit of very small motions).
Let us now deal with the system of fig. 10 (with rigid, impenetrable discs and frictionless contacts that do not resist tension) *outside the ASD*. The accessible domain in the coordinate plane is, as opposed to the previous cases, no longer convex, as shown on fig. 25.
The upper limit $`Q_A`$ of the $`Q`$ interval for which position $`A`$ is stable is now larger than the lower limit $`Q_B`$ of the $`Q`$ interval for which position $`B`$ is stable. Because of this *bistability* for $`Q_BQQ_A`$, the $`Q`$ versus $`x`$ relation now exhibits hysteresis, as shown on fig. 26.
As shown in section VI.C, contact law 25, that allows for some bounded tensile forces in the contacts, is such that both equilibrium positions $`A`$ and $`B`$ will be simultaneously possible for some values of $`Q`$, in the system of fig. 10. $`Q`$ then varies with $`x`$ exactly as shown on fig. 26, with $`Q_A=\frac{1}{\sqrt{3}}+\frac{f_0}{F_y}`$ and $`Q_B=\frac{1}{\sqrt{3}}\frac{f_0}{F_y}`$.
One may note, however, that the plasticity due to cohesion of finite strength differs from the one due to geometric rearrangements in the two following respects.
* With contact law 25, plasticity does not disappear in the limit of small motions (when the ASD becomes valid).
* It is sensitive to the *magnitude* of external forces, not only on their *direction*. The figure analogous to 26, in the ($`Q=\frac{F_x}{F_y}`$, $`x`$) plane, now depends on the value of $`F_y`$. When $`F_y`$ is very much larger than $`f_0`$, the cohesive strength of contacts might be neglected, and vanishes as a source of plastic dissipation.
It might be expected, on going, from the elementary example dealt with in this section, to larger and larger systems, that curves like fig. 26, forces (like $`F`$) averaging to stresses and displacements (like $`x`$) to strains, will gradually look like fig. 20. In larger systems, the curve of fig. 26 will look like a staircase. Presumably, as the system size increases, the number of the steps, and their amplitude, if expressed in terms of intensive quantities, will tend to zero. Then the smoothness of the curves sketched on fig. 20 *might* be recovered in the thermodynamic limit. Whether it actually *will* is of course not obvious a-priori, a careful statistical analysis CRprep is required. In the case of systems treated within the ASD, each step of the resulting staircase will be retraced back and forth, without any irreversibility. Such models can be expected to share the properties of the lattice system of ref. JNR97b and paragraph VII.B.8, in which the staircase does indeed approach a smooth stress-strain curve in the thermodynamic limit. (But this curve is unique, one cannot obtain fig. 20 in such a case).
The difference between plasticity of cohesive and non-cohesive grains that was pointed out above is reminiscent of the difference in the behaviour, under growing hydrostatic pressure, of sands and clays Muirwood . As the magnitude of the load increases (but its direction is fixed), the level of plastic deformation in the cohesive material (clay) is much higher than in the non-cohesive one (sand).
It is also interesting to note that some theories of friction between solid surfaces CV97 are, just like the mechanisms for *internal* friction that we invoke here, based on the history-dependent selection of one among several possible stable equilibrium configurations.
### IX.3 Consequences of isostaticity.
We focus here on systems of frictionless, cohesionless and rigid spheres (the contact law being 21) in equilibrium under a given load, for which it was shown, in two steps (sections VI and VIII), that the force-carrying backbone is an isostatic structure. We discuss some specific consequences of this property. In the simple example treated in subsection B just above, both equilibrium configurations A and B correspond to isostatic contact structures, and it is easy to predict for which value of the loading parameters the system will change from one to the other. Exploiting the isostaticity property, we will show here that such a prediction can, to some extent, be done in an arbitrary system.
In this subsection, we only consider the backbone, ignoring the rest of the system. We suppose that grains have been renumbered, so that index $`\mu `$, with $`1\mu N_f`$ only label the degrees of freedom of objects that belong to the backbone. We shall also adopt the convention that the whole backbone does not move as a rigid body (thus excluding the $`k_0`$ corresponding degrees of freedom from the list). Likewise, $`1lN`$ here only labels the force-carrying contacts ($`N=N_f`$).
#### IX.3.1 Response to perturbations, without rearrangement.
Isostaticity of the whole structure means that matrix $`G`$, and its tranpose $`G^T`$ are square and have an inverse. Not only are equilibrium forces, given the load, uniquely determined, but it is also possible to predict how small external force increments (on the backbone) will be distributed in the existing contacts. Changing the load from $`(F_\mu ^{ext})_{1\mu N_f}`$ to $`(F_\mu ^{ext}+\delta F_\mu ^{ext})_{1\mu N_f}`$ will result, in contact $`l`$, in force increment $`\delta f_l`$, given by (summation over repeated indices implied)
$$\delta f_l=(G^T)_{l\mu }^1\delta F_\mu ^{ext}=G_{\mu l}^1\delta F_\mu ^{ext}.$$
(49)
The backbone being rigid, this change in forces does not entail any displacement: $`u_\mu =0`$ for each $`\mu `$. This correctly describes the mechanical response of the granular assemblage as long as all contacts forces remain positive. This should be the case, in a finite system, for sufficiently small perturbations of the initial load.
#### IX.3.2 Dual response of velocities to bond length variations.
Parallel to the one-to-one correspondence between contact forces and external loads expressed by eqn. 49, is the inversible linear mapping between velocities and relative normal velocities in the contacts. There is no compatibility condition in the absence of hyperstaticity, and one may impose arbitrary values to relative normal velocities $`(\delta V_l)_{1lN}`$ for the whole list of contacts. The resulting velocities of the spheres are then (summation over $`l`$ implied) :
$$V_\mu =G_{\mu l}^1\delta V_l.$$
(50)
On comparing to 49, it appears that the same matrix element $`G_{\mu l}^1`$ is both equal to the force increment in contact $`l`$ created when a unit external force is exerted on the coordinate $`\mu `$ on the one hand, and to the velocity coordinate $`\mu `$ when $`\delta v`$ is equal to one in contact $`l`$ and to zero in all other contacts, on the other hand. Such a symmetry in response functions was remarked by Moukarzel MO98b , who derived it by different means.
#### IX.3.3 Response to perturbations: structural rearrangements.
The particular form of mechanical response expressed by eqn. 49, in which no motion occurs and the load increment is supported by the initially existing contacts, ceases to be relevant as soon as negative contact forces appear. In the case of a two-parameter loading mode, such as the biaxial experiment at constant $`p`$, in which $`q`$ is gradually increased from its initial value $`q=0`$, one may write in each contact $`l`$
$$f_l=\beta _lp+\gamma _lq,$$
where $`\beta _l`$ and $`\gamma _l`$ are, due to isostaticity, geometrically defined coefficients. In general one finds that some of the $`\gamma _l`$ are negative. Let us denote as $`L^{}`$ the set of such contacts. The load will no longer be supported as soon as $`q`$ reaches the value
$$q_{max}=\underset{lL^{}}{\mathrm{min}}\frac{\beta _l}{\gamma _l}p.$$
(51)
For larger $`q`$’s, the theorem of virtual power shows that it is possible to decrease the potential energy upon opening the contact $`l_0`$ for which the minimum in the right-hand-side of 51 is reached, all other contacts remaining closed. The system will then rearrange, until a new set of contacts is created, such that the new load $`(p,q)`$ is supported with positive contact forces. If one uses the ASD to describe this motion, then, within this approximation, the new list of contacts, as shown in section VI, is entirely determined by the sole system geometry, as the solution to a simplex problem. Outside the ASD, the new equilibrium state, after the system rearranges, might depend on specific dynamical laws. In general, the range of validity of the ASD and the influence of the dynamics are to be tested, in experiments or, perhaps more easily, in numerical simulations. However, we have just shown, in fact, that *the direction of velocities at the beginning of the rearrangement* is determined by purely geometrical conditions, at least if $`l_0`$ is unique: to find those directions, just impose $`\delta V_{l_0}=1`$ (thus opening contact $`l_0`$), and $`\delta V_l=0`$ for any $`ll_0`$, from which all velocity components are deduced as $`v_\mu =G_{\mu l_0}^1`$, from equation 50.
Simulations of disordered systems of discs CR99 suggest that $`l_0`$ is generically unique, except in situations when the opening contacts involve a cluster of d+1-coordinated spheres in d dimensions. Examples of such clusters are sets of discs 8, 19 and 2, or 6 and 15, or 12 alone on figure 3. It is easily realized that once one contact force involving *e.g.,* disc 8 is known, then all contact forces involving discs 8, 19, or 2 are also known, and proportional to the first one. Thus, they all vanish simultaneously. This means that all matrix columns $`(G_{\mu l}^1)_{1\mu N_f}`$ are proportional to one another for all indices $`l`$ that label contacts of d-spheres belonging to the same d+1-coordinated cluster. Returning to the determination of the motion when the load ceases to be supported by the initial list of contacts, it follows that even though, in such a case, several contacts, involving the same cluster of d+1-coordinated spheres, may simultaneously open, the uniqueness of the initial velocities, up to a common amplitude factor, is preserved for all spheres that do not belong to the said cluster.
#### IX.3.4 Fragility.
When a rearrangement occurs after a load increment, the mechanical response of the granular assembly, unlike the one expressed by equation 49, involves both force changes *and* displacements. It depends on the possibility of closing contacts that are not present in the initial equilibrium configuration. This geometric information is not contained in matrix $`G`$, which only depends on the network of initially existing contacts. One could thus study a second type of response to perturbations, that involves displacements. To see which of the two kinds of response is more relevant for the macroscopic mechanical behaviour, one has to impose perturbations that possess some macroscopic meaning, such as changes of $`q`$ in a biaxial experiment. Then, assuming, to fix notations, $`q`$ is increased from zero, two cases need be considered. Either the thermodynamic limit of $`q_{max}`$, as defined in 51, is positive, or it is equal to zero. In the first case, there exists a finite interval of stress for which no motion occurs in the continuum limit, and the mechanical response discussed in the preceding paragraphs in terms of the sole matrix $`G`$ is macroscopically relevant. In the second case the granular material might be appropriately termed *fragile*, since, in the thermodynamic limit, arbitrarily small macroscopic perturbations provoke rearrangements of the contact structure. Then, any macroscopic mechanical experiment involves displacements, the sole knowledge of one network of contacts that corresponds to a given value of the loading parameters is not sufficient. The response expressed by the sole matrix $`G`$ is not the macroscopically relevant one.
Our simulations of frictionless rigid discs JNR97b ; CR99 ; CRprep show that such systems are indeed fragile in this sense.<sup>6</sup><sup>6</sup>6The fragility property is in fact contained in the results stated in paragraph VII.B.8, as any stress increment, however small, that is not parallel to the preexisting stress, entails some additional strain in the thermodynamic limit.
#### IX.3.5 An algorithm to compute a sequence of equilibrium configurations.
This suggests the following procedure to determine the sequence of equilibrium states reached by an assembly of rigid, frictionless, cohesionless spheres under varying load (p,q), without resorting to *any* dynamical parameter (without introducing any inertia, or mechanism of dissipation).
* 1) Starting from an equilibrium configuration, increase loading parameter q until contact force $`f_{l_0}`$ vanishes.
* 2) Move grains in the direction determined by the opening of contact $`l_0`$, the others remaining closed. Keep the same prescription for the grain trajectories as for the initial velocities, taking into account the rotation of vectors $`𝐧_{ij}`$, until some new contact $`l_1`$ is created, such that the new contact list, replacing $`l_0`$ (now open) by $`l_1`$, defines an isostatic structure.
* 3) If, in the new contact structure, the contact forces that balance the load are all positive, a new equilibrium state, corresponding to the new load, has been reached: one may go back to step 1) and further increase q. Otherwise, some contact forces are negative. Pick up the one with the highest tensile force, call it $`l_0`$ and go back to step 2), with the new contact list.
This algorithm has been implemented by G. Combe and the present author CR99 . We propose to name it the ‘geometric quasi-static method’ (GQSM). It does involve arbitrary ingredients: there is no reason to forbid other openings of contacts once interstice $`h_{l_0}`$ has reached a finite positive value. Its great advantage is the possibility to compute trajectories from the sole knowledge of the system geometry.
The system evolution, under a varying load, appears as a sequence of equilibrium states that are separated by ‘jumps’ or rearrangements, in which the list of active contacts is altered. In a phase of equilibrium, the forces are carried by a minimum list of contacts. In a phase of motion, normal relative velocities, among the whole bond list, are localized on *one* bond (several if a structure – a list of bonds– larger than the contact structure, is considered). Both *maximum localization phenomena* are related to geometric constraints.
The predictions of the GQSM algorithm were compared with those of other methods that resort to dynamical models (and, as argued in the introduction, also involve arbitrary, non-physical features). The results will be presented elsewhere. As mentioned above, mechanical properties, at the level of individual trajectories in configuration space, cannot be expected, outside the ASD, to be uniquely determined. However, in view of the important role of the geometry, which determines exactly the value of the loading parameters for which system should rearrange and the direction of the initial velocity vector, it can be hoped that the statistical properties of such trajectories that are relevant for the macroscopic laws will present little dependence on dynamical features of the system (such as masses or dissipative shock laws).
#### IX.3.6 Rearrangements within the ASD.
Within the approximation, as the equilibrium state corresponding to a given load is unique, there is no need to resort to an incremental approach. If one however does so, then the whole rearrangement event is geometrically determined. It can be computed with the GQSM as presented above. Then, it will be observed, on performing step 3) of the algorithm, that the new contact structure, as soon as a new contact is created, supports the load with only positive contact forces. Thus, unlike in the general case CR99 , no cascade of successive rearrangements occurs in step 3). Rearrangements are simpler events in which one element of the contact structure is replaced by another.
Let us prove this statement.
Let $`S_0`$ denote the old list of contacts, and $`S_1`$ the new one. Both structures are isostatic, and for any given load one can find unique values of both sets of bond forces $`(f_l)_{lS_0}`$ and $`(f_l)_{lS_1}`$ that ensure equilibrium. In the following members of these two sets, in order to distinguish them, are written down with a superscript: $`f_l^{(0)}`$ and $`f_l^{(1)}`$ respectively denote the force carried by bond $`l`$, as computed with structure $`S_0`$ and with $`S_1`$.
Recalling also the notations of the preceding paragraph, $`S_1`$ is equal to $`S_0`$, deprived of contact $`l_0`$, to which contact $`l_1`$ is added. When the value $`q_{max}`$ of the loading parameter is reached, $`f_{l_0}^0`$ has decreased to zero. This means that, exceptionally, the smaller structure $`S_0\{l_0\}=S_1\{l_1\}`$ can support the load, and one has $`f_{l_1}^{(1)}`$, while $`f_l^{(1)}=f_l^{(0)}`$ for each $`lS_0\{l_0\}`$. As we assume, for simplicity, that contact forces reach zero separately, there exists a finite range of positive increments $`\delta q`$ such that one has $`f_{l_0}^{(0)}<0`$, while $`f_l^{(0)}>0`$ for $`lS_0\{l_0\}`$, for $`q=q_{max}+\delta q`$. Likewise, reducing the $`\delta q`$ interval if needed, we require the condition $`f_l^{(1)}>0`$ for $`lS_1\{l_1\}`$.
We now pick up one such value of $`q`$, and evaluate the variation $`\delta W`$ of the potential energy (that corresponds to this value of $`q`$) in the rearrangement.
On the one hand, one may obtain $`\delta W`$ on applying the theorem of virtual work to structure $`S_0`$. As contact $`l_0`$ has opened, the corresponding relative normal displacement is negative: $`\delta u_{l_0}<0`$, while $`\delta u_l=0`$ for each $`ll_0`$. Therefore, because $`f_{l_0}^{(0)}<0`$, one has
$$\delta W=f_{l_0}^{(0)}\delta u_{l_0}<0.$$
On the other hand, one may obtain $`\delta W`$ on applying the theorem of virtual work to structure $`S_1`$. As contact $`l_1`$ has closed, the corresponding relative normal displacement is positive: $`\delta u_{l_1}<0`$, while $`\delta u_l=0`$ for each $`ll_1`$. Therefore, because $`\delta W=f_{l_1}^{(1)}\delta u_{l_1}<0`$, one has
$$f_{l_1}^{(1)}>0.$$
Thus, the new contact structure supports the load with positive contact forces as soon as $`q>q_{max}`$, and a new stable equilibrium state has been reached.
In the general case, we stressed the difference between the mechanical response of the granular system without rearrangement, which can be deduced from the geometry of the contact structure, *via* matrix $`G`$, and the mechanical response involving some rearrangement, the determination of which requires some additional prescription (such as that of the GQSM) to move the particles.
This difference is much less important within the ASD: as the matrices $`G`$ pertaining to either structure do not change in the motion, all displacement coordinates will simply be found as follows:
$$u_\mu =h_{l_1}G_{\mu l_1}^1,$$
(52)
where $`h_{l_1}`$ denotes the initial opening of contact $`l_1`$ and the matrix $`G`$ is that of structure $`S_1`$.
Equations 50 and 52 only differ by a scale factor, interstice $`h_{l_1}`$. There is nothing especially singular in the distribution of open interstices in dense granular systems at equilibrium. So, it can be expected that macroscopic averages corresponding to both response functions, 50 and 52, are proportional to one another. Moreover, the response without rearrangement, expressed by 50, is the same with and without the ASD.
In the following subsection, we derive explicitly the form of the macroscopic response function to small increments in applied external forces, in the case of the triangular lattice model. These are large scale averages of (combinations of) microscopic responses expressed by eqn. 52.
We shall therefore speculate that the results to be derived below, for the form of such macroscopic Green’s functions, are also valid for the average of response functions without rearrangements in general.
### IX.4 Macroscopic response of the triangular lattice model.
In the model system studied in ref. JNR97b , the results of which are recalled in paragraph VII.B.8, it is possible to find the form of macroscopic equations to be solved when a small density of external forces $`\delta 𝐟^{ext}`$ is superimposed over an initial equilibrium state.
To do so, one just needs to translate the properties stated in paragraph VII.B.8 in incremental form.
First, let us impose, without loss of generality, a few conditions on function $`f`$ defined in 45. It is convenient to choose a symmetric function of $`ϵ_{\alpha \beta }`$ and $`ϵ_{\beta \alpha }`$, the derivation in 46 being taken regarding both strain components as independent variables.
Then, defining, in $`\underset{¯}{\underset{¯}{ϵ}}`$ space, a norm $`\underset{¯}{\underset{¯}{ϵ}}`$ by
$$\underset{¯}{\underset{¯}{ϵ}}^2=\underset{¯}{\underset{¯}{ϵ}}:\underset{¯}{\underset{¯}{ϵ}}=ϵ_{11}^2+2ϵ_{12}^2+ϵ_{22}^2,$$
one may enforce (replacing $`f`$ by $`f/f`$) the condition:
$$f=1,$$
(53)
everywhere on $`\mathrm{\Sigma }`$.
One starts from an equilibrium state in which the stress field, $`\underset{¯}{\underset{¯}{\sigma }}`$, is assumed to stay strictly inside the supported range, defined by inequalities 42, everywhere in the system. This initial state is also characterized by a displacement field $`𝐮_0`$ and a strain tensor field $`\underset{¯}{\underset{¯}{ϵ}}`$ (everywhere on $`\mathrm{\Sigma }`$, and abiding by 46), the origin being defined by the reference state (the undisturbed regular lattice of spacing $`a`$). One then looks for the stress increment field $`\underset{¯}{\underset{¯}{\delta \sigma }}`$, displacement increment field $`𝐮`$ and strain increment field $`\underset{¯}{\underset{¯}{\delta ϵ}}`$ that result from the application of $`\delta 𝐟^{ext}`$. The problem is dealt with to first order in any of these quantities, that are linear in $`\delta 𝐟^{ext}`$, assumed small.
Let us define
$$A_{\alpha \beta \gamma \delta }=\frac{^2f}{ϵ_{\alpha \beta }ϵ_{\gamma \delta }},$$
a fourth-order tensor that depends on $`\underset{¯}{\underset{¯}{ϵ}}`$. One has, upon differentiating the macroscopic law
$$\sigma _{\alpha \beta }=\lambda \frac{f}{ϵ_{\alpha \beta }},$$
the decomposition of stress increments as
$$\delta \sigma _{\alpha \beta }=\delta \sigma _{\alpha \beta }^{(1)}+\delta \sigma _{\alpha \beta }^{(2)},$$
with (summation over repeated indices)
$$\delta \sigma _{\alpha \beta }^{(1)}=\lambda A_{\alpha \beta \gamma \delta }\delta ϵ_{\gamma \delta },$$
and $`\delta \sigma _{\alpha \beta }^{(2)}=\frac{\delta \lambda }{\lambda }\sigma _{\alpha \beta }`$.
Condition 53, yields, by derivation,
$$A_{\alpha \beta \gamma \delta }\frac{f}{ϵ_{\alpha \beta }}=0,$$
whence the orthogonality between $`\sigma `$ and $`\delta \sigma ^{(1)}`$. Since $`\underset{¯}{\underset{¯}{ϵ}}`$ must remain on $`\mathrm{\Sigma }`$, $`\delta ϵ`$ is also orthogonal to $`\sigma `$.
In view of the symmetry of the stress tensor and of the conditions imposed on function $`f`$, tensor $`A`$ satisfies the following symmetries:
$$A_{\alpha \beta \gamma \delta }=A_{\beta \alpha \gamma \delta }=A_{\alpha \beta \delta \gamma }.$$
Because it is a second-order derivative, one also has:
$$A_{\alpha \beta \gamma \delta }=A_{\gamma \delta \alpha \beta }.$$
Tensor $`A`$ is thus endowed with the same symmetry properties as a tensor of elastic constants (or of viscosity coefficients).
We have seen that it might be viewed as a linear operator within the space of symmetric second-order tensors that are orthogonal to $`\underset{¯}{\underset{¯}{\sigma }}`$, or, in other words, within the tangent plane to surface $`\mathrm{\Sigma }`$ in strain space. Because of the strict convexity of $`𝒟`$, this operator is *positive definite* (this is easily realized, as the curvature of $`\mathrm{\Sigma }`$ is turned inwards).
Transforming the equilibrium equation into one for the unknowns $`𝐮`$ and $`\delta \lambda `$, using 43, one obtains ($`_\alpha `$ denoting a derivative with respect to coordinate $`\alpha `$)
$$_\beta \left[\lambda A_{\alpha \beta \gamma \delta }_\delta u_\gamma \right]_\beta \left(\frac{\delta \lambda }{\lambda }\sigma _{\alpha \beta }\right)+\delta f_\alpha ^{ext}=0,$$
(54)
while the displacement field should satisfy
$$\sigma _{\alpha \beta }_\beta u_\alpha =0.$$
(55)
Equations 54-55, supplemented by suitable boundary conditions, define, because of the positive-definiteness of operator $`A`$, an elliptic boundary value problem. The solution is unique provided 2 conditions (in 2D) involving $`𝐮`$ and/or its normal derivatives are specified everywhere on the system boundary.
We now turn to the situation when the initial stress field is a uniform hydrostatic pressure:
$$\sigma _{\alpha \beta }=P_0\delta _{\alpha \beta },$$
with a position-independent pressure $`P_0`$. In view of condition 53 on $`f`$, it should be noted that $`\lambda `$ coincides with $`P_0\sqrt{2}`$ in this case. The corresponding tangent space to $`\mathrm{\Sigma }`$ is the space of traceless tensors.
In general, tensor $`A`$ reflects the common symmetries of the material (the triangular lattice) and the stress tensor. In this particular case, it will possess all the symmetries of the regular triangular lattice. The tensor of elastic constants, in that case LLel , has the same symmetries as in an isotropic medium. Because it operates within the space of traceless tensors, tensor $`A`$ reduces to a scalar $`K`$: one has, for any traceless strain increment,
$$A_{\alpha \beta \gamma \delta }\delta ϵ_{\gamma \delta }=K\delta ϵ_{\alpha \beta }.$$
54 has become
$$KP_0\sqrt{2}^2𝐮(\delta P)+\delta 𝐟^{ext}=0,$$
while 55 now states that the displacement field should be divergenceless:
$$𝐮=0.$$
One recognizes the Stokes problem for viscous incompressible flow, in which the displacement replaces the velocity field, the product $`KP_0\sqrt{2}`$ plays the role of the shear viscosity, and $`\delta P`$ is a pressure field to be determined on solving the full boundary value problem.
Green’s functions for the Stokes problem can be found, *e.g.*, in HS80 . In an infinite 2D medium, the velocity field varies logarithmically with the distance to the point where a concentrated force is applied.
### IX.5 Discussion.
From the results just above, it can be concluded that the form of the macroscopic equations ruling the displacement field created by a small perturbation to a pre-stressed granular sample in equilibrium should be elliptic, provided the microscopic rearrangements are dealt with within the ASD.
From the discussion at the end of paragraph IX.C.6, we expect that operator $`G^1`$, in the general case, also averages macroscopically as the Green function of an elliptic second-order partial-differential operator. One may obtain a suitable macroscopic average on taking, *e.g.,* the mean of all matrix elements $`G_{\mu l}^1`$ for which the vector pointing from bond $`l`$ to the center of the grain which coordinate $`\mu `$ belongs to is in some prescribed small neighbourhood of a given vector.
$`G^1`$ rules the response without rearrangement. The general –and, in view of the fragility property, most relevant– case of mechanical response involving rearrangements outside the ASD appears to involve more geometric information than the one contained in matrix $`G`$: it could be observed CR99 that step 3) of the GQSM algorithm introduced in paragraph IX.C.5 could involve a long sequence of elementary rearrangements replacing one contact by another. Unlike the distribution of open gaps between adjacent particles, that of the magnitude of such complex rearrangements can be quite wide and might significantly affect the macroscopic response in terms of dispacements. This will be studied in a forthcoming publication. In the case of a disordered granular assembly, no small parameter, like the level of polydispersity of discs in the triangular lattice model, is available to control the validity of the ASD. As found in section VIII, stable equilibrium states of frictionless discs or spheres are especially scarce in configuration space, as full rigidity is required. Outside the ASD, impenetrability constraints do not limit a convex accessible domain of configuration space. Whereas the route from one equilibrium state to another, within the ASD, can be straight, it might have to follow a long and tortuous path outside the approximation. (The ASD amounts to simplify this complex geometry, straightening up local curvatures, etc…)
Interestingly, Tkachenko and Witten TW99 , following a suggestion by Alexander SA98 , speculated that, as a consequence of the isostaticity property, the mechanics of frictionless sphere packings should be described, at the continuum level, by laws of the type proposed in refs. WCC97 ; CWBC98 : the response to perturbating force fields satisfies *hyperbolic* partial differential equations. From considerations on the floppy modes that appear within a subsystem that is isolated from the rest of the sample, they derive a similar directional structure for matrix $`G^1`$ as for the macroscopic response in such theories: in a sample limited by a free surface in the upwards direction, force perturbations are not felt above the point where they are introduced.
Although we do not venture here to speculate on the form of macroscopic equations that rule the mechanical response with rearrangements in a general, disordered system for which the ASD might not be valid, our conclusions above do go far enough as to clearly contradict the ones of TW99 , since those are concerned with the same object (operator $`G^1`$).
An explanation for this discrepancy could be that Tkachenko and Witten mainly based their conclusions on the observation of packings (numerically) obtained by sequential deposition algorithms under gravity.
When the stress tensor approaches the boundary of the region of supported loads (*i.e.,* when one of the conditions in 42 is almost an equality) one can observe JNR97b , for the triangular lattice model, that the list of force-carrying contacts approaches a limit that comprises all the bonds parallel to two of the three lattice directions, and none of the bonds parallel to the third. The topology of the backbone thus approaches that of a square lattice. In this particular case TW99 , it is easy to check that a description in terms of *force propagation*, involving hyperbolic equations, applies. The marginally supported stress states of this model are the analog of the Coulomb condition for an isotropic medium. When the Coulomb criterion is everywhere satisfied as an equality, the material is everywhere on the verge of plastic failure, and it has long been known (and exploited for the evaluation of critical loads VS65 ) that the macroscopic equations are of the hyperbolic type. This situation has been termed ‘incipient failure everywhere’ (IFE) in WCC97 ; CWBC98 .
One may conjecture that deposition algorithms VB72 ; MJ87 will systematically produce internal states close to IFE. Specifically, we expect sequential deposition under gravity to result in the ‘active’ Rankine state, in which the pressure on the lateral walls is barely sufficient to contain macroscopic plastic flow of a horizontal granular layer sumitted to its own weight. In the case of discs with a small or moderate polydispersity in 2D, the deposition algorithms do in fact produce networks of force-carrying contacts that are very close to the limiting states of the triangular lattice model (a deformed square lattice).
Therefore, we suspect that Tkachenko and Witten’s arguments only apply to those particular cases of limit states or IFE.
There are, apart from the arguments put forward in TW99 , other aspects on which the general properties we have been discussing as well as the numerical results obtained on the triangular lattice model appear at odds with the assumption of a direct relationship between stress components, and related theories. Leaving a more complete discussion to subsequent work, let us merely point out that the nature of the boundary conditions has dramatic effects if the macroscopic equations are hyperbolic. In fact, if a rigid boundary transmitting a stress is replaced by a distribution of external forces imposed independently on the grains that are close to the edge, such theories predict this change to significantly affect the whole system (which has lost its rigidity). In our experience OR97b ; Sofiane , some rearrangement does occur, but its effects are confined to a boundary layer of finite depth.
We also note that our results disagree with some of Moukarzel’s MO98a ; MO98b , predicting perturbations due to a localized force to increase *exponentially* with distance. Although his results are very accurate and were obtained on very large systems, the *propagative* nature of forces, which can be calculated from ‘top’ to ‘bottom’ in a single sweep, is an explicit ingredient of his model, that was adapted from the one of HHR97 . Our results on the triangular lattice model disagree with his because this very large effect of force perturbations (or, equivalently – see 49 and 50– of bond length variations) would cause the level of distortion of the regular lattice, due to the polydispersity of discs, to increase very fast with the system size. Rather, we observed it to approach a finite thermodynamic limit. Once again, we suspect that the very peculiar properties obtained in these studies stem from the consideration of a special case in which forces happen to possess a propagative nature.
Finally, the (provisional) conclusion we propose here is, as already mentioned in section VIIE, that the rigidity of the grains and the isostaticity property do not *necessarily* entail very special, critical or singular macroscopic mechanical properties. Moreover, we expect – as systems dealt with within the ASD exhibit the same kind of elasticity as networks of rigid cables – that if unusual, exotic properties exist, then they are related to the displacements (the rearrangements) rather than the network of forces (or the operator $`G`$ attached to it).
## X Conclusion and perspectives.
Let us first briefly summarize the main results presented in this paper.
Specializing to frictionless grains, and assuming that granular packings, under slowly varying sollicitations, tend to stable equilibrium states, we have shown that geometry determines, to a large extent, the mechanical behaviour of such materials.
Spatial arrangements of granular packings in equilibrium under a given load are quite specific points in configuration space. Rigid grains that only exert normal contact forces on one another, once submitted to a supported load, will generically pack in such a way that the problem is isostatic, *i.e.,* there is no indeterminacy of forces. The value of all contact forces is determined by equilibrium equations and the geometry of the contact structure. This yields a rigourous upper bound on the contact coordination number of any packing of rigid grains. These properties hold for compressive or tensile contact forces. Contact structures, in equilibrium, are not always rigid, especially (but not exclusively) in the case when contacts can sustain tensions. Even if loose particles, that carry no force, are discarded from the count, the upper bound on the coordination number might not be reached.
If the packing is such that the approximation of small displacements might be well justified, in particular in the case of regular arrangements on lattices, stronger properties were established, provided the problem can be coped with in the framework of convex optimization theory (which requires the definition of a potential energy, thus excluding finite strength cohesion). Then
* Not only the forces once the contact structure is known, but the force-carrying structure itself is entirely determined by the system geometry.
* Grain positions are also determined, apart from possible ‘floppy mode’ motions, of bounded amplitude, that do not affect the value of the potential energy.
* Displacements from the reference configuration on the one hand, and *contact forces on the other hand* are the solutions to two optimization problems in duality.
* For rigid grains, force-carrying structures are the exact analog of cost-minimizing directed paths in scalar transport problems.
Such situations are thus very attractive from a theorist’s point of view: the reduction of the mechanical problem to one of random geometry is complete, and analogies with other models of theoretical statistical physics (directed percolation, directed polymer in a random environment) can be drawn and exploited. However some important features of granular mechanics are absent: such systems are devoid of plasticity and hysteresis.
Pursuing the stability analysis beyond the ASD in the case of discs or spheres, we have shown that the force-carrying structure must be rigid if contacts do not withstand tension, because any floppy mode would imply instability. This entails that the force-carrying backbone in systems of rigid spheres is, generically, an isostatic structure, its coordination number is equal to $`2d`$ in dimension $`d`$.
Analogous systems of cables (that resist tension, but no compression), on the other hand, will generally keep some amount of floppiness, since mechanisms in the equilibrium state are all stable.
Assemblies of frictionless grains will, in general, exhibit internal friction, due to the multiplicity of stable equilibrium states corresponding to the same external load. This non-uniqueness might stem from the finite extent of rearrangements or from bounded cohesion forces.
If submitted to slowly varying loads, packings of rigid grains will evolve via a succession of jumps or crises separated by phases of rest. The isostaticity property implies, for a system of rigid frictionless spheres, that the concentration of forces is maximal during a phase of rest (forces cannot be carried by a strictly smaller set of contacts), and that the concentration of deformation is maximal at the beginning of a jump (there cannot exist a strictly smaller list of interstices in which relative normal velocities are not equal to zero).
Although the motion in a rearranging event depends on the actual granular dynamics, the forces during a phase of rest, and the direction of velocities at the beginning of motion, are geometrically determined.
Two kinds of response functions to force increments can be studied, depending on whether the perturbation provokes a change in the contact list. Some recent studies of response functions, without rearrangement of the grains, were discussed and we argued that some of their conclusions might be specific to sequential deposition models, in which forces can be propagated along a preferred direction. The fragility of frictionless granular assemblies in the thermodynamic limit implies however that macroscopically meaningful perturbations always involve some amount of rearrangement.
The results of the present article suggest both general perspectives and specific problems, to be dealt with in future work.
An important feature of granular materials is the sparsity, in configuration space, of equilibrium configurations. Those, especially for rigid grains, have very specific characteristics. Moreover, they are generally suitable for *one* particular load. In such circumstances, it might not be adequate to choose *first* one specific geometric arrangement and contact structure, built, *e.g.,* by some convenient algorithm that respects impenetrability conditions, and *then* to apply external forces and see how they could be balanced by contact forces. The list of active contacts is itself chosen according to the external load. Many recent studies were devoted to the way forces distribute among a fixed list of contacts, and to the ensuing statistics of contact force values. Although models along these lines might capture *some* of the physics, they ignore displacements. Displacements, as our results have amply shown here, are always part of the problem. The very definition of a force requires the consideration of some amount of displacement. A normal reaction force in the frictionless contact between two rigid objects is a geometrically defined quantity, a Lagrange parameter associated with an impenetrability constraint in configuration space. Large assemblies of frictionless rigid grains are fragile: tiny load increments will be associated with rearrangements of the contact structure. If one wishes to understand the macroscopic mechanical behaviour of granular systems and its relationship to grain-scale phenomena, the question of the *magnitude* of such rearrangements, in which the system moves from an equilibrium state to another, is crucial.
Other, more specific questions, that are related to statistics and the continuum limit, naturally follow from the mechanical properties we have been presenting. When is the ASD is a good approximation, apart from lattice models ? Are the same states periodically revisited in cyclic sollicitations ? What will be the density and the effect of floppy modes in systems of non-spherical frictionless particles ? Will the staircase-like stress-strain curve approach a smooth limit when the system size increases ? To what extent are rearrangements sensitive to the actual dynamical rule ? Such problems would benefit from careful numerical simulations, and we shall address some of these questions in forthcoming publications.
The treatment of granular systems with friction could be tackled with a similar approach to the one developped here: one could investigate the range of stability of a given contact structure, as the load gradually varies, by purely static means. In the presence of friction, granular packings are also observed, in experiments and dynamic numerical simulations, to evolve by a succession of crises localized in time. We expect the geometry of the assemblage to dictate, to a large extent, the way such sudden motions are initiated.
It can be concluded that much of the promising prospects, as well as much of the difficulties ahead, in the study of mechanical properties of granular materials close to equilibrium, are in the understanding of the disordered, yet quite peculiar, geometry of large systems that adapt their contact network to sustain the load.
###### Acknowledgements.
The author wishes to thank J.-P. Bouchaud, X. Chateau, E. Clément, G. Combe, P. Dangla, M. Jean, J. Jenkins, J.-J. Moreau, S. Ouaguenouni, F. Radjai, J. Rajchenbach and J. Socolar for stimulating contacts and conversations. |
warning/0001/math-ph0001039.html | ar5iv | text | # The Moyal product is the matrix product
## Abstract
This is a short comment on the Moyal formula for deformation quantization. It is shown that the Moyal algebra of functions on the plane is canonically isomorphic to an algebra of matrices of infinite size.
1. Deformation quantization. Classical mechanical systems are mathematically described by symplectic manifolds, $`(M,\omega )`$, and their quantization is usually understood as a functor
$$(M,\omega )𝖺HilbertspaceH,$$
which comes together with an association
$$\begin{array}{c}𝖺functionf𝗈nM\\ \mathrm{`}\mathrm{`}classicalobservable\text{}\end{array}\begin{array}{c}𝖺noperator\widehat{f}\mathrm{E}ndH[[\mathrm{}]]\\ \mathrm{`}\mathrm{`}quantumobservable\text{}\end{array}$$
satisfying the conditions
* $`\widehat{1}=\text{Id}`$,
* $`\widehat{\{f,g\}}=lim_\mathrm{}0\frac{i}{\mathrm{}}\left(\widehat{f}\widehat{g}\widehat{g}\widehat{f}\right)`$,
* $`𝖼omplexconjugation\hat{}𝗍ransitiontotheadjoint`$,
where $`\{,\}`$ is the Poisson bracket,
$$\{f,g\}:=\omega ^1(df,dg).$$
Most symplectic manifolds arising in classical mechanics are total spaces of the cotangent bundles, $`(T^{}P,𝗌tandardsymplecticform)`$, to some $`n`$-dimensional configuration manifolds $`P`$, and the above association is often plagued with the ordering choice ambiguity.
Deformation quantization \[BFFLS\] offers a very different scheme in which the classical data, $`(C^{\mathrm{}}(M),\omega )`$, is mapped upon quantization to itself as a set but not as a ring. The usual commutative product of functions on $`M`$ gets replaced by a new deformed product,
$$f_{\mathrm{}}g=fg+\underset{n=1}{\overset{\mathrm{}}{}}\mathrm{}^nD^n(f,g),f,gC^{\mathrm{}}(M)[[\mathrm{}]],$$
which is supposed to satisfy the conditions,
* $`D_n`$ are $`[[\mathrm{}]]`$-linear bidifferential operators of finite total order,
* $`1_{\mathrm{}}f=f_{\mathrm{}}1=f`$,
* $`\{f,g\}=lim_\mathrm{}0\frac{1}{\mathrm{}}\left(f_{\mathrm{}}gg_{\mathrm{}}f\right)`$,
* $`(f_{\mathrm{}}g)_{\mathrm{}}h=f_{\mathrm{}}(g_{\mathrm{}}h)`$,
for all $`f`$, $`g`$ and $`h`$ in $`C^{\mathrm{}}(M)[[\mathrm{}]]`$. The deformed product is associative, but no more commutative. The above mentioned ordering choice ambiguity shows itself again, this time in the form of an equivalence relation among star products: $`_{\mathrm{}}_{\mathrm{}}`$ if there exist $`[[\mathrm{}]]`$-linear differential operators $`Q_n:C^{\mathrm{}}(M)C^{\mathrm{}}(M)`$ such that
$$Q(f_{\mathrm{}}g)=(Qf)_{\mathrm{}}(Qg),f,gC^{\mathrm{}}(M)[[\mathrm{}]],$$
where $`Q=\text{Id}+_{n1}Q_n`$.
The spectral theory of observables can be studied, within the deformation quantization framework, via the so-called star-exponentials \[BFFLS\].
2. The Moyal product. This is the simplest example of deformation quantization. The symplectic input is $`^{2n}`$ with its standard 2-form $`\omega =_{i=1}^ndx^idp_i`$ and the deformed product is given by the following formula<sup>1</sup><sup>1</sup>1Strictly speaking, we have to replace $`\mathrm{}`$ by $`i\mathrm{}`$ everywhere in this text to make things consistent with the usual physics conventions.,
$$f_{\mathrm{}}g:=e^{_{a=1}^n\frac{\mathrm{}}{2}\left(\frac{^2}{x^a\stackrel{~}{p}_a}\frac{^2}{p_a\stackrel{~}{x}^a}\right)}f(x^b,p_b)g(\stackrel{~}{x}^c,\stackrel{~}{p}_c)|_{\genfrac{}{}{0pt}{}{x^a=\stackrel{~}{x}^a}{p_a=\stackrel{~}{p}_a}}.$$
On the plane, $`^2`$, the Moyal product simplifies,
$$f_{\mathrm{}}g=\underset{n=0}{\overset{\mathrm{}}{}}\frac{\mathrm{}^n}{2^nn!}\underset{k=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n}{k}\right)(1)^k\frac{^nf}{x^{nk}p^k}\frac{^ng}{x^kp^{nk}}.$$
Quantum mechanically, this product corresponds to the Weyl (symmetric) ordering in the ring of observables $`C^{\mathrm{}}(^2)[[\mathrm{}]]`$. The equivalent product,
$`f_{\mathrm{}}g`$ $`:=`$ $`e^{\frac{\mathrm{}}{2}\frac{^2}{xp}}\left((e^{\frac{\mathrm{}}{2}\frac{^2}{xp}}f)_{\mathrm{}}(e^{\frac{\mathrm{}}{2}\frac{^2}{xp}}g)\right)`$
$`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{}^n}{n!}}{\displaystyle \frac{^nf}{x^n}}{\displaystyle \frac{^ng}{p^n}},`$
corresponds to the standard (non-symmetric) ordering.
From now on we assume that the symbols $`_{\mathrm{}}`$ and $`_{\mathrm{}}`$ stand for the products just defined. As the space of observables we take the formal ring, $`k[[x,p,\mathrm{}]]`$, where $`k`$ is a field containing rational numbers (for example $``$ or $``$).
3. Matrix algebra. Let $`^0`$ be the ring of non-negative integers, $`R`$ the algebra of formal power series $`k[[\mathrm{}]]`$ and $`I`$ the maximal ideal in $`R`$. Denote by $`𝖬at_{\mathrm{}}^{\mathrm{}}`$ the algebra of all matrices, $`(a_{ij})_{i,j^0}`$, such that
$$a_{ij}\{\begin{array}{cc}R,& \text{if}ij,\hfill \\ I^{ji},& \text{if}i<j.\hfill \end{array}$$
Pictorially,
$$𝖬at_{\mathrm{}}^{\mathrm{}}=\left(\begin{array}{cccccc}R& I& I^2& I^3& I^4& \mathrm{}\\ R& R& I& I^2& I^3& \mathrm{}\\ R& R& R& I& I^2& \mathrm{}\\ R& R& R& R& I& \mathrm{}\\ R& R& R& R& R& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)$$
This display makes it obvious that the usual matrix multiplication in $`𝖬at_{\mathrm{}}^{\mathrm{}}`$ is well-defined.
The algebra $`𝖬at_{\mathrm{}}^{\mathrm{}}`$ is freely generated as an $`R`$-module by the matrices, $`E_{a,b}`$, $`a,b^0`$, whose $`ij`$-th entry is, by definition, given by
$$(E_{a,b})_{ij}=\{\begin{array}{cc}\frac{(b+k)!}{k!}\mathrm{}^b,& \text{if}i=a+k,j=b+k,k=0,1,2,\mathrm{},\hfill \\ 0,& \text{otherwise}.\hfill \end{array}$$
One may check that their matrix product is given by
$$E_{a,b}E_{c,d}=\underset{n=0}{\overset{\mathrm{min}(b,c)}{}}\frac{\mathrm{}^nb!c!}{n!(bn)!(cn)!}E_{a+cn,b+dn}.$$
(1)
4. Proposition. There is a canonical isomorphism of associative algebras,
$$\varphi :(k[[x,p,\mathrm{}]],_{\mathrm{}})𝖬at_{\mathrm{}}^{\mathrm{}}$$
given on the generators as follows,
$$\varphi (p^ax^b)=E_{a,b}.$$
This result implies in turn the main claim of this paper.
5. Main Theorem. The Moyal algebra $`(k[[x,p,\mathrm{}]],_{\mathrm{}})`$ is canonically isomorphic to the matrix algebra $`𝖬at_{\mathrm{}}^{\mathrm{}}`$. On the generators, the isomorphism $`\psi `$ is given by
$$\psi (p^ax^b)=\underset{n=0}{\overset{\mathrm{min}(a,b)}{}}\frac{\mathrm{}^na!b!}{2^nn!(an)!(bn)!}E_{an,bn}.$$
6. Example. To see how it all works, let us consider two monomials, $`p`$ and $`x^2`$, with
$$p_{\mathrm{}}x^2=px^2\mathrm{}x.$$
We have
$$\psi (p)=E_{1,0}=\left(\begin{array}{cccccc}0& 0& 0& 0& 0& \mathrm{}\\ 1& 0& 0& 0& 0& \mathrm{}\\ 0& 1& 0& 0& 0& \mathrm{}\\ 0& 0& 1& 0& 0& \mathrm{}\\ 0& 0& 0& 1& 0& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)$$
and
$$\psi (x^2)=E_{0,2}=\left(\begin{array}{cccccc}0& 0& \frac{2!}{0!}\mathrm{}^2& 0& 0& \mathrm{}\\ 0& 0& 0& \frac{3!}{1!}\mathrm{}^2& 0& \mathrm{}\\ 0& 0& 0& 0& \frac{4!}{2!}\mathrm{}^2& \mathrm{}\\ 0& 0& 0& 0& 0& \mathrm{}\\ 0& 0& 0& 0& 0& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)$$
implying
$`\psi (p)\psi (x^2)`$ $`=`$ $`\left(\begin{array}{cccccc}0& 0& 0& 0& 0& \mathrm{}\\ 0& 0& \frac{2!}{0!}\mathrm{}^2& 0& 0& \mathrm{}\\ 0& 0& 0& \frac{3!}{1!}\mathrm{}^2& 0& \mathrm{}\\ 0& 0& 0& 0& \frac{4!}{2!}\mathrm{}^2& \mathrm{}\\ 0& 0& 0& 0& 0& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)`$
$`=`$ $`E_{1,2}`$
$`=`$ $`(E_{1,2}+\mathrm{}E_{0,1})\mathrm{}E_{0,1}`$
$`=`$ $`\psi (px^2)\mathrm{}\varphi (x)`$
$`=`$ $`\psi (p_{\mathrm{}}x^2).`$
Analogously,
$`\psi (x^2)\varphi (p)`$ $`=`$ $`\left(\begin{array}{cccccc}0& \frac{2!}{0!}\mathrm{}^2& 0& 0& 0& \mathrm{}\\ 0& 0& \frac{3!}{1!}\mathrm{}^2& 0& 0& \mathrm{}\\ 0& 0& 0& \frac{4!}{2!}\mathrm{}^2& 0& \mathrm{}\\ 0& 0& 0& 0& \frac{5!}{3!}\mathrm{}^2& \mathrm{}\\ 0& 0& 0& 0& 0& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)`$
$`=`$ $`E_{1,2}+2\mathrm{}E_{0,1}`$
$`=`$ $`(E_{1,2}+\mathrm{}E_{0,1})+\mathrm{}E_{0,1}`$
$`=`$ $`\psi (px^2)+\mathrm{}\varphi (x)`$
$`=`$ $`\psi (x^2_{\mathrm{}}p),`$
which completes the check.
7. Proof of the Proposition. Once the matrices $`E_{a,b}`$ with the properties (1) are explicitly written down, the proof becomes obvious. Thus we have only to motivate our definition of $`(E_{a,b})`$s and, probably, indicate how one might check the key properties (1) without serious calculations:
* In the first place, we have read these matrices out of the quantum space of the $`n`$-tuple point, $`x^n=0`$, \[Me\]; the existence of the isomorphisms $`\varphi `$ and $`\psi `$ can be deduced from the projective limit of that construction.
* Alternatively, one may check that the $`_{\mathrm{}}`$-product of the functions
$$g_{a,b}:=\frac{p^ax^b}{b!\mathrm{}^b}e^{\frac{px}{\mathrm{}}},a,b=0,1,2,\mathrm{},$$
is well-defined and is given by
$$g_{a,b}_{\mathrm{}}g_{c,d}=\delta _{bc}g_{a,d},$$
where
$$\delta _{bc}=\{\begin{array}{cc}0,& \text{if}bc,\hfill \\ 1,& \text{if}b=c.\hfill \end{array}$$
This fact is very easily established from the obvious differential equations satisfied by $`g_{a,d}`$ and $`g_{a,b}_{\mathrm{}}g_{c,d}`$ as well as their initial values (modulo the factor $`p^ax^d`$) at $`x=p=0`$.
Next one notices that
$$p^ax^b=\underset{n=0}{\overset{\mathrm{}}{}}\mathrm{}^b\frac{(b+n)!}{n!}g_{a+n,b+n},$$
explaining both the isomorphism $`\varphi `$ in the Proposition, and the properties (1) of the matrices $`E_{a,b}`$.
$`\mathrm{}`$
8. Proof of the Main Theorem. One may deduce this statement directly from the Proposition. Indirectly, one notices that the functions,
$`h_{a,b}`$ $`=`$ $`e^{\frac{\mathrm{}}{2}\frac{^2}{xp}}\left(g_{a,b}\right)`$
$`=`$ $`{\displaystyle \frac{2}{b!\mathrm{}^b}}e^{\frac{2xp}{\mathrm{}}}e^{\frac{\mathrm{}}{4}\frac{^2}{xp}}\left(p^ax^b\right)`$
satisfy
$$h_{a,b}_{\mathrm{}}h_{c,d}=\delta _{bc}h_{a,d},$$
and that one has
$$e^{\frac{\mathrm{}}{2}\frac{^2}{xp}}\left(p^ax^b\right)=\underset{n=0}{\overset{\mathrm{}}{}}\mathrm{}^b\frac{(b+n)!}{n!}h_{a+n,b+n}.$$
This explains the structure of the isomorphism $`\psi `$. $`\mathrm{}`$ |
warning/0001/hep-ph0001195.html | ar5iv | text | # References
Diffractive $`\mathrm{\Lambda }_c^+`$ Productions in Polarized $`pp`$ Reactions and Polarized Gluon Distribution
N. I. Kochelev <sup>*</sup><sup>*</sup>*kochelev@thsun1.jinr.ru
Bogoliubov Laboratory of Theoretical Physics,
Joint Institute for Nuclear Research,
141980 Dubna, Moscow region, Russia
and
T. Morii morii@kobe-u.ac.jp and S. Oyama satoshi@radix.h.kobe-u.ac.jp
Faculty of Human Development and
Graduate School of Science and Technology,
Kobe University, Nada, Kobe 657-8501, Japan
Abstract
To test the model of the polarized gluon distribution $`\mathrm{\Delta }G(x,Q^2)`$ in the proton, we propose a new process, diffractive $`\mathrm{\Lambda }_c^+`$ productions in polarized $`pp`$ reactions, which will be observed in the forthcoming RHIC and also the proposed HERA-$`\stackrel{}{\mathrm{N}}`$ experiments. The spin correlation between the target proton and the $`\mathrm{\Lambda }_c^+`$ produced in the target fragmentation region largely depends on $`\mathrm{\Delta }G(x,Q^2)`$ and thus, the process is quite promising for testing the models of $`\mathrm{\Delta }G(x,Q^2)`$.
PACS number(s): 13.88.+e, 13.85.Ni, 14.20.Lq
In these years, spin structure of nucleons has been one of the most challenging topics in nuclear and particle physics. Since the surprising observation of the polarized structure function of the proton, $`g_1^p(x)`$, by the EMC collaboration in 1988, much progress has been attained theoretically and experimentally in the study of the spin structure of nucleons. A large amount of data on polarized structure functions of proton, neutron and deuteron were accumulated by many experimental groups such as SMC at CERN and E142, E143, E154, E155 at SLAC and HERMES at DESY. The progress in the data precision is also remarkable. On the other hand, the next-to-leading order QCD calculations of polarized splitting functions stimulated the theoretical activities for studying the polarized parton distributions in the nucleon. Several parameterization models of polarized parton distribution functions which fit well to the data have been proposed and analyses have been developed with increasing new data. These experimental and theoretical developments brought about a deep understanding on the behavior of the polarized parton distribution in the proton. However, a knowledge of the polarized gluon distribution which is expected to play an important role in the so-called nucleon spin puzzle is still poor, though many processes have been proposed so far to extract information of it.
In this work, in order to extract information on the polarized gluon distribution, $`\mathrm{\Delta }G(x,Q^2)`$, we propose a different process, i.e. diffractive $`\mathrm{\Lambda }_c^+`$ productions in polarized $`pp`$ collisions at high energies. Diffractive process which can be described by the Pomeron exchange is also an interesting current topic. There have been many discussions on Pomeron interactions in these years, largely motivated by recent HERA experiments. To study this process is now quite timely because RHIC will start soon and one of the main purposes of RHIC experiments is to extract the polarized gluon distribution in the nucleon from various reactions sensitive to $`\mathrm{\Delta }G(x,Q^2)`$ in the proton. We expect that RHIC will also observe our proposed reactions, the diffractive $`\mathrm{\Lambda }_c^+`$ production. The same process will be observed in the proposed HERA-$`\stackrel{}{\mathrm{N}}`$ experiments, too.
The process which we are considering here is
$$p(p_1)+\stackrel{}{p}(p_2)p(p_1^{})+\stackrel{}{\mathrm{\Lambda }}_c^+(p_{\mathrm{\Lambda }_c})+X,$$
(1)
where particles with arrows indicate that they are longitudinally polarized and parameters in parentheses denote the momenta of respective particles. The lowest order Feynman diagram for this process is shown in Fig.1.
Let us start by describing why we are interested in $`\mathrm{\Lambda }_c^+`$ productions. It is well-known that the $`\mathrm{\Lambda }_c^+`$ is composed of a heavy quark $`c`$ and antisymmetrically combined light $`u`$ and $`d`$ quarks, and thus, the spin of $`\mathrm{\Lambda }_c^+`$ is basically originated from the $`c`$ quark. In addition, a $`c`$ quark is produced from protons just through gluon fusion in the lowest order as shown in Fig.1 and hence, gluon polarization affects the spin of $`\mathrm{\Lambda }_c^+`$ via $`c`$ quarks produced from gluons. In other word, measurement of the spin of $`\mathrm{\Lambda }_c^+`$ gives us an information on the polarized gluon in the proton.
The cross section of this process can be calculated based on the parton model by using the Pomeron model describing a diffractive mechanism and the model of polarized gluons, $`\mathrm{\Delta }G(x,Q^2)`$, and polarized fragmentation functions, $`\mathrm{\Delta }D_{\mathrm{\Lambda }_c^+/c}(\xi )`$, of an outgoing $`c`$ quark decaying into a polarized $`\mathrm{\Lambda }_c^+`$ with momentum fraction $`\xi `$. One of the conventional models of Pomeron interactions is the one proposed by Donnachie and Landshoff(DL), in which the Pomeron is considered to behave like a $`C=+1`$ isoscalar photon. Here we take this model as our first analysis. As a typical model of the polarized gluon distributions, we take GS96 and GRSV96 parameterizations among many models, since both of them reproduce well the experimental data on the polarized structure function of nucleons and thus, seem plausible. As for the polarized fragmentation function $`\mathrm{\Delta }D_{\mathrm{\Lambda }_c^+/c}(\xi )`$, unfortunately it is not known at present because of lack of experimental data, though we have some knowledge of the unpolarized function $`D_{\mathrm{\Lambda }_c^+/c}(\xi )`$. However, since a $`c`$ quark is heavy and hence, it is not expected to change much its spin alignment during the fragmentation process, it might not be unreasonable to use $`D_{\mathrm{\Lambda }_c^+/c}(\xi )`$ for $`\mathrm{\Delta }D_{\mathrm{\Lambda }_c^+/c}(\xi )`$. Here we use the model of Peterson et al. as a substitute for $`\mathrm{\Delta }D_{\mathrm{\Lambda }_c^+/c}(\xi )`$.
To calculate the cross section of this process based on the parton model, it is convenient to use the scaling variables, $`x=\frac{\mathrm{\Delta }^2}{2p_2\mathrm{\Delta }}`$, $`y=\frac{p_2\mathrm{\Delta }}{p_2p_1}`$ and $`z=\frac{p_2p_{\mathrm{\Lambda }_c}}{p_2\mathrm{\Delta }}`$, where $`\mathrm{\Delta }=p_1p_1^{}`$ is the momentum transfer of the incoming unpolarized proton. The subprocess of this scattering is
$$p(p_1)+g(k)p(p_1^{})+c(p_c)+\overline{c}(p_{\overline{c}}),$$
(2)
where $`g`$ and $`c(\overline{c})`$ represent the gluon and $`c`$-quark($`\overline{c}`$-quark), respectively. Momenta of individual particles are given in parentheses and are related to the ones in the physical process of eq.(1) as $`k=\xi p_2`$, $`p_c=\frac{p_{\mathrm{\Lambda }_c}}{\xi ^{}}`$, where $`\xi `$ and $`\xi ^{}`$ are momentum fractions of the gluon to the target proton and the $`\mathrm{\Lambda }_c^+`$ to the $`c`$-quark, respectively. For this subprocess, we can also define the scaling variables, $`x_p=\frac{\mathrm{\Delta }^2}{2k\mathrm{\Delta }}=\frac{x}{\xi }`$, $`y_p=\frac{k\mathrm{\Delta }}{kp_1}=y`$ and $`z_p=\frac{kp_c}{k\mathrm{\Delta }}=\frac{z}{\xi ^{}}`$. Here we follow the Schuler’s way to calculate the 3-body phase space for the subprocess of eq.(2). Then, we define the particle momenta in the final state $`c\overline{c}`$ quark(or Pomeron-gluon) C.M.S. in the subsystem (2), with $`\stackrel{}{p}_c+\stackrel{}{p}_{\overline{c}}=\stackrel{}{\mathrm{\Delta }}+\stackrel{}{k}=0`$, where the gluon momentum $`\stackrel{}{k}`$ and the target proton momentum $`\stackrel{}{p}_2`$ point to the positive $`z`$ direction. An angle $`\varphi `$ between the proton plane $`(\stackrel{}{k}\times \stackrel{}{p}_1)`$ and the $`c`$-quark plane $`(\stackrel{}{k}\times \stackrel{}{p}_c)`$ is defined by $`\mathrm{cos}\varphi =\frac{(\stackrel{}{k}\times \stackrel{}{p}_1)(\stackrel{}{k}\times \stackrel{}{p}_c)}{|\stackrel{}{k}\times \stackrel{}{p}_1||\stackrel{}{k}\times \stackrel{}{p}_c|}`$. In addition to $`s=(p_1+p_2)^2`$, it is convenient to define the Lorentz invariant kinematical variables, $`\widehat{s}=(k+\mathrm{\Delta })^2`$, $`\widehat{t}_1=(p_1p_1^{})^2=\mathrm{\Delta }^2`$ and $`\widehat{t}_2=(kp_c)^2`$, which for $`sm_p^2`$, can be expressed in terms of $`x`$, $`y`$, and $`z`$ as $`\widehat{s}=(\xi x)ys`$, $`\widehat{t}_1=xys`$ and $`\widehat{t}_2=\frac{\xi }{\xi ^{}}yzs+m_c^2`$, respectively.
By using these variables, we can calculate the differential cross section for the process of eq.(1) as follows;
$$\frac{d\mathrm{\Delta }\sigma }{dydz}=_{x_{\mathrm{min}}}^{x_{\mathrm{max}}}𝑑x_{\xi _{\mathrm{min}}}^1\frac{d\xi }{\xi }_{\xi _{\mathrm{min}}^{}}^1\frac{d\xi ^{}}{\xi ^{}}_0^{2\pi }𝑑\varphi \mathrm{\Delta }G(\xi ,Q^2)\frac{d\mathrm{\Delta }\widehat{\sigma }}{dxdydzd\varphi }\mathrm{\Delta }D_{\mathrm{\Lambda }_c^+/c}(\xi ^{}),$$
(3)
where the kinematical limits of the integral variables are given as $`x_{\mathrm{max}}=\frac{1}{ys}`$, $`x_{\mathrm{min}}=\frac{m_p^2y}{(1y)s}`$, $`\xi _{\mathrm{min}}=x+\frac{4m_c^2}{ys}`$ and $`\xi _{\mathrm{min}}^{}=\frac{\widehat{s}z}{2m_c^2}\left(1\sqrt{1\frac{4m_c^2}{\widehat{s}}}\right)`$; $`x_{\mathrm{max}}`$ is determined from $`1\widehat{t}_1`$ which we take for ensuring the diffractive condition for the incident proton with momentum $`p_1`$, $`x_{\mathrm{min}}`$ from $`\mathrm{sin}\gamma 0`$ where $`\gamma `$ is the angle between the momentum of the incoming unpolarized proton and $`z`$ axis, $`\xi _{\mathrm{min}}`$ from the condition $`\widehat{s}4m_c^2`$ and $`\xi _{\mathrm{min}}^{}`$ from the requirement $`1\mathrm{cos}\theta 1`$ for the scattering angle $`\theta `$ of the final $`c`$-quark in the subprocess (2), respectively. In eq.(3), the polarized subprocess cross section is given as
$`{\displaystyle \frac{d\mathrm{\Delta }\widehat{\sigma }}{dx_pdy_pdz_pd\varphi }}`$ $`=`$ $`{\displaystyle \frac{d\widehat{\sigma }_{++}}{dx_pdy_pdz_pd\varphi }}{\displaystyle \frac{d\widehat{\sigma }_+}{dx_pdy_pdz_pd\varphi }}+{\displaystyle \frac{d\widehat{\sigma }_{}}{dx_pdy_pdz_pd\varphi }}{\displaystyle \frac{d\widehat{\sigma }_+}{dx_pdy_pdz_pd\varphi }},`$ (4)
$`=`$ $`{\displaystyle \frac{y_p}{512\pi ^4}}{\displaystyle \frac{1}{2}}(||_{++}^2||_+^2+||_{}^2||_+^2),`$
$`=`$ $`{\displaystyle \frac{y_p}{1024\pi ^4}}(\mathrm{\Delta }|_1|^2+\mathrm{\Delta }|_2|^22\mathrm{R}\mathrm{e}\{\mathrm{\Delta }(_1_2^{})\}),`$
with
$`i`$ $`=`$ $`i_1(i_2),`$ (5)
$`\mathrm{\Delta }|_{1,2}|^2`$ $`=`$ $`|_{1,2}|_{++}^2|_{1,2}|_+^2+|_{1,2}|_{}^2|_{1,2}|_+^2,`$ (6)
$`\mathrm{\Delta }(_1_2^{})`$ $`=`$ $`(_1_2^{})_{++}(_1_2^{})_++(_1_2^{})_{}(_1_2^{})_+,`$ (7)
where $`\frac{d\widehat{\sigma }_+}{dx_pdy_pdz_pd\varphi }`$ and $`||_+^2`$, for example, denote that the helicity of the gluon and the $`c`$ quark is positive and negative, respectively. $`_1`$ is the amplitude corresponding to the subprocess shown in the Feynman diagram of Fig.1 and explicitly written by
$`_1`$ $`=`$ $`i\overline{u}(p_c)\beta \gamma ^\mu {\displaystyle \frac{i(\mathit{}\mathit{}_{\overline{c}}+m_c)}{(kp_{\overline{c}})^2m_c^2}}(ig_st^a\mathit{ϵ̸})v(p_{\overline{c}})`$ (8)
$`\times \overline{u}(p_1^{})3\beta _0F(t)f((kp_{\overline{c}})^2m_c^2)\gamma _\mu u(p_1)\left({\displaystyle \frac{s_1}{s_0}}\right)^{\alpha (t)1},`$
where $`\beta `$ and $`\beta _0`$ are the charm quark-Pomeron and light quark-Pomeron couplings, respectively. $`s_1=(p_1^{}+p_c)^2`$ and $`s_0`$ is a scaling constant fixed as $`s_0=1\mathrm{G}\mathrm{e}\mathrm{V}^2`$. $`_2`$ has similar expression which is originated from an interchange of $`c`$ and $`\overline{c}`$ in the final state in the subprocess. Note that $`_1`$ and $`_2`$ are added with negative sign because of positive charge conjugation of the Pomeron, as shown in eq.(5). The unpolarized cross section can be calculated similarly by replacing the polarized functions in the integrand of eq.(3), $`\mathrm{\Delta }G(\xi ,Q^2)`$, $`\frac{d\mathrm{\Delta }\widehat{\sigma }}{dx_pdy_pdz_pd\varphi }`$, and $`\mathrm{\Delta }D_{\mathrm{\Lambda }_c^+/c}(\xi ^{})`$, by the unpolarized ones, $`G(\xi ,Q^2)`$, $`\frac{d\widehat{\sigma }}{dx_pdy_pdz_pd\varphi }`$, and $`D_{\mathrm{\Lambda }_c^+/c}(\xi ^{})`$, respectively.
The 2-spin asymmetry of $`\mathrm{\Lambda }_c^+`$ is calculated by
$`A_{LL}^{\mathrm{\Lambda }_c^+}`$ $``$ $`{\displaystyle \frac{d\widehat{\sigma }_{++}d\widehat{\sigma }_++d\widehat{\sigma }_{}d\widehat{\sigma }_+}{d\widehat{\sigma }_{++}+d\widehat{\sigma }_++d\widehat{\sigma }_{}+d\widehat{\sigma }_+}}={\displaystyle \frac{d\mathrm{\Delta }\sigma }{dydz}}/{\displaystyle \frac{d\sigma }{dydz}}.`$ (9)
By using these formulas, we have calculated the polarized and unpolarized cross sections and the 2-spin asymmetry for the diffractive $`\mathrm{\Lambda }_c^+`$ production in $`p\stackrel{}{p}`$ reactions at $`\sqrt{s}=50\mathrm{GeV}`$ and $`\sqrt{s}=500\mathrm{GeV}`$, foreseeing the forthcoming RHIC experiments.
Concerning the parameters related to the Pomeron interaction, we use the same ones given in Ref., such as $`F(t)=\frac{4m_p^22.79t}{4m_p^2t}\frac{1}{(1t/0.71)^2}`$, $`f(p^2m^2)=\frac{\mu _0^2}{\mu _0^2(p^2m^2)}`$ with $`\mu _0=1.0`$GeV. The trajectory of the Pomeron is given as
$$\alpha (t)=1.08+0.25t.$$
(10)
As for the quark-Pomeron coupling, the light quark-Pomeron coupling is fixed as $`\beta _{0}^{}{}_{}{}^{2}3.5\mathrm{GeV}^2`$. However, it is known from experiment that the effective coupling of the Pomeron to heavy quark is rather weaker than the one of a light quark. Therefore, we use $`\beta (m_{u,d}/m_c)\beta _00.23\beta _0`$ for the charm quark-soft Pomeron coupling, by taking account of the mass effect of charm quark propagator in the Pomeron-charm quark vertex. Other parameters are fixed as $`m_c=1.5\mathrm{GeV}`$ and $`Q^2=(2m_c)^2`$.
As mentioned above, for the polarized gluon distribution function $`\mathrm{\Delta }G(x,Q^2)`$, we take two typical parameterization models of GS96 and GRSV96, while for the unpolarized distribution $`G(x,Q^2)`$, we take the model of GRV94. For the polarized and also unpolarized fragmentation functions, $`\mathrm{\Delta }D_{\mathrm{\Lambda }_c^+/c}(\xi ^{})`$ and $`D_{\mathrm{\Lambda }_c^+/c}(\xi ^{})`$, we use the same function of the model of Peterson et al. taken up by the Particle Data Group in Ref..
Calculated cross sections and 2-spin asymmetries are presented in Figs. 2 and 3. Since the variables $`y`$ and $`s`$ are included in the amplitude mostly as a factorized form $`ys`$, the cross sections have almost the same behavior for the same values of $`ys`$. Since we are interested in the target fragmentation regions, we have shown only the case with $`z=0.1`$, whose kinematical range mostly covers the region with positive rapidity for the produced $`\mathrm{\Lambda }_c^+`$. Note that we have taken the $`z`$ axis to be the direction of the target proton $`\stackrel{}{p}_2`$ and thus, the region with positive rapidity for the produced $`\mathrm{\Lambda }_c^+`$ corresponds to the target fragmentation region. As shown in Figs.2 and 3, the 2-spin asymmetry $`A_{LL}^{\mathrm{\Lambda }_c^+}`$ rather largely depends on the model of $`\mathrm{\Delta }G(x,Q^2)`$ in some kinematical regions. Therefore, the 2-spin asymmetry for the proposed process is promising for testing the gluon polarization. Of course, the analysis might be rather primitive because the present calculation is limited in the lowest order. To get more reliable predictions, in addition to the next-to-leading order calculation, we have to refine the Pomeron model and also to have a good knowledge of the polarized fragmentation function of a $`c`$ quark to $`\mathrm{\Lambda }_c^+`$ decays. Although these subjects have their own interest and need further investigation, they are out of scope for the present work.
In summary, we have calculated the cross section and the 2-spin asymmetry for diffractive $`\mathrm{\Lambda }_c^+`$ productions in polarized $`pp`$ reactions for the target fragmentation region at $`\sqrt{s}=50`$GeV and 500GeV. We found that the calculated results largely depend on the model of $`\mathrm{\Delta }G(x,Q^2)`$ in some kinematical regions and thus, the process is quite promising for extracting information on polarized gluons in the proton.
Although in this work calculations were carried out expecting the forthcoming RHIC experiments, the same analysis might be applied also for the proposed HERA-$`\stackrel{}{\mathrm{N}}`$ experiments. |
warning/0001/astro-ph0001501.html | ar5iv | text | # Internal shock model for Microquasars
## 1 Introduction
The number of stellar mass black hole candidates known to produce jets has increased considerably over recent years. While SS433 was for a long time thought to be a rather exotic object, advances in X-ray astronomy have dramatically increased the number of known galactic X-ray binaries (van Paradijs 1995). At least nine of these sources subsequently showed evidence for the production of relativistically moving jets. Mirabel & Rodríguez (1999) give an excellent review on the observational and theoretical status of these objects, the microquasars.
The presence of relativistically moving material in these sources was discovered during radio observations. During times of strongly enhanced radio emission, which in the following we will refer to as radio outbursts, the emission region can often be resolved into at least two components. These components are observed to separate in opposite directions over a fews tens of days (i.e. Mirabel & Rodríguez 1994). The projected velocity of the component traveling on a trajectory towards the observer can exceed the speed of light, if its intrinsic velocity is large (e.g. Rybicki & Lightman 1979). In addition to the apparently superluminal nature of the jet components, their propagation has been observed to slow down only in one case (XTE J1748-288, Hjellming et al. 1999). This constant expansion speed led to the interpretation of practically ballistic trajectories of discrete plasmon ejections as explanation for the observed radio components (e.g. Mirabel & Rodríguez 1999).
Although suggested for the jets of SS433 (Hjellming & Johnston 1988), models with quasi-permanent jet production have received little attention in the case of microquasars. This is somewhat surprising given the large number of similarities they show with jet producing extragalactic sources like quasars (hence the name microquasars) and radio galaxies (e.g. Mirabel & Rodríguez 1998). In these cases there is little doubt that apart from some possible minor intermittency of the jet production mechanism for some sources (i.e. Reynolds & Begelman 1997) the jet flow is practically continuous.
In this paper we endeavour to close this gap by the development of a continuous jet model for microquasars to explain the radio outbursts observed in these sources. The model is based on the idea of internal shocks in jets (Rees 1978) which was successfully applied to Gamma Ray Bursts (GRB) (Rees & Meszaros 1994). In Sect. 2 we briefly review the plasmon model and discuss possible improvements on this within the jet picture. We develop the treatment of the relativistic jet flow in Sect. 3 and discuss the evolution of the synchrotron emission resulting from the internal shock in Sect. 4. The model is then applied to the probably best studied radio outburst of any microquasar, the March 1994 event in GRS 1915+105 (Mirabel & Rodríguez 1994) in Sect. 5. The properties of the jet of GRS 1915+105 like its energy content are derived from the model in Sect. 6. In Sect. 7 we consider the implications of a continuous jet for the interaction of microquasars with their environment. Finally, in Sect. 8 we summarise some observational consequences of our model which may be used to test the model with future observations.
## 2 Plasmons or jets?
Atoyan & Aharonian (1999) developed a model which is intended to reconcile the idea of discrete magnetised plasmon ejections during radio outbursts with the observed lightcurve and spectral behaviour in the radio waveband. They find that a single population of relativistic particles accelerated at the time of the ejection of the plasmons cannot explain the observations. The energy losses of the relativistic particles due to synchrotron radiation would lead to a sharp cut-off in the radio spectrum moving to lower frequencies as the plasmons expand and travel outwards. This is quite different from the observed rather gentle steepening of the spectrum. Atoyan & Aharonian (1999) also show that a continuous replenishment of relativistic particles to the plasmons alone cannot solve this problem because in this case the spectral cut-off moves to higher frequencies with time. They therefore postulate that the relativistic particles in the plasmons during the March 1994 event in GRS 1915+105 were continuously replenished, presumably by a shock at the side of the plasmons pointing towards the source centre, but also suffered energy dependent escape losses.
To fit the observations the scenario proposed by Atoyan & Aharonian (1999) requires that the mean free path of the most energetic relativistic particles in the magnetised plasmons is comparable to or exceeds the physical dimensions of the plasmons. This implies that these particles travel through the plasmons producing synchrotron emission but then leave them without scattering once off irregularities in the magnetic field or other particles. This is difficult to reconcile with the requirement that in order to be accelerated to relativistic velocities in the shock regions the mean free path in these regions must be short to ensure many shock crossings. If the accelerating shocks are close to the plasmons, this then means that the properties of the plasma change dramatically over short distances. Moreover, it is not clear in this scenario why the synchrotron emission is not completely dominated by the contribution of the shocks themselves.
In this paper we propose a different scenario to explain the observed properties of the radio emission of microquasars during outbursts. This is based on the assumption that microquasars may produce continuous jets for a long time before the actual outburst occurs and may well do so permanently (see also Levinson & Blandford 1996a, b). The outbursts in our model are then caused by two shocks traveling along these continuous jets which accelerate the required relativistic particles in situ. After the shock has passed a particular region in one of the jets, this region continues to contribute to the total emission until the cut-off in the specific spectrum of this region moves below the observing frequency. The jet components observed in microquasars are in general not resolved and so the measured flux is the integrated emission from all the jet regions passed by the shock which are still emitting at the relevant frequency. This implies that the observed spectrum is steeper than that of the jet region immediately behind the shock where radiation losses are still negligible. The variation of the strength of the magnetic field and of the number of relativistic particles accelerated by the shock along the jet then give rise to a slowly steepening radio spectrum. This effect was discussed in the case of the radio hot spots of powerful extragalactic radio sources by Heavens & Meisenheimer (1987).
Our investigation is based on the jet model of Blandford & Rees (1974) and Marscher & Gear (1985). A similar approach to explain the synchrotron self-Compton emission of extragalactic jets was taken by Ghisellini et al. (1985). They develop a numerical scheme to follow the evolution of the energy spectrum of the relativistic particles downstream of the jet shock taking into account radiative as well as adiabatic energy losses. They also include synchrotron self-absorption in this calculation. Since we are mainly interested in the radio emission of the jets of microquasars on rather large scales ($`10^{14}`$m), we can neglect any Compton scattering and absorption effects on the energy spectrum. In this case only adiabatic and synchrotron losses are important and we can use the analytic solution for the evolution of the energy spectrum of the relativistic electrons derived by Kaiser et al. (1997).
The underlying physical processes of the model presented here are very similar to the internal shock model proposed as explanation for GRB (Rees & Meszaros 1994). The same scenario has also been invoked to explain the X-ray and $`\gamma `$-ray emission of extragalactic jets (Ghisellini 1999). In the internal shock model the energy of the shock traveling along the jet is thought to be supplied by the collision of fast shells of jet material with slower ones (Rees 1978). In the case of GRB this energy is released practically instantaneously leading to the extremely short duration of the observed bursts of emission. In extragalactic jets the shell collision may take longer but the large distance to these objects makes it difficult to separate the contributions of multiple collision to the total emission. As outlined above, we argue in this paper that the jets of microquasars provide us with the possibility to observe the development of internal shocks in jets resolved both in space and time.
## 3 Dynamics of the jet
We follow Marscher & Gear (1985) and Ghisellini et al. (1985) in the assumption that all relevant physical quantities of the jet and the jet material are simple power law functions of the unprojected distance from the source centre, $`R`$. The shock traveling along the jet will compress the jet material but we will assume that it does not change the behaviour of the physical quantities as a function of the distance from the source centre. The radius of the cross section of the jet is assumed to follow $`rR^{a_1}`$. For a freely expanding, conical jet $`a_1=1`$. The energy density of the magnetic field as measured in the rest frame of the jet material is then given by $`u_\mathrm{B}^{}=u_\mathrm{B}^{}(R_\mathrm{o})(R/R_\mathrm{o})^{a_2}`$, where energy flux conservation would require $`a_2=2a_1`$. Here and in the following dashes denote quantities measured in the rest frame of the jet material moving at relativistic speeds while quantities measured in the frame of the observer are undashed.
The two frames of reference, the rest frame of the observer and that of the shocked jet material, are defined such that the origins of both coincide when the radio outbursts starts, i.e. when the shocks are formed in the centre of the source and start traveling outwards. Consider a section of the jet after the shock has passed through it. At time $`t`$ this section is located at
$$R_{\mathrm{ob}}=\mathrm{sin}\theta R=\mathrm{sin}\theta v_\mathrm{s}t/(1\pm \beta _\mathrm{j}\mathrm{cos}\theta ),$$
(1)
in the rest frame of the observer. Here, $`\theta `$ is the angle of the jet to the line of sight and $`R`$ is the unprojected distance of the jet section from the centre of the source, i.e. the origin of the observer’s rest frame. $`v_\mathrm{s}`$ is the deprojected velocity of the shock as measured in the rest frame of the observer and $`\beta _\mathrm{j}=v_\mathrm{j}/c`$ is the deprojected velocity of the shocked jet material in this frame in units of the speed of light. The expression in brackets in Eq. (1) takes account of the Doppler shifted time measurements taken in the observer’s frame caused by the receding ($`+`$) or approaching ($``$) component of the motion of the jet material (e.g. Rybicki & Lightman 1979). Transforming $`t`$ and $`R`$ to the frame comoving with the jet material we find
$`t^{}`$ $`=`$ $`\gamma _\mathrm{j}\left({\displaystyle \frac{t}{1\pm \beta _\mathrm{j}\mathrm{cos}\theta }}{\displaystyle \frac{v_\mathrm{j}R}{c^2}}\right)`$ (2)
$`R^{}`$ $`=`$ $`\gamma _\mathrm{j}\left(R{\displaystyle \frac{v_\mathrm{j}t}{1\pm \beta _\mathrm{j}\mathrm{cos}\theta }}\right),`$ (3)
where $`\gamma _\mathrm{j}`$ is the Lorentz factor corresponding to the velocity of the shocked jet material, $`v_\mathrm{j}`$. For the origin of the comoving rest frame, $`R^{}=0`$, we recover from Eqs. (2) and (3) the well-known result $`t^{}=t\delta _\pm `$ with the usual relativistic Doppler factor $`\delta _\pm =\left[\gamma _\mathrm{j}\left(1\pm \beta _\mathrm{j}\mathrm{cos}\theta \right)\right]^1`$. Since the shock moves along the jet, most of the observed emission is not produced at the origin of the comoving frame but at $`R^{}0`$. Suppose the section of the jet introduced above was passed by the shock at time $`t_\mathrm{s}^{}`$ as measured in the frame comoving with the shocked gas. Since this section is at rest in this frame, it is subsequently located at $`R_\mathrm{s}^{}=v_\mathrm{s}^{}t_\mathrm{s}^{}`$, where $`v_\mathrm{s}^{}`$ is the velocity of the shock as measured in the shocked gas’ frame. Using this and substituting $`R`$ from Eq. (3) in Eq. (2) yields
$$t^{}=t\delta _\pm \frac{v_\mathrm{j}v_\mathrm{s}^{}t_\mathrm{s}^{}}{c^2}.$$
(4)
This expression illustrates the fact that the emission we observe at a given time $`t`$ from different parts of the jet was not produced simultaneously in the frame of the shocked gas.
We assume that only those parts of the jet contribute to the total emission which have been passed by the shock. The emission regions within the jet can therefore be labeled with their ‘shock time’, $`t_\mathrm{s}^{}`$, and are observed at the intrinsic time $`t^{}`$ given by Eq. (4). Since $`t^{}t_\mathrm{s}^{}0`$, this implies $`t\delta _\pm c^2/(c^2+v_\mathrm{j}v_\mathrm{s}^{})t^{}t\delta _\pm `$. For convenience we introduce the ratio $`\tau (t^{})=R/R_\mathrm{o}=\gamma _\mathrm{j}(v_\mathrm{s}^{}t_\mathrm{s}^{}+v_\mathrm{j}t^{})/R_\mathrm{o}`$, where we have used Eqs. (2) and (3).
## 4 Synchrotron emission of the jet
### 4.1 Energy losses of the relativistic electrons
We assume that the shock passing through the jet material accelerates a population of relativistic electrons and/or positrons. During the acceleration process and afterwards these relativistic particles are subject to energy losses due to the approximately adiabatic expansion of the jet material and synchrotron radiation. To determine the exact form of the energy spectrum of the relativistic particles in a given jet region the kinetic equation including acceleration and energy terms must be solved. Heavens & Meisenheimer (1987) present analytic and numerical solutions for some simplified cases. They find that the energy spectrum follows a power law with a high energy cut-off. The cut-off occurs at the energy for which energy gains due to shock acceleration balance the synchrotron energy losses (e.g. Drury 1983). The cut-off becomes steeper further downstream from the shock. For simplicity we assume that the relativistic particles in a given jet region are initially accelerated at a time $`t_\mathrm{s}^{}`$ during a short time interval $`dt_\mathrm{s}^{}`$ to a power law spectrum with a sharp high energy cut-off at $`\gamma _{\mathrm{max}}(t_\mathrm{s}^{})`$. In terms of the number of particles this can be expressed by
$`N^{}(\gamma _\mathrm{s})d\gamma _\mathrm{s}`$ $`=`$ $`\{\begin{array}{cc}\dot{N}_\mathrm{o}^{}(t_\mathrm{s}^{})\gamma _\mathrm{s}^pd\gamma _\mathrm{s}dt_\mathrm{s}^{}\hfill & ;\gamma _\mathrm{s}\gamma _{\mathrm{max}}\hfill \\ 0\hfill & ;\gamma _\mathrm{s}>\gamma _{\mathrm{max}}.\hfill \end{array}`$ (7)
Here $`N_\mathrm{o}^{}(t_\mathrm{s}^{})`$ is the rate at which relativistic particles are accelerated in the jet by the shock at time $`t_\mathrm{s}^{}`$. The normalisation of this energy spectrum and the position of the high energy cut-off depend on the local conditions for diffusion in the jet (e.g. Drury 1983). These are not straightforward to estimate and we therefore assume for simplicity that the initial high energy cut-off of the relativistic particles freshly accelerated at time $`t_\mathrm{s}^{}`$ is independent of $`t_\mathrm{s}^{}`$. In the internal shock model for GRB the shock is caused by the collision of shells of jet material moving at different velocities. For GRB it is implicitly assumed that the collision energy is dissipated very close to instantaneously. In the case of microquasars the propagation of the shock is resolved in time. For the normalisation of Eq. (7) we therefore assume
$$\dot{N}_\mathrm{o}^{}(t_\mathrm{s}^{})=\dot{N}_\mathrm{o}^{}(R_\mathrm{o})e^{R_\mathrm{s}/(R_\mathrm{o}a_4)},$$
(8)
where $`R_\mathrm{s}`$ is the position of the shock at time $`t_\mathrm{s}^{}`$ and $`a_4`$ a model parameter. This implies that the rate at which the collisional energy is dissipated and partly conferred to the relativistic particles is almost constant for $`R_\mathrm{s}/R_\mathrm{o}<a_4`$ and decreases exponentially at larger distances. The onset of the exponential behaviour then signifies the point at which almost all of the collisional energy has been dissipated and the shock starts to weaken significantly. This would coincide with the time at which the two colliding shells have practically merged into one. Alternatively, in only intermittently active sources the exponential decrease may be caused by the shock, and therefore the fast shell causing the shock, reaching the end of the jet.
After the passage of the shock the relativistic particles continue to loose energy. The rate of change of the Lorentz factor of these particles due to the nearly adiabatic expansion of the jet is given by (e.g. Longair 1981)
$$\frac{d\gamma }{dt^{}}=\frac{\gamma }{3\mathrm{\Delta }V^{}}\frac{d\mathrm{\Delta }V^{}}{dt^{}},$$
(9)
where $`\mathrm{\Delta }V^{}`$ is the volume of the jet region the particles are located in. We assume that the bulk velocity of the shocked jet material is constant and this implies that the jet is only expanding perpendicular to the jet axis, i.e. $`\mathrm{\Delta }V^{}\left(R/R_\mathrm{o}\right)^{2a_1}=\tau ^{2a_1}`$. Changing variables from $`t^{}`$ to $`\tau ^{}`$ then yields
$$\frac{d\gamma }{d\tau ^{}}=\frac{2a_1}{3}\frac{\gamma }{\tau ^{}}.$$
(10)
Energy losses due to synchrotron radiation give
$$\frac{d\gamma }{d\tau ^{}}=\frac{4}{3}\frac{\sigma _\mathrm{T}}{m_\mathrm{e}c^2}\gamma ^2u_\mathrm{B}^{}(R_\mathrm{o})\frac{R_\mathrm{o}}{\gamma _\mathrm{j}v_\mathrm{j}}\tau ^{2a_1},$$
(11)
where $`\sigma _\mathrm{T}`$ is the Thompson cross section and $`m_\mathrm{e}`$ the rest mass of an electron. By summing Eqs. (10) and (11) and integrating we find the Lorentz factor $`\gamma `$ at time $`t^{}`$ of those electrons which had a Lorentz factor $`\gamma _\mathrm{s}`$ at time $`t_\mathrm{s}^{}`$ (see also Kaiser et al. 1997)
$$\gamma (t^{},t_\mathrm{s}^{})=\frac{\gamma _\mathrm{s}\tau ^{}(t^{})^{2/3a_1}}{\tau ^{}(t_\mathrm{s}^{})^{2/3a_1}+b_1(t^{},t_\mathrm{s}^{})\gamma _\mathrm{s}},$$
(12)
with
$$b_1(t^{},t_\mathrm{s}^{})=\frac{4}{3a_3}\frac{\sigma _\mathrm{T}}{m_\mathrm{e}c}\frac{u_\mathrm{B}(R_\mathrm{o})R_\mathrm{o}}{\gamma _\mathrm{j}v_\mathrm{j}}\left[\tau ^{}(t^{})^{a_3}\tau ^{}(t_\mathrm{s}^{})^{a_3}\right]$$
(13)
and
$$a_3=12\left(a_2+\frac{a_1}{3}\right).$$
(14)
The number of relativistic particles with a Lorentz factor in the range $`\gamma `$ to $`\gamma +d\gamma `$ in the jet region overtaken by the jet shock at time $`t_\mathrm{s}^{}`$ is therefore given by
$`N^{}(\gamma )d\gamma `$ $`=`$ $`\{\begin{array}{cc}\dot{N}_\mathrm{o}^{}(t_\mathrm{s}^{})\gamma ^pb_2\hfill & \\ \times \tau ^{}(t^{})^{2/3a_1}d\gamma dt_\mathrm{s}^{}\hfill & ;\gamma \gamma _{\mathrm{max}}(t^{})\hfill \\ 0\hfill & ;\gamma >\gamma _{\mathrm{max}}(t^{}),\hfill \end{array}`$ (18)
with
$$b_2=\left[\tau ^{}(t^{})^{2/3a_1}b_1(t^{},t_\mathrm{s}^{})\gamma \right]^{p2}\tau ^{}(t_\mathrm{s}^{})^{2/3a_1(p1)}.$$
(19)
Note here that the high energy cut-off, $`\gamma _{\mathrm{max}}(t^{})`$, also evolves according to Eq. (12).
### 4.2 Synchrotron emission
The synchrotron emission of the relativistic particles at time $`t^{}`$ in the region of the jet overtaken by the shock at time $`t_\mathrm{s}^{}`$ is given by
$$dP_\nu ^{}^{}=_{\gamma _{\mathrm{min}}}^{\gamma _{\mathrm{max}}}\frac{4}{3}\sigma _\mathrm{T}cu_\mathrm{B}(t^{},t_\mathrm{s}^{})\gamma ^2\mathrm{\Phi }(\nu ^{},\gamma )N^{}(\gamma )𝑑\gamma ,$$
(20)
where $`\mathrm{\Phi }(\nu ^{},\gamma )`$ is the synchrotron emission spectrum of a single electron with Lorentz factor $`\gamma `$. Here we assume that the magnetic field in the jet is tangled on scales smaller than the radius of the jet. This then implies that $`\mathrm{\Phi }(\nu ^{},\gamma )=\overline{F}(\gamma )/\nu _\mathrm{c}`$, where $`\overline{F}`$ is one of the synchrotron integrals normalised to give $`_1^{\mathrm{}}\overline{F}(\gamma )𝑑\gamma =1`$ (e.g. Shu 1991). To get the total emission of the jet behind the jet shock we have to sum the contributions of all the regions labeled with their shock times $`t_\mathrm{s}^{}`$ within the jet. From Eq. (18) we see that this implies integrating Eq. (20) over $`t_\mathrm{s}^{}`$. This integration must be performed numerically. Finally, to compare the model results with the observations we have to transform to the rest frame of the observer, $`P_\nu =P_\nu ^{}^{}\delta _\pm ^3`$. Note here that the luminosity inferred from the observations at frequency $`\nu `$ was emitted in the gas rest frame at a frequency $`\nu ^{}=\nu /\delta _\pm `$.
As mentioned above, the steepening of the radio spectrum of the superluminal jet components observed during outbursts of microquasars is caused by the integrated emission from an extended region of the jet. The further away from the shock the emission is created in the jet, the lower the cut-off in the energy spectrum of the relativistic electrons will be. However, if the jet region contributing to the total emission is not too large the properties of the energy spectrum will not change dramatically within this region. In this case we may estimate the approximate location of the break in the radio spectrum beyond which the spectrum steepens significantly. Most of the energy lost by relativistic particles is radiated at their critical frequency, $`\nu _\mathrm{c}=\left(3/2\right)\nu _\mathrm{L}\gamma ^2`$, where $`\nu _\mathrm{L}`$ is the Larmor frequency. Defining the break frequency, $`\nu _\mathrm{b}`$, as the critical frequency of the most energetic particles just behind the jet shock we get
$$\nu _\mathrm{b}^{}=\frac{3q\sqrt{2\mu _\mathrm{o}u_\mathrm{B}^{}}}{4\pi m_\mathrm{e}}\gamma _{\mathrm{max}}^2,$$
(21)
where $`q`$ is the elementary charge and $`\mu _\mathrm{o}`$ is the magnetic permeability of the vacuum. The steepening of the radio spectrum of the observed outbursts of microquasars strongly suggest that the observing frequency, $`\nu `$, is close to the break frequency, i.e. $`\nu \nu _\mathrm{b}^{}\delta _\pm `$. Therefore, if most of the observed emission comes from the region just behind the shock, we expect from Eq. (21) that $`\gamma _{\mathrm{max}}u_\mathrm{B}^{}(R_\mathrm{o})^{1/4}`$. This implies that $`\gamma _{\mathrm{max}}`$ and $`u_\mathrm{B}^{}(R_\mathrm{o})`$ are not independent parameters of the model but that they are correlated.
## 5 Application to GRS 1915+105
The number of parameters in the model outlined above is large. In order to reduce this number we assume that the jets in microquasars are freely expanding, i.e. $`a_1=1`$, and that the flux of magnetic energy through the jet is conserved, i.e. $`a_2=2`$. Since we assume the bulk velocity of the jet material to be constant, this implies that the ratio of the kinetic energy and the energy of the magnetic field is constant as well. Furthermore, we impose symmetry between the approaching and receding sides of the source in the sense that the model parameters describing the jet are the same on both sides. This may be a poor assumption as the jets of GRO J1655-40 are observed to be asymmetric (Hjellming & Rupen 1995). The model then depends on five free parameters: The e-folding distance of the number of relativistic particles within the jet accelerated by the shock, $`a_4`$, the bulk velocity of the shocked jet material, $`v_\mathrm{j}`$, the maximum Lorentz factor up to which relativistic particles are initially accelerated, $`\gamma _{\mathrm{max}}`$, the slope of the initial power law energy spectrum of these particles, $`p`$, and the energy density of the magnetic field at $`R_\mathrm{o}`$, $`u_\mathrm{B}^{}(R_\mathrm{o})`$. The acceleration rate of relativistic particles at the normalisation radius, $`\dot{N}_\mathrm{o}^{}(R_\mathrm{o})`$, is in principle also a free parameter. However, from Eq. 20) we note that it is only a multiplicative factor in the calculation of the total radio emission of the jet. We therefore use it to normalise the model in such a way that for a given set of model parameters $`\dot{N}_\mathrm{o}^{}(R_\mathrm{o})`$ is such that the difference between the model predictions and the observational data is smallest for this given set of parameters.
Many radio outbursts of a number of microquasars have been observed. But to constrain the model parameters in a meaningful way, we would ideally need radio observations at two or more frequencies which clearly resolve the approaching and the receding jet component. Furthermore, the resolution should be sufficient to decide whether one of these jet components consists of multiple subcomponents, i.e. multiple shocks, the emission of which may be blended in observations of lower resolution. To date there are very few simultaneous multi-frequency observations which come even close to this ideal situation. The best studied radio outburst of any microquasar is still that of March 19th 1994 of GRS 1915+105 (Mirabel & Rodríguez 1994). This is also the outburst studied by Atoyan & Aharonian (1999). To test our model we will use the comparatively large data base accumulated during this event.
### 5.1 The observations
The radio outburst of GRS 1915+105 which occurred in March 1994 was one of the strongest recorded for this object. The flux density at 1.4 GHz exceeded 1 Jy which is at least ten times higher than the radio flux in quiescence (Rodríguez et al. 1995). The outburst was observed with the VLA in A-array at 8.4 GHz during 7 epochs covering almost 42 days. Except for the first of these, the two jet components were resolved at this frequency (Mirabel & Rodríguez 1994). For the first unresolved and one further epoch measurements with the VLA are also available at 4.9 GHz and 15 GHz. In addition, GRS 1915+105 was monitored during this time by the Nancay telescope at 1.4 GHz and 3.3 GHz (Rodríguez et al. 1995). There are 24 flux measurements at each frequency but the source is unresolved at these frequencies. After a reconfiguration of the VLA four more observations of GRS 1915+105 of lower resolution were obtained at 8.4 GHz in B-array (Rodríguez & Mirabel 1999). These measurements cover roughly another 28 days but there is a gap of about 40 days between the end of the A-array observations and the start of the B-array campaign.
From the resolved VLA observations at 8.4 GHz Mirabel & Rodríguez (1994) determined a velocity for the jet components of 0.92 c and an angle of the jets to the line of sight of 70. This assumes that the approaching and the receding component travel at the same velocity in opposite directions. Furthermore, it is assumed that GRS 1915+105 is located 12.5 kpc away from us. Fender et al. (1999) observed another radio outburst of GRS 1915+105 in October 1997 and found a higher intrinsic velocity which is inconsistent with a distance of 12.5 kpc. They argue that the most likely distance for this object is 11 kpc which then implies that the velocity of the jet components in March 1994 was 0.86 c and the angle of the jets to the line of sight is 68. In the following we will adopt these later values. Extrapolating back the trajectories of the two jet components Mirabel & Rodríguez (1994) find that the outburst started at 20 hours on March 19.
Figs. 1 and 2 show all available flux density measurements as a function of time. Rodríguez & Mirabel (1999) note that another outburst of GRS 1915+105 occurred on April 21. The jet components of this new outburst are clearly visible as an unresolved emission peak coincident with the source centre in the VLA radio map of epoch 6. The approaching component of this new outburst is also distinctly visible on the map of the following observing epoch while the receding component is probably blended with that of the previous outburst of March 19. The signature of this later outburst as a sudden increase of the radio flux is not very distinct at 1.4 GHz and 3.3 GHz. Even at 8.4 GHz the situation in terms of the total flux density is somewhat unclear. However, the outburst can be easily identified as a separate event from the one of March 19 because the VLA maps reveal an emission peak distinct from those of the earlier outburst. The later observation epochs at the VLA with lower resolution detect the jet components of the April 21 burst while the components of the March 19 event were not detected (Rodríguez & Mirabel 1999). This is rather puzzling as the extrapolation of their lightcurves from the earlier observations indicate that they should still have been visible during these later observations.
#### 5.1.1 The blending of outbursts
A close examination of the total radio flux at 8.4 GHz reveals another sudden increase around observation epoch 4 (April 9, Fig. 1). This increase is also detected at 1.4 GHz and 3.3 GHz by the Nancay telescope on April 5 (Rodríguez et al. 1995, Fig. 2). Atoyan & Aharonian (1999) point out that this may be caused by a sudden additional injection of fresh relativistic electrons in the ‘blobs’ of gas they consider in their model. An alternative interpretation, which we will adopt here is that another, smaller outburst occurred shortly after April 4. In this case, the radio emission caused by the propagation of a new shock down the jet is most likely blended with that of the earlier event of March 19 because of the limited resolution of the observations. If the smaller outburst occurred at April 5, 0:0 hours, and assuming that the apparent shock velocity of this outburst is equal to that of the March 19 event, i.e. 17.5 mas day<sup>-1</sup> (Rodríguez & Mirabel 1999), then the distance of the shock from the source centre on the approaching jet side at observing epoch 4 would be roughly 0.1”. The position of the emission peak on April 9 is given as 0.36” from the source centre (Mirabel & Rodríguez 1994). The resolution of the VLA in A-array at 8.4 GHz is $``$0.3” and this means that a secondary peak caused by a later, somewhat weaker outburst as proposed here could not be detected as an individual structure. The situation on the receding jet side with its lower expansion velocities is even worse. However, the radio emission of the additional outburst would contribute to the total radio flux of the source and we believe that this has been detected here.
In summary, we will assume that the observations outlined above cover three separate radio outbursts of GRS 1915+105. The first and strongest occurred on March 19. The jet components of this burst are detected until the end of the first set of VLA observations (April 30). By the time of the second VLA campaign (June 13) they had vanished although the extrapolation of their earlier lightcurves suggested that they should still be observable. The second much weaker outburst occurred shortly after April 4, since the Nancay data show a sudden increase in radio flux on April 5 but not on April 4. The radio emission of this event is most likely blended with that of the first outburst and there is no sign of this second burst in the second set of VLA observations. The third outburst finally started on April 21 and was intermediate in strength. The radio emission caused by this event is clearly detected in the source centre on April 23 and the approaching jet component can be seen in the VLA map obtained on April 30. Both jet components are clearly detected in all four VLA observing epochs in June and July.
#### 5.1.2 Data used in the modeling
In the continuous jet model for microquasars outlined above, only one shock is thought to travel outwards in each jet. Because of this, only observational data from observing epochs during which we can be sure that there was only one shock per jet contributing to the radio emission can be used in constraining the model parameters. From the above discussion it is clear that we can only use the three unresolved VLA measurements at 4.9 GHz, 8.4 GHz and 14.9 GHz from March 24 and the two following resolved observations at 8.4 GHz. These later observation provide us with separate flux measurements for the approaching and receding jet components. We also use the measurement of the receding jet component of April 9, since it seems likely that all the flux of the second outburst was attributed to the approaching component by Mirabel & Rodríguez (1994). Alternatively, this measurement can be taken as an upper limit. Of the Nancay observations we use all flux measurements starting March 24 through to April 4. There are eight observations during this time at 1.4 GHz and 3.3 GHz. For all 24 measurements used to constrain the model we assume the conservative error of 46% suggested by Rodriguez & Mirabel (1999) as opposed to the original error of 5% quoted by Rodríguez et al. (1995). In practice we did not use the eight 3.3 GHz data points as their inclusion led to significantly worse fits of the model to the observational data. See the next section for a discussion of this point.
### 5.2 Constraining the model parameters
We use the model outlined above to calculate the expected radio flux at the times GRS 1915+105 was observed during the outburst starting March 19. The ‘goodness of fit’ of the model for a given set of free parameters to the observations was assessed by calculating the sum of the $`\chi ^2`$-differences at the times the source was observed. The best-fitting model was then found by minimising this $`\chi ^2`$-value using a 4-dimensional downhill simplex method (Press et al. 1992). The remaining fifth model parameter, the energy density of the magnetic field at the normalisation radius, $`u_\mathrm{B}^{}(R_\mathrm{o})`$, was set ‘by hand’ to five different values. The normalisation radius, $`R_\mathrm{o}`$, was set to $`1.110^{14}`$ m which corresponds to the unprojected distance of the jet shock from the source centre at the time of the first VLA observation, i.e. March 24.
The results of the model fits are summarised in Table 1. The model fits the observational data equally well for all five adopted values for the strength of the magnetic field. As expected from Eq. (21) we find that the maximum Lorentz factor up to which relativistic particles are accelerated correlates strongly with the value of the energy density of the magnetic field. The values found for $`\gamma _{\mathrm{max}}`$ in the model fits follow almost exactly a $`u_\mathrm{B}^{}(R_\mathrm{o})^{0.25}`$ law. This shows that the model presented here cannot be used to constrain the strength of the magnetic field within the jet independently of the maximum energy of the relativistic particles. To proceed we adopt in the following $`u_\mathrm{B}^{}(R_\mathrm{o})=4.210^5`$ as our fiducial model. This corresponds to the equipartition value of the magnetic field of $`10^5`$ T (0.1 G) found by Atoyan & Aharonian (1999) for the chosen value of $`R_\mathrm{o}`$. Note however, that the energy density of the magnetic field and that of the relativistic particles does not stay in equipartition for all times in our model.
Figs. 1 and 2 show the model predictions of the fiducial model compared to the observational data. Also shown are the predictions of the model for the best-fitting parameters when using also the 3.3 GHz data. If we use all available data, the model predictions at the higher observing frequencies are rather low at early times. For the VLA measurements at 4.9 GHz and 14.9 GHz (not shown in Figs. 1 and 2) on March 24 the model predicts flux densities of 759 mJy and 385 mJy respectively. This is much lower than the measured flux densities of 887 mJy and 514 mJy at these frequencies. A closer inspection of Fig. 2 also shows that the measurement at 4.9 GHz actually exceeds those taken at 3.3 GHz at comparable times, which is unlikely to be real. Table 1 also shows that the fit obtained including the 3.3 GHz data is much worse in terms of the reduced $`\chi ^2`$-values than that excluding them. Also the flux densities predicted by our fiducial model which excludes the 3.3 GHz data, 926 mJy at 4.9 Ghz and 499 mJy at 14.9 Ghz, are much closer to the observations. Finally, the predictions of this model at 3.3 GHz fit the observations well at this frequency apart from the early observing epochs (see Fig. 2). We therefore believe that the model parameters found using our fiducial model and excluding the 3.3 GHz data are more reliable than those found when including these additional measurements.
To estimate the expected error of the model parameters of our fiducial model we calculated the $`\chi ^2`$-value for a large set of combinations of the 4 free model parameters. The uncertainties quoted in Table 1 are 1-$`\sigma `$ errors corresponding to those parameter ranges for which $`\chi ^21`$. Note that the uncertainties of the model parameters, particularly those of $`a_4`$ and $`p`$, are large while the light curves predicted by the model pass the data points well within the error bars of the flux measurements (see Figs. 1 and 2). This suggests that the quoted errors of the observed fluxes, at least for the VLA data points, are too conservative which also results in an overestimation of the uncertainties of the model parameters.
### 5.3 Comparison with the later observations
The exponential function which describes the change in the acceleration rate of relativistic particles as a function of the position of the shock in the jet, Eq. (8), implies that the radio flux caused by the first outburst on March 19 decreases quickly once $`R_\mathrm{s}/R_\mathrm{o}`$ exceeds $`a_4`$. This effect is clearly visible in Fig. 1 at 8.4 GHz. The model predicts that without the additional blended radio emission caused by the second and third outbursts around April 5 and April 21 the two jet components would have faded much more rapidly than is observed. This effect is less pronounced at lower frequencies (see Fig. 2). However, even for these the predicted and the observed light curves steepen somewhat roughly 15 days after the start of the first outburst. The continued steepening of the lightcurves of the two jet components at 8.4 GHz can also explain why they were not detected during the second observing campaign at the VLA (see Fig. 1).
We tried replacing the exponential in Eq. (8) with a simple power law. The data can be adequately fitted with this modified model as well. However, this change in the temporal behaviour of $`\dot{N}_\mathrm{o}^{}(R_\mathrm{o})`$ also leads to a much increased flux at low observing frequencies at later times. Using this modified model we found a flux at 1.4 GHz 40 days after the start of the first outburst exceeding the observations by a factor of at least 1.3 even without considering the possible contribution from later outbursts. This supports the picture of two colliding shells of jet material of finite width causing the internal shock. The rate at which energy is dissipated is roughly constant during the collision and decreases rapidly once the two shells have merged.
Comparing the model lightcurves with the observational data the signature of the second outburst starting around April 5, about 16 days after the start of the first outburst, can clearly be detected at 8.4 GHz. The increase in the radio emission caused by the second event is less dramatic at 3.3 GHz and 1.4 GHz but can still be seen in Fig. 2. The third outburst of April 21, 32 days after the first burst, is seen as excess emission at 8.4 GHz and 3.3 GHz but is less obvious at 1.4 GHz. We note that in general the smooth lightcurve predicted by our model fits the VLA observations much better than the flux measurements at 1.4 GHz and 3.3 GHz taken with the Nancay telescope. This may imply larger errors for the low frequency data which hide to some extent the signatures of the second and third outburst which are much weaker than the first.
## 6 Properties of GRS 1915+105
### 6.1 Energetics
Using the model parameters of our fiducial model we now derive some of the physical properties of the jets of GRS 1915+105 during the outburst of March 19. The rate at which energy is transfered by the jet shock to the relativistic particle population at time $`t_\mathrm{s}^{}`$ is
$`\dot{E}_{\mathrm{rel}}^{}`$ $`=`$ $`\dot{N}_\mathrm{o}^{}(R_\mathrm{o})e^{R_\mathrm{s}/(R_\mathrm{o}a_4)}m_\mathrm{e}c^2{\displaystyle _{\gamma _{\mathrm{min}}}^{\gamma _{\mathrm{max}}}}\gamma _\mathrm{s}^p(\gamma _\mathrm{s}1)𝑑\gamma _\mathrm{s}`$ (22)
$`=`$ $`10^{29}e^{R_\mathrm{s}/(R_\mathrm{o}a_4)}\text{W},`$
where we have assumed that only electrons and/or positrons are accelerated and that the initial energy spectrum of the relativistic particles extends down to $`\gamma _{\mathrm{min}}=1`$.
The rate at which energy is transported in the form of magnetic fields can be estimated by
$`\dot{E}_\mathrm{B}^{}`$ $``$ $`\pi \left({\displaystyle \frac{\theta R_\mathrm{s}}{2}}\right)^2u_\mathrm{B}^{}(R_\mathrm{s})v_\mathrm{s}^{}`$ (23)
$`=`$ $`1.810^{28}\left({\displaystyle \frac{\theta }{\text{degrees}}}\right)^2\text{W},`$
where $`\theta `$ is the opening angle of the conical jet and $`v_\mathrm{s}^{}`$ is the speed of the shock in the frame of the shocked jet material. For our fiducial model $`v_\mathrm{s}^{}=0.53`$ c. Fender et al. (1999) find that during another outburst of GRS 1915+105 in 1997 $`\theta `$ was smaller than $`8^{}`$. This would then imply an upper limit to $`\dot{E}_\mathrm{B}^{}`$ of $`1.210^{30}`$ W. Note that the strength of the magnetic field in the jet after the passage of the shock is used here. This estimate does not imply that the unshocked jet material carries a magnetic field of this strength. Some or all of the magnetic field may be generated in the shock itself.
Finally, we can derive an lower limit for the bulk kinetic energy transported by the jet material. We know the number of relativistic light particles in the jet and so
$`\dot{E}_{\mathrm{kin}}`$ $``$ $`(\gamma _\mathrm{j}1)m_\mathrm{e}c^2\dot{N}_\mathrm{o}^{}(R_\mathrm{o})e^{R_\mathrm{s}/(R_\mathrm{o}a_4)}{\displaystyle _{\gamma _{\mathrm{min}}}^{\gamma _{\mathrm{max}}}}\gamma _\mathrm{s}^p𝑑\gamma _\mathrm{s}`$ (24)
$`=`$ $`6.310^{26}e^{R_\mathrm{s}/(R_\mathrm{o}a_4)}\text{W}.`$
This is only a strict lower limit, since we do not know whether the jets also contain thermal material and/or protons. In the case that there is one proton for each relativistic electron we find that the numerical constant in Eq. (24) increases to $`1.210^{30}`$. Note that this then is identical to the energy carried in the form of magnetic fields for $`\theta 8^{}`$.
The estimates for the energy transported along the jet in various forms presented above are lower by about a factor 10 than the estimates of Fender et al. (1999) for the weaker outburst in 1997. However, it should be noted that their estimates are based on the assumption that the radio emission is caused by two ‘blobs’ of relativistic plasma which were ejected by the central source within about 12 hours. The continuous jet model presented here requires that the estimated energy supply to the jet is sustained by the central source for at least 42 days; the length of the first observing campaign. This means that the total amount of energy produced by GRS 1915+105 is predicted by our model to be at least an order of magnitude greater during the March 1994 outburst than it was in the case of discrete ejections assumed for the September 1997 event.
These estimates illustrate that a continuous jet model cannot decrease the total amount of energy needed for a given radio outburst but the rate at which this energy is produced is much lower than in a model assuming discrete ejection events. This is the case because much, if not most, of the energy needed to produce the radio emission observed is ‘stored’ in the material of the continuous jet. This material was ejected by the central source during comparatively long period well before the process which led to the formation of the jet shock took place. Only the acceleration of relativistic particles at the jet shock then ‘lights up’ the jet and we are able to detect it.
### 6.2 Self-absorption
Since all jet properties are assumed to scale with distance from the source centre in our conical jet, it is clear that at some early time in the outburst the jet material was opaque for radio emission because of synchrotron self-absorption. The absorption coefficient in the rest frame of the emitting gas is given by (e.g. Longair 1981)
$`\chi _\nu ^{}^{}`$ $`=`$ $`3.35410^9\left(3.5410^{18}\right)^p`$ (25)
$`\times `$ $`\kappa ^{}B^{(p+2)/2}b(p)\nu ^{(p4)/2}\text{m}^1,`$
where in our notation
$$\kappa ^{}=\frac{4\dot{N}_\mathrm{o}^{}(R_\mathrm{o})\left(m_\mathrm{e}c^2\right)^{p1}}{\pi v_\mathrm{s}^{}(R_\mathrm{s}\theta )^2}e^{R_\mathrm{s}/(R_\mathrm{o}a_4)},$$
(26)
and $`b(p)`$ is of order unity. We only consider the region just behind the jet shock where the energy distribution of the relativistic particles is completely described by a power law of exponent $`p`$. For a photon emitted at the centre of the jet the optical depth in the radial direction is then $`\tau =R_\mathrm{s}\theta \chi _\nu ^{}^{}/2`$. For our fiducial model we then find that the jet material becomes transparent at 8.4 GHz roughly 2 hours after the start of the outburst when the shock has reached a distance of $`210^{12}`$ m from the source centre.
Mirabel et al. (1998) find that for the much weaker ‘mini-bursts’ of GRS 1915+105 the jets become transparent about 30 minutes after the start of the burst. Bearing in mind that the mini-bursts may be quite different in their properties compared to the major outburst considered here, our value is therefore in good agreement with their findings.
### 6.3 Infrared emission
Several groups have reported the detection of infrared emission from GRS 1915+105 (i.e. Sams et al. 1996, Mirabel et al. 1996, 1998). In the case of the mini-bursts simultaneous flux measurements at radio frequencies and in the K-band are available at times of about 10 to 20 minutes after the start of the bursts (Mirabel et al. 1996). Because of the uncertainties in the dust corrections in the K-band towards GRS 1915+105 it is difficult to estimate the spectral behaviour from radio to infrared wavelengths. However, for the mini-bursts flat spectra, $`\alpha =0`$, regardless of the exact magnitude of extinction are observed very early during the bursts (Mirabel et al. 1996). The slope of the initial energy distribution of the relativistic particles in combination with the rather low high-energy cut-off of this distribution we found for our fiducial model is inconsistent with such flat emission spectra. However, this model does predict an unobscured, optically thin infrared flux of about 14 mJy in the K-band for a time about 15 minutes after the start of the burst. This may be enough to be detected in future observations of large outbursts. The timing requirements for such an observations are however difficult to meet, since the predicted infrared flux very quickly becomes undetectable at only slightly later times.
More puzzling is the detection of a resolved jet component with K-band flux of at least 1.8 mJy about 0.3” away from the centre of GRS 1915+105 by Sams et al. (1996). The shock on the approaching side of our jet model would need 24 days to reach such a large distance from the source centre. By this time our fiducial model predicts no synchrotron emission in the K-band at all. We have estimated whether this infrared emission may be caused by radio photons which are inverse Compton scattered to such high frequencies within the jet plasma. However, we find that this cannot explain the observations since the density of the relativistic particles in the jet in our model is orders of magnitude too low.
The observation of K-band emission far away from the core of GRS 1915+105 and the flat spectral indices of the mini-bursts suggest that two different types of outbursts may occur in the jets of this source. The strong radio bursts like the one of March 1994 are caused by jet shocks which produce large numbers of relativistic particles with a steep energy distribution. The weaker mini-bursts involve shocks which accelerate less particles but produce a flatter energy distribution which may also extend to higher energies than in the stronger bursts. The ‘mini-burst mode’ may correspond to a phase of relative stable jet production with only small variations in the bulk velocity of the jet material. Such flat spectra extending to millimeter wavelengths, possibly coupled with the continuous ejection of a jet, have been observed in Cygnus X-1 (Fender et al. 2000). The strong radio outbursts then probably mark phases of more violent changes in the central jet production mechanisms. Fender (1999) points out that this proposed behaviour may also be reflected in the X-ray signature of the accretion disk. In any case, other sources of infrared emission in the close vicinity of the jets like dust illuminated by the disk and/or the jet may further complicate the situation (Mirabel et al. 1996). To test the validity of the proposed scenario resolved observations of outbursts of GRS 1915+105 and other galactic jet sources from radio to infrared frequencies would be necessary.
## 7 The end of the jet
The energy transported by the jets of microquasars is enormous. This energy will be continuously deposited at the end of the jets and may lead to significant radiation from this region depending on how it is dissipated. In the following we investigate the fate of the energy transported by the jets of microquasars as predicted by our model. The discussion is based on the work by Leahy (1991).
### 7.1 Momentum balance
In order for the jets to expand they have to accelerate the surrounding ISM and push it aside. The velocity of the contact surface between the front end of the jet and the ISM, $`v_\mathrm{c}`$, is given by balancing the momentum or ‘thrust’ of the jet material with the ram pressure of the receding ISM
$`{\displaystyle \frac{v_\mathrm{c}}{v_\mathrm{j}}}`$ $`=`$ $`\left(1+{\displaystyle \frac{1}{\mathrm{\Gamma }_\mathrm{j}M_\mathrm{j}^2}}\right)`$ (27)
$`\times `$ $`\left[1+\sqrt{{\displaystyle \frac{1}{\eta }}\left(1+{\displaystyle \frac{1}{\mathrm{\Gamma }_\mathrm{j}M_\mathrm{j}^2}}\right)\left(1+{\displaystyle \frac{1}{\mathrm{\Gamma }_\mathrm{c}M_\mathrm{c}^2}}\right){\displaystyle \frac{1}{\mathrm{\Gamma }_\mathrm{j}M_\mathrm{j}^2}}}\right]^1,`$
where $`\mathrm{\Gamma }_\mathrm{j}`$ and $`\mathrm{\Gamma }_\mathrm{c}`$ are the adiabatic indices of the jet material and the ISM respectively, $`M_\mathrm{j}`$ is the internal Mach number of the jet flow, $`M_\mathrm{c}`$ is the Mach number of the contact surface with respect to the sound speed in the ISM and $`\eta =\rho _\mathrm{j}/\rho _\mathrm{c}`$. Here $`\rho _\mathrm{j}`$ is the mass density of the jet material while $`\rho _\mathrm{c}`$ is the density of the ISM. This expression is strictly valid only for non-relativistic jet velocities. However, since the bulk velocity of the shocked jet material, $`v_\mathrm{j}`$, is only mildly relativistic in our fiducial model, $`\gamma _\mathrm{j}=1.3`$, we take Eq. (27) to be a good approximation. Note that the velocity of the jet material in front of the shock is even lower than $`v_\mathrm{j}`$.
For $`v_\mathrm{c}v_\mathrm{j}`$ the jet material does not decelerate strongly at the end of the jet. This implies that little of the kinetic energy transported by the jet is dissipated. Even for large internal Mach numbers it is then unlikely that a strong shock will develop in the jet flow close to the contact surface. This occurs when the jet is overdense, i.e. $`\eta 1`$ and so the jet flow is close to being ballistic. For underdense jets, $`\eta <1`$, the ratio $`v_\mathrm{c}/v_\mathrm{j}`$ can become considerably smaller than 1. In this case a strong deceleration of the jet ensues and much of its kinetic energy is dissipated. For $`M_\mathrm{j}1`$ a strong shock will form and can act as a site of efficient acceleration of relativistic particles. Examples for this are the powerful extragalactic radio sources of type FRII (Fanaroff & Riley 1974) with their very bright radio hot spots at the end of their jets. The diffuse radio lobes enveloping their jets are the remains of the shocked jet material left behind by the advancing contact surface. In the transonic regime, $`M_\mathrm{j}1`$, only weak shocks may form at the jet end and particle acceleration is less efficient. The less powerful jets of FRI objects fall in this class.
### 7.2 Application to our fiducial model
In the model developed in the previous sections we have assumed the jets of microquasars to be conical with a constant opening angle. This implies $`\eta =\eta _\mathrm{o}(R/R_\mathrm{o})^2`$ and, because of the adiabatic expansion of the jet material, $`M_\mathrm{j}=M_\mathrm{j}(R_\mathrm{o})(R/R_\mathrm{o})^{\mathrm{\Gamma }_\mathrm{j}1}`$. The bulk velocity of the jet material is high in our fiducial model and unless the jet material is very hot ($`T_\mathrm{j}(R_\mathrm{o})>10^{12}`$ K in the case of a proton-electron jet) the internal Mach number of the jet flow will always greatly exceed 1. Since $`\eta `$ is a strongly decreasing function of $`R`$, we expect from Eq. (27) that the ratio $`v_\mathrm{c}/v_\mathrm{j}`$ will always fall significantly below unity for large values of $`R`$. This means that the jets of microquasars should end eventually in strong shocks which may be detectable in the radio. In the source XTE J1748-288 a region of bright radio emission was observed to slow down and brighten at the same time some distance from the centre of the source (Hjellming et al. 1999). In our model this is interpreted as an internal shock reaching the end of the jet where the termination shock further boosts the relativistic particle population which was pre-accelerated by the internal shock. After passing through the termination shock the jet material may inflate a radio lobe very similar to extragalactic FRII objects if $`v_\mathrm{c}/v_\mathrm{j}1`$ (see also Levinson & Blandford 1996a, b). It has been suggested that the diffuse radio emission region W50 around SS433 is the radio lobe inflated by the jets of this source (Begelman et al. 1980). Other radio lobes were detected around 1E 1740.7-2942 (Mirabel et al. 1992), GRS 1758-258 (Rodríguez et al. 1992) and possibly GRO J1655-40 (Hunstead et al. 1997), but not in the vicinity of GRS 1915+105 (Rodríguez & Mirabel 1998). The absence of a radio lobe in GRS 1915+105 may indicate that the jet in this source is relatively young and has not yet reached the point at which it becomes underdense with respect to the ISM. In the following we estimate the distance out to which the jets in this source may travel without the formation of a strong termination shock.
A lower limit for $`\eta `$ can be derived from our fiducial model assuming that the jets consist only of the relativistic particles responsible for the synchrotron emission plus the particles needed for charge neutrality. Thus
$$\eta \dot{N}_\mathrm{o}^{}(R_\mathrm{o})e^{R_\mathrm{s}/(R_\mathrm{o}a_4)}\frac{m_\mathrm{j}}{\pi \left(\theta /2R_\mathrm{s}\right)^2v_\mathrm{s}^{}\rho _\mathrm{c}}_{\gamma _{\mathrm{min}}}^{\gamma _{\mathrm{max}}}\gamma _\mathrm{s}^p𝑑\gamma _\mathrm{s},$$
(28)
where $`m_\mathrm{j}`$ is the mass of the average particle in the jet. An upper limit for $`\eta `$ can be derived from the assumption that the rate at which mass is ejected along the jet can not exceed the mass accretion rate within the disk powering the jet. Fits to the X-ray spectrum of GRS 1915+105 suggest an accretion rate of order $`\dot{m}10^{15}`$ kg s<sup>-1</sup> (Belloni et al. 1997). We then find
$$\eta \frac{\dot{m}}{\pi \left(\theta /2R_\mathrm{s}\right)^2v_\mathrm{s}^{}\rho _\mathrm{c}}.$$
(29)
Note that this upper limit does not depend on the nature of the jet material. Using Eqs. (28) and (29) and assuming $`\rho _\mathrm{c}m_\mathrm{p}10^6`$ kg m<sup>-3</sup>, corresponding to a particle density of 1 cm<sup>-3</sup>, we find $`56\eta _\mathrm{o}1300`$ for a proton-electron jet and $`0.03\eta _\mathrm{o}1300`$ for a pair plasma jet. The lower limit for the pair plasma jet assumes that the pairs are cold. Because of pair annihilation it is unlikely that the material of a pair plasma jet is cold (e.g. Gliozzi et al. 1999) and so this lower limit is used here for illustrative purposes only. Relativistic thermal motion of the pairs would raise this lower limit.
For the reasonable assumptions $`M_\mathrm{c}1`$ and $`M_\mathrm{j}1`$ Fig. 3 shows the ratio $`v_\mathrm{c}/v_\mathrm{j}`$ as calculated from Eq. (27). We see that even if the mass transport rate of the jet is equal to the mass accretion rate a termination shock should form about $`50R_\mathrm{o}510^{15}`$ m away from the core of the source. This distance is reached by the jet material traveling at $`v_\mathrm{j}=0.61`$ c in less than two years.
GRS 1915+105 was discovered as a bright X-ray source on the 15th of August 1992 (Castro-Tirado et al. 1992). Given the availability of X-ray monitoring satellites before 1992 it is not likely that this source was very active before this date. The subsequent radio monitoring with the Green Bank Interferometer (e.g. Foster et al. 1996) shows that after its discovery GRS 1915+105 produced radio outbursts every few months. In the frame of the internal shock model described here this implies that jet production must have been reasonably steady since 1992. Assuming that the bulk velocity of the jet material did not vary strongly, the end of the jet must have reached a distance of roughly $`310^{16}`$ m from the core by the end of 1997. This is the time of the radio observation of the large scale surroundings of GRS 1915+105 by Rodríguez & Mirabel (1998) who did not find any evidence for a termination shock of the jet or radio lobes (but see Levinson & Blandford 1996a).
The estimation of the position of the termination shock depends crucially on the overdensity of the jet material with respect to the ISM. It is possible that the gas density in the vicinity of GRS 1915+105 is lower than assumed here. However, given its location in the galactic plane this is rather unlikely. A further possibility is that the jets of microquasars are not conical for their entire length. The jets of extragalactic FRII objects are believed to pass through a very oblique reconfinement shock which brings them into pressure equilibrium with their environment (e.g. Falle 1991). These shocks are not very efficient in accelerating relativistic particles and so are often undetectable. This scenario is also confirmed for FRII sources by numerical simulations of their jets (e.g. Komissarov & Falle 1998). The same process may recollimate the jets of microquasars as well. In this case they may stay overdense with respect to the ISM much longer and this would enable them to travel out to much larger distances before terminating in a strong shock. In this respect it is interesting to note that Rodríguez & Mirabel (1998) found a compact non-thermal emission region located 16.3’ away from GRS 1915+105. The feature is elongated and its major axis is aligned with one of the jets. If this feature is caused by the jet pointing in its direction then it must have been ejected by the core roughly 280 years ago. This may be the time scale on which GRS 1915+105 becomes active and produces jets.
## 8 Observational tests of the model
### 8.1 Emission lines
In our model the jet flow initially consists of non-relativistic hot plasma. Due to adiabatic expansion losses of thermal energy during the propagation of this material along the conical jet with given opening angle, the temperature of the plasma decreases. Internal shocks as envisioned above lead to local heating and acceleration of relativistic particles but do not change this general picture. In reality the situation is very similar to that in the well-known source SS433. In SS433 we observe bright optical recombination Balmer, Paschen and Brackett lines of hydrogen which are blue-shifted in the approaching jet and red-shifted in the receding jet. The velocity of the jet flow in SS433 is equal to 0.26 c. Due to the precession of the jet the observed red and blue shifts are strong functions of time (Margon 1984). In our case the inclination angle of the jets of GRS 1915+105 is known from the observations by Mirabel & Rodríguez (1994). This angle, $`\theta =68^{}`$, and the bulk velocity of 0.6 c of the jet material found in our fiducial model permits us to estimate the red and blue line shifts of the emitting jet material:
$`{\displaystyle \frac{\lambda }{\lambda ^{}}}=\gamma _j(1\pm \beta _j\mathrm{cos}\theta )`$ $`=`$ $`\{\begin{array}{cc}0.97\hfill & ;\mathrm{approaching}\hfill \\ 1.53\hfill & ;\mathrm{receding}\hfill \end{array}`$ (32)
Note that any line emission coming from the jet approaching the observer is hardly shifted in wavelength at all. Assuming that the bulk velocity of the jet material in the jets of GRO J1655-40 is also close to 0.6 c, we find for this source that the emission lines are redshifted for the approaching jet ($`\lambda /\lambda ^{}1.18`$) as well as for the receding jet ($`\lambda /\lambda ^{}1.32`$). This is caused by the large viewing angle, $`\theta =85^{}`$, of the jets in this object (Hjellming & Rupen 1995). In both cases the very large inclination angles result in a strong predicted asymmetry in the line shifts for the two jets. Measuring these shifts will permit us to estimate both the velocity of the jet bulk flow and the viewing angle $`\theta `$. Furthermore, any jet precession as in the case of SS433 could be detected.
Measuring the predicted line shifts is complicated by the low density of the material in the jet flow of SS433 and GRS 1915+105 which prevents the production of bright recombination lines. However, we know that in the case of SS433 there is a strong thermal instability in the flow which leads to the formation of small, dense cloudlets (Panferov & Fabrika 1997). This increases the recombination rate and effective emission measure of the plasma in the flow. If there is a similar instability in the jets of GRS 1915+105 and GRO J1655-40 we have a good chance to observe recombination lines from both of these sources. Another problem is the strong obscuration of GRS 1915+105 by interstellar dust. Therefore, it is only possible to look for recombination lines of hydrogen in the K-band. In the case of GRO J1655-40 obscuration is low and there is a chance to detect Lyman and Balmer lines. Unfortunately, the mechanical power of the jet in GRO J1655-40 is smaller than in GRS 1915+105 or SS433. This will lead to a smaller density and emission measure of the jet material and therefore also a smaller intensity of the lines. It is important to bear in mind that in SS433 the emission lines are extraordinarily bright and but modern observational techniques permit us to look for blue and red-shifted lines which are weaker by many orders of magnitude.
In SS433 ASCA discovered red and blue-shifted X-ray K-lines of iron with a rest energy of roughly 6.7 keV and similar lines of hydrogen- and helium-like sulphur and argon (Kotani et al. 1997). In our case the cooling jet flow with an initially very high temperature must lead to the emission in similar lines of recombining high-Z ions. Again, the mechanical energy of the flows in GRS 1915+105 and GRO J1655-40 is smaller than in SS433 and, therefore, the lines should be weaker in these objects. However, the new X-ray spacecraft, XMM, CHANDRA, ASTRO-E, Constellation-X and XEUS, may be able to detect such emission in red and blue-shifted X-ray lines. Note in this respect the detection of shifted iron lines in GRO J1655-40 reported by Bałucińska-Church & Church (2000) with RXTE which the authors attribute to the accretion disk but may very well originate in the continuous jets of this source.
All predictions for the production of line emission in the jets are based on the assumption that the jet flow consists of matter with a high but non-relativistic temperature moving as a whole with relativistic bulk velocities. There are two other obvious possibilities: (i) The jet matter consists of a pair plasma and (ii) the jets consist only of ultra-relativistic plasma with no cold electrons present. In case (i) we have to consider the possibility of a bubble around an X-ray source filled with a huge amount of positrons. If these positrons become non-relativistic due to adiabatic or other energy losses inside the jets and they cool down to sufficiently low temperatures, we may observe a blue and red-shifted recombination line of positronium in the optical and UV wavebands. This line has a wavelength twice that of the Ly-$`\alpha `$ line of hydrogen. Much more important in this case, annihilation lines could be observed again red and blue-shifted relative to the rest energy of 511 keV. The strong red-shift but weak blue-shift of this line predicted by our model leaves a unique signature which will be observable with INTEGRAL. A luminosity only a few times smaller than the mechanical power of the jets will be emitted in the electron-positron annihilation line in this case. This large luminosity should make the annihilation lines observable despite the unfavorable angle of the jets to our line of sight. In the case of only ultra-relativistic plasma in the jets, case (ii), no recombination or annihilation lines should be observable.
### 8.2 Radio continuum
The internal shock models of GRBs (Rees & Meszaros 1994) attribute the formation of the shock traveling along the jet to the collision of shells of jet material with different bulk velocities. In the non-relativistic limit the velocity of the resulting shock is governed by the same momentum balance, Eq. (27), as the velocity of the termination surface of the jet. All quantities in that equation with subscript ‘c’ now refer to the slower jet material in front of the jet shock while those with subscript ‘j’ denote properties of the faster jet material driving the shock. The density ratio $`\eta `$ is now simply given by the densities of the faster jet material driving the shock, $`\rho _2`$, and that of the slower gas in front of the shock, $`\rho _1`$. We already pointed out in Sect. 7.1 that the jet shock is likely to be strong and so both Mach numbers in Eq. 27 are significantly greater than unity. Therefore $`v_\mathrm{s}v_\mathrm{j}\left(1+1/\sqrt{\eta }\right)^1`$. Since in our model all material is assumed to be part of the conical jet structure, we find $`\rho _1\rho _2R^2`$ and therefore $`\eta =\rho _1/\rho _2=\mathrm{const}.`$. This implies that within the limitations of the model presented here the velocity of the shock is constant as well which is confirmed by the observations (e.g. Mirabel & Rodríguez 1999 and references therein).
Once the energy of the shell collision is spent, the shock emission fades rapidly. It is therefore possible that we can observe the shock reaching the end of the jet only in special cases (XTE J1748-288, Hjellming et al. 1999; see above). We would then expect that the superluminal component should brighten, as well as decelerate rather abruptly. In the plasmon model the observed constant superluminal motion is taken to indicate a large mass and consequently large kinetic energy of the plasmon. If a plasmon is observed to slow down because of the growing mass of ISM it sweeps up, then this deceleration should be rather gradual unless the plasmon encounters a local overdensity in the ISM. The observed deceleration of the superluminal component in XTE J1748-288 occurred rather rapidly at a distance of about 1” from the core after a phase of expansion with practically constant velocity. Furthermore, the emission region is still detected in recent observations; 15 months after the start of the burst (Rupen, private communication). During this time it appears to have advanced only slowly at a velocity of about 0.01” per month or roughly 5000 km s<sup>-1</sup>. This slow motion and persistent radio emission may be interpreted as arising from the shock at the end of a continuous jet (see the previous section).
Some interesting predictions can be made from the model for future radio observations in the case that these can resolve the approaching and receding jet components along the jet axis. Because of the way in which the rate of acceleration of relativistic particles in the jet by the shock varies with time, the peak of the radio emission is not coincident with the position of the shock. This off-set depends on the observing frequency in the sense that the lower this frequency the more the emission peak lags behind the leading shock. This is illustrated in Fig. 4 where we plot the distance of the emission peak on the approaching jet side as a function of time for two different frequencies. Note also that this effect predicts that we should measure slightly different advance velocities of the emission peaks at different frequencies. This will not be observed in the case of discrete plasmon ejections.
The steepening of the radio spectrum of the jets in microquasars in this model is explained by the superposition of the contribution to the total emission from various regions within the jet. In resolved radio maps of the jet components this should be visible because the model predicts the radio spectral index to change along the jet axis. This behaviour is shown in Fig. 5 for the approaching jet. Fig. 5 also shows the distribution of the flux along the jet axis. The relatively uniform distribution is caused by the decrease of the magnetic field strength further out along the jet counteracting the injection of newly accelerated particles by the shock. The jet region over which the spectrum steepens is small and the emission originating in this region also weakens considerably in the direction away from the jet shock. This may make a detection of the spectral steepening along the jet difficult. However, the apparent shortening of the emission region along the jet at higher observing frequencies may be detectable. The decrease in the strength of the magnetic field combined with the high energy cut-off of the energy spectrum of the relativistic particles leads to an overall steepening with time of the radio spectrum along the jet axis. This is also shown in Fig. 5 and should be observable if the jet components can be resolved at more than one frequency.
Note also that the length of the region along the jet axis which is emitting radiation at a given frequency increases with time. Although the fraction of the distance of the shock from the source centre subtended by the emitting region shrinks for later times (see Fig. 5), the absolute extent of this region will grow. This may also be detectable in future radio observations of sufficient surface brightness sensitivity.
Another prediction of the model is that the lightcurves of radio outbursts in microquasars at a given observing frequency should have a fairly constant slope for a few tens of days. After that they steepen rapidly once the critical frequency of the most energetic relativistic particles moves below the observing frequency. This steepening occurs earlier at higher frequencies. At the same time that the steepening of the lightcurves occurs, the flux ratio of the approaching and receding jet components should decrease. This effect is seen in Fig. 1. The jet components of the second outburst of April 21 observed during the second observing campaign with the VLA (Rodríguez & Mirabel 1999) show a much steeper lightcurve than those of the first outburst and, at the same time, a smaller flux ratio. Since these components were observed later in their evolution than those of the first outburst, this is in agreement with the predictions of the model.
## 9 Conclusions
We developed a continuous jet model for the radio outbursts of galactic microquasars. The model naturally explains the observed rather flat decaying lightcurves of these bursts as the signature of synchrotron radiation of relativistic particles accelerated by internal shocks in the conical jets. The comparatively long duration of the bursts implies that this model is a ‘time-resolved’ version of the internal shock model proposed for GRB (Rees & Meszaros 1994), though the synchrotron emission is produced at much lower frequencies. The gradual steepening of the radio spectrum is explained by a superposition of the radiation of different populations of relativistic particles with different ages. This spectrum of ages results from the shock traveling along the jet with older populations of accelerated particles left behind.
We find that only a roughly constant rate of acceleration of relativistic particles followed by an exponential decay can explain the observed light curves for the strong outburst of GRS 1915+105 in 1994. We interpret this behaviour as the signature of two colliding shells of jet material, as in the internal shock model for GRB. A consequence of this is the continued steepening of the lightcurves of a given outburst coupled with a decreasing flux ratio of the emission observed from the approaching to that from the receding jet side.
The energy requirements of the continuous jet model for producing radio outbursts are similar to those of the plasmon model. However, much of the energy underlying the outbursts may be stored in the continuous jet while the passage of the internal shock only ‘lights up’ the jet. This implies that the rate at which the energy of the outburst is supplied by the central engine to the jet is much lower than in the plasmon model.
The occurrence of mini-bursts in microquasars with flat spectra up to infrared frequencies (Mirabel et al. 1998) and the observation of K-band emission in the jet a considerable distance away from the core (Sams et al. 1996) suggest different modes of jet production: (i) A stable ‘mini-burst’ mode with relative little variation in the bulk jet speed and therefore also only weak internal shocks. (ii) A more variable outburst mode with strong variations in the jet speed and strong internal shocks (see also Fender 1999). The weaker flavour internal shocks seem to produce flatter relativistic particle spectra extending to higher energy compared to the strong shocks. However, the total number of accelerated particles must be much larger in the strongly variable phase.
We show that the properties of the continuous jets of microquasars should lead to strong shocks at their ends where they are in contact with the surrounding ISM. This is consistent with the recent observations of the decelerating radio emission region of XTE J1748-288 (Hjellming et al. 1999) and its persistence for 15 months after the start of the original outburst (Rupen, private communication). The shocked jet material may subsequently inflate a low density cavity around the jets similar to the radio lobes in extragalactic jet sources of type FRII. This is observed in SS433 (Dubner et al. 1998) and may be in a few other microquasars. The absence of such shocks and radio lobes in GRS 1915+105 may indicate that the jets in this source are young and/or that they recollimate because of the pressure of their environment. If this is the case then the detection of a non-thermal emission region in the more extended environment of GRS 1915+105 (Rodríguez & Mirabel 1998) may imply a recurrence time of the jet activity scale of $`280`$ years.
Many of the predictions of this model for microquasars can be tested observationally. However, to clearly distinguish between this model of continuous jets and the plasmon model it would be necessary to spatially resolve the superluminal emission regions during outbursts, preferentially at more than one radio frequency. Additional support for the scenario of continuous jets may come from further high resolution observations of the cores of microquasars during quiescence. These should show at least some spatial extension of the radio emission along the jet axis as observed in Cygnus X-1 (Fender et al. 2000). These observations can potentially provide us with valuable information on the properties of the jets which otherwise we can only study during strong outbursts when strong shocks pass through them.
## Acknowledgments
The authors would like to thank G. Ghisellini and the referee, L.F. Rodríguez, for valuable discussions which improved the paper. This work was partly supported by EC grant ERB-CHRX-CT93-0329 within the research network ‘Accretion onto compact objects and proto-stars’ |
warning/0001/hep-th0001083.html | ar5iv | text | # Heterotic/Type II Triality and Instantons on 𝐾₃
## 1 Introduction
### 1.1 Instanton effects and BPS saturated couplings
Understanding the rules of instanton calculus in string theory has been a challenging goal over the last few years, the achievement of which has become conceivable thanks to the D-brane description of string solitons . Yet, it is still a difficult problem to compute the contribution of D-instantons to a generic amplitude, not to mention that of NS5-brane instantons relevant for four-dimensional physics. The study of exact BPS saturated amplitudes ($`R^4`$ couplings being the primary example) in a weak coupling expansion has shed a welcome light on this problem, and indeed has allowed the first experimental determination of the half-BPS D-instanton measure in the type IIB theory , before the latter was derived from first principles , together with the leading perturbative corrections in the instanton background . U-duality (see for a review) has been a prominent tool in generalizing these results to toroidal compactifications of M-theory , and there is by now a fairly complete understanding of half-BPS instanton effects in these theories , modulo still mysterious effects superficially of order $`e^{1/g_s^2}`$ .
The situation in theories with lower supersymmetry is however not so well understood, even in the case of half-BPS amplitudes in theories with 16 supersymmetries. The canonical examples in that case correspond to $`R^2`$ couplings, believed to be one-loop exact on the type II side, and $`F^4`$ couplings, believed to be one-loop exact on the heterotic side . These non-renormalization conjectures are supported by anomaly cancellation arguments and decoupling between the gravitational and vector multiplets. As far as $`R^2`$ couplings on the heterotic side are concerned, the only half-BPS instanton is the heterotic 5-brane, and the lack of knowledge of its worldvolume dynamics has hindered a direct understanding of its non-perturbative effects on the heterotic side , even though interesting results have been obtained on the type I side . We will instead focus on the $`F^4`$ couplings, for which several results are already available. On the type I side, there is a quite complete treatment of the D-string instanton contributions , even though some ill-understood higher genus contact contributions are needed for the duality to hold . The $`F^4`$ couplings on the type I’ side have also been computed , but the detailed instanton measure remains to be understood. They have also been reproduced from the point of view of F-theory compactified on $`K_3`$ at particular singular points of the moduli space , but due to the fact that the dilaton is fixed at a finite value, these results give little insight into instanton effects. Finally, closely related four-derivative scalar couplings in the context of type II string theory compactified on $`K_3`$ have been obtained , which are believed to be related by supersymmetry to $`F^4`$ couplings. In the latter case, instanton effects from D-branes wrapped on even homology cycles of $`K_3`$ have been identified, and shown to reproduce the type IIB D-instanton contributions in the ten-dimensional decompactification limit. The summation measure was recovered from a D-brane matrix model in . NS5-brane instantons were also found but not thoroughly discussed. It is the purpose of this work to extend these partial results, solve several of the issues raised above, and to try and achieve the same level of understanding as in the maximally supersymmetric case.
### 1.2 Instantons on $`K_3`$ at the orbifold point
In general, a detailed perturbative or instanton computation on a curved manifold like $`K_3`$ is hampered by our lack of knowledge of the $`K_3`$ stringy geometry beyond simple topological invariants. Our main goal is to obtain a working understanding of D-instanton effects in type II theories compactified on $`K_3`$ at the $`T^4/_2`$ orbifold point of $`K_3`$, for which the conformal field theory description is completely solvable but still non-trivial. $`_{3,4,6}`$ orbifold points are technically more involved but expected to yield similar results. Other solvable descriptions include Gepner points, but those do not in general possess a well defined classical geometry limit, and one must resort to boundary CFT techniques in order to understand these stringy geometries . In the simple $`T^4/_2`$ orbifold case however, the geometric interpretation is clear, and such techniques can be dispensed with. Instantons simply arise from branes wrapped on even cycles of $`T^4`$, or collapsed at the 16 orbifold singularities. They first show up in type IIB compactified on $`K_3`$, or in IIA compactified on $`K_3\times S_1`$ where the extra $`S_1`$ allows the even D-branes to wrap a Euclidean submanifold. Translating the one-loop heterotic result under the duality map, we shall obtain the contributions of these D-instantons to the half-BPS saturated $`F^4`$ amplitudes.
Our method will appear to be equally applicable in any space-time dimension. By going to the appropriate dual description, we will obtained a wealth of complimentary information that we regard as equally interesting. In $`D=6`$, we will obtain one of the cleanest tests of heterotic-type IIA duality to our knowledge, by recovering the one-loop result from a type IIA tree-level amplitude. This is arguably the first non-trivial quantitative test of heterotic-type II duality, since all other (with the possible exception of , which will be recovered in this work) follow from supersymmetry alone. In $`D=7`$, we shall obtain the M-theory four-gluon amplitude for $`SU(2)`$ gauge bosons located at the $`A_1`$ singularities of $`K_3`$. In $`D=8`$, we shall recover the $`F^4`$ amplitude for $`SO(8)`$ gauge bosons located at the orientifold planes of Sen’s F-theory model , and amend the existing knowledge . In $`D=9`$, we will compute the $`F^4`$ couplings at the $`SO(16)\times SO(16)`$ point, and show that the higher genus contact contributions found in do not arise in this case. Finally, in $`D=4`$ we will obtain and analyze the contribution of NS5-brane instanton effects, and extract the corresponding instanton measure. We will also find an interesting non-renormalization property beyond one-loop in the background of the NS5-brane.
### 1.3 A test of heterotic-type IIA duality
For the convenience of the reader, we would like to sketch the salient points of our analysis in the case of heterotic-type IIA duality in six dimensions, which lies at the basis of our argument and is quite representative of our method. We focus on $`F^4`$ couplings involving the 20 gauge fields from the vector multiplets, disregarding the graviphotons for now, and more specifically on the (0,16) of them originating from the Cartan torus of the ten-dimensional gauge group. On the heterotic side, $`(\mathrm{Tr}F^2)^2`$ couplings related by supersymmetry to Chern-Simons couplings appear at tree-level already. We shall disregard them in this work, since they are analogous to the $`R^2`$ couplings and have a trivial dependence on the moduli. More interestingly, the only further contributions to four-gauge-boson $`F^4`$ couplings occur at one-loop on the heterotic side, and since they barely saturate the fermionic zero-modes, they are given by the standard integral on the fundamental domain $``$ of the upper-half plane
$$A_{F^4}^{\mathrm{Het}}=l_\mathrm{H}^2_{}\frac{d^2\tau }{\tau _2^2}\frac{\overline{Q}^4Z_{4,20}(g/l_\mathrm{H}^2,b,y)}{\overline{\eta }^{24}}.$$
(1)
Here $`l_\mathrm{H}`$ is the heterotic string length, and is reinstated on dimensional grounds. $`Z_{4,20}`$ denotes the partition function of the heterotic even self-dual lattice of signature (4,20), parameterized by the metric $`g`$ and Kalb-Ramond field $`b`$ on the torus $`T^4`$ and the Wilson lines $`y`$ of the 16 $`U(1)`$ gauge fields in ten dimensions along the 4 circles of the torus $`T^4`$. $`\overline{Q}^4`$ denotes an operator inserting four powers of right-moving momenta in the lattice partition function, depending on the 4 gauge fields considered, and $`1/\eta ^{24}=1/q+24+\mathrm{}`$ is the contribution of the 24 right-moving oscillators that generate the Hagedorn density of half-BPS states in the perturbative spectrum of the heterotic string.
Under duality with the type IIA theory compactified on $`K_3`$, the six-dimensional string coupling $`g_6`$ gets inverted, while the string length is rescaled as $`l_sg_6l_s`$<sup>2</sup><sup>2</sup>2In our conventions, we transform the string length but leave the metric invariant. This takes care of the Weyl rescalings needed to go from the various string frames to the Einstein frame.. Taking into account the particular normalization of the type II Ramond fields, it is easy to see that (1) translates into a tree-level type IIA result. On the other hand, it is still given by a modular integral on the fundamental domain of the upper-half plane, which is usually characteristic of one-loop amplitudes. The resolution of this paradox is that on the type IIA side, the gauge fields dual to the $`(0,16)`$ heterotic ones originate from the twisted sectors of the orbifold: the correlator of four $`_2`$ twist fields on the sphere can be re-expressed as the correlator of single-valued fields on the double cover of the sphere, which is a torus ; its modulus depends on the relative position of the four vertices, and hence should be integrated over. A careful computation yields the tree-level type IIA result
$$A_{F^4}^{\mathrm{IIA}}=\frac{1}{g_{\mathrm{II}}^2}g_{\mathrm{II}}^4\frac{l_{\mathrm{II}}^6}{V_{K_3}}_{}\frac{d^2\tau }{\tau _2^2}Z_{4,4}(G/l_{\mathrm{II}}^2,B),$$
(2)
where the factors of $`g_{\mathrm{II}}`$ correspond to the tree-level weight and the normalization of the Ramond fields respectively. Here we have focused for simplicity on a particular choice of $`(0,16)`$ fields: in general, (2) involves a shifted lattice sum integrated on a six-fold cover $`_2`$ of the fundamental domain $``$.
Still this result is not quite of the same form as (1). For one thing, the type IIA result, being a half-BPS saturated coupling, does not involve any oscillators, in contrast to the heterotic side. For another, the $`[SO(4)\times SO(4)]\backslash SO(4,4,)`$ moduli $`G/l_{\mathrm{II}}^2,B`$ are not the same as the heterotic $`g/l_\mathrm{H}^2,B`$. In order to reconcile the two, we need to take several steps:
(i) Moduli identification: The relation between the heterotic and type II moduli can be obtained by studying the BPS spectrum. On the heterotic side, the BPS states are Kaluza-Klein and winding states transforming as a vector of $`SO(4,4,)`$, and possibly charged under the 16 $`U(1)`$ gauge fields. On the type IIA side, a set of BPS states is certainly given by the D0-, D2- and D4-branes wrapped on the even cycles of $`T^4`$, which are invariant under the $`_2`$ involution. These states transform as a conjugate spinor of the T-duality group $`SO(4,4,)`$, as D-branes should . We thus find that the heterotic $`g/l_\mathrm{H}^2,b`$ and type IIA $`G/l_{\mathrm{II}}^2,B`$ moduli should be related by $`SO(4,4)`$ triality , which exchanges the vector and conjugate spinor representations.
There are also D2-brane states wrapped on the collapsed spheres at the sixteen orbifold singularities , and charged under the corresponding $`U(1)`$ fields. These are to be identified with the charged BPS states on the heterotic side, and their masses are matched by choosing the Wilson lines as
$$y=\frac{1}{2}\left(\begin{array}{cccc}0101& 0101& 0101& 0101\\ 0000& 0000& 1111& 1111\\ 0000& 1111& 0000& 1111\\ 0011& 0011& 0011& 0011\end{array}\right).$$
(3)
This can also be derived by realizing that the Wilson lines along the first circle in $`T^4`$ map to the B-field fluxes on the collapsed two-spheres, which have been shown to be half a unit in order for the conformal field theory to be non-singular . If we instead put this Wilson line to zero, we recover a gauge symmetry $`SO(4)^8=SU(2)^{16}`$, as appropriate for the 16 $`A_1`$ singularities of $`T^4/_2`$. This choice is relevant for M-theory compactified on $`K_3`$ at the $`_2`$ orbifold point. If we further omit the Wilson lines on the 2nd (resp 2nd and 3rd) circles, the gauge symmetry is enlarged to $`SO(8)^4`$ (resp. $`SO(16)^2`$), which are relevant for F-theory on $`K_3`$ and type I’ respectively. These relations explain why our results can easily been applied to these settings as well.
(ii) Hecke identities: At the above choice of Wilson lines, it so happens that the lattice sum simplifies drastically. This phenomenon was noted in a particular example in , and we will greatly extend its range of validity. In order to see this, it is useful to reformulate the above choice of Wilson lines on the heterotic $`T^4`$ as a $`(_2)^4`$ freely acting orbifold, so that
$$Z_{4,20}=\frac{1}{2^4}\underset{h,g}{}Z_{4,4}[{}_{g}{}^{h}]\overline{\mathrm{\Theta }}_{16}[{}_{g}{}^{h}],$$
(4)
where $`g`$ and $`h`$ run from 0 to 15 and are best seen as four-digit binary numbers; $`h`$ labels the twisted sector while the summation over $`g`$ implements the orbifold projection in that sector. The blocks $`Z_{4,4}[{}_{g}{}^{h}]`$ are partition functions of (4,4) lattices with half-integer shifts, and $`\overline{\mathrm{\Theta }}_{16}[{}_{g}{}^{h}]`$ are antiholomorphic conformal characters. The operator $`\overline{Q}^4`$ only acts on the latter. As we shall prove in Appendix A.3, extending techniques first developed in , the conformal blocks $`\mathrm{\Phi }[{}_{g}{}^{h}]=Q^4\mathrm{\Theta }_{16}[{}_{g}{}^{h}]/\eta ^{24}`$ occurring in the modular integral can be replaced by two-thirds their image $`\lambda `$ under the Hecke operator
$`H_{\mathrm{\Gamma }_2^{}}.\mathrm{\Phi }(\tau )={\displaystyle \frac{1}{2}}\left(\mathrm{\Phi }\left({\displaystyle \frac{1}{2\tau }}\right)+\mathrm{\Phi }\left({\displaystyle \frac{\tau }{2}}\right)+\mathrm{\Phi }\left({\displaystyle \frac{\tau +1}{2}}\right)\right)`$ (5)
provided this image is a constant real number:
$$H_{\mathrm{\Gamma }_2^{}}\left[\frac{Q^4\mathrm{\Theta }_{16}[{}_{1}{}^{0}]}{\eta ^{24}}\right]=\lambda .$$
(6)
We observe that the relation (6) holds for all the conformal blocks of interest in this construction. The modular integral thus reduces to
$$A_{F^4}^{\mathrm{Het}}=\frac{2\lambda }{3}l_\mathrm{H}^2_{}\frac{d^2\tau }{\tau _2^2}Z_{4,4}(g/l_\mathrm{H}^2,b)$$
(7)
and the Hagedorn density of half-BPS states in (4) has thus cancelled. We note that modular integrals such as (7) have infrared divergences coming from the vacuum sector in the lattice partition function, and we implicitly subtract the divergent term. This is natural from the point of view of the one-loop heterotic thresholds, and required from the point of view of the tree-level type IIA result since we need to subtract the tree-level exchange of massless modes to get the correction to the two-derivative effective action.
(iii) Triality: the last step needed to identify the type IIA and heterotic result is to understand how triality equates the integrals of the partition function $`Z_{4,4}(g/l_\mathrm{H}^2,b)`$ and $`Z_{4,4}(G/l_{\mathrm{II}}^2,B)`$ on the fundamental domain of the upper-half plane. It is easy to convince oneself that such an equality cannot hold at the level of integrands, by looking at some decompactification limits. However, it has been shown that such modular integrals could be represented as Eisenstein series for the T-duality group $`SO(4,4,)`$, in the vector or (conjugate) spinor representations according to one’s taste :
$$\pi _{}\frac{d^2\tau }{\tau _2^2}Z_{4,4}=_{𝑽;s=1}^{SO(4,4,)}=_{𝑺;s=1}^{SO(4,4,)}=_{𝑪;s=1}^{SO(4,4,)}.$$
(8)
This implies the invariance of the modular integral of $`Z_{4,4}(g/l_s^2,b)`$ under triality transformation of the moduli, which completes the argument.
### 1.4 Outline
The previous discussion was intended as a preview only, and will be made precise and generalized in the rest of the paper. The latter is organized in such a way that the reader may skip the more technical sections without major inconvenience. In Section 2, we give an overview of the various dual descriptions of the heterotic string compactified on a torus $`T^d=T^{10D}`$ and derive the precise duality maps involved. Section 3 will be devoted to a derivation of the heterotic $`F^4`$ amplitudes and their cousins and their representation in the freely acting orbifold language. In Section 4 we will concentrate on the duality test sketched above, and derive the type IIA tree-level amplitude. Section 5 will be devoted to translating the one-loop heterotic results in $`4D9`$ to their respective dual descriptions, and to interpreting these results as instanton effects. Useful facts involving modular forms and shifted lattice partition functions are gathered in the appendices, together with details on the computation of modular integrals of shifted lattice partition functions.
### 1.5 Note and Acknowledgements
In the course of this project, we learnt that E. Gava, Narain K. and C. Vafa had tackled this problem independently, and in particular independently noticed that the type II tree-level amplitude was a one-loop result in disguise; we are grateful to Edi Gava for communicating some of their preliminary results. We are also indebted to Stephan Stieberger for his assistance in reconciling our approach with his results with W. Lerche . We also learnt that W. Nahm and K. Wendland independently found the triality of $`SO(4,4)`$ to be relevant for describing the moduli space of $`K_3`$ at the $`_2`$ orbifold point . We furthermore acknowledge helpful discussions with F. Cachazo, M. Gutperle, W. Lerche and P. Mayr.
## 2 Moduli identification
In this section, we will discuss how the heterotic string theory can be mapped to its various dual descriptions. We start by briefly recalling some basic results about the heterotic moduli space.
### 2.1 Toroidal compactifications of the heterotic string
We consider the $`E_8\times E_8`$ or $`SO(32)`$ heterotic string theory compactified on a torus $`T^d`$. For $`d5`$, the moduli space takes the form
$$^+\times [SO(d)\times SO(d+16)]\backslash SO(d,d+16,)/SO(d,d+16,),$$
(9)
where the first factor is parameterized by the T-duality invariant dilaton $`\varphi _{10d}`$ related to the ten-dimensional heterotic coupling $`g_\mathrm{H}`$ by $`e^{2\varphi _{10d}}=V_d/(g_\mathrm{H}^2l_\mathrm{H}^d)`$, with $`V_d`$ the volume of the $`d`$-torus; the second factor is the standard Narain moduli space, describing the metric $`g`$ and B-field $`b`$ of the internal torus, together with the Wilson lines $`y`$ of the 16 U(1) gauge fields in the Cartan torus of the ten-dimensional gauge group . The right action of the discrete group $`SO(d,d+16,)`$ (by which we mean the automorphism group of the lattice $`E_8E_8H^d`$ or $`D_{16}H^d`$ depending on the case, where $`H`$ is the hyperbolic standard lattice) reflects the invariance under T-duality. This moduli space is usually parameterized in the Iwasawa gauge by the $`SO(d,d+16,)`$ viel-bein
$$e_\mathrm{H}=\left(\begin{array}{ccc}v^t& & \\ & 1_{16}& \\ & & v\end{array}\right)\left(\begin{array}{ccc}1_d& y& byy^t/2\\ & 1_{16}& y^t\\ & & 1_d\end{array}\right),e_\mathrm{H}^t\eta e_\mathrm{H}=\eta ,\eta =\left(\begin{array}{ccc}& & 1_d\\ & 1_{16}& \\ 1_d& & \end{array}\right),$$
(10)
where $`v`$ is the viel-bein of the metric of the internal torus, namely $`g=l_\mathrm{H}^2v^tv`$. Note in particular that $`e_\mathrm{H}`$ depends only on the dimensionless moduli $`g/l_\mathrm{H}^2,b`$ and $`y`$. The right action by the $`SO(d,d+k,)`$ elements
$$\left(\begin{array}{ccc}1_d& y^{}& y^{}y^{}_{}{}^{}t/2\\ & 1_{16}& y^{}_{}{}^{}t\\ & & 1_d\end{array}\right)\text{ and }\left(\begin{array}{ccc}1_d& & b^{}\\ & 1_{16}& \\ & & 1_d\end{array}\right)$$
(11)
preserves the Iwasawa gauge and generates the discrete Borel symmetries
$$yy+y^{},bb+\frac{1}{2}(y^{}y^tyy^{}_{}{}^{}t)\text{ or }bb+b^{},$$
(12)
which should be supplemented by Weyl elements in order to generate the full T-duality group.
In order to determine the mapping of moduli to the dual descriptions, our main strategy will be to compare the BPS mass formula on both sides. For perturbative heterotic BPS states, it is simply given by
$$^2=\frac{1}{l_\mathrm{H}^2}Q^t(M_{d,d+16}\eta )Q,$$
(13)
where $`Q=(m^i,q^I,n_i)`$ is the vector of momenta, charges and windings and $`M_{d,d+16}=e_\mathrm{H}^te_\mathrm{H}`$ in terms of the viel-bein (10). The charges $`q^I`$,$`I=1\mathrm{}16`$ take values in the even self dual lattice $`E_8E_8`$ or $`D_{16}`$. The degeneracy $`d(N)`$ of states with $`Q^t\eta Q=2m^in_i+(q^I)^2=2N`$ is given by the generating formula
$$d(N)q^N=\frac{1}{\eta ^{24}(\tau )}=\frac{1}{q}+24+\mathrm{},q=e^{2\pi i\tau }.$$
(14)
This description of the moduli space is quite complete for compactification down to 5 dimensions. For lower dimensional compactification however, the moduli space increases due to the dualization of the NS 2-form into a scalar $`\theta `$ (in four dimensions), or of the 30 $`U(1)`$ gauge fields into scalars (in three dimensions). As a result, the $`^+`$ factor in (9) is enhanced to $`U(1)\backslash Sl(2,)`$, parameterized by a complex parameter $`S=\theta +i/g_4^2`$, acted upon by $`Sl(2,)`$ S-duality transformations , whereas in $`D=3`$ all scalars are unified into a $`[SO(8)\times SO(24)]\backslash SO(8,24,)`$ symmetric manifold, acted upon by the U-duality group $`SO(8,24,)`$ . It would be quite interesting to determine $`SO(8,24,)`$ invariant couplings in this case, but we will not attempt to do this here. Instead, we will restrict ourselves to $`d6`$, and focus on half-BPS saturated couplings which depend on the heterotic Narain moduli only, and hence receive contributions from one-loop only on the heterotic side.
As motivated in the introduction, we now would like to determine the subspace of the moduli space (9) dual to a compactification on a flat space except for possible $`_2`$ conical singularities. It will turn out that such a description exists only for particular values of the Wilson lines breaking the $`SO(32)`$ gauge symmetry to a subgroup $`SO(2^{5p})^{p+1}`$, $`0p4`$. Choosing $`p`$ Wilson lines out of the four lines (3) fulfills this condition, and so would of course any permutation of the 16 vertical columns. For $`d=4`$, it would seem that any generic value of $`y`$ breaking the gauge symmetry to $`U(1)^{16}`$ would do, but this is not correct since $`y`$ should respect a large discrete group of symmetries that we will discuss in Section 4. It would also seem that this same symmetry breaking pattern (for $`p>0`$) could be obtained from $`E_8\times E_8`$ heterotic theory: however $`E_8`$ cannot be broken to $`SO(16)`$ by Higgs phenomenon but rather to $`SO(14)\times U(1)`$, and it is necessary to go to an enhanced symmetry point to recover $`SO(16)`$ and its subgroups<sup>3</sup><sup>3</sup>3We thank F. Cachazo for explaining this to us.. We therefore restrict ourselves to the more convenient $`SO(32)`$ heterotic description. In the following we shall also focus on the maximally broken situation $`p=min(d,4)`$, since other cases, though interesting, can be obtained by straightforward compactification and have been discussed in . Having fixed the values of $`y`$ modulo 2, we see that the T-duality group is reduced from $`O(d,d+16,)`$ to $`O(d,d,)`$, or rather to a finite index subgroup of it.
### 2.2 Type I’
Let us first consider the compactification of the heterotic string on a single circle of radius $`R_\mathrm{H}`$ with the Wilson line $`y=(0000000011111111)`$ breaking the gauge symmetry to $`SO(16)\times SO(16)`$. This theory admits a dual description as type IIA on the orientifold $`S^1/_2`$ of a circle of radius $`R_\mathrm{A}`$, also known as type I’ or IA . The gauge symmetry arises from two groups of eight D8-branes located at each of the fixed points. The mapping between the radii and string length can be most easily obtained by first dualizing the heterotic string to type I on a circle, $`(g_s,l_s,R)(1/g_s,g_s^{1/2}l_s,R)`$, and then T-dualizing to type I’. In this way we get
$$g_\mathrm{I}^{}=\frac{l_\mathrm{H}}{g_\mathrm{H}^{1/2}R_\mathrm{H}},l_\mathrm{I}^{}=g_\mathrm{H}^{1/2}l_\mathrm{H},\frac{R_\mathrm{I}^{}}{l_\mathrm{I}^{}}=g_\mathrm{H}^{1/2}\frac{l_\mathrm{H}}{R_\mathrm{H}},$$
(15)
where the quantities on the left-hand side refer to the type I’ theory and those on the right-hand side to the heterotic theory. In particular, the heterotic nine-dimensional coupling $`g_9=g_\mathrm{H}(l_\mathrm{H}/R_\mathrm{H})^{1/2}`$, parameterizing the $`^+`$ factor in (9), becomes $`(R_\mathrm{I}^{}/l_\mathrm{I}^{})^{5/4}g_\mathrm{I}^{}^{3/4}`$, so that the factorization of the moduli space does not seem to have a very natural interpretation on the type I’ side. Similarly, the mapping of the heterotic Wilson lines is quite involved, and the duality map (15) is only correct at the $`SO(16)\times SO(16)`$ point, to which we shall restrict ourselves. The more general case is discussed in , where it is shown that a real version of $`K_3`$ underlies the type I’ description. The $`SO(16)\times SO(16)`$ point should then correspond to the $`T^4/_2`$ orbifold point of $`K_3`$.
### 2.3 F-theory on $`K_3`$
We now consider the $`SO(32)`$ heterotic string compactified on a two-torus of Kähler class $`T_\mathrm{H}=b+iV_\mathrm{H}`$ and complex structure $`U_\mathrm{H}`$, at the $`SO(8)^4`$ point, corresponding to a choice of two Wilson lines in (3). Following the same reasoning as above, we first dualize to type I on $`T^2`$ and then apply a double T-duality on $`T^2`$ to go to type IIB on a $`T^2/_2`$ orientifold, with moduli
$$g_\mathrm{B}=\frac{l_\mathrm{H}^2}{V_\mathrm{H}},l_\mathrm{B}=g_\mathrm{H}l_\mathrm{H}^2,V_\mathrm{B}=\frac{g_\mathrm{H}^2l_\mathrm{H}^4}{V_\mathrm{H}}$$
(16)
and the same complex structure $`U_\mathrm{B}=U_\mathrm{H}`$. This is precisely Sen’s construction of F-theory on $`K_3`$ at the orbifold point $`T^4/_2`$, seen as an elliptic fibration over the base $`T^2/_2`$ with a fiber of complex modulus $`U_\mathrm{F}=a+i/g_\mathrm{B}=T_\mathrm{H}`$. The real factor in (9), corresponding to the heterotic 8D coupling, now parameterizes the size of the base $`V_\mathrm{B}/l_\mathrm{P}^2`$ in 10D Planck units ($`l_\mathrm{P}=g_\mathrm{B}^{1/4}l_B`$), while the $`[SO(2)\times SO(18)]\backslash SO(2,18,)`$ moduli parameterize the complex structure of elliptically fibered $`K_3`$’s. At the $`T^4/_2`$ orbifold fixed point, an $`[SO(2)\times SO(2)]\backslash SO(2,2,)`$ subspace remains available corresponding to the $`U_\mathrm{B}`$ and $`U_\mathrm{F}`$ moduli, while the remaining $`2\times 16`$ parameters are fixed at the value of the heterotic Wilson lines. There exists other components in the F-theory moduli space corresponding to a fixed dilaton $`U_\mathrm{F}`$ and describing the other $`_3,_4,_6`$ orbifold points of $`K_3`$ , but we shall not describe them here. We simply note that they give rise to exceptional gauge symmetry, and are therefore better accommodated in the heterotic $`E_8\times E_8`$ setting; the mapping is then obtained by a further $`(T_\mathrm{H},U_\mathrm{H})`$ interchange on the heterotic side.
### 2.4 Type IIA on $`K_3`$
The natural next step would be to discuss the dual of heterotic on $`T^3`$, namely M-theory on $`K_3`$, but we shall find it more convenient to consider heterotic on $`T^4`$ and its type IIA dual on $`K_3`$ first, before taking the large coupling limit in the next subsection.
We therefore consider the $`SO(32)`$ heterotic string compactified on a torus $`T^4`$ with constant metric $`g`$ and B-field $`b`$, and for now unspecified Wilson lines $`y`$. This theory is dual to type IIA compactified on $`K_3`$ under the identifications
$$l_\mathrm{H}=g_{6\mathrm{I}\mathrm{I}\mathrm{A}}l_{\mathrm{II}},g_{6\mathrm{I}\mathrm{I}\mathrm{A}}=\frac{1}{g_{6\mathrm{H}}},\left(\frac{R_1}{l_\mathrm{H}}\right)^2=\frac{V_{K_3}}{l_{\mathrm{II}}^4},$$
(17)
which can be obtained by identifying the IIA NS5-brane on $`K_3`$ with the fundamental heterotic string, and the type IIA D0-brane with a heterotic Kaluza-Klein state along the circle of radius $`R_1`$ in $`T^4`$. This requires breaking the $`SO(4,20)`$ symmetry to $`SO(3,19)`$, and decomposing the viel-bein (10) into
$`e_\mathrm{H}`$ $`=`$ $`\left(\begin{array}{ccccc}\frac{l_\mathrm{H}}{R_1}& & & & \\ & v_3^t& & & \\ & & 1_{16}& & \\ & & & v_3& \\ & & & & \frac{R_1}{l_\mathrm{H}}\end{array}\right)\left(\begin{array}{ccccc}1& A& & & \\ & 1_3& & & \\ & & 1_{16}& & \\ & & & 1_3& A^t\\ & & & & 1\end{array}\right)`$ (18)
$`\left(\begin{array}{ccccc}1& & & b_{13}& 0\\ & 1_3& & b_{33}& b_{13}^t\\ & & 1_{16}& & \\ & & & 1_3& \\ & & & & 1\end{array}\right)\left(\begin{array}{ccccc}1& 0& y_1& \frac{y_1y_3^t}{2}& \frac{y_1y_1^t}{2}\\ & 1_3& y_3& \frac{y_3y_3^t}{2}& \frac{y_3y_1^t}{2}\\ & & 1_{16}& y_3^t& y_1^t\\ & & & 1_3& 0\\ & & & & 1\end{array}\right),`$
where $`v_3,b_{33}`$ are the 3-torus viel-bein and B-field, $`A`$ and $`b_{31}`$ are the off-diagonal metric $`g^{1i}g_{11}`$ and B-field $`b_{i1}`$ ($`i=2,3,4`$); $`y_1`$ is the Wilson line around the first circle and $`y_3`$ are the three Wilson lines around $`T^3`$.
On the type IIA side, the $`[SO(4)\times SO(20)]\backslash SO(4,20,)`$ moduli space also has a natural decomposition into $`^+\times [SO(3)\times SO(19)]\backslash SO(3,19,)`$, where the first factor corresponds to the volume of $`K_3`$ in type IIA string units, and the second parameterizes the unit volume Einstein metric on $`K_3`$ (see for a review). Together with the fluxes of the B-field along the 22 homology 2-cycles, these parameters make up an $`SO(4,20)`$ matrix
$$e_{\mathrm{IIA}}=\left(\begin{array}{ccc}\frac{l_{\mathrm{II}}^2}{\sqrt{V_{K_3}}}& & \\ & e_{3,19}& \\ & & \frac{\sqrt{V_{K_3}}}{l_{\mathrm{II}}^2}\end{array}\right)\left(\begin{array}{ccc}1& B& \frac{1}{2}B\eta _{3,19}B^t\\ & 1_{22}& \eta _{3,19}B^t\\ & & 1\end{array}\right),$$
(19)
where $`e_{3,19}`$ is the viel-bein parameterizing the Einstein metric of $`K_3`$ and $`\eta _{3,19}`$ denotes the signature $`(3,19)`$ metric on the space of two-cycles $`H_2(K_3)`$. This can also be obtained from the BPS mass formula
$`^2`$ $`=`$ $`{\displaystyle \frac{1}{g_{6\mathrm{I}\mathrm{I}\mathrm{A}}^2l_{\mathrm{II}}^2}}q^t(e_{\mathrm{IIA}}^te_{\mathrm{IIA}}\eta )q={\displaystyle \frac{1}{g_{\mathrm{II}}^2l_{\mathrm{II}}^2}}\left(q_0{\displaystyle \frac{V_{K_3}}{l_{\mathrm{II}}^4}}q_4+Bq_2{\displaystyle \frac{B\eta _{3,19}B^t}{2}}q_4\right)^2`$ (20)
$`+{\displaystyle \frac{V_{K_3}}{g_{\mathrm{II}}^2l_{\mathrm{II}}^6}}\left(q_2\eta _{3,19}B^tq_4\right)^t\left(e_{3,19}^te_{3,19}\eta _{3,19}\right)\left(q_2\eta _{3,19}B^tq_4\right),`$
where $`q_0,q_2`$ and $`q_4`$ denote the D0-,D2- and D4-brane charge. Matching (19) with (18) gives the last identification in (17). The heterotic T-duality group $`SO(4,20,)`$ acting from the right on $`e_{\mathrm{IIA}}`$ is now interpreted as mirror symmetry of the $`(4,4)`$ $`K_3`$ superconformal theory (see for a recent review), while the ADE enhanced symmetries on the heterotic side arise from D2-branes wrapped on vanishing cycles of $`K_3`$ on the type II side .
We now would like to identify the $`T^4/_2`$ orbifold point in this moduli space. At that point, we have a very explicit description of the 22 two-cycles in $`H_2(K_3)`$: 3 self-dual cycles and 3 anti-self-dual cycles come from the 6 two-cycles in $`H_2(T^4)`$, which are obviously invariant under the $`_2`$ involution which reverses the sign of the 4 coordinates, while 16 more anti-self-dual ones come from the collapsed two-spheres at any of the 16 singularities. $`H_2(T^4,)`$ has a signature (3,3) even inner product, given by the wedge product of two-forms integrated on $`T^4/_2`$, and carries a natural metric $`M_{3,3}=GG/V_{K_3}`$ orthogonal with respect to the inner product (note that it is independent of the volume of $`K_3`$), where $`G`$ is the metric on $`T^4`$. This $`SO(3,3)`$ matrix is an alternative parameterization of the unit-volume metric of $`T^4`$ perhaps less familiar than the standard $`G/(det(G))^{1/4}Sl(4)`$ representation, and is made possible thanks to the isomorphism $`SO(3,3)=Sl(4)`$. In order to match with the heterotic side, it is useful to rewrite it in the standard form
$$M_{3,3}=\left(\begin{array}{cc}\gamma ^1& \gamma ^1\beta \\ \beta ^t\gamma ^1& \gamma \beta \gamma ^1\beta \end{array}\right),\gamma =\frac{1}{G^{11}V_{K_3}}\left(\begin{array}{ccc}G_{22}& G_{23}& G_{24}\\ G_{23}& G_{33}& G_{34}\\ G_{24}& G_{34}& G_{44}\end{array}\right),$$
(21a)
$$\beta _{12}=G^{14}/G^{11},\beta _{23}=G^{12}/G^{11},\beta _{31}=G^{13}/G^{11},$$
(21b)
where the matrix $`M_{3,3}`$ is written in the basis $`m^{34}`$,$`m^{42}`$,$`m^{23}`$, $`m^{12}`$,$`m^{13}`$,$`m^{14}`$ of $`H_2(T^4)`$, and $`\gamma `$ (resp. $`\beta `$) are symmetric (resp. antisymmetric) $`3\times 3`$ matrices. $`G_{ij}`$ is the metric on $`T^4`$, and $`G^{ij}`$ the inverse metric. Decomposing the 3+16+3 B-fluxes into $`B_3,B_{16},B_{\overline{3}}`$, we arrive at our final parameterization of the moduli matrix at the $`T^4/_2`$ orbifold point,
$`e_{\mathrm{IIA}}`$ $`=`$ $`\left(\begin{array}{ccccc}\frac{l_{\mathrm{II}}^2}{\sqrt{V_{K_3}}}& & & & \\ & u^t& & & \\ & & 1_{16}& & \\ & & & u& \\ & & & & \frac{\sqrt{V_{K_3}}}{l_{\mathrm{II}}^2}\end{array}\right)\left(\begin{array}{ccccc}1& B_3& & & \\ & 1_3& & & \\ & & 1_{16}& & \\ & & & 1_3& B_3^t\\ & & & & 1\end{array}\right)`$ (22)
$`\left(\begin{array}{ccccc}1& & & B_{\overline{3}}& 0\\ & 1_3& & \beta & B_{\overline{3}}^t\\ & & 1_{16}& & \\ & & & 1_3& \\ & & & & 1\end{array}\right)\left(\begin{array}{ccccc}1& 0& B_{16}& \frac{B_{16}\zeta ^t}{2}& \frac{B_{16}B_{16}^t}{2}\\ & 1_3& \zeta & \frac{\zeta \zeta ^t}{2}& \frac{\zeta B_{16}^t}{2}\\ & & 1_{16}& \zeta ^t& B_{16}^t\\ & & & 1_3& 0\\ & & & & 1\end{array}\right),`$
where $`u`$ is again a viel-bein for the metric $`\gamma `$, i.e. $`u^tu=\gamma `$. It is now straightforward to identify the heterotic and type IIA moduli (10) and (19), and obtain the complete duality map,
$$V_{K_3}=R_1^2,\gamma =g_3,\beta =b_{33},B_3=A,$$
(23a)
$$B_{16}=y_1,B_{\overline{3}}=b_{13},\zeta =y_3$$
(23b)
in respective string units. Forgetting for the moment the Wilson line moduli, what we have obtained here is the triality mapping between the $`SO(4,4)`$ matrices in the vector representation, as appropriate for the heterotic side whose BPS states transform as a vector of $`SO(4,4)`$, to the conjugate spinor representation, under which the D-brane BPS states of type IIA on the untwisted cycles of $`T^4/_2`$ transform. In order to appreciate this, it is useful to consider rectangular tori with vanishing B-field, in which case the mapping reduces to
$`\left(\begin{array}{c}\mathrm{ln}R_1^\mathrm{H}\\ \mathrm{ln}R_2^\mathrm{H}\\ \mathrm{ln}R_3^\mathrm{H}\\ \mathrm{ln}R_4^\mathrm{H}\end{array}\right)=P\left(\begin{array}{c}\mathrm{ln}R_1^{\mathrm{IIA}}\\ \mathrm{ln}R_2^{\mathrm{IIA}}\\ \mathrm{ln}R_3^{\mathrm{IIA}}\\ \mathrm{ln}R_4^{\mathrm{IIA}}\end{array}\right),P={\displaystyle \frac{1}{2}}\left(\begin{array}{cccc}1& 1& 1& 1\\ 1& 1& 1& 1\\ 1& 1& 1& 1\\ 1& 1& 1& 1\end{array}\right),P^2=1,`$ (24)
where $`P`$ acts as triality on the Cartan torus of $`SO(4,4)`$, mapping the conjugate spinor $`𝑪`$ to the vector representation $`𝑽`$. We also note that the triality acts on the charges of these representations according to
$$(m_1;m_2,m_3,m_4;n^2,n^3,n^4;n^1)=(m;m^{34},m^{42},m^{23};m^{12},m^{13},m^{14};m^{1234}).$$
(25)
We have however not entirely completed our duty, since we still need to determine the values of the heterotic Wilson lines at the $`_2`$ orbifold point. For this, we switch off the B-flux $`B_{16}`$ on the 16 collapsed spheres as well as $`B_3`$. Due to the 16 $`A_1`$ singularities on the orbifold, the type IIA theory develops an $`SU(2)^{16}`$ enhanced gauge theory. From (23), we see that this amounts to setting the heterotic Wilson line $`y_1`$ to zero. The three remaining Wilson lines should therefore be such that they break $`SO(32)`$ to $`SU(2)^{16}`$. This is indeed the case for the Wilson lines in (3). The choice of the fourth Wilson line may seem arbitrary, but this is not so: on the type IIA side, the orbifold conformal field theory $`T^4/_2`$ has a discrete symmetry group $`G`$ generated by the $`D_4`$ dihedral discrete symmetry of the four $`S^1/_2`$ CFT’s , to be discussed further in Section 4.2. As will become clear in Section 3.2.3, (3) is the only choice consistent with this symmetry. We therefore deduce the corresponding values of the blow-up parameters $`\zeta `$ and B-flux $`B_{16}`$ from (23).
Let us briefly discuss the case of the $`_3`$ orbifold point of $`K_3`$. In that case, there are 9 $`A_2`$ singularities, so the symmetry group is enhanced to $`SU(3)^9`$ in the absence of discrete B-flux. This has rank $`18`$, and can therefore only happen at an enhanced symmetry point on the heterotic side. Moreover, $`SU(3)^9`$ cannot be embedded in $`SO(32)`$. It can however be embedded in $`E_6\times E_6\times E_6`$ (the exceptional gauge symmetry found in for F-theory on $`K_3`$ at the $`_3`$ orbifold point), which is an enhanced symmetry of the $`E_8\times E_8`$ heterotic string. It is thus possible to identify the $`T^4/_3`$ orbifold point in the $`K_3`$ moduli space in an analogous way as we did, but we shall refrain from attempting this here.
### 2.5 M-theory on $`K_3`$
As announced, we now recover the dual description of the heterotic string compactified on $`T^3`$ by decompactifying the heterotic circle of radius $`R_1`$ in the above description. Since momentum states along this circle are mapped to type IIA D0-branes, this is the limit that takes type IIA on $`K_3`$ to M-theory on $`K_3`$, with eleven-dimensional Planck length $`l_\mathrm{M}^3=g_{\mathrm{IIA}}l_{\mathrm{II}}^3`$ . We therefore obtain
$$l_\mathrm{M}^3=\frac{g_\mathrm{H}^2l_\mathrm{H}^6}{V_3},V_{K_3}=\frac{g_\mathrm{H}^4l_\mathrm{H}^{10}}{V_3^2},$$
(26)
so that the fundamental heterotic string is identified with the M5-brane wrapped on $`K_3`$. The $`^+`$ factor in (9) now parameterizes the volume of $`K_3`$ in eleven-dimensional Planck units,
$$e^{4\varphi _7/3}=V_{K_3}/l_\mathrm{M}^4,$$
(27)
while the $`[SO(3)\times SO(19)]\backslash SO(3,19,)`$ moduli still describe the unit-volume Einstein metric of $`K_3`$. At the $`T^4/_2`$ point, the same parameterization as in (19) is valid, restricted to the $`SO(3,19)`$ subspace:
$$e_\mathrm{M}=\left(\begin{array}{ccc}u^t& & \\ & 1_{16}& \\ & & u\end{array}\right)\left(\begin{array}{ccc}1_3& \zeta & \beta \frac{\zeta \zeta ^t}{2}\\ & 1_{16}& \zeta ^t\\ & & 1_3\end{array}\right),$$
(28)
so that the identification with the heterotic parameters is simply
$$\gamma =g/l_\mathrm{H}^2,\beta =b,\zeta =y.$$
(29)
Whereas the mapping (23) could be seen as the statement of triality, the identification (29) can be seen as the realization of the exceptional isomorphism $`SO(3,3)=Sl(4)`$. Note that all the B-field parameters have disappeared, in accordance with the fact that M-theory does not possess any 2-form in its spectrum, nor does $`K_3`$ have any three-cycle. In particular, this implies that the 16 singularities are no more resolved by the half-unit B-flux, and therefore a $`SU(2)^{16}`$ symmetry is expected, arising from the M2-branes wrapped on the collapsed spheres. This is the case if one chooses the Wilson lines $`y`$ as the last three in (3).
### 2.6 Type IIB on $`K_3`$
We now turn to the five-dimensional compactification of the heterotic string on $`T^5=T^4\times S^1`$, with the four Wilson lines (3) along $`T^4`$, breaking the gauge symmetry to $`U(1)^{16}`$. This is dual to type IIA on $`K_3\times S^1`$ from Section 2.4, but we are interested here in the type IIB description obtained by a further T-duality. Using the standard $`Rl_s^2/R,ggl_s/R`$ transformation rules, we find
$$g_{6\mathrm{I}\mathrm{I}\mathrm{B}}=\frac{l_\mathrm{H}}{R_\mathrm{H}},l_{\mathrm{II}}=l_\mathrm{H}g_{6\mathrm{H}},R_\mathrm{B}=\frac{l_\mathrm{H}^2g_{6\mathrm{H}}^2}{R_\mathrm{H}},$$
(30)
so that in particular the heterotic five-dimensional dilaton is mapped to the size of the type IIB circle in 6D type IIB Planck units,
$$g_{\mathrm{H5}}=R_\mathrm{B}/l_\mathrm{P},l_\mathrm{P}^2=g_{6\mathrm{I}\mathrm{I}\mathrm{B}}l_{\mathrm{II}}^2.$$
(31)
The $`[SO(5)\times SO(21)]\backslash SO(5,21,)`$ moduli, on the other hand, do not involve the circle direction, and actually give the moduli space of the six-dimensional type IIB theory compactified on $`K_3`$ only. The full moduli space is obtained from the $`[SO(4)\times SO(20)]\backslash SO(4,20,)`$ moduli by adjoining the six-dimensional type IIB coupling, together with the fluxes $``$ of the Ramond Ramond even forms on the 4+20 even-cycles of $`K_3`$:
$$e_{\mathrm{IIB}}=\left(\begin{array}{ccc}g_{6\mathrm{I}\mathrm{I}\mathrm{B}}& & \\ & e_{4,20}& \\ & & \frac{1}{g_{6\mathrm{I}\mathrm{I}\mathrm{B}}}\end{array}\right)\left(\begin{array}{ccc}1& & \frac{1}{2}\eta ^t\\ & 1_{24}& \eta ^t\\ & & 1\end{array}\right).$$
(32)
The even forms wrapped on the same 4+20 cycles with two directions less give 4+20 two-form gauge potentials $`H`$ with self-dual and anti-self-dual field-strength respectively. The right-action by $`SO(5,21,)`$ matrices corresponds to the U-duality symmetry of type IIB on $`K_3`$. In Section 5.4, by mapping one-loop $`F^4`$ couplings in five-dimensional heterotic string to type IIB on $`K_3\times S_1`$ and taking the decompactification limit $`R_\mathrm{B}\mathrm{}`$, we shall be able to derive the exact U-duality invariant $`t_{12}H^4`$ couplings between 4 self-dual or anti-self-dual two-forms in IIB compactified on $`K_3`$, and analyze the resulting instanton contributions.
### 2.7 Type IIA and IIB on $`K_3\times T^2`$
Finally, we want to briefly discuss the duality between the heterotic string on $`T^6`$ and type II theories on $`K_3\times T_2`$. This duality can be obtained straightforwardly by compactification from the previously discussed ones, and yields the following identifications:
$$S_\mathrm{H}=T_{\mathrm{IIA}}=U_{\mathrm{IIB}},T_\mathrm{H}=S_{\mathrm{IIA}}=S_{\mathrm{IIB}},U_\mathrm{H}=U_{\mathrm{IIA}}=T_{\mathrm{IIB}}$$
(33)
between the four-dimensional couplings $`S=a+i/g_4^2`$, Kähler class $`T`$ and complex structure $`U`$ of $`T^2`$, with the string scales related by $`l_{\mathrm{IIA}}=l_{\mathrm{IIB}}=l_\mathrm{H}\sqrt{T_{2\mathrm{H}}/S_{2\mathrm{H}}}`$. $`S_\mathrm{H}`$ and its images parameterize the $`U(1)\backslash Sl(2,)`$ part of the moduli space, while $`T_\mathrm{H}`$ and $`U_\mathrm{H}`$ arise in the decomposition of $`SO(6,22)`$ into $`SO(2,2)\times SO(4,20)`$. This will enable us to obtain the NS5-brane instanton contributions to $`F^4`$ couplings on the type IIA and B side in Section 5.5, and in particular extract the summation measure in (109).
## 3 Heterotic amplitudes
Having identified the subspace of moduli space dual to $`_2`$ orbifold in various dimensions, we now would like to compute the one-loop contribution on the heterotic side for half-BPS saturated amplitudes, including the four-derivative couplings
$$t_8\mathrm{Tr}F^4,t_8\mathrm{Tr}(F^2)^2,$$
(34)
where $`F`$ denotes the field strength of the $`d+16`$ right-moving gauge bosons or the $`d`$ left-moving graviphotons, as well as the couplings involving the gravitational sector,
$$t_8\mathrm{Tr}R^2\mathrm{Tr}F^2,t_8(\mathrm{Tr}R^2)^2,t_8\mathrm{Tr}R^4,$$
(35)
where $`t_8`$ is the familiar eight-index tensor arising in various string amplitudes .
Before proceeding with the computation, it is probably worthwhile recalling the arguments supporting the non-renormalization of these couplings beyond one-loop on the heterotic side . First, in ten dimensions these terms are related by supersymmetry to CP-odd couplings such as $`B\mathrm{Tr}F^4`$, which should receive no corrections beyond one-loop for anomaly cancellation. A more explicit proof can be given at the level of string amplitudes , and goes through in lower dimensions as well . This argument does not apply to the particular combination $`t_8t_8R^4=t_8(4\mathrm{T}\mathrm{r}R^4(\mathrm{Tr}R^2)^2)`$, which forms a superinvariant on its own and could therefore receive higher perturbative corrections. Second, the only heterotic half-BPS instanton is the heterotic 5-brane, which needs a six-cycle to wrap in order to give a finite action instanton effect. For $`d<6`$ there can therefore be no non-perturbative contributions beyond the one-loop result. Third, it is consistent with the factorization of the moduli space (9) and the T-duality symmetry $`O(d,d+16,)`$ to assume that $`t_8\mathrm{Tr}F^4`$ couplings are given at one-loop only and hence independent of the $`^+`$ factor. In $`d=6`$ it is plausible that supersymmetry prevents the mixing of the $`Sl(2,)`$ dilaton factor with the Narain moduli in $`F^4`$ couplings, in the same way as neutral hypermultiplets decouple from vector multiplets in $`N=2`$ supergravity, and prevents corrections from NS5-brane instantons . For $`d=7`$, U-duality mixes the dilaton with the Narain moduli, so that a similar statement cannot hold. Gauge fields being Poincaré dual to scalars in 3 dimensions, the $`F^4`$ couplings translate into four-derivative scalar couplings, and should receive non-perturbative corrections. We will therefore assume that for all $`d6`$, the $`F^4`$ amplitudes involving four right-moving gauge fields are given at one-loop only on the heterotic side, and disregard a possible tree-level contribution for $`t_8\mathrm{Tr}(F^2)^2`$ couplings.
Based on power counting, the $`F^4`$ couplings are clearly half-BPS saturated, and the same will appear to be true for their $`R^2F^2`$ and $`R^4`$ cousins. Indeed, from the point of view of the heterotic world-sheet, space-time supersymmetry arises from the left-moving sector, and gravitons are on the same footing as gauge bosons. This is not so obvious on the type II side, where part of the gauge bosons arise from the twisted Ramond-Ramond sector while the gravitons come from the untwisted Neveu-Schwarz sector. It has however been argued that $`R^4`$ and more generally $`R^4F^{4g4}`$ couplings were purely topological for type IIA on $`K_3`$, and therefore should be half-BPS saturated as well .
For the uncompactified heterotic string, the couplings (34),(35) have been computed in and shown to involve the zero-modes of the right-moving currents only, reducing to an elliptic genus. It is straightforward to adapt these computations to toroidal compactifications, and in particular to compactifications with discrete Wilson lines as in (3). This is what we now discuss, with a particular emphasis on the miraculous simplifications that occur and allow the heterotic-type II duality to hold.
### 3.1 Orbifold partition function
In order to take advantage of the simple half-integer values of the Wilson lines (3), we shall follow and describe the compactification on a torus $`T^d(g,b)`$ with $`d`$ Wilson lines from (3) as the $`(_2)^d`$ freely acting orbifold of a torus of double radius by the $`_2`$ actions which combine a half-period translation on each circle with the corresponding half-integer shift on the lattice. This breaks the $`SO(32)`$ symmetry to $`2^d`$ copies of $`SO(2^{5d})`$, as we want. More explicitly, we decompose the partition function of the $`(d,d+16)`$ lattice as
$$Z_{d,d+16}(g,b,y)=\frac{1}{2^d}\underset{i=1}{\overset{d}{}}\underset{h^i,g^i=0}{\overset{1}{}}Z_{d,d}[{}_{g^1\mathrm{}g^d}{}^{h^1\mathrm{}h^d}](g,b)\overline{\mathrm{\Theta }}[{}_{g^1\mathrm{}g^d}{}^{h^1\mathrm{}h^d}](0).$$
(36)
Here, $`Z_{d,d}[{}_{g}{}^{h}]`$ is the $`T^d`$ lattice partition function, with insertions of $`()^{m_ig^i}`$ and winding shifts $`n^in^i+h^i/2`$, while $`\overline{\mathrm{\Theta }}`$ is given in terms of the usual $`\theta `$-functions as
$$\overline{\mathrm{\Theta }}[{}_{g}{}^{h}](\{v_I\})=\frac{1}{2}\underset{a,b=0}{\overset{1}{}}\underset{\mathrm{d}=0}{\overset{2^d1}{}}\left(\underset{I=0}{\overset{2^{4d}}{}}\theta [{}_{b+\mathrm{bin}(\mathrm{d})g}{}^{a+\mathrm{bin}(\mathrm{d})h}](v_I^\mathrm{d})\right),$$
(37)
where $`\mathrm{bin}(\mathrm{d})`$ is the $`d`$-digit binary representation of $`\mathrm{d}`$. We have split the $`2^5`$ fermions representing the $`SO(32)`$ current algebra into $`2^d`$ blocks of $`2^{5d}`$ fermions each. The arguments $`v_I^\mathrm{d}`$ allow to switch on a gauge background $`F_R^I=v_I`$ in the $`I`$-th direction of the Cartan torus of the $`\mathrm{d}`$-th copy of the gauge group $`SO(2^{5d})`$, and will be useful in deriving the elliptic genus shortly. In particular, for $`d=0`$ we recover the $`SO(32)`$ lattice partition function. Setting all the $`v`$’s to zero, the partition function reads
$$Z_{d,d+16}(g,b,y)=\frac{1}{2^{d+1}}\overline{\theta }_\alpha ^{16}Z[{}_{0}{}^{0}]+\frac{1}{2^d}(\overline{\vartheta }_3^8\overline{\vartheta }_4^8Z[{}_{\widehat{\mathrm{d}}}{}^{0}]+\overline{\vartheta }_3^8\overline{\vartheta }_2^8Z[{}_{0}{}^{\widehat{\mathrm{d}}}]+\overline{\vartheta }_2^8\overline{\vartheta }_4^8Z[{}_{\widehat{\mathrm{d}}}{}^{\widehat{\mathrm{d}}}]).$$
(38)
Here, we have adopted a “modular Einstein convention” whereby $`\alpha =2,3,4`$ is summed over all even spin structures and $`\mathrm{d}=0\mathrm{}2^d1`$ is summed over all $`d`$-digit nonnegative numbers, strictly positive if hatted. The three terms in the parenthesis form an orbit of $`Sl(2,)`$, and we will henceforth content ourselves with writing the first term $`+\text{orb.}`$ only. We also drop the $`d,d`$ subscript on $`Z`$ when no ambiguity is possible. Note also that thanks to (140a), the first unshifted term in (38) can be distributed to the three shifted terms if we need to.
### 3.2 Elliptic genus for higher derivative couplings
We now would like to adapt the computation of to our particular toroidal compactification. Since the amplitude is half-BPS saturated, the left-moving part of the four-gauge-boson (or graviton) amplitude merely provides the kinematic structure, whereas the right-moving currents reduce to their zero-mode part. Focusing on the four-point amplitude for right-moving bosons first, we therefore obtain
$`{\displaystyle _{}}{\displaystyle \frac{d^2\tau }{\tau _2^2}}`$ $`{\displaystyle \underset{p_L,p_R\mathrm{\Gamma }_{d,d+16}}{}}t_8F_R^IF_R^JF_R^KF_R^L`$
$`\left(p_R^Ip_R^Jp_R^Kp_R^L{\displaystyle \frac{6}{2\pi \tau _2}}p_R^Ip_R^Jg^{KL}+{\displaystyle \frac{3}{4\pi \tau _2^2}}g^{IJ}g^{KL}\right)\tau _2^{d/2}{\displaystyle \frac{q^{\frac{p_L^2}{2}}\overline{q}^{\frac{p_R^2}{2}}}{\overline{\eta }^{24}}},`$ (39)
where $`F_R^I`$ stands for the field-strength of any of the $`d+16`$ right-moving gauge bosons in the Cartan torus of the gauge group. Note in particular that this is expression is both modular invariant and covariant under T-duality. The Dedekind function $`1/\overline{\eta }^{24}`$ in (3.2) is the contribution of the 24 right-moving oscillators, which generate the tower of perturbative half-BPS states. The integral in (3.2) is actually infrared-divergent and should be regularized. We assume in the following that this is done.
In order to further simplify this expression, we must now distinguish between the $`(0,16)`$ right-moving bosons coming from the lattice $`D_{16}`$ and the $`(0,d)`$ from the torus. In the first case, the insertion of a momentum $`p_R^I`$ amounts to taking a derivative in (37) with respect to the appropriate $`v_I`$. The non-holomorphic contributions in (3.2) correct these derivatives $`/v`$ into modular covariant derivatives $`/\widehat{v}`$. We can therefore omit them and reinstate them at the end by covariance. In the case of the $`(0,d)`$ gauge bosons, it is more convenient to perform a Poisson resummation on the momenta in the lattice sum: the insertion of $`p_R^i`$ then amounts to inserting $`(m^i\tau n^i)/\tau _2`$, which has modular weight $`(0,1)`$ as it should. Finally, in the case of gravitons and graviphotons, the analogous statement is that one should allow for a curvature background, thereby inserting a factor $`\xi (z)=z\eta ^3e^{z^2/(8\pi \tau _2)}/\theta _1(z)`$ for each pair of space-time coordinates, and take derivatives with respect to $`z_i`$ for each insertion of a gravi(pho)ton with helicity in the $`i`$-th direction. We will quote the results in terms of the integrand $`\mathrm{\Xi }`$ such that the modular integral
$$\mathrm{\Delta }_{F^4}=\frac{1}{𝒩2^{d+1}}_{}\frac{d^2\tau }{\tau _2^2}\frac{\overline{\mathrm{\Xi }}_{F^4}}{\overline{\eta }^{24}}$$
(40)
gives the higher-derivative coupling $`t_8\mathrm{Tr}F^4`$ in the effective action, where $`F`$ stands for either a gauge field-strength or the Riemann tensor (seen as an $`SO(10d)`$ field-strength), and the trace structure will be made precise. We will denote by $`F_\mathrm{d}`$ the field-strength of the right-moving gauge field in the $`\mathrm{d}`$-th copy of the gauge group, by $`F_i`$ the right-moving $`U(1)`$ gauge fields from the torus, and by $`G_i`$ the left-moving graviphotons. The overall normalization will not be fixed, but we will keep track of the relative normalization of the various couplings, through the combinatorial factor $`𝒩`$. We will then make use of the modular identities in Appendix B as well as the theorem proven in Appendix A.4 to simplify these results and bring them in a form appropriate for (i) comparison with the type II tree-level amplitude in Section 4 and (ii) explicit evaluation and simplification for the comparison with the other dual models in Section 5.
#### 3.2.1 $`\mathrm{Tr}F_\mathrm{d}^4`$ and $`(\mathrm{Tr}F_\mathrm{d}^2)^2`$
We start with the four-point amplitude of gauge bosons in a single copy of $`SO(2^{5d})`$. For $`d<4`$, this is a non-Abelian gauge group, and we must therefore be careful with the identification of the trace structure. Expanding (36) to fourth order in the $`v_I^\mathrm{d}`$ for fixed $`\mathrm{d}`$, the $`\mathrm{Tr}F_\mathrm{d}^4`$ combination corresponds to $`_I(v_I^\mathrm{d})^4`$, while $`(\mathrm{Tr}F_\mathrm{d}^2)^2`$ corresponds to $`(_I(v_I^\mathrm{d})^2)^2`$. We thus get
$$\mathrm{\Xi }_{\mathrm{Tr}F_{\mathrm{d}_1}^4}=\vartheta _\alpha ^{15}\vartheta _\alpha ^{^{\prime \prime \prime \prime }}Z[{}_{0}{}^{0}]+[(\frac{\vartheta _3^{^{\prime \prime \prime \prime }}}{\vartheta _3}+\frac{\vartheta _4^{^{\prime \prime \prime \prime }}}{\vartheta _4})\vartheta _3^8\vartheta _4^8Z[{}_{\widehat{\mathrm{d}}}{}^{0}]+\text{orb.}]3\mathrm{\Xi }_{(\mathrm{Tr}F_{\mathrm{d}_1}^2)^2},$$
(41a)
$$\mathrm{\Xi }_{(\mathrm{Tr}F_{\mathrm{d}_1}^2)^2}=\vartheta _\alpha ^{14}(\vartheta _\alpha ^{^{\prime \prime }})^2Z[{}_{0}{}^{0}]+[(\left(\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\right)^2+\left(\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}\right)^2)\vartheta _3^8\vartheta _4^8Z[{}_{\widehat{\mathrm{d}}}{}^{0}]+\text{orb.}],$$
(41b)
where $`+\text{orb.}`$ denotes the two extra terms obtained from the first by applying $`S`$ and $`ST`$ modular transformations. For $`d=4`$ and higher, the gauge group is $`U(1)`$ and there is no distinction between the two structures. Instead, the coupling $`(F_{\mathrm{d}_1})^4`$ is given by $`\mathrm{\Xi }_{\mathrm{Tr}F_{\mathrm{d}_1}^4}`$ in (41a) without the $`\mathrm{\Xi }_{(\mathrm{Tr}F_{\mathrm{d}_1}^2)^2}`$ subtraction. We will discuss in detail the procedure by which we simplify these integrands in the case of the first term in (41a), which we define as $`\mathrm{\Xi }_{(F_{\mathrm{d}_1})^4}`$. Other cases can be treated similarly and we will only quote the final result.
Using the summation identity (140c), we can write the prefactor of $`Z[{}_{0}{}^{0}]`$ as $`\eta ^{24}`$ while the other $`Z[{}_{0}{}^{0}]`$ terms can be combined with the $`Z[{}_{\widehat{\mathrm{d}}}{}^{0}]`$, $`Z[{}_{0}{}^{\widehat{\mathrm{d}}}]`$, and $`Z[{}_{\widehat{\mathrm{d}}}{}^{\widehat{\mathrm{d}}}]`$ shifted lattice sums to yield projected sums where $`\mathrm{d}`$ runs from $`0`$ to $`2^d1`$:
$$\mathrm{\Xi }_{(F_{\mathrm{d}_1})^4}=96\eta ^{24}Z[{}_{0}{}^{0}]+[(\frac{\vartheta _3^{^{\prime \prime \prime \prime }}}{\vartheta _3}+\frac{\vartheta _4^{^{\prime \prime \prime \prime }}}{\vartheta _4})\vartheta _3^8\vartheta _4^8Z[{}_{\mathrm{d}}{}^{0}]+\text{orb.}].$$
(42)
We can now use the results of Appendix A to compute the integral of (42) on the fundamental domain $``$ of $`Sl(2,)`$. For this, we note that the holomorphic form $`\eta ^{24}`$ in the first term cancels against the BPS partition function $`1/\eta ^{24}`$ in (40). As far as the terms in brackets is concerned, the integral on $``$ can be unfolded on the fundamental domain $`_2^{}`$ of the $`\mathrm{\Gamma }_2^{}`$ congruence subgroup of $`Sl(2,)`$, a three-fold cover of $``$, by keeping the first term only. According to the property stated in (134), and using (141e) we can then replace the modular form $`(\vartheta _3^{^{\prime \prime \prime \prime }}/\vartheta _3+\vartheta _4^{^{\prime \prime \prime \prime }}/\vartheta _4)\vartheta _3^8\vartheta _4^8/\eta ^{24}`$ by two thirds its value under the Hecke operator (129) which turns out to be zero in this case. We finally obtain
$$\mathrm{\Delta }_{(F_{\mathrm{d}_1})^4}=\frac{96}{4!2^{d+1}}_{}\frac{d^2\tau }{\tau _2^2}Z[{}_{0}{}^{0}],$$
(43)
which we recall is the complete expression in the Abelian case $`d=4`$. The fact that all oscillator contributions have cancelled will be crucial for heterotic type II duality to hold, as we will discuss in Section 4.
Moving on to the expression in (41b), the manipulations are identical and making use of the summation identity (140e) and of the “Hecke” identity (141f), yield
$$\mathrm{\Delta }_{(\mathrm{Tr}F_{\mathrm{d}_1}^2)^2}=\frac{32}{382^{d+1}}__2^{}\frac{d^2\tau }{\tau _2^2}Z[{}_{\widehat{\mathrm{d}}}{}^{0}],(d3).$$
(44)
Combining (43) and (44) together, we thus obtain the full $`\mathrm{Tr}F_\mathrm{d}^4`$ coupling for a non-Abelian gauge group,
$$\mathrm{\Delta }_{\mathrm{Tr}F_{\mathrm{d}_1}^4}=\frac{32}{4!2^{d+1}}__2^{}\frac{d^2\tau }{\tau _2^2}(2Z[{}_{0}{}^{0}]Z[{}_{\mathrm{d}}{}^{0}]),(d3).$$
(45)
#### 3.2.2 $`\mathrm{Tr}F_{\mathrm{d}_1}^2\mathrm{Tr}F_{\mathrm{d}_2}^2`$
Considering now the coupling between two different gauge groups, we get for $`d>1`$
$`\mathrm{\Xi }_{\mathrm{Tr}F_{\mathrm{d}_1}^2\mathrm{Tr}F_{\mathrm{d}_2}^2}=`$ $`\vartheta _\alpha ^{14}(\vartheta _\alpha ^{^{\prime \prime }})^2Z[{}_{0}{}^{0}]`$
$`+[(2{\displaystyle \frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}}{\displaystyle \frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}}Z[{}_{\mathrm{d1}}{}^{00}]+(\left({\displaystyle \frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}}\right)^2+\left({\displaystyle \frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}}\right)^2)Z[{}_{\widehat{\mathrm{d}}0}{}^{00}])\vartheta _3^8\vartheta _4^8+\text{orb.}].`$ (46)
Here, $`\mathrm{d}`$ in the second term runs over the $`(d1)`$-digit binary numbers (zero included), whereas $`\widehat{\mathrm{d}}`$ runs over the $`(d1)`$-digit binary numbers in the last term (zero excluded). Here we have made a particular choice of gauge fields $`F_{\mathrm{d}_1},F_{\mathrm{d}_2}`$ corresponding to Wilson lines $`y_{\mathrm{d}_1}=\mathrm{bin}(0),y_{\mathrm{d}_2}=\mathrm{bin}(1)`$, but the other amplitudes can be obtained by T-duality, and the structure in (3.2.2) is generic. For $`d=1`$, the second term does not make sense, and we have instead
$$\mathrm{\Xi }_{\mathrm{Tr}F_{\mathrm{d}_1}^2\mathrm{Tr}F_{\mathrm{d}_2}^2}=\vartheta _\alpha ^{14}(\vartheta _\alpha ^{^{\prime \prime }})^2Z_{1,1}[{}_{0}{}^{0}]+[2\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}Z_{1,1}[{}_{1}{}^{0}]\vartheta _3^8\vartheta _4^8+\text{orb.}](d=1).$$
(47)
The simplification of expression (3.2.2) is more involved than the ones of the previous subsection. In this case, we use the summation identity (140d) along with (138b) to bring the first and last term in the form of the middle one,
$$\mathrm{\Xi }_{\mathrm{Tr}F_{\mathrm{d}_1}^2\mathrm{Tr}F_{\mathrm{d}_2}^2}=16\eta ^{24}Z[{}_{0}{}^{0}]+[(2\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}Z[{}_{\mathrm{d}}{}^{0}]+\frac{1}{16}\vartheta _2^8Z[{}_{\widehat{\mathrm{d}}0}{}^{00}])\vartheta _3^8\vartheta _4^8+\text{orb.}].$$
(48)
Then, using the identity $`\vartheta _2\vartheta _3\vartheta _4=2\eta ^3`$, we see that the first term and the second in the bracket are proportional to $`\eta ^{24}`$, while we can use the Hecke identity (141g) for the middle term arriving at
$$\mathrm{\Delta }_{\mathrm{Tr}F_{\mathrm{d}_1}^2\mathrm{Tr}F_{\mathrm{d}_2}^2}=\frac{16}{342^{d+1}}__2^{}\frac{d^2\tau }{\tau _2^2}(Z[{}_{0}{}^{0}]Z[{}_{\mathrm{d}}{}^{0}]+3Z[{}_{\widehat{\mathrm{d}}0}{}^{00}])$$
(49a)
$$=\frac{16}{342^{d+1}}__2^{}\frac{d^2\tau }{\tau _2^2}(2Z[{}_{\widehat{\mathrm{d}}}{}^{0}]3Z[{}_{\mathrm{d1}}{}^{00}])(d>1).$$
(49b)
Similarly, for the special case $`d=1`$ in (47) we find after analogous steps
$$\mathrm{\Delta }_{\mathrm{Tr}F_{\mathrm{d}_1}^2\mathrm{Tr}F_{\mathrm{d}_2}^2}=\frac{16}{344}__2^{}\frac{d^2\tau }{\tau _2^2}Z_{1,1}[{}_{1}{}^{0}](d=1).$$
(50)
#### 3.2.3 $`F_{\mathrm{d}_1}F_{\mathrm{d}_2}F_{\mathrm{d}_3}F_{\mathrm{d}_4}`$
For $`d<4`$, the gauge lattice partition function (37) is even under $`v_I^\mathrm{d}v_I^\mathrm{d}`$, so that such a term cannot occur, in agreement with the fact that the generators of $`SO(2^{5d})`$ are traceless. For $`d=4`$ however, it turns out that the coupling between four different $`U(1)`$ does not vanish, provided the selection rule
$$\mathrm{d}_1+\mathrm{d}_2+\mathrm{d}_3+\mathrm{d}_4=0mod16$$
(51)
is obeyed, in which case
$`\mathrm{\Xi }_{F_{\mathrm{d}_1}F_{\mathrm{d}_2}F_{\mathrm{d}_3}F_{\mathrm{d}_4}}=`$ $`\eta ^{12}(\vartheta _2\vartheta _3\vartheta _4)^4`$ (52)
$`(Z[{}_{1000}{}^{0100}]+Z[{}_{0100}{}^{1000}]+Z[{}_{1100}{}^{0100}]+Z[{}_{1100}{}^{1000}]+Z[{}_{0100}{}^{1100}]+Z[{}_{1000}{}^{1100}]).`$
Note that the modular orbit now involves six different shifted partition functions. The precise orbit depends on the choice of the four $`U(1)`$, and we have chosen one example corresponding to $`y_{\mathrm{d}_1}=(0000),y_{\mathrm{d}_2}=(0001),y_{\mathrm{d}_3}=(0010),y_{\mathrm{d}_4}=(0011)`$. Using the relation $`\vartheta _2\vartheta _3\vartheta _4=2\eta ^3`$, we see that the modular form again cancels against the partition function of the half-BPS states<sup>4</sup><sup>4</sup>4The same mechanism was observed in ., and we are therefore left with
$$\mathrm{\Delta }_{F_{\mathrm{d}_1}F_{\mathrm{d}_2}F_{\mathrm{d}_3}F_{\mathrm{d}_4}}=\frac{16}{2^5}__2\frac{d^2\tau }{\tau _2^2}Z[{}_{1000}{}^{0100}](d=4),$$
(53)
where the integration is over the six-fold cover $`_2`$ of the fundamental domain $``$ of $`Sl(2,)`$. As we will see in Section 4.1, the selection rule (51) has a direct counterpart in the dual type IIA theory.
#### 3.2.4 $`\mathrm{Tr}R^4`$, $`(\mathrm{Tr}R^2)^2`$ and $`\mathrm{Tr}R^2\mathrm{Tr}F_\mathrm{d}^2`$
We now turn to four-point functions involving gravitons. For a four-graviton amplitude, the elliptic genus is as in the uncompactified heterotic theory, and yields
$$\mathrm{\Xi }_{\mathrm{Tr}R^4}=\frac{E_4}{2^73^25}[\theta _\alpha ^{16}Z[{}_{0}{}^{0}]+2(\vartheta _3^8\vartheta _4^8Z[{}_{\widehat{\mathrm{d}}}{}^{0}]+\text{orb.})],$$
(54a)
$$\mathrm{\Xi }_{(\mathrm{Tr}R^2)^2}=\frac{\widehat{E}_2^2}{2^93^2}[\theta _\alpha ^{16}Z[{}_{0}{}^{0}]+2(\vartheta _3^8\vartheta _4^8Z[{}_{\widehat{\mathrm{d}}}{}^{0}]+\text{orb.})].$$
(54b)
For two-graviton two-gauge-boson scattering on the other hand, we need to take two derivatives with respect to $`v_\mathrm{d}`$, and we get
$$\mathrm{\Xi }_{\mathrm{Tr}R^2\mathrm{Tr}F_{\mathrm{d}_1}^2}=\frac{\widehat{E}_2}{2^33}[\vartheta _\alpha ^{15}\vartheta _\alpha ^{\prime \prime }Z[{}_{0}{}^{0}]+(\frac{\vartheta _3^{\prime \prime }}{\vartheta _3}+\frac{\vartheta _4^{\prime \prime }}{\vartheta _4})\vartheta _3^8\vartheta _4^8Z[{}_{\widehat{\mathrm{d}}}{}^{0}]+\text{orb.}].$$
(55)
These amplitudes can all be simplified again by the now familiar method. In particular using (140a), (141b) we obtain
$$\mathrm{\Delta }_{\mathrm{Tr}R^4}=\frac{480}{2^73^252^{d+1}}__2^{}\frac{d^2\tau }{\tau _2^2}Z[{}_{\mathrm{d}}{}^{0}],$$
(56a)
$$\mathrm{\Delta }_{(\mathrm{Tr}R^2)^2}=\frac{96}{2^93^22^{d+1}}__2^{}\frac{d^2\tau }{\tau _2^2}Z[{}_{\mathrm{d}}{}^{0}].$$
(56b)
It is worthwhile noting that $`\mathrm{\Delta }_{\mathrm{Tr}R^4}=4\mathrm{\Delta }_{(\mathrm{Tr}R^2)^2}`$: this implies that the two terms can be combined into a $`t_8t_8R^4=t_8(4\mathrm{T}\mathrm{r}R^4(\mathrm{Tr}R^2)^2)`$ coupling, as also arises in type IIA on $`K_3`$ . Using (140b), (141d) in (55) we similarly find for the coupling of two gravitons and two right moving $`(0,16)`$ gauge fields,
$$\mathrm{\Delta }_{\mathrm{Tr}R^2\mathrm{Tr}F_{\mathrm{d}_1}^2}=\frac{16}{2^332^{d+1}}__2^{}\frac{d^2\tau }{\tau _2^2}Z[{}_{\mathrm{d}}{}^{0}].$$
(57)
#### 3.2.5 $`(0,d)`$ gauge bosons
As we mentioned above, the insertion of momenta are more easily dealt with in the Lagrangian representation. We thus get
$$\mathrm{\Xi }_{F_iF_jF_kF_l}=q_R^iq_R^jq_R^kq_R^l[\theta _\alpha ^{16}Z[{}_{0}{}^{0}]+2(\vartheta _3^8\vartheta _4^8Z[{}_{\widehat{\mathrm{d}}}{}^{0}]+\text{orb.})],$$
(58)
where $`q_R^i`$ acts on the torus partition function by inserting a factor of $`(m^i+d^i/2\tau (n^i+d^{}_{}{}^{}i/2))/\tau _2`$ for $`Z[{}_{\mathrm{d}}{}^{\mathrm{d}^{}}]`$. We can also consider the mixed amplitudes of two $`(0,d)`$ gauge bosons and two gauge bosons or two gravitons respectively, for which
$$\mathrm{\Xi }_{(F_iF_j)\mathrm{Tr}R^2}=q_R^iq_R^j\frac{\widehat{E}_2}{2^33}[\theta _\alpha ^{16}Z[{}_{0}{}^{0}]+2(\vartheta _3^8\vartheta _4^8Z[{}_{\widehat{\mathrm{d}}}{}^{0}]+\text{orb.})],$$
(59a)
$$\mathrm{\Xi }_{(F_iF_j)\mathrm{Tr}F_{\mathrm{d}_1}^2}=q_R^iq_R^j[\vartheta _\alpha ^{15}\vartheta _\alpha ^{\prime \prime }Z[{}_{0}{}^{0}]+(\frac{\vartheta _3^{\prime \prime }}{\vartheta _3}+\frac{\vartheta _4^{\prime \prime }}{\vartheta _4})\vartheta _3^8\vartheta _4^8Z[{}_{\widehat{\mathrm{d}}}{}^{0}]+\text{orb.}].$$
(59b)
Using the methods described above and (140a), (141a) or (140b), (141c), the corresponding couplings are all zero, and we record
$$\mathrm{\Delta }_{F_iF_jF_kF_l}=\mathrm{\Delta }_{(F_iF_j)\mathrm{Tr}R^2}=\mathrm{\Delta }_{(F_iF_j)\mathrm{Tr}F_\mathrm{d}^2}=0.$$
(60)
#### 3.2.6 Graviphotons and summary
We can simply obtain the amplitudes with graviphotons by noting that the graviphoton and graviton vertex operators are similar. We thus obtain four powers of momenta on the holomorphic side, and four on the antiholomorphic side, so that the four graviphoton amplitude starts at eight-derivative order only. In the case of two graviphotons and two right-moving gauge bosons, we obtain two extra powers of momenta from the antiholomorphic side. As a result, the amplitude starts at six-derivative order only. All $`F^4`$ effective couplings involving graviphotons thus vanish.
We can summarize the above as follows. At a generic point of the moduli space, and at heterotic one-loop:
(i) The first non-trivial correction to the $`(0,d+16)^4`$ couplings occurs at the four-derivative level.
(ii) The first non-trivial correction to the $`(d,0)^4`$ couplings occurs at the eight-derivative level.
(iii) The first non-trivial correction to the $`(d,0)^2(0,d+16)^2`$ couplings occurs at the six-derivative level.
At the $`_2`$-orbifold point of the six-dimensional heterotic string:
(a) The four-derivative $`(0,16)^4`$ couplings have non-vanishing one-loop corrections.
(b) The one-loop four-derivative $`(4,4)^4`$ and $`(4,4)^2(0,16)^2`$ couplings are vanishing. The first non-trivial correction for these couplings occurs at the eight-derivative level.
## 4 Heterotic-type IIA duality in six dimensions
As we already argued in the introduction, the $`F^4`$ couplings in the heterotic string on $`T^4`$ are given at one-loop only, and translate, through the standard duality map, into a purely tree-level coupling in type IIA on $`K_3`$. We can therefore perform a very quantitative test of heterotic-type IIA duality by computing the tree-level $`F^4`$ amplitude on the type II side at an orbifold point, where the CFT is exactly soluble. This is the object of the first subsection, the results of which will be summarized and compared to the heterotic side in the second. The reader appalled by the technicalities of Section 4.1 should not feel guilty in proceeding to Section 4.2.
### 4.1 Type IIA four gauge field amplitude
The 24 gauge fields in type IIA on $`K_3`$ originate from the Ramond-Ramond sector. The 4 graviphotons can be understood as the reduction $`G_i`$ of the 4-form field strength in $`D=10`$ on the 3 self-dual cycles of $`K_3`$ together with the ten-dimensional 2-form field-strength $`G_0`$, whereas the 20 vector multiplets come from the 4-form in $`D=10`$ on the 19 anti-self-dual cycles together with the 6-form field strength $`K_3`$ itself: we denote them by $`F_I`$ and $`F_0`$ respectively.
#### 4.1.1 Vertex operators
At the $`T^4/_2`$ orbifold point, the gauge fields split into untwisted and twisted sectors. The untwisted sector contributes $`(4,4)`$ of them, whose vertex operators are simple projections of the ten-dimensional Ramond vertex , and can be decomposed into a product of $`SO(6)`$ and $`SO(4)`$ spin fields times a ghost part. The $`SO(6)`$ spin fields $`S_\alpha (z),\overline{S}_\alpha (\overline{z})`$ have conformal dimension $`3/8`$ and transform as an $`SO(6)`$ spinor of positive chirality, while $`S^\alpha `$ and $`\overline{S}^\alpha (\overline{z})`$ are $`SO(6)`$ spinors of negative chirality. The $`SO(4)`$ spin-fields $`\mathrm{\Psi }_a`$ and $`\mathrm{\Psi }_{\dot{\alpha }}`$ involve both chiralities, and are most easily described using the standard dotted notation for $`SO(4)SU(2)\times SU(2)`$. The ten-dimensional $`SO(10)`$ spinor decomposes under $`SO(4)\times SO(6)`$ as $`(\mathrm{𝟐},\mathrm{𝟒})+(\overline{\mathrm{𝟐}},\overline{\mathrm{𝟒}})`$, while the $`SO(10)`$ conjugate spinor decomposes as $`(\mathrm{𝟐},\overline{\mathrm{𝟒}})+(\mathrm{𝟐},\overline{\mathrm{𝟒}})`$. The orbifold projection on $`T^4`$ acts on the $`SO(4)`$ spinors as $`(\mathrm{𝟐},\overline{\mathrm{𝟐}})(\mathrm{𝟐},\overline{\mathrm{𝟐}})`$. Hence, the vertex operators for untwisted gauge fields read
$`V_{1/2}^m`$ $`=`$ $`e^{\varphi /2}e^{\stackrel{~}{\varphi }/2}X^mS_\alpha \stackrel{~}{S}^\beta \mathrm{\Sigma }_{}^{\mu \nu }{}_{\beta }{}^{\alpha }\zeta _{\mu \nu }e^{ikX},`$ (61a)
$`\overline{V}_{1/2}^m`$ $`=`$ $`e^{\varphi /2}e^{\stackrel{~}{\varphi }/2}\overline{X}^mS^\alpha \stackrel{~}{S}_\beta \mathrm{\Sigma }_{}^{\mu \nu }{}_{\alpha }{}^{\beta }\zeta _{\mu \nu }e^{ikX},`$ (61b)
where we use the covariant formalism of . $`\mathrm{\Sigma }_{\alpha \beta }^{\mu \nu }`$ are the $`SO(6)`$ rotation matrices in the spinor representation, and $`\zeta _{\mu \nu }`$ the polarisation tensors of the field strengths. $`e^{\varphi /2}`$ is the bosonized superconformal ghost of conformal dimension $`3/8`$. $`X^m,\overline{X}^m`$ are the fermion combinations
$$X^m=(\mathrm{\Psi }^\alpha ϵ_{\alpha \beta }\stackrel{~}{\mathrm{\Psi }}^\beta ,\mathrm{\Psi }^\alpha \sigma _{}^{ij}{}_{\alpha \beta }{}^{}\stackrel{~}{\mathrm{\Psi }}^\beta ),\overline{X}^m=(\mathrm{\Psi }^{\dot{\alpha }}ϵ_{\dot{\alpha }\dot{\beta }}\stackrel{~}{\mathrm{\Psi }}^{\dot{\beta }},\mathrm{\Psi }^{\dot{\alpha }}\overline{\sigma }_{}^{ij}{}_{\dot{\alpha }\dot{\beta }}{}^{}\stackrel{~}{\mathrm{\Psi }}^{\dot{\beta }}),$$
(62)
where $`m`$ runs from 0 to 3 and $`\sigma ^m=(i1_2,\sigma ^i)`$. Because of self-duality, only 3 components of $`\sigma ^{ij}`$ contribute. Together, $`X^m`$ and $`\overline{X}^m`$ transform as a conjugate spinor of the T-duality group $`SO(4,4)`$. We shall refer to the gauge fields with vertex operators $`V`$ and $`\overline{V}`$ as chiral and antichiral respectively. The vertex operators have been displayed in the $`(1/2,1/2)`$ ghost picture, as appropriate for a tree-level four-point amplitude. The 16 remaining gauge bosons come from the 16 twisted sectors, and their vertex operators involve twist fields $`H^I`$, $`I=1\mathrm{}16`$ of conformal dimension 1/4,
$$V_{1/2}^T=e^{\varphi /2}e^{\stackrel{~}{\varphi }/2}H^IS^\alpha \stackrel{~}{S}_\beta \mathrm{\Sigma }_{}^{\mu \nu }{}_{\alpha }{}^{\beta }\zeta _{\mu \nu }.$$
(63)
We have omitted the momentum part, since the Ramond-Ramond vertex operators couple to the world-sheet only through their field-strength, which already provides the 4 necessary derivatives. We now consider a tree-level amplitude with four vertex operators inserted at $`0,x,1,\mathrm{}`$ on the complex plane. The correlator factorizes into the ghost part,
$$e^{\varphi /2}(\mathrm{})e^{\varphi /2}(1)e^{\varphi /2}(x)e^{\varphi /2}(0)=[x(1x)]^{1/4},$$
(64)
a 6D spin field part,
$$S_\alpha (\mathrm{})S_\beta (1)S_\gamma (x)S_\delta (0)=[x(1x)]^{1/4}ϵ_{\alpha \beta \gamma \delta },$$
(65a)
$$S_\alpha (\mathrm{})S^\beta (1)S_\gamma (x)S^\delta (0)=\left[\delta _\alpha ^\beta \delta _\gamma ^\delta x+\delta _\alpha ^\delta \delta _\gamma ^\beta (1x)\right][x(1x)]^{3/4}$$
(65b)
and an internal part which depends on the gauge bosons of interest. Equations (65) are easily obtained by bosonizing the spin-fields along the lines of , and show that we already get the correct kinematical structure,
$$ϵ_{\alpha \beta \gamma \delta }ϵ_{\overline{\alpha }\overline{\beta }\overline{\gamma }\overline{\delta }}(\mathrm{\Sigma }_{\alpha \overline{\alpha }}\zeta )(\mathrm{\Sigma }_{\beta \overline{\beta }}\zeta )(\mathrm{\Sigma }_{\gamma \overline{\gamma }}\zeta )(\mathrm{\Sigma }_{\delta \overline{\delta }}\zeta )=t_8\zeta ^4.$$
(66)
#### 4.1.2 Four-twist-field amplitude
We now consider more specifically the amplitude between four gauge bosons from the twisted sector. The internal part is given by the correlator of four twist fields on $`T^4/_2`$. Since twist fields create a $`_2`$ cut in the world-sheet, this is equivalent to a vacuum amplitude on the covering surface of the sphere with 4 punctures, namely a genus one surface . This equivalence will turn out to be crucial for the heterotic-type II duality to hold. More precisely, the modular parameter of the torus is related to the vertex positions through the Picard map
$$x=\left(\frac{\vartheta _3}{\vartheta _4}\right)^4,\frac{dx}{x}=i\pi \vartheta _2^4d\tau ,$$
(67)
so that the four-point amplitude for $`T^4/_2`$ twist fields is given by a slight adaptation from ,
$$H_{ϵ_1}(\mathrm{})H_{ϵ_2}(1)H_{ϵ_3}(x)H_{ϵ_4}(0)=2^{8/3}\frac{Z_{4,4}[{}_{ϵ_i^1+ϵ_i^2}{}^{ϵ_i^1+ϵ_i^4}]}{\tau _2^2\eta ^4\overline{\eta }^4}|x(1x)|^{1/3}$$
(68)
if charge conservation $`ϵ_i^1+ϵ_i^2+ϵ_i^3+ϵ_i^4=0mod2`$ is obeyed for every $`i=1\mathrm{}4`$, zero otherwise. This selection rule results from a discrete group of symmetries of the orbifold CFT , which correspond to half lattice translations on the covering torus $`T^4`$, as well as their T-dual counterparts. The four translations exchange the 16 twisted sectors in pairs, while the T-dual translations act by $`1`$ on eight of the 16 twisted sectors. These symmetries commute up to a global $`1`$ factor on all twisted sectors, and thus generate a dihedral group $`_2_2^8`$ which generalizes the $`D_4`$ symmetry of the $`S_1/_2`$ orbifold CFT. The above selection rule is precisely the one encountered on the heterotic side (51), providing new support for the duality.
Putting (68) together with (64) and (65), and changing the integration variable from $`x`$ to $`\tau `$, we therefore obtain
$$\mathrm{\Delta }=\frac{l_{\mathrm{II}}^6}{V_{K_3}}__2\frac{d^2\tau }{\tau _2^2}Z_{4,4}[{}_{ϵ_i^1+ϵ_i^2}{}^{ϵ_i^1+ϵ_i^4}](G/l_{\mathrm{II}}^2,B),$$
(69)
where we dropped an overall constant. The integration runs over the fundamental domain of the index 6 subgroup of $`Sl(2,)`$, which is the moduli space of the sphere with 4 punctures (see appendix A.2 for a discussion of congruence 2 subgroups of $`Sl(2,)`$). Note in particular, that the oscillators in (68) have dropped, in agreement with the fact that this amplitude should be half-BPS saturated. The normalization factor $`l_{\mathrm{II}}^6/V_{K_3}`$ has been chosen so as to agree with the heterotic result.
It is useful to discuss more specifically which shifts occur in the lattice partition function. Firstly, we note that a permutation of the four twist fields can be re-absorbed by a modular transformation which maps the extended fundamental domain $`_2`$ to itself, and hence leaves the integral invariant. We thus have only three possible results, up to permutations of the torus directions:
(i) if all twist fields sit at the same point,
$$\mathrm{\Delta }_{(F_I)^4}=\frac{l_{\mathrm{II}}^6}{V_{K_3}}__2\frac{d^2\tau }{\tau _2^2}Z_{4,4}[{}_{0000}{}^{0000}]=6\frac{l_{\mathrm{II}}^6}{V_{K_3}}_{}\frac{d^2\tau }{\tau _2^2}Z_{4,4}[{}_{0000}{}^{0000}],$$
(70)
(ii) if they are separated in two pairs,
$$\mathrm{\Delta }_{(F_I)^2(F_J)^2}=\frac{l_{\mathrm{II}}^6}{V_{K_3}}__2\frac{d^2\tau }{\tau _2^2}Z_{4,4}[{}_{0001}{}^{0000}]=3\frac{l_{\mathrm{II}}^6}{V_{K_3}}__2^{}\frac{d^2\tau }{\tau _2^2}Z_{4,4}[{}_{0001}{}^{0000}],$$
(71)
(iii) if they sit at different fixed points, yet satisfying the selection rule,
$$\mathrm{\Delta }_{F_IF_JF_KF_L}=\frac{l_{\mathrm{II}}^6}{V_{K_3}}__2\frac{d^2\tau }{\tau _2^2}Z_{4,4}[{}_{1000}{}^{0100}].$$
(72)
Again, the precise shifts appearing in (71),(72) depend on the choice of twist fields, but the orbit structure is general. In the above amplitudes, we have implicitly subtracted the infrared divergence coming from the vacuum in the lattice partition functions, which from the point of view of the tree-level amplitude correspond to the exchange of massless particles.
#### 4.1.3 Four-untwisted-field amplitude
In contrast to the previous case, the correlator between four untwisted fields does not involve the covering torus, and we have to deal with a genuine tree-level computation. The computation of various scattering amplitudes of four gauge bosons is then identical to the analogous computation in the maximally supersymmetric type II theory. This computation has not been done to our knowledge but a quick argument already indicates that the four derivative couplings of (4,4) gauge bosons vanish at tree level. Indeed, the leading corrections to gravitational couplings occur at the 8-derivative level . By supersymmetry, we expect that non-trivial corrections to Ramond-Ramond self-couplings should start at the eight-derivative level as well. Since Ramond-Ramond fields in ten dimensions descend to the (4,4) gauge fields upon compactification to 6 dimensions, it is evident that there should be no (four-derivative) $`F^4`$ terms for these fields. This of course does not preclude the existence of $`F^4`$ couplings mixing twisted and untwisted gauge fields.
The correlators of $`SO(4)`$ spin fields can be simply obtained by the usual bosonization techniques, and read
$`\mathrm{\Psi }_\alpha (\mathrm{})\mathrm{\Psi }_\beta (1)\mathrm{\Psi }_\gamma (x)\mathrm{\Psi }_\delta (0)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{x(1x)}}}\left[ϵ_{\alpha \beta }ϵ_{\gamma \delta }xϵ_{\alpha \gamma }ϵ_{\beta \delta }\right],`$ (73a)
$`\mathrm{\Psi }_\alpha (\mathrm{})\mathrm{\Psi }_{\dot{\beta }}(1)\mathrm{\Psi }_\gamma (x)\mathrm{\Psi }_{\dot{\delta }}(0)`$ $`=`$ $`ϵ_{\alpha \gamma }ϵ_{\dot{\beta }\dot{\delta }},`$ (73b)
and similarly for the right-moving fields. Including the contribution from the ghost, 6D spin fields, as well as the momentum dependence $`|x|^{s/4}|1x|^{t/4}`$ with $`k_2k_3=t/2`$, $`k_3k_4=s/2`$, $`s+t+u=0`$, the total amplitude reduces to a combination of standard integrals
$$d^2x|x|^{as/4}|1x|^{bt/4}=\pi \frac{\mathrm{\Gamma }\left(1\frac{a}{2}\frac{s}{8}\right)\mathrm{\Gamma }\left(1\frac{b}{2}\frac{t}{8}\right)\mathrm{\Gamma }\left(\frac{a+b}{2}1\frac{u}{8}\right)}{\mathrm{\Gamma }\left(2\frac{a+b}{2}+\frac{u}{8}\right)\mathrm{\Gamma }\left(\frac{a}{2}+\frac{s}{8}\right)\mathrm{\Gamma }\left(\frac{b}{2}+\frac{t}{8}\right)}$$
(74)
with $`(a,b)=(0,2),(2,0)`$ and $`(2,2)`$ in the $`s,t,u`$-channels respectively. Expanding a typical contribution for small momenta, we have
$$A(s,t)=\frac{\mathrm{\Gamma }(1s/8)\mathrm{\Gamma }(t/8)\mathrm{\Gamma }(u/8)}{\mathrm{\Gamma }(1+u/8)\mathrm{\Gamma }(s/8)\mathrm{\Gamma }(1+t/8)}=\frac{s^2}{8}\left(\frac{1}{stu}+\frac{\zeta (3)}{256}+\mathrm{}\right).$$
(75)
The pole term corresponds to the tree-level massless exchange, and has to be subtracted in order to extract a correction to the effective action as in the twisted case. The correction only occurs at order $`s^2`$, corresponding to an eight-derivative coupling in the effective action. Hence there are no $`F^4`$ couplings at tree-level between four untwisted chiral fields, nor between four antichiral fields, as we anticipated at the beginning of this section. The first non-trivial correction however implies $`^4F^4`$ couplings, which are nothing but the ten-dimensional eight-derivative couplings, related by supersymmetry to the $`t_8t_8R^4`$ couplings , reduced on the torus $`T^4`$.
There is a puzzle concerning the $`(4,0)^2(0,16)^2`$ threshold. In the heterotic string this was shown to vanish. A type II computation along the lines above seems to give a non-zero answer. Clearly this deserves further study.
### 4.2 Duality and triality
Let us summarize the salient features of our computations so far, concentrating on the simple case of four-(0,16) gauge boson scattering for now.
* On the heterotic side, the one-loop amplitude was expressed as the integral over the fundamental domain of the lattice partition function of the torus $`T^4`$ with particular shifts, with an insertion of an elliptic genus $`\mathrm{\Phi }(\tau )=(\alpha E_4+\beta \widehat{E}_2^2)\vartheta _3^8\vartheta _4^8/\eta ^{24}`$. This structure is characteristic of half-BPS heterotic couplings, where the fermionic zero-modes are just saturated on the left-hand side and the right-moving oscillators generate the Hagedorn density of BPS states. Thanks to the Hecke identities described in Appendix B.3, the elliptic genus has dropped, leaving a simple integral of a shifted lattice partition function such as (43),(49) and (53). A particular selection rule (51) was also found.
* On the type IIA side, the tree-level amplitude of four twist fields has turned out to secretly be a genus 1 amplitude (69) on the covering of the 4-punctured sphere. The BPS nature of the coupling was revealed in the cancellation of the bosonic and fermionic determinants on the covering surface. The selection rule was a simple consequence of the $`_2_2^8`$ discrete symmetries of the orbifold. Eventually, the amplitude reduced to an integral (69) of the shifted partition function of the torus covering the $`K_3`$ surface, in agreement with the heterotic results (43), (49), (53). The tree-level amplitude for untwisted fields on the other hand was shown in (75) to vanish at 4 derivative order for $`(0,d)`$ or $`(d,0)`$ gauge bosons, in accordance with the heterotic result (60)<sup>5</sup><sup>5</sup>5As mentioned before the issue of matching the $`(0,4)^2(0,16)^2`$ threshold remains obscure..
However, it takes yet another miracle to identify the heterotic result with the type II result: indeed the two tori of moduli $`(g,b)`$ and $`(G,B)`$ are not identical, but, as we argued in Section 2.4, related by triality,
$$V_{K_3}=R_1^2,\gamma =g_3,\beta =B_{33},B_3=A,B_{\overline{3}}=B_{13}.$$
(76)
This transformation is certainly not a symmetry of the integrand $`Z_{4,4}[{}_{0}{}^{0}]`$, as a simple study of various decompactification limits makes clear. However, it has been shown in that the integrated result could be rewritten as an Eisenstein series in either the vector, spinor or the conjugate spinor representation,
$$_{}\frac{d^2\tau }{\tau _2^2}Z_{4,4}[{}_{0}{}^{0}]=\frac{1}{\pi }_{𝑽;s=1}^{SO(4,4,)}=\frac{1}{\pi }_{𝑺;s=1}^{SO(4,4,)}=\frac{1}{\pi }_{𝑪;s=1}^{SO(4,4,)},$$
(77)
which implies the identity of the heterotic and type II results,
$$_{}\frac{d^2\tau }{\tau _2^2}Z_{4,4}[{}_{0}{}^{0}](g,b)=_{}\frac{d^2\tau }{\tau _2^2}Z_{4,4}[{}_{0}{}^{0}](G,B).$$
(78)
This claim was supported in by showing that either of the terms in (77) was an eigenmode of the Laplacian operator on $`[SO(4)\times SO(4)]\backslash SO(4,4,)`$, and of another non-invariant second order differential operator as well; it was also shown that the large volume and decompactification limits agreed. The same arguments can also be made for the two terms of (78) without using Eisenstein series as an intermediate step. While heterotic-type II duality clearly implies (78), it would be useful to have a mathematically rigorous proof for it.
In the case of four identical gauge fields, the identity (77) directly matches the heterotic result (43) with the corresponding type II result (70). More generally, we need an extension of this identity to the case with half-integer shifts. This can be obtained by re-expressing the shifted lattice sums as unshifted lattice sums with redefined moduli, and apply the triality (77). For example, we may rewrite the heterotic amplitude
$`{\displaystyle __2^{}}Z_{4,4}[{}_{\mathrm{d}}{}^{0}](g,b)`$ $`={\displaystyle \frac{12}{\pi }}_{𝑽;s=1}^{SO(4,4,)}(g/2,b/2)={\displaystyle \frac{12}{\pi }}{\displaystyle \underset{m_i2,n^i}{}}{\displaystyle \frac{2}{_𝑽^2(g,b)}}`$ (79a)
$`={\displaystyle \frac{12}{\pi }}{\displaystyle \underset{m,m_{ij}2,m^{1j},n}{}}{\displaystyle \frac{2}{_𝑪^2(G,B)}}={\displaystyle \frac{12}{\pi }}_{𝑪;s=1}^{SO(4,4,)}(R_1/2)`$ (79b)
$`={\displaystyle __2^{}}(6Z_{4,4}[{}_{1000}{}^{0000}](G,B)+2Z_{4,4}[{}_{0000}{}^{0000}](G,B))`$ (79c)
in a form suitable for comparison with type II amplitudes. Here, we have used (131), (132d) in the first step to convert to an Eisenstein series in the vector representation, in the second step we have rewritten this series as a constrained Eisenstein series involving the vector mass at the original heterotic moduli. The third step consists of the application of the triality map (23), (25) to write the vector mass as a conjugate spinor mass with type II moduli, which is re-expressed as a conjugate spinor Eisenstein series in the fourth step. Then, the fifth step uses again (132d), (131) to present the result as a tree-level type II amplitude of the form (69). However, the precise matching will require the exact identification of the gauge fields on the type II side with those on the heterotic side, which we have not been able to achieve. It would be also interesting to understand how the duality holds at other orbifold points of $`K_3`$, since naively the correlator of $`_n`$ twist fields on the sphere involves higher genus Riemann surfaces, albeit of a very symmetric type.
Finally, let us comment on $`R^4`$ gravitational couplings. In that case, the one-loop heterotic result translates into a two-loop contribution on the type IIA side. On the other hand, it is known that there is a $`t_8t_8R^4`$ coupling arising at tree-level and one-loop on the type IIA side, which translate into a two- and three-loop contribution on the heterotic side. It would be interesting to carefully determine the combination of these gravitational couplings that obeys a non-renormalization theorem, if any. It would also be very interesting to compute higher-derivative $`R^4F^{4g4}`$ couplings on the heterotic side, and compare them with the topological amplitudes on the type II side .
## 5 Dual interpretation of higher derivative couplings
Having reproduced the type IIA tree-level $`F^4`$ coupling in 6 dimensions from the heterotic one-loop amplitude, we now would like to use the duality map to obtain some non-trivial results in other dimensions. This will provide further checks of duality, and at the same time give new insights into non-perturbative effects on the dual side.
### 5.1 Type I’ thresholds
As discussed in Section 2.2, the heterotic string on $`S_1`$ at the $`SO(16)\times SO(16)`$ point is dual to type I’ with eight D8-branes located at each of the two orientifold points. The modular integrals of shifted lattices are quite simple to compute using the summation identity (123) together with the modular integral (132a) for an unshifted lattice. For $`(0,16)`$ gauge fields, we then obtain from (45), (44) and (50),
$$\mathrm{\Delta }_{\mathrm{Tr}F_\mathrm{d}^4}=\frac{1}{6}\left(2I_1(R_\mathrm{H})I_1(R_\mathrm{H}/2)\right)=\frac{\pi }{3}\frac{R_\mathrm{H}}{l_\mathrm{H}^2},$$
(80a)
$$\mathrm{\Delta }_{\mathrm{Tr}F_\mathrm{d}^2\mathrm{Tr}F_\mathrm{d}^2}=\mathrm{\Delta }_{\mathrm{Tr}F_{\mathrm{d}_1}^2\mathrm{Tr}F_{\mathrm{d}_2}^2}=\frac{1}{6}\left(I_1(R_\mathrm{H})2I_1(R_\mathrm{H}/2)\right)=\frac{\pi }{3R_\mathrm{H}},$$
(80b)
where we reinstated the powers $`l_\mathrm{H}`$ on dimensional ground. Translating to type I’ variables using (15), the heterotic thresholds translate into
$$\mathrm{\Delta }_{\mathrm{Tr}F_\mathrm{d}^4}=\frac{\pi }{3g_\mathrm{I}^{}l_\mathrm{I}^{}},\mathrm{\Delta }_{\mathrm{Tr}F_\mathrm{d}^2\mathrm{Tr}F_\mathrm{d}^2}=\mathrm{\Delta }_{\mathrm{Tr}F_{\mathrm{d}_1}^2\mathrm{Tr}F_{\mathrm{d}_2}^2}=\frac{\pi R_\mathrm{I}^{}}{3l_\mathrm{I}^{}^2}.$$
(81)
Given the heterotic non-renormalization theorem, these couplings should therefore be given by a disk and cylinder diagram respectively, without further corrections. In particular, note that the absence of factorized couplings $`(\mathrm{Tr}F^2)^2`$ at tree-level is consistent with the fact that these couplings need (at least) two boundaries. Moreover, the absence of non-perturbative corrections is consistent with the fact that there are no half-BPS instantons in type I’ in 9 dimensions. The $`F^4`$ couplings have been studied in in the context of the duality between the $`SO(32)`$ heterotic string and type I, where it was noticed that the duality requires contributions of higher genus surfaces $`(\chi =1,2)`$ on the type I side, due to non-holomorphic contributions to the elliptic genus. The $`SO(16)\times SO(16)`$ point therefore appears to be a simpler setting to further understand heterotic-type I duality, and this is indeed the point where this duality can be derived from the eleven-dimensional strong coupling dynamics of the heterotic string .
We may also consider how the gravitational couplings (56) translate under the duality. In that case,
$$\mathrm{\Delta }_{\mathrm{Tr}R^4}=4\mathrm{\Delta }_{(\mathrm{Tr}R^2)^2}=\frac{\pi }{48}\left(\frac{R_\mathrm{H}}{l_\mathrm{H}^2}+\frac{2}{R_\mathrm{H}}\right)=\frac{\pi }{48}\left(\frac{1}{g_\mathrm{I}^{}l_\mathrm{I}^{}}+2\frac{R_\mathrm{I}^{}}{l_\mathrm{I}^{}^2}\right),$$
(82)
so that they receive contributions both at tree-level and one-loop on the type I’ side. As already discussed, it is unclear if the non-renormalization theorem applies on the heterotic side, and they may therefore get contributions from higher loops.
### 5.2 F-theory on $`K_3`$ and O7-plane interactions
As discussed in Section 2.3, the heterotic string on $`T^2`$ at the $`SO(8)^4`$ point is dual to type IIB on a $`T^2/_2`$ orientifold, which is nothing but F-theory on $`K_3`$ at the orbifold point. The $`F^4`$ and related couplings have been considered in detail in and it is a useful check on our formalism<sup>6</sup><sup>6</sup>6and on the results of as well, some of which have been corrected in the erratum in . to rederive their results. For $`d=2`$ (as for $`d=1`$) the modular integrals can be evaluated thanks to the summation identities of Appendix A.2 and the explicit modular integral (132b) for the unshifted lattice. For the $`(0,16)`$ gauge couplings (45), (44) in a given $`SO(8)`$, we can use the identity (131) along with the explicit result (132b) to obtain
$$\mathrm{\Delta }_{\mathrm{Tr}F_\mathrm{d}^4}=I_2(T,U)I_2(T/2,U)=\mathrm{log}\frac{2|\eta (T)|^4}{|\eta (T/2)|^4},$$
(83a)
$$\mathrm{\Delta }_{\mathrm{Tr}F_\mathrm{d}^2\mathrm{Tr}F_\mathrm{d}^2}=I_2(T/2,U)\frac{1}{2}I_2(T,U)=\frac{1}{2}\mathrm{log}\left[\frac{2\pi e^{1\gamma _E}}{3\sqrt{3}}\frac{T_2U_2|\eta (T/2)|^8|\eta (U)|^4}{|\eta (T)|^4}\right].$$
(83b)
Under the duality, $`T,U`$ map to the complex structures $`U_\mathrm{F}`$, $`U_\mathrm{B}`$ of the fiber and the base respectively, so that (83a), (83b) appear to give a tree-level result together with an infinite series of D-instanton corrections of classical action $`S_{\mathrm{cl}}=NU_\mathrm{F}`$. Such effects have been discussed in a related context in .
For the couplings (49) between the four different $`SO(8)`$ factors we have 3 pairs of possibilities, for which we use the summation identities (124a), (124b), (124c) respectively, yielding after some algebra
$`\mathrm{\Delta }_{01}`$ $`=`$ $`\mathrm{\Delta }_{23}=I_2(T/2,U/2)I_2(T/2,U)=\mathrm{log}{\displaystyle \frac{2|\eta (U)|^4}{|\eta (U/2)|^4}},`$ (84a)
$`\mathrm{\Delta }_{02}`$ $`=`$ $`\mathrm{\Delta }_{13}=I_2(T/2,2U)I_2(T/2,U)=\mathrm{log}{\displaystyle \frac{|\eta (U)|^4}{2|\eta (2U)|^4}},`$ (84b)
$`\mathrm{\Delta }_{03}`$ $`=`$ $`\mathrm{\Delta }_{12}=I_2(T/2,(U+1)/2)I_2(T/2,U)=\mathrm{log}{\displaystyle \frac{2|\eta (U)|^4}{|\eta (\frac{U+1}{2})|^4}}.`$ (84c)
In that case, the F-theory couplings arise at one-loop only from the point of view of the IIB orientifold perturbative description. This is consistent with the fact that gauge bosons from different branes have to be inserted on opposite sides of the cylinder in a one-loop computation. For the gravitational couplings (56), we find instead
$$\mathrm{\Delta }_{\mathrm{Tr}R^4}=4\mathrm{\Delta }_{(\mathrm{Tr}R^2)^2}=\frac{1}{16}I_2(T/2,U)=\frac{1}{16}\mathrm{log}\left[\frac{4\pi e^{1\gamma _E}}{3\sqrt{3}}T_2U_2|\eta (T/2)|^4|\eta (U)|^8\right],$$
(85)
which exhibits an infinite series of D-instanton effects from expanding the Dedekind function.
### 5.3 M theory on $`K_3`$ and enhanced gauge symmetry
We now turn to the heterotic string compactified on $`T^3`$ at the $`SU(2)^{16}`$ point. One dual description is provided by type IIA on a $`T^3/_2`$ orientifold, which is similar to the two previous cases. We are however more interested in the M-theory description, which involves compactification on $`K_3`$ with $`A_1`$ conical singularities (see Section 2.5). Each of the 8 fixed points of the $`T^3/_2`$ orientifold has thus split into two distinct fixed points of the $`T^4/_2`$ M-theory orbifold. Using the duality map (26), we find that the $`F^4`$ couplings (45), (44), (49) translate into
$$\mathrm{\Delta }_{\mathrm{Tr}F_\mathrm{d}^4}=\frac{l_\mathrm{M}^3}{12\sqrt{V_{K_3}}}__2^{}\frac{d^2\tau }{\tau _2^2}(2Z[{}_{0}{}^{0}]Z[{}_{\mathrm{d}}{}^{0}])(\gamma ,\beta ),$$
(86a)
$$\mathrm{\Delta }_{(\mathrm{Tr}F_\mathrm{d}^2)^2}=\frac{l_\mathrm{M}^3}{12\sqrt{V_{K_3}}}__2^{}\frac{d^2\tau }{\tau _2^2}Z[{}_{\widehat{\mathrm{d}}}{}^{0}](\gamma ,\beta ),$$
(86b)
$$\mathrm{\Delta }_{\mathrm{Tr}F_{\mathrm{d}_1}^2\mathrm{Tr}F_{\mathrm{d}_2}^2}=\frac{l_\mathrm{M}^3}{12\sqrt{V_{K_3}}}__2^{}\frac{d^2\tau }{\tau _2^2}(2Z[{}_{\widehat{\mathrm{d}}}{}^{0}]3Z[{}_{\mathrm{d1}}{}^{00}])(\gamma ,\beta ),$$
(86c)
where $`(\gamma ,\beta )`$ encode the shape of the orbifold $`T^4/_2`$. The 3-digit numbers $`\mathrm{d}`$ label one of the 8 copies of the gauge group $`SO(4)=SU(2)\times SU(2)`$. We can rewrite these results in a more appealing fashion by using the representation (132c) of the modular integrals in terms of $`SO(3,3,)`$ Eisenstein series in the spinor representation along with the identity (131). For example, the $`\mathrm{Tr}(F_\mathrm{d})^4`$ coupling (86a) can be rewritten as
$$\mathrm{\Delta }_{\mathrm{Tr}F_\mathrm{d}^4}=\frac{l_\mathrm{M}^3}{2\pi \sqrt{V_{K_3}}}\left[_{𝑺;s=1}^{SO(3,3,)}(\gamma ,\beta )\sqrt{2}_{𝑺;s=1}^{SO(3,3,)}(\gamma /2,\beta /2)\right],$$
(87)
where the $`SO(3,3,)`$ Eisenstein series is defined by :
$$_{𝑺;s=1}^{SO(3,3,)}(\gamma ,\beta )=\widehat{\underset{m^{1,2,3},n}{}}\frac{\sqrt{det\gamma }}{(m^i+\beta ^in)\gamma _{ij}(m^j+\beta ^jn)+(det\gamma )n^2}$$
(88)
with $`\beta ^i=ϵ^{ijk}\beta _{jk}/2`$, and the hat restricts the sum to non-zero integers. Using (21), we can re-express this in terms of the metric $`G`$ of the type IIA orbifold
$$_{𝑺;s=1}^{SO(3,3,)}(\gamma ,\beta )=\widehat{\underset{m^r}{}}\frac{\sqrt{V_{K_3}}}{m^rG_{rs}m^s}=\sqrt{V_{K_3}}_{\mathrm{𝟒};s=1}^{Sl(4,)}(G),$$
(89)
where $`m_r`$ can be thought of as momenta along $`T^4`$. We can now rewrite (87) in terms of Eisenstein series for a congruence 2 subgroup of $`Sl(4,)`$,
$$\mathrm{\Delta }_{\mathrm{Tr}F_\mathrm{d}^4}=\frac{l_\mathrm{M}^3}{2\pi }\left[\widehat{\underset{m^r}{}}\frac{1}{(m^rG_{rs}m^s)}4\widehat{\underset{\begin{array}{c}m^{2,3,4}2\\ m^1\end{array}}{}}\frac{1}{(m^rG_{rs}m^s)}\right].$$
(90)
The fact that the direction 1 is singled out should not come as a surprise, since the 16 orbifold fixed points originate from the 8 orientifold points which have split along direction 1. The 16 fixed points should however appear on the same footing from the M-theory point of view. This is indeed so, since, upon decomposing the $`SO(4)`$ gauge field $`F_\mathrm{d}=F_{\mathrm{d0}}1+1F_{\mathrm{d1}}`$ into its $`SU(2)\times SU(2)`$ components and using the identity $`\mathrm{Tr}F^4=(\mathrm{Tr}F^2)^2`$ for $`SU(2)`$ gauge fields, we have
$$\mathrm{Tr}F^4=\mathrm{Tr}F_{\mathrm{d0}}^4+\mathrm{Tr}F_{\mathrm{d1}}^4+6\mathrm{T}\mathrm{r}F_{\mathrm{d0}}^2\mathrm{Tr}F_{\mathrm{d1}}^2,$$
(91a)
$$(\mathrm{Tr}F^2)^2=\mathrm{Tr}F_{\mathrm{d0}}^4+\mathrm{Tr}F_{\mathrm{d1}}^4+2\mathrm{T}\mathrm{r}F_{\mathrm{d0}}^2\mathrm{Tr}F_{\mathrm{d1}}^2.$$
(91b)
The $`SO(4)`$ gauge couplings (90) can thus be rewritten as $`SU(2)`$ gauge couplings
$$\mathrm{\Delta }_{\mathrm{Tr}F_{\mathrm{d0}}^4}=\mathrm{\Delta }_{\mathrm{Tr}F_{\mathrm{d1}}^4}=\frac{l_\mathrm{M}^3}{4\pi }\widehat{\underset{m^r}{}}\frac{1}{(m^rG_{rs}m^s)},$$
(92a)
$$\mathrm{\Delta }_{\mathrm{Tr}F_{\mathrm{d0}}^2\mathrm{Tr}F_{\mathrm{d1}}^2}=\frac{l_\mathrm{M}^3}{2\pi }\left[5\widehat{\underset{m^r}{}}\frac{1}{(m^rG_{rs}m^s)}16\widehat{\underset{\begin{array}{c}m^{2,3,4}2\\ m^1\end{array}}{}}\frac{1}{(m^rG_{rs}m^s)}\right].$$
(92b)
The $`\mathrm{Tr}F_{\mathrm{d0}}^4`$ now makes no reference to any particular direction as it should, while the $`\mathrm{Tr}F_{\mathrm{d0}}^2\mathrm{Tr}F_{\mathrm{d1}}^2`$ singles out the direction 1 along which the two gauge fields are separated.
The results (92) are given exactly at first order in $`l_\mathrm{M}^2/\sqrt{V_{K_3}}`$, which is the natural expansion parameter on the M-theory side problem. They cannot however be obtained from eleven-dimensional supergravity in perturbation theory due to the conical singularity, and it is necessary to include the M2-brane in order to provide the $`SU(2)`$ degrees of freedom. It would be very interesting to devise a perturbative approach in this situation, perhaps along the lines of , in order to recover the result (90). We also note that the $`F^4`$ couplings that we have computed in M-theory on $`T^4/_2`$ also give the $`F^4`$ couplings in type IIA on $`T^4/_2`$ in the absence of B-flux on the vanishing cycles, where the conformal field theory is singular. Surprisingly, they are finite. They should presumably correspond to the finite part of the $`F^4`$ amplitude when the singularity has been subtracted, and it would be interesting to analyze the behaviour of the amplitude when the B-flux is perturbed away from zero.
### 5.4 Type IIA on $`K_3\times S_1`$, IIB on $`K_3`$ and D-instantons
For $`d>4`$, the dual description of the heterotic string compactified on $`T^d`$ at the special $`U(1)^{16}`$ point now allows for non-perturbative effects. In particular, for $`d=5`$, the type IIA string theory compactified on $`K_3\times S_1`$ has instanton configurations coming from even D-branes whose Euclidean world-volume is wrapped on even-cycles of $`K_3`$ times the circle $`S_1`$. In the type IIB picture, instanton configurations exist already in 6 dimensions, as odd Euclidean D-branes wrapped on even cycles of $`K_3`$. These effects were first computed in , and here we want to get a more quantitative understanding of them.
From the duality relation $`R_\mathrm{H}/l_\mathrm{H}=R_\mathrm{A}/(g_{6\mathrm{I}\mathrm{I}\mathrm{A}}l_{\mathrm{II}})=1/g_{6\mathrm{I}\mathrm{I}\mathrm{B}}`$, we see that the weak coupling regime on the type IIA or IIB side corresponds to the decompactification limit $`R_\mathrm{H}l_\mathrm{H}`$ on the heterotic side. In this limit, the heterotic result exhibits a series of world-sheet instanton contributions which will be interpreted as D-instanton effects on the type II side. For simplicity, we will focus on the $`\mathrm{Tr}(F_\mathrm{d})^4`$ couplings in (43), given by a modular integral of an unshifted partition function,
$$\mathrm{\Delta }_{5D}=l_\mathrm{H}^3_{}\frac{d^2\tau }{\tau _2^2}Z_{5,5}(g/l_\mathrm{H}^2,b,R_\mathrm{H}/l_\mathrm{H},w),$$
(93)
where we dropped the numerical factor, and denoted by $`w`$ the Wilson lines of the six-dimensional $`(4,4)`$ gauge fields around the extra circle. We will comment on the effects of shifts at the end.
In order to determine the large $`R_\mathrm{H}`$ behaviour of (93), it is convenient to adopt a Lagrangian representation for the $`S^1`$ part and a Hamiltonian representation for the $`T^4`$ part:
$$\mathrm{\Delta }_{5D}=l_\mathrm{H}^2R_\mathrm{H}_{}\frac{d^2\tau }{\tau _2^2}\underset{p,q}{}\underset{m_i,n^i}{}\mathrm{exp}\left(\pi \frac{R_\mathrm{H}^2|p\tau q|^2}{l_\mathrm{H}^2\tau _2}+2\pi ipw_in^i\right)\tau _2^2q^{\frac{p_L^2}{2}}\overline{q}^{\frac{p_R^2}{2}},$$
(94)
where $`m_i,n^i`$ denote the momenta and windings on $`T^4`$. We apply the standard orbit decomposition method on the integers $`(p,q)`$, trading the sum over $`Sl(2,)`$ images of $`(p,q)`$ for a sum over images of the fundamental domain $``$ (see for relevant formulae). The zero orbit gives back the six-dimensional result (78) up to a volume factor, and reproduces the tree-level type II contribution in 5 dimensions:
$$\mathrm{\Delta }_{5D}^{\mathrm{zero}}=l_\mathrm{H}^2R_\mathrm{H}_{}\frac{d^2\tau }{\tau _2^2}Z_{4,4}(g/l_\mathrm{H}^2,b)=R_\mathrm{A}\mathrm{\Delta }_{\mathrm{IIA}}^{\mathrm{tree}}.$$
(95)
The degenerate orbit on the other hand, with representatives $`(p,0)`$, can be unfolded onto the strip $`|\tau _1|<1/2`$. The $`\tau _1`$ integral then imposes the level matching condition $`p_L^2p_R^2=2m_in^i=0`$, and the $`\tau _2`$ integral can be carried out in terms of Bessel functions to give
$$\mathrm{\Delta }_{5D}^{\mathrm{deg}}=2l_\mathrm{H}R_\mathrm{H}^2\underset{p0}{}\underset{(m_i,n^i)0}{}\delta (m_in^i)\frac{|p|}{\sqrt{m^tM_{4,4}m}}K_1\left(2\pi \frac{R_\mathrm{H}}{l_\mathrm{H}}|p|\sqrt{m^tM_{4,4}m}\right)e^{2\pi ipw_in^i},$$
(96)
up to a divergent contribution $`\pi ^2R_\mathrm{H}^3\mathrm{\Gamma }(1)/3`$, coming from the origin of the $`(4,4)`$ lattice, which we assume to be regularized. Here $`m^tM_{4,4}m=p_L^2+p_R^2`$ with $`m=(m^i,n_i)`$. It is straightforward to translate this result to the type IIA side,
$`\mathrm{\Delta }_{5D}^{\mathrm{deg}}=2g_{6\mathrm{I}\mathrm{I}\mathrm{A}}l_{\mathrm{II}}R_\mathrm{A}^2{\displaystyle \underset{p0}{}}{\displaystyle \underset{(m_i,n^i)0}{}}`$ $`\delta (m_in^i)`$ (97)
$``$ $`{\displaystyle \frac{|p|}{\sqrt{m^tM_{4,4}m}}}K_1\left(2\pi {\displaystyle \frac{R_\mathrm{A}}{g_{6\mathrm{I}\mathrm{I}\mathrm{A}}l_{\mathrm{II}}}}|p|\sqrt{m^tM_{4,4}m}\right)e^{2\pi ipw_in^i},`$
where $`M_{4,4}`$ is now the mass matrix (20) of D-brane states wrapped on the untwisted cycles of $`T^4/_2`$. Given the asymptotic behaviour $`K_1(x)\sqrt{\frac{\pi }{2x}}e^x`$, we see that this is a sum of order $`e^{1/g_s}`$ non-perturbative effects corresponding to $`N=pr`$ Euclidean (anti) D-branes wrapped on $`S_1`$ times a cycle of homology charges $`(m_i,n^i)/r`$ on $`T^4`$, where $`r`$ is the greatest common divisor of $`(m_i,n^i)`$.
It is worth pointing out a number of peculiarities of the result (97). First, due to the absence of a holomorphic insertion in (93), all instanton effects are due to untwisted D-branes wrapped along even cycles of $`K_3`$, even though we are discussing $`F^4`$ couplings between fields located on the fixed points of the orbifold. This is in contrast to the result in four-derivative scalar couplings , where a contribution from the whole Hagedorn density of BPS states was found. This is an important simplification due to our choice of the orbifold point in the $`K_3`$ moduli space. Second, the integration measure corresponding to a given number of D-branes $`N`$ is easily seen to be $`_{r|N}(1/r^2)`$, where $`r`$ runs over the divisors of $`N`$, just as in the case of D-instanton effects in theories with 32 supersymmetries . This is an unexpected result, since the bulk contribution to the index for the quantum mechanics with 8 unbroken symmetries is $`1/N^2`$ instead , which did arise in four-derivative scalar couplings at the enhanced symmetry point . Finally, it is clear that the above analysis goes through in the case with shifts on the lattice, since those only affect the momenta and windings on $`T^4`$. They translate into corresponding shifts on the lattice of D-instantons contributing to $`\mathrm{Tr}F^4`$.
The situation from the T-dual type IIB point of view is also interesting. From the mapping (30), we see that the one-loop heterotic $`F^4`$ coupling in 5 dimensions translates into
$$\mathrm{\Delta }_{5D}=\left(\frac{l_\mathrm{P}^2}{R_\mathrm{B}}\right)^3_{}\frac{d^2\tau }{\tau _2^2}Z_{5,5},$$
(98)
where now $`Z_{5,5}`$ depends on the $`K_3`$ untwisted moduli and on the six-dimensional string coupling, but not on the size of the circle $`S^1`$ in six-dimensional Planck units. We can therefore simply take the limit $`R_\mathrm{B}\mathrm{}`$ to recover a six-dimensional amplitude. The powers of $`R_\mathrm{B}`$ in (98) are precisely such as to yield a finite $`t_{12}H^4`$ coupling in 6 dimensions, where $`H`$ is one of the 16 anti-self-dual three-form field strengths arising from the twisted sectors of type IIB compactified on $`T^4/_2`$, and $`t_{12}`$ is a 12-index tensor constructed from $`t_8`$. We therefore get
$$\mathrm{\Delta }_{H^4}^{\mathrm{IIB}}=l_\mathrm{P}^6_{}\frac{d^2\tau }{\tau _2^2}Z_{5,5}$$
(99)
which is the exact non-perturbative coupling of four self-dual twisted three-forms, invariant under the $`SO(5,5,)`$ subgroup of the U-duality group $`SO(5,21,)`$ left unbroken by the choice of the external legs. The above analysis of the heterotic decompactification limit still holds, and yields the tree-level and D-instanton contributions to this amplitude,
$`\mathrm{\Delta }_{H^4}^{\mathrm{IIB}}=`$ $`{\displaystyle \frac{g_{\mathrm{II}}^2l_{\mathrm{II}}^{10}}{V_{K_3}}}{\displaystyle _{}}{\displaystyle \frac{d^2\tau }{\tau _2^2}}Z_{4,4}+2\left({\displaystyle \frac{g_{\mathrm{II}}^2l_{\mathrm{II}}^{10}}{V_{K_3}}}\right)^{3/2}`$
$`{\displaystyle \underset{p0}{}}\widehat{{\displaystyle \underset{m_i,n^i}{}}}\delta (m_in^i){\displaystyle \frac{\sqrt{m^tM_{4,4}m}}{|p|}}K_1(2\pi {\displaystyle \frac{V_{K_3}^{1/2}}{g_{\mathrm{II}}l_{\mathrm{II}}^2}}|p|\sqrt{m^tM_{4,4}m})e^{2\pi ipw_in^i}`$ (100)
which exhibits non-perturbative contributions from odd D-branes wrapped on even untwisted cycles of $`K_3`$. In particular, the ten-dimensional decompactification limit $`V_{K_3}l_{\mathrm{II}}^4`$ reproduces the $`R^4`$ couplings in type IIB, as demonstrated in .
### 5.5 Type II on $`K_3\times T^2`$ and NS5-brane corrections
Finally, we would like to discuss the four-dimensional case, which on the type II side receives corrections from NS5-branes wrapped on $`K_3\times T^2`$. Similar corrections could also in principle arise on the heterotic side from 5-branes wrapped on $`T^6`$, but they do not affect four-gauge-boson couplings from the right-moving sector according to our conjecture. From the duality map $`T_\mathrm{H}=S_{\mathrm{IIA}}=S_{\mathrm{IIB}}`$, the weak coupling regime on the type II side again corresponds to the limit where the heterotic $`T^2`$ decompactifies.
The study of the decompactification limit proceeds as in (94) by performing an orbit decomposition on the integers running in the Lagrangian representation of the $`T^2`$ lattice, and the zero orbit and degenerate orbit reproduce the tree-level and D-instanton contributions on the type II side. The novelty in that case is that there is a third orbit, namely the non-degenerate orbit, which contributes as well. The integral on $`\tau _1`$ is Gaussian, and the subsequent integral along $`\tau _2`$ is again given by a Bessel function. Before carrying out this integration, it is more enlightening to determine the saddle point, which controls the instanton effects at leading order. The saddle point equations are easily found to be
$`q^Ig_{IJ}(p^J\tau _1q^J)+i\tau _2m_in^i`$ $`=`$ $`0,`$ (101a)
$`(p^I\tau _1q^I)g_{IJ}(p^J\tau _1q^J)+\tau _2^2(q^Ig_{IJ}q^J+m^tM_{4,4}m)`$ $`=`$ $`0,`$ (101b)
where $`p^I`$ and $`q^I`$ are the integers running in the $`T^2`$ lattice partition function, and should be summed over $`Sl(2,)`$ orbits such that $`p^1q^2p^2q^10`$ only. $`g_{IJ}`$ is the metric on $`T^2`$ in heterotic units. The solution of these equations is given by
$`\tau _1`$ $`=`$ $`{\displaystyle \frac{pq}{q^2}}+i{\displaystyle \frac{m_in^i}{q^2}}\sqrt{{\displaystyle \frac{p^2q^2(pq)^2}{(q^2)^2+q^2m^tM_{4,4}m+(m_in^i)^2}}}`$ (102a)
$`\tau _2`$ $`=`$ $`\sqrt{{\displaystyle \frac{p^2q^2(pq)^2}{(q^2)^2+q^2m^tM_{4,4}m+(m_in^i)^2,}}}`$ (102b)
where contractions with $`g_{IJ}`$ are understood, and corresponds to a classical action
$`S_{\mathrm{cl}}=2\pi `$ $`\sqrt{(p^2q^2(pq)^2)\left(1+{\displaystyle \frac{m^tM_{4,4}m}{q^2}}+{\displaystyle \frac{(m_in^i)^2}{(q^2)^2}}\right)}`$
$`+2\pi i{\displaystyle \frac{(pq)(m_in^i)}{q^2}}+2\pi ipBq.`$ (103)
Reinstating the $`l_\mathrm{H}`$ dependence and mapping to dual type IIA variables using (17), the real part of the classical action
$$\mathrm{}S_{\mathrm{cl}}=2\pi \sqrt{\frac{p^2q^2(pq)^2}{(q^2)^2}\left(\frac{(q^2)^2}{g_{6\mathrm{I}\mathrm{I}\mathrm{A}}^4l_{\mathrm{II}}^4}+\frac{q^2m^tM_{4,4}m}{g_{6\mathrm{I}\mathrm{I}\mathrm{A}}^2l_{\mathrm{II}}^2}+(m_in^i)^2\right)}$$
(104)
scales as $`1/g_{6\mathrm{I}\mathrm{I}\mathrm{A}}^2`$. The corresponding non-perturbative effects should therefore be interpreted as coming from $`N=|p^1q^2p^2q^1|`$ NS5-branes wrapped on $`K_3\times T^2`$, and bound to D-brane states wrapped on an even cycle of $`K_3`$ times a circle on $`T^2`$ determined by the integers $`q^1,q^2`$. The result of the $`\tau `$ integration thus gives
$$\mathrm{\Delta }_{4D}^{\mathrm{n}.\mathrm{d}.}=4l_\mathrm{H}^4\underset{p^i,q^i}{}\underset{m_i,n^i}{}\left(\frac{(q^2)^2+q^2m^tM_{4,4}m+(m_in^i)^2}{p^2q^2(pq)^2}\right)^{3/4}K_{3/2}\left(\mathrm{}S_{\mathrm{cl}}\right)e^{i\mathrm{}S_{\mathrm{cl}}}.$$
(105)
In particular, we may look at the contribution of pure NS5-brane instantons, corresponding to $`m_i=n^i=0`$. Choosing the orbit representatives as
$$\left(\begin{array}{cc}q^1& p^1\\ q^2& p^2\end{array}\right)=\left(\begin{array}{cc}k& j\\ 0& p\end{array}\right),0j<k,p0,$$
(106)
and using the exact expression for the Bessel function
$$K_{3/2}(x)=\sqrt{\pi /2x}\left(1+1/x\right)e^x$$
(107)
we obtain
$$\mathrm{\Delta }_{4D}^{\mathrm{NS5}}=2(g_{6\mathrm{I}\mathrm{I}\mathrm{A}}l_{\mathrm{II}})^4U_2\underset{N}{}\mu (N)\left(N+\frac{1}{2\pi S_2}\right)e^{2\pi NS_2}\left(e^{2\pi iNS_1}+e^{2\pi iNS_1}\right),$$
(108)
where we used the type II variable $`S=a+iV_{K_3}V_{T^2}/(g_{\mathrm{II}}^2l_{\mathrm{II}}^6)`$ and extracted the instanton measure
$$\mu (N)=\underset{r|N}{}\frac{1}{r^3},(\text{NS5-brane on}K_3\times T^2).$$
(109)
This result gives a prediction for the index (or rather the bulk contribution thereto) of the world-volume theory of the type II NS5-brane wrapped on $`K_3\times T^2`$. It is a challenging problem to try and derive this result from first principles. It is also remarkable that, in virtue of (107) and in contrast to D-instantons, the NS5-instantons contributions do not seem to receive any perturbative subcorrections beyond one-loop.
It is interesting to compare this result to the corresponding index of the heterotic 5-brane wrapped on $`T^6`$, which can be extracted from the non-perturbative $`R^2`$ couplings in the heterotic string compactified on $`T^6`$ . Those can be computed by duality from the one-loop exact $`R^2`$ couplings in type II on $`K_3\times T^2`$ , and read
$`\mathrm{\Delta }_{R^2}=\widehat{}_{\mathrm{𝟐};s=1}^{Sl(2,)}`$ $`=\pi \mathrm{log}(S_2|\eta (S)|^4)`$ (110a)
$`={\displaystyle \frac{\pi ^2}{3}}S_2+2\pi \sqrt{S_2}{\displaystyle \underset{N}{}}\mu (N)e^{2\pi NS_2}\left(e^{2\pi iNS_1}+e^{2\pi iNS_1}\right).`$ (110b)
The summation measure turns out to be different from (109) and given instead by
$$\mu (N)=\underset{r|N}{}\frac{1}{r},(\text{Het 5-brane on}T^6).$$
(111)
It is also worthwhile to notice that there are no subleading corrections around the instanton in the heterotic 5-brane case, whereas, by virtue of (107), these corrections occur at first order only in the type II NS5-brane on $`K_3\times T^2`$. This is in contrast to D-instantons, for which the saddle point approximation to the Bessel function $`K_1`$ is not exact. It would be interesting to have a deeper understanding of these non-renormalization properties, possibly using the CFT description of the 5-brane .
Appendices
## Appendix A Shifted partition functions and lattice integrals
### A.1 Hamiltonian and Lagrangian representation
As discussed in Section 3.1, the compactification on a torus with half-integer Wilson lines (3) is most conveniently described in terms of shifted lattice sums, which in the Hamiltonian representation read
$$Z_{d,d}[{}_{g^i}{}^{h^i}](g,b,\tau )=\tau _2^{d/2}\underset{m_i,n^i}{}()^{m_ig^i}q^{\frac{1}{2}p_L^2}\overline{q}^{\frac{1}{2}p_R^2}.$$
(112)
The left-moving and right moving momenta $`p_L,p_R`$ are given by
$$p_{\begin{array}{c}L\\ R\end{array}}^i=n^i+\frac{h^i}{2}\pm g^{ij}\left[m_i+B_{ij}\left(n^j+\frac{h^j}{2}\right)\right],$$
(113)
and the integers $`h^i,g_i`$ are defined modulo 2, and when non-zero, break the T-duality $`O(d,d,)`$ to a finite index subgroup. Modular invariance on the other hand is manifest in the Lagrangian representation, obtained after Poisson resumming on the momenta $`m_i`$:
$$Z_{d,d}[{}_{g^i}{}^{h^i}](g,b,\tau )=V\underset{\begin{array}{c}m^i+g^i/2\\ n^i+h^i/2\end{array}}{}\mathrm{exp}(\frac{\pi }{\tau _2}(m^i\tau n^i)g_{ij}(m^i\overline{\tau }n^i)+2\pi im^iB_{ij}n^j).$$
(114)
In particular, insertions of left-moving and right-moving momenta in the Hamiltonian representation translate into
$$p_L^i\frac{m^i+n^i\overline{\tau }}{i\tau _2},p_R^i\frac{m^i+n^i\tau }{i\tau _2},$$
(115)
where the $`m^i`$ and $`n^i`$ are integers shifted by $`g^i/2`$ and $`h^i/2`$ respectively. This translation is up to contractions which are easily fixed by demanding modular invariance. In particular, under modular transformations of $`\tau `$, $`p_L`$ and $`p_R`$ have modular weight (1,0) and (0,1) respectively.
When $`h^i`$ or $`g^i`$ is non-zero, the shifted blocks (114) are not modular invariant. Instead, they transform among themselves as
$`T`$ $`:`$ $`Z_{d,d}[{}_{g^i}{}^{h^i}](\tau +1)=Z_{d,d}[{}_{g^i+h^i}{}^{h^i}](\tau ),`$ (116a)
$`S`$ $`:`$ $`Z_{d,d}[{}_{g^i}{}^{h^i}]({\displaystyle \frac{1}{\tau }})=Z_{d,d}[{}_{h^i}{}^{g^i}](\tau ),`$ (116b)
so that like T-duality, modular invariance is broken to a finite index subgroup, namely the subgroup of $`Sl(2,)`$ leaving all $`(h^i,g^i)`$ invariant modulo 2. It will be quite useful to have a precise understanding of these subgroups, to which we now turn.
### A.2 Congruence 2 subgroups of $`Sl(2,)`$
Under the modular group $`Sl(2,)`$, the characteristics $`(h,g)`$ transform as a doublet. The subgroup of $`Sl(2,)`$ leaving $`(h,g)`$ invariant modulo 2 is easily found to be
$`[{}_{g}{}^{h}]`$ $`=`$ $`[{}_{0}{}^{1}]:\mathrm{\Gamma }_2^+:=\left(\begin{array}{cc}1& 0\\ & 1\end{array}\right),\{\begin{array}{c}T^2:\tau \tau +2\\ STS:\tau \tau /(1\tau )\end{array},`$ (117a)
$`[{}_{g}{}^{h}]`$ $`=`$ $`[{}_{1}{}^{0}]:\mathrm{\Gamma }_2^{}:=\left(\begin{array}{cc}1& \\ 0& 1\end{array}\right),\{\begin{array}{c}T:\tau \tau +1\\ ST^2S:\tau \tau /(12\tau )\end{array},`$ (117b)
$`[{}_{g}{}^{h}]`$ $`=`$ $`[{}_{1}{}^{1}]:\mathrm{\Gamma }_2^0:=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\text{ or }\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\{\begin{array}{c}T^2:\tau \tau +2\\ S:\tau 1/\tau \end{array},`$ (117c)
where we represented the subgroups by the value of the allowed matrices modulo 2 (where $``$ stands for 0 or 1), and listed their generators. These three subgroups are of index 3 in $`Sl(2,)`$, and correspond to the invariance groups (modulo phases and weights) of $`\vartheta _4,\vartheta _2,\vartheta _3`$ respectively. Equivalently, they are the invariance subgroups of $`Z(\tau /2),Z(2\tau ),Z((\tau +1)/2)`$ respectively, where $`Z`$ is an $`Sl(2,)`$ modular form. The intersection of any two of these subgroups gives the index 6 subgroup of $`Sl(2,)`$
$$\mathrm{\Gamma }_2:=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),\{\begin{array}{c}T^2:\tau \tau +2,\\ ST^2S:\tau \tau /(12\tau )\end{array}.$$
(118)
Therefore, for several non-vanishing shifts $`(h^i,g^i)`$, the unbroken group is either $`\mathrm{\Gamma }_2^{,0,+}`$ if all the $`(h^i,g^i)`$ are the same, or $`\mathrm{\Gamma }_2`$ if they are different. The lattice sums (114) hence either form a length-3 orbit in the first case, or a length-6 orbit in the second.
The fundamental domains $`_2^{+,0,}`$ of the upper-half-plane for the groups $`\mathrm{\Gamma }_2^{,0,+}`$ are three-fold and six-fold covers respectively of the fundamental domain $``$ of $`Sl(2,)`$. Integral over these fundamental domains can be converted into each other at the expense of introducing appropriate orbits. In particular, we have, for a $`\mathrm{\Gamma }_2^{}`$ modular invariant function $`\mathrm{\Phi }`$,
$$__2^{}\frac{d^2\tau }{\tau _2^2}\mathrm{\Phi }(\tau )=_{}\frac{d^2\tau }{\tau _2^2}\left[\mathrm{\Phi }(\tau )+\mathrm{\Phi }\left(\frac{1}{\tau }\right)+\mathrm{\Phi }\left(\frac{1}{\tau +1}\right)\right]$$
(119)
and for an $`Sl(2,)`$ modular invariant function $`Z`$,
$`{\displaystyle _{}}{\displaystyle \frac{d^2\tau }{\tau _2^2}}`$ $`\left[Z(2\tau )+Z\left({\displaystyle \frac{\tau }{2}}\right)+Z\left({\displaystyle \frac{\tau +1}{2}}\right)\right]=`$
$`={\displaystyle __2^{}}{\displaystyle \frac{d^2\tau }{\tau _2^2}}Z(2\tau )={\displaystyle _{_2^+}}{\displaystyle \frac{d^2\tau }{\tau _2^2}}Z\left({\displaystyle \frac{\tau }{2}}\right)={\displaystyle _{_2^0}}{\displaystyle \frac{d^2\tau }{\tau _2^2}}Z\left({\displaystyle \frac{\tau +1}{2}}\right).`$ (120)
Moreover, by changing integration variables to $`\rho =2\tau `$, this can yet be rewritten as
$$__2^{}\frac{d^2\tau }{\tau _2^2}Z(2\tau )=_{_2^+}\frac{d^2\rho }{\rho _2^2}Z(\rho )=3_{}\frac{d^2\tau }{\tau _2^2}Z(2\tau ).$$
(121)
### A.3 Summation identities
Since the string world-sheet theory is modular invariant, the shifted sums (112) have to appear in modular invariant combinations. These combinations amount to projecting the original unshifted partition function $`Z_{d,d}[{}_{0}{}^{0}]`$ to even momenta or add half-integer winding sectors. As a result, they can be re-expressed as unshifted partition functions of tori with different moduli. In particular,
$$\underset{\mathrm{d},\mathrm{d}^{}}{}Z_{d,d}[{}_{\mathrm{d}}{}^{\mathrm{d}^{}}](g,b;\tau )=2^dZ_{d,d}(g/4,b/4;\tau ).$$
(122)
In particular, for $`d=1`$ we have
$$\frac{1}{2}(Z_{1,1}[{}_{0}{}^{0}](R)+Z_{1,1}[{}_{1}{}^{0}](R)+Z_{1,1}[{}_{0}{}^{1}](R)+Z_{1,1}[{}_{1}{}^{1}](R))=Z_{1,1}(R/2).$$
(123)
For $`d=2`$, we will also need the following identities (see for instance ):
$$\frac{1}{2}(Z[{}_{00}{}^{00}]+Z[{}_{10}{}^{00}]+Z[{}_{00}{}^{10}]+Z[{}_{10}{}^{10}])=Z(T/2,2U),$$
(124a)
$$\frac{1}{2}(Z[{}_{00}{}^{00}]+Z[{}_{01}{}^{00}]+Z[{}_{00}{}^{01}]+Z[{}_{01}{}^{01}])=Z(T/2,U/2),$$
(124b)
$$\frac{1}{2}(Z[{}_{00}{}^{00}]+Z[{}_{11}{}^{00}]+Z[{}_{00}{}^{11}]+Z[{}_{11}{}^{11}])=Z(T/2,(U+1)/2),$$
(124c)
$`{\displaystyle \frac{1}{2}}(Z[{}_{10}{}^{01}]`$ $`+Z[{}_{01}{}^{10}]+Z[{}_{11}{}^{01}]+Z[{}_{11}{}^{10}]+Z[{}_{01}{}^{11}]+Z[{}_{10}{}^{11}])=`$ (124d)
$`2Z(T/4,U)Z(T/2,2U)Z(T/2,U/2)Z(T/2,(U+1)/2)+Z(T,U).`$
We also note the partial sums, valid for any $`d`$,
$`Z_{d,d}[{}_{\mathrm{d}}{}^{0}](\tau )`$ $`=`$ $`2^{d/2}Z_{d,d}(g/2,b/2;2\tau ),`$ (125a)
$`Z_{d,d}[{}_{0}{}^{\mathrm{d}}](\tau )`$ $`=`$ $`2^{d/2}Z_{d,d}(g/2,b/2;{\displaystyle \frac{\tau }{2}}),`$ (125b)
$`Z_{d,d}[{}_{\mathrm{d}}{}^{\mathrm{d}}](\tau )`$ $`=`$ $`2^{d/2}Z_{d,d}(g/2,b/2;{\displaystyle \frac{\tau +1}{2}}),`$ (125c)
where the summation over the $`d`$-digit numbers $`\mathrm{d}`$ is implicit. This shows that the three sums in (125) form a length-3 orbit of $`Sl(2,)`$.
### A.4 Lattice integral on extended fundamental domain
We now would like to evaluate modular integrals of the form
$$I_{d,d}[\mathrm{\Phi }]=__2^{}\frac{d^2\tau }{\tau _2^2}Z_{d,d}[{}_{\mathrm{d}}{}^{0}](\tau ,\overline{\tau })\mathrm{\Phi }(\overline{\tau }),$$
(126)
where $`\mathrm{\Phi }(\tau )`$ is an almost holomorphic form invariant under the index 2 subgroup $`\mathrm{\Gamma }_2^{}`$ of $`Sl(2,)`$, a typical example being $`\mathrm{\Phi }(\tau )=(\alpha E_4+\beta \widehat{E}_2^2)\vartheta _3^8\vartheta _4^8/\eta ^{24}`$. The sum over $`\mathrm{d}=0\mathrm{}2^p1`$ is implicit, and we shall focus here on $`p=d`$, even though many of the results can be extended to the less symmetric case $`p<d`$. For $`\mathrm{\Phi }=1,d=2`$, this integral has been computed in and later in by a different method. For $`\mathrm{\Phi }1`$ and $`d=2`$, the basic observations have been made in , and we will streamline and greatly extend their result to all $`d`$.
In order to compute this integral, we first convert the shifted lattice sum $`Z[{}_{\mathrm{d}}{}^{0}]`$ into a standard unshifted sum using (125), and then change variables to $`\rho =2\tau `$ as in (121). We obtain
$$I_{d,d}[\mathrm{\Phi }]=2^{d/2}_{_2^+}\frac{d^2\rho }{\rho _2^2}Z(g/2,b/2,\rho )\mathrm{\Phi }\left(\frac{\overline{\rho }}{2}\right).$$
(127)
We then unfold the integral on the extended fundamental domain $`_2^+`$ into an integral on the fundamental domain of $`Sl(2,)`$:
$$I_{d,d}[\mathrm{\Phi }]=2^{d/2}_{}\frac{d^2\rho }{\rho _2^2}Z(g/2,b/2,\rho )\left[\mathrm{\Phi }\left(\frac{\overline{\rho }}{2}\right)+\mathrm{\Phi }\left(\frac{1}{2\overline{\rho }}\right)+\mathrm{\Phi }\left(\frac{\overline{\rho }+1}{2}\right)\right].$$
(128)
Using the definition of the Hecke operator on a $`\mathrm{\Gamma }_2^{}`$ modular form of weight $`w`$,
$`H_{\mathrm{\Gamma }_2^{}}\mathrm{\Phi }(\tau )={\displaystyle \frac{1}{2}}\left(\tau ^w\mathrm{\Phi }\left({\displaystyle \frac{1}{2\tau }}\right)+\mathrm{\Phi }\left({\displaystyle \frac{\tau }{2}}\right)+\mathrm{\Phi }\left({\displaystyle \frac{\tau +1}{2}}\right)\right),`$ (129)
we recognize in (128) the action of this operator on the modular form $`\mathrm{\Phi }`$:
$$I_{d,d}[\mathrm{\Phi }]=2^{\frac{d}{2}+1}_{}\frac{d^2\tau }{\tau _2^2}Z(g/2,b/2;\tau )H_{\mathrm{\Gamma }_2^{}}\mathrm{\Phi }(\overline{\tau }).$$
(130)
This operator maps $`\mathrm{\Gamma }_2^{}`$ modular forms into $`Sl(2,)`$ modular forms and preserves the weight. $`H_{\mathrm{\Gamma }_2^{}}\mathrm{\Phi }`$ is therefore an almost holomorphic form of $`Sl(2,)`$ of zero weight, so that (130) is well defined. We can now use the standard techniques to express this integral as a sum over zero, degenerate and non-degenerate orbits. A great simplification comes from the fact under suitable assumptions, the image of $`\mathrm{\Phi }`$ under the Hecke operator has no pole, and has therefore to be a constant $`\lambda `$ . The relevant constants are listed in Appendix B.3. This observation is at the heart of the simplifications that allow the heterotic-type II duality to work. In that case, we can thus rewrite (128) as
$$I_{d,d}[\mathrm{\Phi }]=2^{\frac{d}{2}+1}\lambda _{}\frac{d^2\tau }{\tau _2^2}Z(g/2,b/2;\tau ).$$
(131)
This is now a standard integral $`I_d=Z_{d,d}(g,b,\tau )`$ over the fundamental domain of $`Sl(2,)`$, which can be for instance represented in terms of Eisenstein series . For $`d=1,2,3,4`$, we recall in particular
$`I_1(R)`$ $`=`$ $`{\displaystyle \frac{\pi }{3}}\left(R+{\displaystyle \frac{l_s^2}{R}}\right),`$ (132a)
$`I_2(T,U)`$ $`=`$ $`\mathrm{log}{\displaystyle \frac{8\pi e^{1\gamma _E}}{3\sqrt{3}}}T_2U_2|\eta (U)|^4|\eta (T)|^4,`$ (132b)
$`I_3(g,b)`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}_{\mathrm{𝟒};s=1}^{SO(3,3,)}={\displaystyle \frac{1}{\pi }}_{\mathrm{𝟒};s=1}^{Sl(4,)},`$ (132c)
$`I_4(g,b)`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}_{𝑽;s=1}^{SO(4,4,)}={\displaystyle \frac{1}{\pi }}_{𝑪;s=1}^{SO(4,4,)},`$ (132d)
where the normalization here differs from that of . For a given discrete duality symmetry group $`G()`$, the order $`s`$ Eisenstein series of representation $``$ is defined by,
$$_{𝓡;s}^{G()}=\underset{m\mathrm{\Lambda }_{}\backslash \{0\}}{}\delta (mm)\left[^2()\right]^s$$
(133)
where we refer to for explicit expressions of the $`G()`$-invariant BPS masses $`^2()`$ and the half-BPS condition $`mm=0`$, that are relevant for the cases in (132c), (132d).
The simplification that occurred in the computation of (126) is actually of much more general validity, and would hold provided the shifted lattice sum can be rewritten as $`Z(2\tau )`$ for some modular invariant function $`\tau `$. The insertion $`\mathrm{\Phi }`$ can then be replaced by its value, when constant, under the Hecke operator $`H_{\mathrm{\Gamma }_2^{}}`$:
$$I_{d,d}[\mathrm{\Phi }]=\frac{2\lambda }{3}I_{d,d}[1]\text{if}H_{\mathrm{\Gamma }_2^{}}(\mathrm{\Phi })=\lambda .$$
(134)
The same also holds for fractional shifts $`1/n`$, $`n>2`$ that occur in $`_n`$ orbifolds, although we will not explore this topic. We also mention that the rule (134) holds as well in the presence of insertions of momenta $`p_R^i,p_L^i`$.
## Appendix B Useful modular identities
We refer to Appendix F of for generalities and useful identities on modular forms. Here we list the modular identities that are useful for the present work.
### B.1 Theta functions and their derivatives
Our conventions for the Jacobi Theta functions are
$$\vartheta [{}_{b}{}^{a}](v,\tau )=\underset{n}{}q^{\frac{1}{2}\left(n\frac{a}{2}\right)^2}e^{\left(vi\pi b\right)\left(n\frac{a}{2}\right)},q=e^{2\pi i\tau },$$
(135)
where the normalization of $`v`$ is non-standard. We also use the Erderlyi notation
$$\vartheta _1=\vartheta [{}_{1}{}^{1}],\vartheta _2=\vartheta [{}_{0}{}^{1}],\vartheta _3=\vartheta [{}_{0}{}^{0}],\vartheta _4=\vartheta [{}_{1}{}^{0}].$$
(136)
Note that $`\vartheta _{2,3,4}`$ are even functions of their argument $`v`$ while $`\vartheta _1`$ is odd, and $`\vartheta _1^{}=i\eta ^3`$ where we denote by a prime the differentiation with respect to $`v`$. For more than one derivation $`/v`$, the result is not modular covariant anymore, and has to be corrected by non-holomorphic contributions, analogous to the replacement $`E_2\widehat{E}_2=E_23/(\pi \tau _2)`$. We use the multiprime symbols for the result of this covariantization. We hence have
$$\frac{\vartheta _2^{^{\prime \prime }}}{\vartheta _2}=\frac{1}{12}\left(\widehat{E}_2+\vartheta _3^4+\vartheta _4^4\right)$$
(137a)
$$\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}=\frac{1}{12}\left(\widehat{E}_2+\vartheta _2^4\vartheta _4^4\right)$$
(137b)
$$\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}=\frac{1}{12}\left(\widehat{E}_2\vartheta _2^4\vartheta _3^4\right)$$
(137c)
$$\frac{\vartheta _2^{^{\prime \prime \prime \prime }}}{\vartheta _2}=\frac{1}{48}\left(2E_4+\widehat{E}_2^2+2\widehat{E}_2(\vartheta _3^4+\vartheta _4^4)+3\vartheta _2^8\right)$$
(137d)
$$\frac{\vartheta _3^{^{\prime \prime \prime \prime }}}{\vartheta _3}=\frac{1}{48}\left(2E_4+\widehat{E}_2^2+2\widehat{E}_2(\vartheta _2^4\vartheta _4^4)+3\vartheta _3^8\right)$$
(137e)
$$\frac{\vartheta _4^{^{\prime \prime \prime \prime }}}{\vartheta _4}=\frac{1}{48}\left(2E_4+\widehat{E}_2^22\widehat{E}_2(\vartheta _2^4+\vartheta _3^4)+3\vartheta _4^8\right).$$
(137f)
The following combinations will be particularly relevant
$$\frac{\vartheta _3^{^{\prime \prime \prime \prime }}}{\vartheta _3}+\frac{\vartheta _4^{^{\prime \prime \prime \prime }}}{\vartheta _4}3\left(\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\right)^23\left(\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}\right)^2=\frac{1}{8}\vartheta _2^8$$
(138a)
$$\left(\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\right)^2+\left(\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}\right)^22\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}=\frac{1}{16}\vartheta _2^8$$
(138b)
and the following identities are useful to make contact with :
$$\left(\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\right)^2+\left(\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}\right)^2=\frac{1}{72}\left(\widehat{E}_2\frac{\vartheta _3^4+\vartheta _4^4}{2}\right)^2+\frac{1}{32}\vartheta _2^8$$
(139a)
$$2\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}=\frac{1}{72}\left(\widehat{E}_2\frac{\vartheta _3^4+\vartheta _4^4}{2}\right)^2\frac{1}{32}\vartheta _2^8.$$
(139b)
### B.2 Summation identities
In our “modular Einstein convention”, $`\alpha =2,3,4`$ is summed over all even spin structures. The following equations are useful to convert the contribution of the unshifted orbit into a sum of shifted orbits:
$$\vartheta _\alpha ^{16}\left[2\vartheta _3^8\vartheta _4^8+\text{orb.}\right]=0$$
(140a)
$$\vartheta _\alpha ^{\prime \prime }\vartheta _\alpha ^{15}\left[\vartheta _3^8\vartheta _4^8\left(\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}+\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}\right)+\text{orb.}\right]=0$$
(140b)
$$\vartheta _\alpha ^{\prime \prime \prime \prime }\vartheta _\alpha ^{15}\left[\vartheta _3^8\vartheta _4^8\left(\frac{\vartheta _3^{^{\prime \prime \prime \prime }}}{\vartheta _3}+\frac{\vartheta _4^{^{\prime \prime \prime \prime }}}{\vartheta _4}\right)+\text{orb.}\right]=96\eta ^{24}$$
(140c)
$$(\vartheta _\alpha ^{\prime \prime })^2\vartheta _\alpha ^{14}\left[2\vartheta _3^8\vartheta _4^8\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}+\text{orb.}\right]=16\eta ^{24}$$
(140d)
$$(\vartheta _\alpha ^{\prime \prime })^2\vartheta _\alpha ^{14}\left[\vartheta _3^8\vartheta _4^8\left(\left(\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\right)^2+\left(\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}\right)^2\right)+\text{orb.}\right]=32\eta ^{24}.$$
(140e)
where $`+\text{orb.}`$ denotes the two extra terms obtained from the first by applying $`S`$ and $`ST`$ modular transformations.
### B.3 Hecke identities
As proven in Appendix A.4, insertions of almost holomorphic modular forms into integrals of projected lattice sums can be replaced by two-thirds their value $`\lambda `$ under the Hecke operator (129). Here we list the corresponding value for the modular forms of interest
$$H_{\mathrm{\Gamma }_2^{}}\left[\vartheta _3^8\vartheta _4^8/\eta ^{24}\right]=0,H_{\mathrm{\Gamma }_2^{}}\left[\vartheta _3^8\vartheta _4^8\widehat{E}_2/\eta ^{24}\right]=0$$
(141a)
$$H_{\mathrm{\Gamma }_2^{}}\left[\vartheta _3^8\vartheta _4^8E_4/\eta ^{24}\right]=360,H_{\mathrm{\Gamma }_2^{}}\left[\vartheta _3^8\vartheta _4^8\widehat{E}_2^2/\eta ^{24}\right]=72$$
(141b)
$$H_{\mathrm{\Gamma }_2^{}}\left[\frac{\vartheta _3^8\vartheta _4^8}{\eta ^{24}}\left(\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}+\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}\right)\right]=0$$
(141c)
$$H_{\mathrm{\Gamma }_2^{}}\left[\frac{\vartheta _3^8\vartheta _4^8}{\eta ^{24}}\left(\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}+\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}\right)\widehat{E}_2\right]=24$$
(141d)
$$H_{\mathrm{\Gamma }_2^{}}\left[\frac{\vartheta _3^8\vartheta _4^8}{\eta ^{24}}\left(\frac{\vartheta _3^{^{\prime \prime \prime \prime }}}{\vartheta _3}+\frac{\vartheta _4^{^{\prime \prime \prime \prime }}}{\vartheta _4}\right)\right]=0$$
(141e)
$$H_{\mathrm{\Gamma }_2^{}}\left[\frac{\vartheta _3^8\vartheta _4^8}{\eta ^{24}}\left(\left(\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\right)^2+\left(\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}\right)^2\right)\right]=16$$
(141f)
$$H_{\mathrm{\Gamma }_2^{}}\left[\frac{\vartheta _3^8\vartheta _4^8}{\eta ^{24}}\left(\frac{\vartheta _3^{^{\prime \prime }}}{\vartheta _3}\right)\left(\frac{\vartheta _4^{^{\prime \prime }}}{\vartheta _4}\right)\right]=4.$$
(141g)
These formulae can be obtained by looking at the leading $`q`$ expansions, or by using the following duplication identities:
$$\vartheta _2(2\tau )=\frac{1}{\sqrt{2}}\sqrt{\vartheta _3^2(\tau )\vartheta _4^2(\tau )},\vartheta _3(2\tau )=\frac{1}{\sqrt{2}}\sqrt{\vartheta _3^2(\tau )+\vartheta _4^2(\tau )}$$
(142a)
$$\vartheta _4(2\tau )=\sqrt{\vartheta _3(\tau )\vartheta _4(\tau )},\eta (2\tau )=2^{2/3}\vartheta _2^{2/3}(\tau )(\vartheta _3(\tau )\vartheta _4(\tau ))^{1/6}$$
(142b)
$$\vartheta _2(\tau /2)=\sqrt{2\vartheta _2(\tau )\vartheta _3(\tau )},\vartheta _3(\tau /2)=\sqrt{\vartheta _3^2(\tau )+\vartheta _2^2(\tau )}$$
(142c)
$$\vartheta _4(\tau /2)=\sqrt{\vartheta _3^2(\tau )\vartheta _2^2(\tau )},\eta (\tau /2)=2^{1/6}\vartheta _4^{2/3}(\tau )(\vartheta _2(\tau )\vartheta _3(\tau ))^{1/6}$$
(142d)
$$\vartheta _2\left(\frac{\tau +1}{2}\right)=e^{\frac{i\pi }{8}}\sqrt{2\vartheta _2(\tau )\vartheta _4(\tau )},\vartheta _3\left(\frac{\tau +1}{2}\right)=\sqrt{\vartheta _4^2(\tau )+i\vartheta _2^2(\tau )}$$
(142e)
$$\vartheta _4\left(\frac{\tau +1}{2}\right)=\sqrt{\vartheta _4^2(\tau )i\vartheta _2^2(\tau )},\eta \left(\frac{\tau +1}{2}\right)=2^{1/6}e^{\frac{i\pi }{24}}\vartheta _3^{2/3}(\tau )(\vartheta _2(\tau )\vartheta _4(\tau ))^{1/6}$$
(142f)
$$\vartheta _2(\tau )=2\frac{\eta ^2(2\tau )}{\eta (\tau )},\vartheta _4(\tau )=\frac{\eta ^2(\tau /2)}{\eta (\tau )},\vartheta _3(\tau )=e^{i\pi /12}\frac{\eta ^2((\tau +1)/2)}{\eta (\tau )}$$
(142g)
$$\eta (2\tau )\eta (\tau /2)\eta \left((\tau +1)/2\right)=e^{i\pi /24}\eta ^3(\tau ).$$
(142h) |
warning/0001/gr-qc0001072.html | ar5iv | text | # Noncommutative unification of general relativity with quantum mechanics and canonical gravity quantization
## 1 Introduction
In recent years a new approach has appeared to the quantization of gravity, the one based on noncommutative geometry. The idea is to make space-time a noncommutative space (which is essentially nonlocal) with the hope that in this way at least some major obstacles to the gravity quantization could eventually be overcome. There are many attempts in this direction . In we have followed Connes \[3, p. 99\] who, in order to make a space $`X`$ noncommutative defines a noncommutative algebra not directly on $`X`$ but rather on a groupoid over $`X`$. This approach, which has been further developed in the series of works , will be called a groupoid approach to the unification of general relativity and quantum mechanics.
The aim of the present paper is to compare the groupoid approach with the canonical gravity quantization , which can be thought of as a “reference point” for other methods of quantizing gravity. The groupoid approach is “more radical” in the sense that in this approach the noncommutative counterpart of the differential structure is quantized whereas in the canonical method three-metrics play the role of “quantization variables”. We show that in spite of this difference the superspace formulation of general relativity (which could be regarded as a prerequisite of the canonical quantization) can be obtained from the groupoid approach if the corresponding noncommutative algebra is restricted to its commutative subalgebra which determines a suitable slicing of space-time. Consequently, in the groupoid approach when the space-time slicing appears gravity is already in its “classical (non-quantum) regime”. However, this conclusion could follow from a simplification inherent in our model, and could eventually be avoided if one considers a more general module of the noncommutative counterpart of vector fields (the module of derivations of a given algebra).
We organize our material in the following way. To make the paper self-contained and to fix our notation, in Section 2, we give a summary of the groupoid approach to noncommutative unification of general relativity with quantum mechanics. In Section 3, we define the noncommutative algebraic counterpart of the standard concept of superspace (the space of three metrics). The comparison of the canonical gravity quantization with the groupoid approach is done in Section 4, and some conclusions and comments are collected in Section 5.
## 2 Basic ideas of the model
The main idea of the groupoid approach to the unification of general relativity and quantum mechanics is to forget, in the very beginning, the concept of space-time and start with the abstract space $`G=E\times \mathrm{\Gamma }`$, where $`E`$ is the total space of a principal fibre bundle, and $`\mathrm{\Gamma }`$ its structural group such that the orbits of the action of $`\mathrm{\Gamma }`$ on $`E`$ form a smooth manifold $`M`$ interpreted as space-time (this construction can eventually be generalized to the category of differential spaces of constant dimension, see ). We endow $`G`$ with the groupoid structure. In the present paper, for the sake of concreteness, we shall assume that $`E`$ is the total space of the frame bundle over a space-time manifold $`M`$, and $`\mathrm{\Gamma }`$ the group SO(3,1). Of course, $`M=(G/\mathrm{SO}(3,1))/\mathrm{SO}(3,1))`$. Then one defines the algebra as the (intrinsic) direct sum
$$𝒜=𝒜_{const}C_c^{\mathrm{}}(G,𝐂)$$
where $`𝒜_{const}=pr^{}(C^{\mathrm{}}(M,𝐂))`$, and $`C_c^{\mathrm{}}(G,𝐂)`$ is the family of smooth compactly supported complex valued functions on $`G`$. The multiplication in the algebra $`𝒜`$ is defined in the following way: (1) if $`a,bC_c^{\mathrm{}}(G,𝐂)`$, their multiplication is the convolution $`(ab)(\gamma )=_{G_p}a(\gamma _1)b(\gamma _2)`$, where $`\gamma =\gamma _1\gamma _2`$ with $`\gamma ,\gamma _1,\gamma _2G_p`$, $`G_p`$ being the fiber in $`G`$ over $`pE`$; integration is with respect to the Haar measure; (2) if $`a,b𝒜_{const}`$ they are multiplied in the usual way, i. e., $`ab=ab`$; (3) if $`a𝒜_{const}`$ and $`bC_c^{\mathrm{}}(G,𝐂)`$, one sets $`(ab)(\gamma )=(ba)(\gamma )=k(p)_{G_p}b(\gamma _1^1\gamma )`$ where $`k(p)=_{G_p}a(\gamma _1)`$. $`𝒜`$ is evidently a noncommutative algebra. We also define the involution of $`a𝒜`$ by $`a^{}(\gamma )=\overline{a(\gamma ^1)}`$ where $`\gamma =(p,g),pE,g\mathrm{\Gamma }`$.<sup>1</sup><sup>1</sup>1One should notice that we have corrected the definition of the algebra $`𝒜`$ as compared with our previous works (see ). This corection does not change our previous results.
Let us also define the subalgebra $`𝒜_{proj}=\pi _M^{}C^{\mathrm{}}(M,𝐂)𝒜_{const}`$. It plays the important role in our model since by restricting the algebra $`𝒜`$ to the subalgebra $`𝒜_{proj}`$ we recover the space-time manifold of general relativity.
Let us consider the set Der$`𝒜`$ of all derivations of the algebra $`𝒜`$. Der$`𝒜`$ is a $`𝒵(𝒜)`$-module, where $`𝒵(𝒜)`$ denotes the center of $`𝒜`$, and can be regarded as a noncommutative counterpart of vector fields. In the following, we shall consider a noncommutative differential geometry as defined by the $`𝒵(𝒜)`$\- submodule $`V`$ of Der$`𝒜`$ such that $`V=V_EV_\mathrm{\Gamma }`$ where $`V_E`$ and $`V_\mathrm{\Gamma }`$ are derivations of $`𝒜`$ parallel to $`E`$ and $`\mathrm{\Gamma }`$, respectively (this is only a simplifying assumption which in the general case should be relaxed).
First, we define a metric on the $`𝒵(𝒜)`$-submodule $`V`$ as a $`𝒵(𝒜)`$-bilinear non-degenerate symmetric mapping $`g:V\times V𝒜`$, and for our model we choose the following metric adapted to the product structure of $`V`$
$$g=pr_E^{}g_E+pr_\mathrm{\Gamma }^{}g_\mathrm{\Gamma }$$
(1)
where $`g_E`$ and $`g_\mathrm{\Gamma }`$ are metrics on $`E`$ and $`\mathrm{\Gamma }`$, respectively, and $`pr_E`$ and $`pr_\mathrm{\Gamma }`$ are the obvious projections. It turns out that the “vertical component” $`pr_\mathrm{\Gamma }^{}g_\mathrm{\Gamma }`$ of the metric $`g`$ is essentially unique (this is true for a broad class of derivation based noncommutative differential calculi, see ), whereas the “parallel component” $`pr_E^{}g_E`$ of $`g`$ is a lifting of the Lorentz metric in space-time $`M`$ (see also ).
Now, with the help of the Koszul formula, we define the linear connection; then the curvature and the usual Ricci operator $`𝐑:VV`$ which is the counterpart of the Ricci tensor with one index up and one index down (for details see ). In this way, we have all quantities needed to write the noncommutative Einstein equation
$$𝐆=0$$
(2)
where $`𝐆=𝐑+2\mathrm{\Lambda }𝐈`$ with $`𝐑`$ being the Ricci operator, $`\mathrm{\Lambda }`$ a constant related to the usual cosmological constant, and $`𝐈`$ the identity operator. Because of the form of metric (1) $`𝐆`$ also assumes the form $`𝐆_E+𝐆_\mathrm{\Gamma }`$ (with obvious meaning of symbols).
The set $`\mathrm{ker}𝐆=\mathrm{ker}𝐆_E\mathrm{ker}𝐆_\mathrm{\Gamma }`$ is a $`𝒵(𝒜)`$-submodule of $`V`$ and represents a solution of eq. (2). Because of the uniqueness of the metric $`pr_\mathrm{\Gamma }^{}g_\mathrm{\Gamma }`$ the equation $`𝐆_\mathrm{\Gamma }=0`$ should be solved for derivations $`v\mathrm{ker}𝐆_\mathrm{\Gamma }V_\mathrm{\Gamma }`$. The equation $`𝐆_E=0`$, as a “lifting” of the usual Einstein’s equation should be solved for the metric. All derivations $`vV_E`$ satisfy it automatically (and all derivations $`vV_\mathrm{\Gamma }`$ satisfy it trivially, see ).
Let us consider the representation of the algebra $`𝒜`$ in the Hilbert space $`=L^2(G_q)`$, $`\pi _q:𝒜()`$, where $`()`$ denotes an algebra of bounded operators on $``$ and $`G_q`$ is the fiber of $`G`$ over $`qE`$, given by the formula
$$(\pi _q(a)\psi )(\gamma )=_{G_q}a(\gamma _1)\psi (\gamma _1^1\gamma ),$$
(3)
with $`\gamma =\gamma _1\gamma _2,\gamma ,\gamma _1,\gamma _2G_q,qE;\psi ,a𝒜`$. The integral is taken with respect to the Haar measure. The completion of $`𝒜`$ with respect to the norm
$$a=\mathrm{sup}_{qE}\pi _q(a)$$
is a $`C^{}`$-algebra (see \[3, p. 102\]). We shall denote this algebra by $``$.
We assume (as a separate axiom) that the dynamics of a quantum gravitational system is described by the following equation
$$i\mathrm{}\pi _q(v(a))=[F_v,\pi _q(a)]$$
(4)
for every $`qE`$, where $`v\mathrm{ker}𝐆`$, and $`(F_v)_{v\mathrm{ker}𝐆}`$ is a one-parameter family of operators $`F_v\mathrm{End}`$ with $`=L^2(G_q)`$ such that
$$F_{\lambda _1v_1+\lambda _2v_2}=\lambda _1F_v+\lambda _2F_2$$
for $`v_1,v_2\mathrm{ker}𝐆,\lambda _1,\lambda _2𝐂`$. We shall also assume that $`[F_v,\pi _q(a)]`$ is a bounded operator.
The fact that $`v\mathrm{ker}𝐆`$ makes of eqs. (2) and (4) a “noncommutative dynamical system”. We could also say that noncommutative Einstein equation (2) plays the role of a “boundary condition” for quantum dynamical equation (4). To solve this system means to find the set
$$_𝐆=\{a:i\mathrm{}\pi _q(v(a))=[F_v,\pi _q(a)],v\mathrm{ker}𝐆\}.$$
It can be easily verified that it is a subalgebra of $``$.
Let $`\overline{}_𝐆`$ be the smallest closed involutive subalgebra of the algebra $``$ containing $`_𝐆`$. $`\overline{}_𝐆`$ is said to be generated by $`_𝐆`$. Since $``$ is a $`C^{}`$-algebra and every closed involutive subalgebra of a $`C^{}`$-algebra is a $`C^{}`$-algebra (see \[10, Sec. 1.3.3\]), $`\overline{}_𝐆`$ is also a $`C^{}`$-algebra; it will be called Einstein $`C^{}`$-algebra or simply Einstein algebra, and the pair $`(\overline{}_𝐆,\mathrm{ker}𝐆)`$Einstein differential algebra.
Now, the idea is to perform quantization with the help the usual C-algebraic method (see, for instance, , \[12, chapter 9\]) with the Einstein algebra $`\overline{}_𝐆`$ as our basic $`C^{}`$-algebra. According to this method, a quantum gravitational system is represented by $`\overline{}_𝐆`$, and its observables by Hermitian elements of $`\overline{}_𝐆`$. If $`a`$ is a Hermitian element of $`\overline{}_𝐆`$, and $`\varphi `$ a state on $`\overline{}_𝐆`$ then $`\varphi (a)`$ is the expectation value of the observable $`a`$ when the system is in the state $`\varphi `$.
It can be shown that this gravity quantization scheme correctly reproduces the usual general relativity (on space-time) and quantum mechanics (in the Heisenberg picture) when the algebra $`𝒜`$ is restricted to its center $`𝒵(𝒜)`$ (or to some subset of $`𝒵(𝒜)`$) (see ).
## 3 Algebraic version of superspace
First, let us recall the well known construction. Let Riem$`(S)`$ denote the space of all Riemannian metrics on a 3-manifold $`S`$, and let Diff$`(S)`$ be the group of all orientation preserving diffeomorphisms of $`S`$. For simplicity, we assume that $`S`$ is closed (e. g., compact and without boundary). We have the action of Diff$`(S)`$ on Riem$`(S)`$
$$\mathrm{Diff}(S)\times \mathrm{Riem}(S)\mathrm{Riem}(S)$$
given by
$$(f,h)f^{}h.$$
The quotient space $`𝒮(S)=\frac{\mathrm{Riem}(S)}{\mathrm{Diff}(S)}`$ is called superspace. Its global properties were studied by Fischer (see also ).
In a particular coordinate system any metric $`h`$ Riem$`(S)`$ can be represented as a covariant metric tensor $`h_{ij}(x)`$ or as a contravariant metric tensor $`h^{ij}(x),xS`$. Then, as shown by DeWitt , there exists a metric on $`𝒮(S)`$, called the Wheeler-DeWitt metric, which assumes the form
$$G_{ijkl}=\frac{1}{2}h^{1/2}(h_{ik}k_{jl}+h_{il}h_{jk}h_{ij}h_{kl}).$$
(5)
It has the signature $`(+++++)`$ for each point of the 3-geometry.
Let us now consider a slicing $`(S_t)_{tT}`$ of $`M`$ such that $`S_t`$ is diffeomorphic to $`S`$ for each $`tT`$. Let further $`𝒜_S𝒜`$ be the subalgebra of functions which are constant on $`pr^1(S_t)_{tT}`$, where $`pr=pr_Mpr_E`$ with $`pr_M:EM`$ being the canonical projection, and let us denote by $`V_S`$ the set of all derivations of $`𝒜`$ which are invariant with respect to $`𝒜_S`$, i. e., such that $`V_S(𝒜_S)𝒜_S`$. Evidently, we have $`V_SV_E`$. Let us notice that the subalgebra $`𝒜_{proj}`$ can be equivalently defined in another way; namely as consisting of functions of $`𝒜`$ which are constant on the equivalence classes of fibres $`G_p=pr^1(x),pr_M(p)=xM`$. Two fibres $`G_p`$ and $`G_q`$, $`p,qE`$ are equivalent if there is $`g\mathrm{\Gamma }`$ such that $`q=pg`$. Now, it can be easily seen that $`𝒜_S𝒜_{proj}𝒵(𝒜)`$. Indeed, $`pr^1(x)pr^1(S)`$ for every $`xS`$. Consequently, the differential algebra $`(𝒜_S,V_S)`$ is commutative. We denote the set of all metrics in the module $`V_S`$ by Riem$`(𝒜_S)`$. As an analogue of Diff$`(S)`$ we should take the set Iso$`𝒜_S`$ of all isomorphisms of $`𝒜_S`$ into itself. We have the action
$$\mathrm{Iso}(𝒜_S)\times \mathrm{Riem}(𝒜_S)\mathrm{Riem}(𝒜_S)$$
defined by
$$(f,h)f^{}h.$$
Any isomorphism $`f:𝒜_S𝒜_S`$ induces the mapping (which is also an isomorphism)
$$f^\mathrm{\#}:V_SV_S$$
by
$$f^\mathrm{\#}(v)(\alpha )=v(f^{}\alpha )=v(\alpha f)$$
where $`v`$ $`V_S`$, $`\alpha 𝒜`$. Therefore, one has
$$(f^{}h)(v_1,v_2)=h(f^\mathrm{\#}v_1,f^\mathrm{\#}v_2),$$
$`v_1,v_2`$ $`V_S`$, $`h\mathrm{Riem}𝒜_S`$, and we can define the superspace associated with the algebra $`𝒜`$ as
$$𝒮(𝒜):=\frac{\mathrm{Riem}(𝒜_S)}{\mathrm{Iso}(𝒜_S)}.$$
We have the following conclusion: By restricting the algebra $`𝒜`$ to its subalgebra $`𝒜_S`$ and considering the set Riem$`(𝒜_S`$) of all Riemannian metrics in the $`𝒵(𝒜)`$-submodule $`V_S`$ one obtains the algebraic counterpart of the standard concept of superspace.
## 4 Noncommutative gravity and canonical quantization
We now briefly recollect the canonical method of quantizing gravity to compare it with our approach. Any space-time metric can be locally written in the form
$$ds^2=(N^2N_iN^i)dt^2+2N_idtdx^i+h_{ij}dx^idx^j,$$
(6)
where $`h_{ij}`$, $`i,j=1,2,3`$ is the metric tensor on the spacelike hypersurface $`S=`$const, $`N`$ is called lapse function; it measures the proper time separation between hypersurfaces $`t=`$const. The so-called shift vector $`N_i`$ measures the deviation of curves $`x^i=`$const from the normal to $`S`$ (in the following we use units such that $`c=\mathrm{}=1`$). The extrinsic curvature of $`S`$ can be written as
$$K_{ij}=\frac{1}{2N}[\frac{h_{ij}}{t}+2N_{i|j}],$$
where the stroke $`\mathrm{`}\mathrm{`}`$$`|`$” denotes covariant differentiation with respect to the 3-metric $`h_{ij}`$. The momentum canonically conjugated to $`h_{ij}`$ is given by
$$\pi ^{ij}=h^{1/2}(K^{ij}h^{ij}K),$$
where $`K=K_i^i`$.
The classical Hamiltonian is
$$H=(NH_0+N_iH^i)d^3x,$$
(7)
where
$$H_0=G_{ijkl}\pi ^{ij}\pi ^{kl}h^{1/2}(^3R2\mathrm{\Lambda }),$$
$$H^i=2\pi _{|j}^{ij},$$
with $`{}_{}{}^{3}R`$ being the scalar curvature of $`h_{ij}`$ and $`\mathrm{\Lambda }`$ the cosmological constant. By making the standard substitution: $`h_{ij}h_{ij},\pi ^{ij}i\frac{\delta }{\delta h_{ij}}`$ $`(\delta `$ is the functional derivative) one obtains the counterpart of the Schrödinger equation
$$\widehat{H}\mathrm{\Psi }=0.$$
(8)
The $`\widehat{H}_0`$-part of this equation
$$[G_{ikl}\frac{\delta ^2}{\delta h_{ij}\delta h_{kl}}+h^{1/2}(^3R2\mathrm{\Lambda })]\mathrm{\Psi }[h_{ij}]=0.$$
(9)
is the celebrated Wheeler-DeWitt equation. This is the fundamental equation for the “wave function of the universe” $`\mathrm{\Psi }[h_{ij}]`$ which is the functional of the 3-metric (we do not take into account any matter fields).
We should emphasize that in the Wheeler-DeWitt approach it is the 3-metric that is quantized (and the momentum canonically conjugated to it), whereas in our approach the “quantization variables” are elements of the Einstein $`C^{}`$-algebra $`\overline{}_𝐆`$. However, we can ask the question: what would happen to the equations of our theory (eqs. (2) and (4)) if we restrict $`\overline{}_𝐆`$ to $`(\overline{}_𝐆)_S`$, i. e. if we go to the “superspace limit”?
Since $`(\overline{}_𝐆)_S𝒵(\overline{}_𝐆)`$ eq. (4) reduces to the trivial identity ($`00`$) and hence it becomes insignificant. We are left with eq. (2) which, in this case, is reduced to the usual Einstein equations. In this way, gravity decouples from quantum mechanics. This is an important conclusion: if we go to the superspace limit quantum gravity effects become negligible. In this process, the slicing of space-time emerges, and consequently the concepts of time and instantaneous spaces become meaningful. This means that we are well beyond the Planck threshold in the non-quantum gravity regime (see where the emergence of time from the noncommutative era has been studied).
As it is well known, the Wheeler-DeWitt equation corresponds to the stationary Schrödinger equation. Eq. (4) plays the similar role in our approach since, for weak gravitational fields it reduces to the Schrödinger equation (in the Heisenber picture of quantum mechanics) . However, one should not forget that the Wheeler-DeWitt equation is the equation for three-metrics, whereas eq. (4) is the equation for elements of the algebra $`\overline{}_𝐆`$.
## 5 Concluding remarks
We have demonstrated that if in the groupoid approach to the unification of general relativity and quantum mechanics, proposed in , the algebra $`𝒜=𝒜_{proj}C_c^{\mathrm{}}(G,𝐂)`$ is restricted to its subalgebra $`𝒜_S`$, consisting of functions constant on $`pr^1(S_t)_{tT}`$, where $`(S_t)_{tT}`$ is a time slicing of space-time $`M`$, one obtains the superspace formulation of general relativity.
The important point is that our approach shows that at the level where time slicing of space-time appears, quantum gravity effects are already insignificant (i. e., gravity is too weak to exhibit quantum effects, see above Section 4). This seems reasonable since in the quantum gravity regime we would expect some kind of “foamy mixture” of space and time which is excluded by the well defined time slicing of space-time. This conclusion could be the consequence of a simplifying assumption incorporated into our model, namely that our noncommutative differential algebra is based on the $`𝒵(𝒜)`$-submodule $`V`$ of Der$`𝒜`$ such that $`V=V_EV_\mathrm{\Gamma }`$ where $`V_E`$ and $`V_\mathrm{\Gamma }`$ are submodules of derivations parallel to $`E`$ and $`\mathrm{\Gamma }`$, respectively. In this model “geometry parallel to $`E`$” is, in principle, responsible for gravity effects and “geometry parallel to $`\mathrm{\Gamma }`$” is responsible for quantum effects. The fact that we have neglected “mixed terms” (those coming both from $`V_E`$ and $`V_\mathrm{\Gamma }`$) means that in our model gravity is “weakly coupled” to quantum effects. Consequently, if we restrict the algebra $`𝒜`$ to its subalgebra $`𝒜_S`$ (this restricting essentially means that slicing of space-time enters the scene) all terms parallel to $`\mathrm{\Gamma }`$ automatically are switched off. Such terms would be responsible for a “fluctuating slicing” of space-time which could be enough for an approximate validity of the canonical quantization of gravity. The decisive step in checking this hypothesis would be to construct a counterpart of our model based on a more general module of derivations.
The analogous situation occurs in the canonical quantization approach. One begins with the sliced classical space-time (with no quantum effects). Then one performs the canonical quantization, as the result of which 3-geometries begin to fluctuate, and the sliced regime of space-time becomes “fuzzy”.
As it is well known, when Einstein’s equations are formulated as a constrained Hamiltonian system, the Hamiltonian constraint and the equations of motion determine the evolution of three-metrics in superspace, and the momentum constraint implies that the Hamiltonian flow is orthogonal (in the Wheeler-DeWitt metric) to the orbits of the diffeomorphism group (although these two directions need not be disjoint ). Since in our algebraic approach the submodule $`V_S`$ corresponds to the family of vector fields on the superspace $`𝒮(𝒜)`$ the above mentioned regularities should be reflected in the structure of this submodule.
ACKNOWLEDGMENT
The authors express their gratitude to the late Professor Jacques Demaret and Dr. Marek Biesiada for many discussions which have significantly contributed to improving this paper. |
warning/0001/hep-ph0001240.html | ar5iv | text | # 1 Introduction
## 1 Introduction
The electromagnetic structure of (e.m.) the nucleons, as revealed in elastic electron-nucleon scattering, is completely described by four independent scalar functions, called form factors (ff’s) and dependent on the square momentum transfer $`t=Q^2`$ of the virtual photon. They can be chosen in a different way, e.g. as the Dirac and Pauli ff’s, $`F_1^p(t)`$, $`F_1^n(t)`$ and $`F_2^p(t)`$, $`F_2^n(t)`$, or the Sachs electric and magnetic ff’s, $`G_E^p(t)`$, $`G_E^n(t)`$ and $`G_M^p(t)`$, $`G_M^n(t)`$, or isoscalar and isovector Dirac and Pauli ff’s, $`F_1^s(t)`$, $`F_1^v(t)`$ and $`F_2^s(t)`$, $`F_2^v(t)`$ and isoscalar and isovector electric and magnetic ff’s, $`G_E^s(t)`$, $`G_E^v(t)`$ and $`G_M^s(t)`$, $`G_M^v(t)`$, respectively.
The Dirac and Pauli ff’s are naturally obtained in a decomposition of the nucleon matrix element of the e.m. current into maximally linearly independent covariants constructed from the four-momenta, $`\gamma `$-matrices and Dirac bispinors of nucleons as follows
$$N|J_\mu ^{e.m.}|N=e\overline{u}(p^{})\{\gamma _\mu F_1^N(t)+\frac{i}{2m_N}\sigma _{\mu \nu }(p^{}p)_\nu F_2^N(t)\}u(p)$$
(1)
with $`m_N`$ to be nucleon mass.
On the other hand, the electric and magnetic ff’s are very suitable in an extraction of the experimental information on the nucleon e.m. structure from the measured cross sections
$$\frac{d\sigma ^{lab}(e^{}Ne^{}N)}{d\mathrm{\Omega }}=\frac{\alpha ^2}{4E^2}\frac{\mathrm{cos}^2(\theta /2)}{\mathrm{sin}^4(\theta /2)}\frac{1}{1+(\frac{2E}{m_N})\mathrm{sin}^2(\theta /2)}[\frac{G_E^2\frac{t}{4m_N^2}G_M^2}{1\frac{t}{4m_N^2}}2\frac{t}{4m_N^2}G_M^2\mathrm{tan}^2(\theta /2)]$$
(2)
($`\alpha =1/137`$, $`E`$-the incident electron energy)
and
$$\sigma _{tot}^{c.m.}(e^+e^{}N\overline{N})=\frac{4\pi \alpha ^2\beta _N}{3t}[|G_M(t)|^2+\frac{2m_N^2}{t}|G_E(t)|^2],\beta _N=\sqrt{1\frac{4m_N^2}{t}}$$
(3)
or
$$\sigma _{tot}^{c.m.}(\overline{p}pe^+e^{})=\frac{2\pi \alpha ^2}{3p_{c.m.}\sqrt{t}}[|G_M(t)|^2+\frac{2m_N^2}{t}|G_E(t)|^2],$$
(4)
($`p_{c.m.}`$-antiproton momentum in c.m. system)
as there are no interference terms between them.
The isoscalar and isovector Dirac and Pauli ff’s are the most suitable for a construction of various phenomenological models of the nucleon e.m. structure.
In recent years abundant and very accurate data on the nucleon e.m. ff’s appeared. All references concerning the nucleon space-like data can be found in , besides the recent precise measurements \[2-10\]. In the time-like region see \[11-19\]. Here in particular, the FENICE experiment in Frascati has measured, besides the proton e.m. ff’s , the magnetic neutron ff in the time-like region for the first time. There are also valuable results on the magnetic proton ff at higher energies to be measured at FERMILAB.
The present space-like region data will be even considerably improved in the few GeV region when experiments at TJNAF will be completed. There are also other experiments under way at MAMI, ELSA, MIT-Bates involving polarized beams and/or targets in order to give better data in the space-like region, in particular for the electric ff of the neutron, but also the magnetic proton and neutron ones.
This all stimulated a new dispersion theoretical analysis of the nucleon e.m. ff data in the space-like region and in the time-like region too . The latter works are an update and extension of historically the most competent nucleon ff analysis carried out by Hőhler and collaborators . However, the model does not allow to describe all the time-like data consistently, while still giving a good description of the data in the space-like region.
The work presented here was incentivated just by the results in and also by predictions of the spectral function behaviours in the framework of the chiral perturbation theory .
In the analysis external constraints on the isovector spectral functions were used, which consist in the two-pion continuum effect on the left wing of the $`\rho (770)`$-resonance following from the $`\pi N`$-scattering data and pion e.m. ff behaviour through the unitarity condition. Further one can see that our ten-resonance unitary and analytic model, which is just an improvement of and an extension of , contains an explicit two-pion continuum contribution given by the unitary cut starting from $`t=4m_\pi ^2`$. Then despite of the fact that here the unstable $`\rho `$-meson is taken into account only as complex conjugate pairs of poles on the second and third Riemann sheets of the four sheeted Riemann surface, the model itself predicts the strong enhancement of the left wing of the $`\rho (770)`$ resonance in the isovector spectral functions and moreover, it is consistent with results of .
Another success of the presented model is the automatic prediction of isoscalar nucleon spectral function behaviours to be consistent with chiral perturbation theory results . Naturally, a description of all existing space-like and time-like nucleon e.m. ff data, including also FENICE (Frascati) results from $`e^+e^{}n\overline{n}`$, is achieved for the first time.
The paper is organized as follows. In section 2. the unitary and analytic ten-resonance model of the nucleon e.m. structure with canonical normalizations and asymptotics as predicted by the quark model of hadrons is constructed. An evaluation of all free parameters of the model (however, with clear physical meaning) by a fit of all existing data is carried out in section 3. In section 4. we predict the isovector and isoscalar nucleon spectral function behaviours. The last section is devoted to conclusions and discussion.
## 2 Ten resonance unitary and analytic model of nucleon e.m. structure
The all four sets of nucleon e.m. ff’s discussed in the introduction are related by means of the expressions
$`G_E^p(t)`$ $`=`$ $`G_E^s(t)+G_E^v(t)=F_1^p(t)+{\displaystyle \frac{t}{4m_p^2}}F_2^p(t)=[F_1^s(t)]+F_1^v(t)]+{\displaystyle \frac{t}{4m_p^2}}[F_2^s(t)+F_2^v(t)];`$
$`G_M^p(t)`$ $`=`$ $`G_M^s(t)+G_M^v(t)=F_1^p(t)+F_2^p(t)=[F_1^s(t)+F_1^v(t)]+[F_2^s(t)+F_2^v(t)];`$ (5)
$`G_E^n(t)`$ $`=`$ $`G_E^s(t)G_E^v(t)=F_1^n(t)+{\displaystyle \frac{t}{4m_n^2}}F_2^n(t)=[F_1^s(t)F_1^v(t)]+{\displaystyle \frac{t}{4m_n^2}}[F_2^s(t)F_2^v(t)];`$
$`G_M^n(t)`$ $`=`$ $`G_M^s(t)G_M^v(t)=F_1^n(t)+F_2^n(t)=[F_1^s(t)F_1^v(t)]+[F_2^s(t)F_2^v(t)],`$
and for the value $`t=0`$ normalized as follows
$`(i)`$ $`G_E^p(0)=1;G_M^p(0)=1+\mu _p;G_E^n(0)=0;G_M^n(0)=\mu _n;`$
$`(ii)`$ $`G_E^s(0)=G_E^v(0)={\displaystyle \frac{1}{2}};G_M^s(0)={\displaystyle \frac{1}{2}}(1+\mu _p+\mu _n);G_M^v(0)={\displaystyle \frac{1}{2}}(1+\mu _p\mu _n);`$
$`(iii)`$ $`F_1^p(0)=1;F_2^p(0)=\mu _p;F_1^n(0)=0;F_2^n(0)=\mu _n;`$ (6)
$`(iv)`$ $`F_1^s(0)=F_1^v(0)={\displaystyle \frac{1}{2}};F_2^s(0)={\displaystyle \frac{1}{2}}(\mu _p+\mu _n);F_2^v(0)={\displaystyle \frac{1}{2}}(\mu _p\mu _n),`$
where $`\mu _p`$ and $`\mu _n`$ are the proton and neutron anomalous magnetic moments, respectively.
Our ten-resonance unitary and analytic model represents a consistent unification of the following three fundamental knowledges about the e.m. ff’s:
* The experimental fact of a creation of unstable vector-meson resonances in the $`e^+e^{}`$-annihilation processes into hadrons.
* The hypothetical analytic properties of the nucleon e.m. ff’s.
* The asymptotic behaviour of nucleon e.m. ff’s as predicated by the quark model of hadrons.
The most suitable set of ff’s for a construction of the model are the isoscalar and isovector parts of the Dirac and Pauli ff’s to be, in the first place, saturated by the isoscalar and isovector vector mesons possessing the quantum numbers of the photon. Here we stand up for a view that as there are no data on the nucleon e.m. ff’s at the region $`0<t<4m_N^2`$ of a manifestation of the majority of resonances under consideration, the resonance parameters have to be always fixed at the world averaged values and then investigated their consistency with existing ff data in other regions and also with principles on the base of which the considered model is constructed.
In Review of Particle Physics we find just 5 isoscalar resonances $`\omega `$(782), $`\varphi `$(1020), $`\omega ^,`$(1420), $`\omega ^{,,}`$(1600), $`\varphi ^,`$(1680) with required properties. However, one finds only 3 isovector resonances $`\rho `$(770), $`\rho ^,`$(1450), $`\rho ^{,,}`$(1700) with quantum numbers of the photon there. On the other hand, we have obtained an experience in that the most stable description of existing data is obtained if equal number of isoscalar and isovector resonances in the investigated model is taken into account. Therefore in the isovector Dirac and Pauli ff’s we consider also the third excited state of the $`\rho `$-meson, $`\rho ^{,,,}`$(2150), revealed in , and moreover, we also introduce hypothetically the fourth excited state of the $`\rho `$-meson $`\rho ^{,,,,}`$(?), the mass and width of which are free parameters of the model. As one can see further in a comparison of the model with all existing data, those resonance parameters will be found to be quite reasonable and thus they provide simultaneous perfect description of the space-like and time-like nucleon ff data, including also the FENICE (Frascati) results on the neutron.
Now, in order to take into account the experimental fact of a creation of vector-meson resonances in $`e^+e^{}`$ annihilation into hadrons, we start with the vector-meson-dominance (VMD) parametrization of the isoscalar and isovector parts of the Dirac and Pauli ff’s
$`F_1^s(t)={\displaystyle \underset{\omega ,\varphi ,\omega ^,,\omega ^{,,},\varphi ^,}{}}{\displaystyle \frac{m_s^2}{m_s^2t}}(f_{sNN}^{(1)}/f_s);`$ $`F_1^v(t)={\displaystyle \underset{\varrho ,\varrho ^,,\varrho ^{,,},\varrho ^{,,,},\varrho ^{,,,,}}{}}{\displaystyle \frac{m_v^2}{m_v^2t}}(f_{vNN}^{(1)}/f_v);`$
$`F_2^s(t)={\displaystyle \underset{\omega ,\varphi ,\omega ^,,\omega ^{,,},\varphi ^,}{}}{\displaystyle \frac{m_s^2}{m_s^2t}}(f_{sNN}^{(2)}/f_s);`$ $`F_2^v(t)={\displaystyle \underset{\varrho ,\varrho ^,,\varrho ^{,,},\varrho ^{,,,},\varrho ^{,,,,}}{}}{\displaystyle \frac{m_v^2}{m_v^2t}}(f_{vNN}^{(2)}/f_v),`$ (7)
where $`m_s`$ and $`m_v`$ are isoscalar and isovector vector-meson masses, $`f_{sNN}^{(1)}`$, $`f_{vNN}^{(1)}`$ and $`f_{sNN}^{(2)}`$, $`f_{vNN}^{(2)}`$ are vector and tensor vector-meson-nucleon coupling constants and $`f_s`$, $`f_v`$ are the universal vector-meson coupling constants to be determined in a vector-meson decay into two charged leptons. Here in the isoscalar ff’s also $`\varphi `$(1020) and $`\varphi ^,`$(1680) meson contributions are considered as there are clear indications on the strange quark content in the nucleon and the OZI rule violation as well.
The expressions (7) do not govern neither the normalization conditions (6), nor the asymptomatic behaviour
$`t^{i+1}F_i^{s,v}(t)_{|t|\mathrm{}}constant,i=1,2`$ (8)
to be consistent up to logarithmic correction with results as predicted by the quark model of hadrons. However, any serious attempt to describe the present experimental data on the nucleon e.m. ff’s has to account for these constraints. Their explicit requirement in (7) leads to four systems of algebraic equations
$`\mathrm{I}.`$ $`{\displaystyle \underset{\omega ,\varphi ,\omega ^,,\omega ^{,,},\varphi ^,}{}}(f_{sNN}^{(1)}/f_s)={\displaystyle \frac{1}{2}}`$
$`{\displaystyle \underset{\omega ,\varphi ,\omega ^,,\omega ^{,,},\varphi ^,}{}}(f_{sNN}^{(1)}/f_s)m_s^2=0`$ (9)
$`\mathrm{II}.`$ $`{\displaystyle \underset{\varrho ,\varrho ^,,\varrho ^{,,},\varrho ^{,,,},\varrho ^{,,,,}}{}}(f_{vNN}^{(1)}/f_v)={\displaystyle \frac{1}{2}}`$
$`{\displaystyle \underset{\varrho ,\varrho ^,,\varrho ^{,,},\varrho ^{,,,},\varrho ^{,,,,}}{}}(f_{vNN}^{(1)}/f_v)m_v^2=0`$ (10)
$`\mathrm{III}.`$ $`{\displaystyle \underset{\omega ,\varphi ,\omega ^,,\omega ^{,,},\varphi ^,}{}}(f_{sNN}^{(2)}/f_s)={\displaystyle \frac{1}{2}}(\mu _p+\mu _n)`$
$`{\displaystyle \underset{\omega ,\varphi ,\omega ^,,\omega ^{,,},\varphi ^,}{}}(f_{sNN}^{(2)}/f_s)m_s^2=0`$
$`(f_{\omega NN}^{(2)}/f_\omega )m_\omega ^2(m_\varphi ^2+m_{\omega ^,}^2+m_{\omega ^{,,}}^2+m_{\varphi ^,}^2)+`$
$`(f_{\varphi NN}^{(2)}/f_\varphi )m_\varphi ^2(m_\omega ^2+m_{\omega ^,}^2+m_{\omega ^{,,}}^2+m_{\varphi ^,}^2)+`$
$`(f_{\omega ^,NN}^{(2)}/f_{\omega ^,})m_{\omega ^,}^2(m_\varphi ^2+m_\omega ^2+m_{\omega ^{,,}}^2+m_{\varphi ^,}^2)+`$
$`(f_{\omega ^{,,}NN}^{(2)}/f_{\omega ^{,,}})m_{\omega ^{,,}}^2(m_\varphi ^2+m_{\omega ^,}^2+m_\omega ^2+m_{\varphi ^,}^2)+`$
$`(f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,})m_{\varphi ^,}^2(m_\varphi ^2+m_{\omega ^,}^2+m_{\omega ^{,,}}^2+m_\omega ^2)=0`$
$`\mathrm{IV}.`$ $`{\displaystyle \underset{\varrho ,\varrho ^,,\varrho ^{,,},\varrho ^{,,,},\varrho ^{,,,,}}{}}(f_{vNN}^{(2)}/f_v)={\displaystyle \frac{1}{2}}(\mu _p\mu _n)`$
$`{\displaystyle \underset{\varrho ,\varrho ^,,\varrho ^{,,},\varrho ^{,,,},\varrho ^{,,,,}}{}}(f_{vNN}^{(2)}/f_v)m_v^2=0`$
$`(f_{\varrho NN}^{(2)}/f_\varrho )m_\varrho ^2(m_{\varrho ^,}^2+m_{\varrho ^{,,}}^2+m_{\varrho ^{,,,}}^2+m_{\varrho ^{,,,,}}^2)+`$
$`(f_{\varrho ^,NN}^{(2)}/f_{\varrho ^,})m_{\varrho ^,}^2(m_\varrho ^2+m_{\varrho ^{,,}}^2+m_{\varrho ^{,,,}}^2+m_{\varrho ^{,,,,}}^2)+`$
$`(f_{\varrho ^{,,}NN}^{(2)}/f_{\varrho ^{,,}})m_{\varrho ^{,,}}^2(m_{\varrho ^,}^2+m_\varrho ^2+m_{\varrho ^{,,,}}^2+m_{\varrho ^{,,,,}}^2)+`$
$`(f_{\varrho ^{,,,}NN}^{(2)}/f_{\varrho ^{,,,}})m_{\varrho ^{,,,}}^2(m_{\varrho ^,}^2+m_{\varrho ^{,,}}^2+m_\varrho ^2+m_{\varrho ^{,,,,}}^2)+`$
$`(f_{\varrho ^{,,,,}NN}^{(2)}/f_{\varrho ^{,,,,}})m_{\varrho ^{,,,,}}^2(m_{\varrho ^,}^2+m_{\varrho ^{,,}}^2+m_{\varrho ^{,,,}}^2+m_\varrho ^2)=0`$
for $`(f_{sNN}^{(1)}/f_s)`$, $`(f_{vNN}^{(1)}/f_v)`$, $`(f_{sNN}^{(2)}/f_s)`$, and $`(f_{vNN}^{(2)}/f_v)`$, which reduce a number of free parameters of the constructed model remarkably.
Solutions of the (9)-(2)can be chosen in the following form
$`\mathrm{I}.(f_{\omega ^,NN}^{(1)}/f_{\omega ^,})`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{m_{\omega ^{,,}}^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}(f_{\omega NN}^{(1)}/f_\omega ){\displaystyle \frac{m_{\omega ^{,,}}^2m_\omega ^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}`$ (13)
$``$ $`(f_{\varphi NN}^{(1)}/f_\varphi ){\displaystyle \frac{m_{\omega ^{,,}}^2m_\varphi ^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}+(f_{\varphi ^,NN}^{(1)}/f_{\varphi ^,}){\displaystyle \frac{m_{\varphi ^,}^2m_{\omega ^{,,}}^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}`$
$`(f_{\omega ^{,,}NN}^{(1)}/f_{\omega ^{,,}})`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{m_{\omega ^,}^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}+(f_{\omega NN}^{(1)}/f_\omega ){\displaystyle \frac{m_{\omega ^,}^2m_\omega ^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}+`$
$`+`$ $`(f_{\varphi NN}^{(1)}/f_\varphi ){\displaystyle \frac{m_{\omega ^,}^2m_\varphi ^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}(f_{\varphi ^,NN}^{(1)}/f_{\varphi ^,}){\displaystyle \frac{m_{\varphi ^,}^2m_{\omega ^,}^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}`$
$`\mathrm{II}.(f_{\varrho ^,NN}^{(1)}/f_{\varrho ^,})`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{m_{\varrho ^{,,}}^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}(f_{\varrho NN}^{(1)}/f_\varrho ){\displaystyle \frac{m_{\varrho ^{,,}}^2m_\varrho ^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}+`$ (14)
$`+`$ $`(f_{\varrho ^{,,,}NN}^{(1)}/f_{\varrho ^{,,,}}){\displaystyle \frac{m_{\varrho ^{,,,}}^2m_{\varrho ^{,,}}^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}+(f_{\varrho ^{,,,,}NN}^{(1)}/f_{\varrho ^{,,,,}}){\displaystyle \frac{m_{\varrho ^{,,,,}}^2m_{\varrho ^{,,}}^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}`$
$`(f_{\varrho ^{,,}NN}^{(1)}/f_{\varrho ^{,,}})`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{m_{\varrho ^,}^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}+(f_{\varrho NN}^{(1)}/f_\varrho ){\displaystyle \frac{m_{\varrho ^,}^2m_\varrho ^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}`$
$``$ $`(f_{\varrho ^{,,,}NN}^{(1)}/f_{\varrho ^{,,,}}){\displaystyle \frac{m_{\varrho ^{,,,}}^2m_{\varrho ^,}^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}(f_{\varrho ^{,,,,}NN}^{(1)}/f_{\varrho ^{,,,,}}){\displaystyle \frac{m_{\varrho ^{,,,,}}^2m_{\varrho ^,}^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}`$
$`\mathrm{III}.(f_{\omega NN}^{(2)}/f_\omega )`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p+\mu _n){\displaystyle \frac{m_{\omega ^{,,}}^2m_{\omega ^,}^2}{(m_{\omega ^{,,}}^2m_\omega ^2)(m_{\omega ^,}^2m_\omega ^2)}}`$
$``$ $`(f_{\varphi NN}^{(2)}/f_\varphi ){\displaystyle \frac{(m_{\omega ^{,,}}^2m_\varphi ^2)(m_{\omega ^,}^2m_\varphi ^2)}{(m_{\omega ^{,,}}^2m_\omega ^2)(m_{\omega ^,}^2m_\omega ^2)}}`$
$``$ $`(f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,}){\displaystyle \frac{(m_{\varphi ^,}^2m_{\omega ^{,,}}^2)(m_{\varphi ^,}^2m_{\omega ^,}^2)}{(m_{\omega ^{,,}}^2m_\omega ^2)(m_{\omega ^,}^2m_\omega ^2)}}`$
$`(f_{\omega ^,NN}^{(2)}/f_{\omega ^,})`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p+\mu _n){\displaystyle \frac{m_{\omega ^{,,}}^2m_\omega ^2}{(m_{\omega ^{,,}}^2m_{\omega ^,}^2)(m_{\omega ^,}^2m_\omega ^2)}}`$
$``$ $`(f_{\varphi NN}^{(2)}/f_\varphi ){\displaystyle \frac{(m_{\omega ^{,,}}^2m_\varphi ^2)(m_\varphi ^2m_\omega ^2)}{(m_{\omega ^{,,}}^2m_{\omega ^,}^2)(m_{\omega ^,}^2m_\omega ^2)}}+`$
$`+`$ $`(f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,}){\displaystyle \frac{(m_{\varphi ^,}^2m_{\omega ^{,,}}^2)(m_{\varphi ^,}^2m_\omega ^2)}{(m_{\omega ^{,,}}^2m_{\omega ^,}^2)(m_{\omega ^,}^2m_\omega ^2)}}`$
$`(f_{\omega ^{,,}NN}^{(2)}/f_{\omega ^{,,}})`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p+\mu _n){\displaystyle \frac{m_{\omega ^,}^2m_\omega ^2}{(m_{\omega ^{,,}}^2m_{\omega ^,}^2)(m_{\omega ^{,,}}^2m_\omega ^2)}}+`$
$`+`$ $`(f_{\varphi NN}^{(2)}/f_\varphi ){\displaystyle \frac{(m_{\omega ^,}^2m_\varphi ^2)(m_\varphi ^2m_\omega ^2)}{(m_{\omega ^{,,}}^2m_{\omega ^,}^2)(m_{\omega ^{,,}}^2m_\omega ^2)}}`$
$``$ $`(f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,}){\displaystyle \frac{(m_{\varphi ^,}^2m_{\omega ^,}^2)(m_{\varphi ^,}^2m_\omega ^2)}{(m_{\omega ^{,,}}^2m_{\omega ^,}^2)(m_{\omega ^{,,}}^2m_\omega ^2)}}`$
$`\mathrm{IV}.(f_{\varrho NN}^{(2)}/f_\varrho )`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p\mu _n){\displaystyle \frac{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}{(m_{\varrho ^{,,}}^2m_\varrho ^2)(m_{\varrho ^,}^2m_\varrho ^2)}}`$
$``$ $`(f_{\varrho ^{,,,}NN}^{(2)}/f_{\varrho ^{,,,}}){\displaystyle \frac{(m_{\varrho ^{,,,}}^2m_{\varrho ^{,,}}^2)(m_{\varrho ^{,,,}}^2m_{\varrho ^,}^2)}{(m_{\varrho ^{,,}}^2m_\varrho ^2)(m_{\varrho ^,}^2m_\varrho ^2)}}`$
$``$ $`(f_{\varrho ^{,,,,}NN}^{(2)}/f_{\varrho ^{,,,,}}){\displaystyle \frac{(m_{\varrho ^{,,,,}}^2m_{\varrho ^{,,}}^2)(m_{\varrho ^{,,,,}}^2m_{\varrho ^,}^2)}{(m_{\varrho ^{,,}}^2m_\varrho ^2)(m_{\varrho ^,}^2m_\varrho ^2)}}`$
$`(f_{\varrho ^,NN}^{(2)}/f_{\varrho ^,})`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p\mu _n){\displaystyle \frac{m_{\varrho ^{,,}}^2m_\varrho ^2}{(m_{\varrho ^{,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^,}^2m_\varrho ^2)}}+`$
$`+`$ $`(f_{\varrho ^{,,,}NN}^{(2)}/f_{\varrho ^{,,,}}){\displaystyle \frac{(m_{\varrho ^{,,,}}^2m_{\varrho ^{,,}}^2)(m_{\varrho ^{,,,}}^2m_\varrho ^2)}{(m_{\varrho ^{,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^,}^2m_\varrho ^2)}}+`$
$`+`$ $`(f_{\varrho ^{,,,,}NN}^{(2)}/f_{\varrho ^{,,,,}}){\displaystyle \frac{(m_{\varrho ^{,,,,}}^2m_{\varrho ^{,,}}^2)(m_{\varrho ^{,,,,}}^2m_\varrho ^2)}{(m_{\varrho ^{,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^,}^2m_\varrho ^2)}}`$
$`(f_{\varrho ^{,,}NN}^{(2)}/f_{\varrho ^{,,}})`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p\mu _n){\displaystyle \frac{m_{\varrho ^,}^2m_\varrho ^2}{(m_{\varrho ^{,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^{,,}}^2m_\varrho ^2)}}`$
$``$ $`(f_{\varrho ^{,,,}NN}^{(2)}/f_{\varrho ^{,,,}}){\displaystyle \frac{(m_{\varrho ^{,,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^{,,,}}^2m_\varrho ^2)}{(m_{\varrho ^{,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^{,,}}^2m_\varrho ^2)}}`$
$``$ $`(f_{\varrho ^{,,,,}NN}^{(2)}/f_{\varrho ^{,,,,}}){\displaystyle \frac{(m_{\varrho ^{,,,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^{,,,,}}^2m_\varrho ^2)}{(m_{\varrho ^{,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^{,,}}^2m_\varrho ^2)}},`$
which transform the original parametrizations (7) of the isoscalar and isovector Dirac and Pauli nucleon ff’s still into the zero-width VMD expressions
$`F_1^s(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{m_{\omega ^{,,}}^2m_{\omega ^,}^2}{(m_{\omega ^{,,}}^2t)(m_{\omega ^,}^2t)}}+`$
$`+`$ $`\{{\displaystyle \frac{m_{\omega ^{,,}}^2m_\omega ^2}{(m_{\omega ^{,,}}^2t)(m_\omega ^2t)}}{\displaystyle \frac{m_{\omega ^{,,}}^2m_\omega ^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}{\displaystyle \frac{m_{\omega ^,}^2m_\omega ^2}{(m_{\omega ^,}^2t)(m_\omega ^2t)}}{\displaystyle \frac{m_{\omega ^,}^2m_\omega ^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}`$
$``$ $`{\displaystyle \frac{m_{\omega ^{,,}}^2m_{\omega ^,}^2}{(m_{\omega ^{,,}}^2t)(m_{\omega ^,}^2t)}}\}(f_{\omega NN}^{(1)}/f_\omega )+`$
$`+`$ $`\{{\displaystyle \frac{m_{\omega ^{,,}}^2m_\varphi ^2}{(m_{\omega ^{,,}}^2t)(m_\varphi ^2t)}}{\displaystyle \frac{m_{\omega ^{,,}}^2m_\varphi ^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}{\displaystyle \frac{m_{\omega ^,}^2m_\varphi ^2}{(m_{\omega ^,}^2t)(m_\varphi ^2t)}}{\displaystyle \frac{m_{\omega ^,}^2m_\varphi ^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}`$
$``$ $`{\displaystyle \frac{m_{\omega ^{,,}}^2m_{\omega ^,}^2}{(m_{\omega ^{,,}}^2t)(m_{\omega ^,}^2t)}}\}(f_{\varphi NN}^{(1)}/f_\varphi )`$
$``$ $`\{{\displaystyle \frac{m_{\varphi ^,}^2m_{\omega ^{,,}}^2}{(m_{\varphi ^,}^2t)(m_{\omega ^{,,}}^2t)}}{\displaystyle \frac{m_{\varphi ^,}^2m_{\omega ^{,,}}^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}{\displaystyle \frac{m_{\varphi ^,}^2m_{\omega ^,}^2}{(m_{\varphi ^,}^2t)(m_{\omega ^,}^2t)}}{\displaystyle \frac{m_{\varphi ^,}^2m_{\omega ^,}^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}+`$
$`+`$ $`{\displaystyle \frac{m_{\omega ^{,,}}^2m_{\omega ^,}^2}{(m_{\omega ^{,,}}^2t)(m_{\omega ^,}^2t)}}\}(f_{\varphi ^,NN}^{(1)}/f_{\varphi ^,}),`$
$`F_1^v(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}{(m_{\varrho ^{,,}}^2t)(m_{\varrho ^,}^2t)}}+`$
$`+`$ $`\{{\displaystyle \frac{m_{\varrho ^{,,}}^2m_\varrho ^2}{(m_{\varrho ^{,,}}^2t)(m_\varrho ^2t)}}{\displaystyle \frac{m_{\varrho ^{,,}}^2m_\varrho ^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}{\displaystyle \frac{m_{\varrho ^,}^2m_\varrho ^2}{(m_{\varrho ^,}^2t)(m_\varrho ^2t)}}{\displaystyle \frac{m_{\varrho ^,}^2m_\varrho ^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}`$
$``$ $`{\displaystyle \frac{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}{(m_{\varrho ^{,,}}^2t)(m_{\varrho ^,}^2t)}}\}(f_{\varrho NN}^{(1)}/f_\varrho )+`$
$`+`$ $`\{{\displaystyle \frac{m_{\varrho ^{,,,}}^2m_{\varrho ^,}^2}{(m_{\varrho ^{,,,}}^2t)(m_{\varrho ^,}^2t)}}{\displaystyle \frac{m_{\varrho ^{,,,}}^2m_{\varrho ^,}^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}{\displaystyle \frac{m_{\varrho ^{,,,}}^2m_{\varrho ^{,,}}^2}{(m_{\varrho ^{,,,}}^2t)(m_{\varrho ^{,,}}^2t)}}{\displaystyle \frac{m_{\varrho ^{,,,}}^2m_{\varrho ^{,,}}^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}`$
$``$ $`{\displaystyle \frac{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}{(m_{\varrho ^{,,}}^2t)(m_{\varrho ^,}^2t)}}\}(f_{\varrho ^{,,,}NN}^{(1)}/f_{\varrho ^{,,,}})`$
$``$ $`\{{\displaystyle \frac{m_{\varrho ^{,,,,}}^2m_{\varrho ^{,,}}^2}{(m_{\varrho ^{,,,,}}^2t)(m_{\varrho ^{,,}}^2t)}}{\displaystyle \frac{m_{\varrho ^{,,,,}}^2m_{\varrho ^{,,}}^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}{\displaystyle \frac{m_{\varrho ^{,,,,}}^2m_{\varrho ^,}^2}{(m_{\varrho ^{,,,,}}^2t)(m_{\varrho ^,}^2t)}}{\displaystyle \frac{m_{\varrho ^{,,,,}}^2m_{\varrho ^,}^2}{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}}+`$
$`+`$ $`{\displaystyle \frac{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}{(m_{\varrho ^{,,}}^2t)(m_{\varrho ^,}^2t)}}\}(f_{\varrho ^{,,,,}NN}^{(1)}/f_{\varrho ^{,,,,}}),`$
$`F_2^s(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p+\mu _n){\displaystyle \frac{m_{\omega ^{,,}}^2m_{\omega ^,}^2m_\omega ^2}{(m_{\omega ^{,,}}^2t)(m_{\omega ^,}^2t)(m_\omega ^2t)}}+`$
$`+`$ $`\{{\displaystyle \frac{m_{\omega ^{,,}}^2m_\varphi ^2m_\omega ^2}{(m_{\omega ^{,,}}^2t)(m_\varphi ^2t)(m_\omega ^2t)}}{\displaystyle \frac{(m_{\omega ^{,,}}^2m_\varphi ^2)(m_\varphi ^2m_\omega ^2)}{(m_{\omega ^{,,}}^2m_{\omega ^,}^2)(m_{\omega ^,}^2m_\omega ^2)}}+`$
$`+`$ $`{\displaystyle \frac{m_{\omega ^{,,}}^2m_{\omega ^,}^2m_\varphi ^2}{(m_{\omega ^{,,}}^2t)(m_{\omega ^,}^2t)(m_\varphi ^2t)}}{\displaystyle \frac{(m_{\omega ^{,,}}^2m_\varphi ^2)(m_{\omega ^,}^2m_\varphi ^2)}{(m_{\omega ^{,,}}^2m_\omega ^2)(m_{\omega ^,}^2m_\omega ^2)}}`$
$``$ $`{\displaystyle \frac{m_{\omega ^,}^2m_\varphi ^2m_\omega ^2}{(m_{\omega ^,}^2t)(m_\varphi ^2t)(m_\omega ^2t)}}{\displaystyle \frac{(m_{\omega ^,}^2m_\varphi ^2)(m_\varphi ^2m_\omega ^2)}{(m_{\omega ^{,,}}^2m_{\omega ^,}^2)(m_{\omega ^{,,}}^2m_\omega ^2)}}`$
$``$ $`{\displaystyle \frac{m_{\omega ^{,,}}^2m_{\omega ^,}^2m_\omega ^2}{(m_{\omega ^{,,}}^2t)(m_{\omega ^,}^2t)(m_\omega ^2t)}}\}(f_{\varphi NN}^{(2)}/f_\varphi )+`$
$`+`$ $`\{{\displaystyle \frac{m_{\varphi ^,}^2m_{\omega ^{,,}}^2m_{\omega ^,}^2}{(m_{\varphi ^,}^2t)(m_{\omega ^{,,}}^2t)(m_{\omega ^,}^2t)}}{\displaystyle \frac{(m_{\varphi ^,}^2m_{\omega ^{,,}}^2)(m_{\varphi ^,}^2m_{\omega ^,}^2)}{(m_{\omega ^{,,}}^2m_\omega ^2)(m_{\omega ^,}^2m_\omega ^2)}}`$
$``$ $`{\displaystyle \frac{m_{\varphi ^,}^2m_{\omega ^{,,}}^2m_\omega ^2}{(m_{\varphi ^,}^2t)(m_{\omega ^{,,}}^2t)(m_\omega ^2t)}}{\displaystyle \frac{(m_{\varphi ^,}^2m_{\omega ^{,,}}^2)(m_{\varphi ^,}^2m_\omega ^2)}{(m_{\omega ^{,,}}^2m_{\omega ^,}^2)(m_{\omega ^,}^2m_\omega ^2)}}+`$
$`+`$ $`{\displaystyle \frac{m_{\varphi ^,}^2m_{\omega ^,}^2m_\omega ^2}{(m_{\varphi ^,}^2t)(m_{\omega ^,}^2t)(m_\omega ^2t)}}{\displaystyle \frac{(m_{\varphi ^,}^2m_{\omega ^,}^2)(m_{\varphi ^,}^2m_\omega ^2)}{(m_{\omega ^{,,}}^2m_{\omega ^,}^2)(m_{\omega ^{,,}}^2m_\omega ^2)}}`$
$``$ $`{\displaystyle \frac{m_{\omega ^{,,}}^2m_{\omega ^,}^2m_\omega ^2}{(m_{\omega ^{,,}}^2t)(m_{\omega ^,}^2t)(m_\omega ^2t)}}\}(f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,}),`$
$`F_2^v(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p\mu _n){\displaystyle \frac{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2m_\varrho ^2}{(m_{\varrho ^{,,}}^2t)(m_{\varrho ^,}^2t)(m_\varrho ^2t)}}+`$
$`+`$ $`\{{\displaystyle \frac{m_{\varrho ^{,,,}}^2m_{\varrho ^,}^2m_\varrho ^2}{(m_{\varrho ^{,,,}}^2t)(m_{\varrho ^,}^2t)(m_\varrho ^2t)}}{\displaystyle \frac{(m_{\varrho ^{,,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^{,,,}}^2m_\varrho ^2)}{(m_{\varrho ^{,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^{,,}}^2m_\varrho ^2)}}`$
$``$ $`{\displaystyle \frac{m_{\varrho ^{,,,}}^2m_{\varrho ^{,,}}^2m_\varrho ^2}{(m_{\varrho ^{,,,}}^2t)(m_{\varrho ^{,,}}^2t)(m_\varrho ^2t)}}{\displaystyle \frac{(m_{\varrho ^{,,,}}^2m_{\varrho ^{,,}}^2)(m_{\varrho ^{,,,}}^2m_\varrho ^2)}{(m_{\varrho ^{,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^,}^2m_\varrho ^2)}}+`$
$`+`$ $`{\displaystyle \frac{m_{\varrho ^{,,,}}^2m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}{(m_{\varrho ^{,,,}}^2t)(m_{\varrho ^{,,}}^2t)(m_{\varrho ^,}^2t)}}{\displaystyle \frac{(m_{\varrho ^{,,,}}^2m_{\varrho ^{,,}}^2)(m_{\varrho ^{,,,}}^2m_{\varrho ^,}^2)}{(m_{\varrho ^{,,}}^2m_\varrho ^2)(m_{\varrho ^,}^2m_\varrho ^2)}}`$
$``$ $`{\displaystyle \frac{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2m_\varrho ^2}{(m_{\varrho ^{,,}}^2t)(m_{\varrho ^,}^2t)(m_\varrho ^2t)}}\}(f_{\varrho ^{,,,}NN}^{(2)}/f_{\varrho ^{,,,}})+`$
$`+`$ $`\{{\displaystyle \frac{m_{\varrho ^{,,,,}}^2m_{\varrho ^,}^2m_\varrho ^2}{(m_{\varrho ^{,,,,}}^2t)(m_{\varrho ^,}^2t)(m_\varrho ^2t)}}{\displaystyle \frac{(m_{\varrho ^{,,,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^{,,,,}}^2m_\varrho ^2)}{(m_{\varrho ^{,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^{,,}}^2m_\varrho ^2)}}`$
$``$ $`{\displaystyle \frac{m_{\varrho ^{,,,,}}^2m_{\varrho ^{,,}}^2m_\varrho ^2}{(m_{\varrho ^{,,,,}}^2t)(m_{\varrho ^{,,}}^2t)(m_\varrho ^2t)}}{\displaystyle \frac{(m_{\varrho ^{,,,,}}^2m_{\varrho ^{,,}}^2)(m_{\varrho ^{,,,,}}^2m_\varrho ^2)}{(m_{\varrho ^{,,}}^2m_{\varrho ^,}^2)(m_{\varrho ^,}^2m_\varrho ^2)}}+`$
$`+`$ $`{\displaystyle \frac{m_{\varrho ^{,,,,}}^2m_{\varrho ^{,,}}^2m_{\varrho ^,}^2}{(m_{\varrho ^{,,,,}}^2t)(m_{\varrho ^{,,}}^2t)(m_{\varrho ^,}^2t)}}{\displaystyle \frac{(m_{\varrho ^{,,,,}}^2m_{\varrho ^{,,}}^2)(m_{\varrho ^{,,,,}}^2m_{\varrho ^,}^2)}{(m_{\varrho ^{,,}}^2m_\varrho ^2)(m_{\varrho ^,}^2m_\varrho ^2)}}`$
$``$ $`{\displaystyle \frac{m_{\varrho ^{,,}}^2m_{\varrho ^,}^2m_\varrho ^2}{(m_{\varrho ^{,,}}^2t)(m_{\varrho ^,}^2t)(m_\varrho ^2t)}}\}(f_{\varrho ^{,,,,}NN}^{(2)}/f_{\varrho ^{,,,,}}),`$
however, these are already automatically normalized and they govern the required asymptotic behaviour (8). Despite the latter properties the model is unable to reproduce the existing experimental information properly and only its unitarization leads to a correct simultaneous description of the space-like and time-like data.
It is well known that the unitarity condition requires the imaginary part of the nucleon e.m. ff’s to be different from zero above the lowest branch point $`t_0`$ and, moreover, it just predicts its smoothly varying behaviour (see e.g. , ).
Further we show that the unitarization of the model (2)-(2) can be achieved by application of the following special non-linear transformations
$`t=t_0^s{\displaystyle \frac{4(t_{in}^{1s}t_0^s)}{[1/VV]^2}},`$ $`t=t_0^s{\displaystyle \frac{4(t_{in}^{2s}t_0^s)}{[1/UU]^2}},`$
$`t=t_0^v{\displaystyle \frac{4(t_{in}^{1v}t_0^v)}{[1/WW]^2}},`$ $`t=t_0^v{\displaystyle \frac{4(t_{in}^{2v}t_0^v)}{[1/XX]^2}},`$ (21)
respectively, and a subsequent incorporation of the non-zero values of vector meson widths. There are also another expressions utilized for the vector meson masses squared
$`m_s^2=t_0^s{\displaystyle \frac{4(t_{in}^{1s}t_0^s)}{[1/V_{s0}V_{s0}]^2}},`$ $`m_s^2=t_0^s{\displaystyle \frac{4(t_{in}^{2s}t_0^s)}{[1/U_{s0}U_{s0}]^2}},`$
$`m_v^2=t_0^v{\displaystyle \frac{4(t_{in}^{1v}t_0^v)}{[1/W_{v0}W_{v0}]^2}},`$ $`m_v^2=t_0^v{\displaystyle \frac{4(t_{in}^{2v}t_0^v)}{[1/X_{v0}X_{v0}]^2}},`$ (22)
and identities
$`0=t_0^s{\displaystyle \frac{4(t_{in}^{1s}t_0^s)}{[1/V_NV_N]^2}},`$ $`0=t_0^s{\displaystyle \frac{4(t_{in}^{2s}t_0^s)}{[1/U_NU_N]^2}},`$
$`0=t_0^v{\displaystyle \frac{4(t_{in}^{1v}t_0^v)}{[1/W_NW_N]^2}},`$ $`0=t_0^v{\displaystyle \frac{4(t_{in}^{2v}t_0^v)}{[1/X_NX_N]^2}},`$ (23)
following from (21), where $`V_{s0}`$, $`W_{v0}`$, $`U_{s0}`$, $`X_{v0}`$ are the zero-width (therefore they have a subindex 0) VMD poles and $`V_N`$, $`W_N`$, $`U_N`$, $`X_N`$ are the normalization points (corresponding to $`t=0`$) in the $`V`$, $`W`$, $`U`$, $`X`$ planes, respectively, and $`t_0^s=9m_\pi ^2`$, $`t_0^v=4m_\pi ^2`$, $`t_{in}^{1s}`$, $`t_{in}^{2s}`$, $`t_{in}^{1v}`$, $`t_{in}^{2v}`$ are square-root branch points as it is transparent from the inverse transformations to (21), e.g.
$$V(t)=i\frac{\sqrt{\left(\frac{t_{in}^{1s}t_0^s}{t_0^s}\right)^{1/2}+\left(\frac{tt_0^s}{t_0^s}\right)^{1/2}}\sqrt{\left(\frac{t_{in}^{1s}t_0^s}{t_0^s}\right)^{1/2}\left(\frac{tt_0^s}{t_0^s}\right)^{1/2}}}{\sqrt{\left(\frac{t_{in}^{1s}t_0^s}{t_0^s}\right)^{1/2}+\left(\frac{tt_0^s}{t_0^s}\right)^{1/2}}+\sqrt{\left(\frac{t_{in}^{1s}t_0^s}{t_0^s}\right)^{1/2}\left(\frac{tt_0^s}{t_0^s}\right)^{1/2}}}$$
(24)
and similarly for $`W(t)`$, $`U(t)`$ and $`X(t)`$.
Really, the relations (21)-(23) first transform every t-dependent term and every constant term consisting of a ratio of mass differences in (2)-(2) into a new form as follows. For instance the term $`m_\omega ^2/(m_\omega ^2t)`$ in (2) is transformed into the following factorized form:
$$\frac{m_\omega ^2}{m_\omega ^2t}=\frac{m_\omega ^20}{m_\omega ^2t}=\left(\frac{1V^2}{1V_N^2}\right)^2\frac{(V_NV_{\omega _0})(V_N+V_{\omega _0})(V_N1/V_{\omega _0})(V_N+1/V_{\omega _0})}{(VV_{\omega _0})(V+V_{\omega _0})(V1/V_{\omega _0})(V+1/V_{\omega _0})}.$$
(25)
The constant mass terms, e.g. $`(m_{\omega ^,}^2m_\omega ^2)/(m_{\omega ^{,,}}^2m_{\omega ^,}^2)`$ also from (2), become as follows
$`{\displaystyle \frac{m_{\omega ^,}^2m_\omega ^2}{m_{\omega ^{,,}}^2m_{\omega ^,}^2}}={\displaystyle \frac{(m_{\omega ^,}^20)(m_\omega ^20)}{(m_{\omega ^{,,}}^20)(m_{\omega ^,}^20)}}=`$ (26)
$`=[{\displaystyle \frac{(V_NV_{\omega _0^,})(V_N+V_{\omega _0^,})(V_N1/V_{\omega _0^,})(V_N+1/V_{\omega _0^,})}{(V_{\omega _0^,}1/V_{\omega _0^,})^2}}`$
$`{\displaystyle \frac{(V_NV_{\omega _0})(V_N+V_{\omega _0})(V_N1/V_{\omega _0})(V_N+1/V_{\omega _0})}{(V_{\omega _0}1/V_{\omega _0})^2}}]/`$
$`[{\displaystyle \frac{(V_NV_{\omega _0^{,,}})(V_N+V_{\omega _0^{,,}})(V_N1/V_{\omega _0^{,,}})(V_N+1/V_{\omega _0^{,,}})}{(V_{\omega _0^{,,}}1/V_{\omega _0^{,,}})^2}}`$
$`{\displaystyle \frac{(V_NV_{\omega _0^,})(V_N+V_{\omega _0^,})(V_N1/V_{\omega _0^,})(V_N+1/V_{\omega _0^,})}{(V_{\omega _0^,}1/V_{\omega _0^,})^2}}]=`$
$`={\displaystyle \frac{C_{\omega _{}^{}{}_{0}{}^{}}^{1s}C_{\omega _0}^{1s}}{C_{\omega _{}^{\prime \prime }{}_{0}{}^{}}^{1s}C_{\omega _{}^{}{}_{0}{}^{}}^{1s}}}.`$
Then by utilization of the relations between complex and complex conjugate values of the corresponding zero-width VMD pole positions in the $`V`$, $`W`$, $`U`$, $`X`$ planes
$`V_{\omega _0}=V_{\omega _0}^{};V_{\varphi _0}=V_{\varphi _0}^{};V_{\omega _0^,}=V_{\omega _0^,}^{};V_{\omega _0^{,,}}=1/V_{\omega _0^{,,}}^{};V_{\varphi _0^,}=1/V_{\varphi _0^,}^{}`$
$`W_{\varrho _0}=W_{\varrho _0}^{};W_{\varrho _0^,}=W_{\varrho _0^,}^{};W_{\varrho _0^{,,}}=W_{\varrho _0^{,,}}^{};W_{\varrho _0^{,,,}}=1/W_{\varrho _0^{,,,}}^{};W_{\varrho _0^{,,,,}}=1/W_{\varrho _0^{,,,,}}^{}`$ (27)
$`U_{\omega _0}=U_{\omega _0}^{};U_{\varphi _0}=U_{\varphi _0}^{};U_{\omega _0^,}=U_{\omega _0^,}^{};U_{\omega _0^{,,}}=1/U_{\omega _0^{,,}}^{};U_{\varphi _0^,}=1/U_{\varphi _0^,}^{}`$
$`X_{\varrho _0}=X_{\varrho _0}^{};X_{\varrho _0^,}=X_{\varrho _0^,}^{};X_{\varrho _0^{,,}}=X_{\varrho _0^{,,}}^{};X_{\varrho _0^{,,,}}=1/X_{\varrho _0^{,,,}}^{};X_{\varrho _0^{,,,,}}=1/X_{\varrho _0^{,,,,}}^{}`$
following from the fact that in a fitting procedure we find
$`m_\omega ^2\mathrm{\Gamma }_\omega ^2/4<t_{in}^{1s};m_\varphi ^2\mathrm{\Gamma }_\varphi ^2/4<t_{in}^{1s};m_{\omega ^,}^2\mathrm{\Gamma }_{\omega ^,}^2/4<t_{in}^{1s};`$
$`m_{\omega ^{,,}}^2\mathrm{\Gamma }_{\omega ^{,,}}^2/4>t_{in}^{1s};m_{\varphi ^,}^2\mathrm{\Gamma }_{\varphi ^,}^2/4>t_{in}^{1s};`$
$`m_\omega ^2\mathrm{\Gamma }_\omega ^2/4<t_{in}^{2s};m_\varphi ^2\mathrm{\Gamma }_\varphi ^2/4<t_{in}^{2s};m_{\omega ^,}^2\mathrm{\Gamma }_{\omega ^,}^2/4<t_{in}^{2s};`$
$`m_{\omega ^{,,}}^2\mathrm{\Gamma }_{\omega ^{,,}}^2/4>t_{in}^{2s};m_{\varphi ^,}^2\mathrm{\Gamma }_{\varphi ^,}^2/4>t_{in}^{2s};`$ (28)
$`m_\varrho ^2\mathrm{\Gamma }_\varrho ^2/4<t_{in}^{1v};m_{\varrho ^,}^2\mathrm{\Gamma }_{\varrho ^,}^2/4<t_{in}^{1v};m_{\varrho ^{,,}}^2\mathrm{\Gamma }_{\varrho ^{,,}}^2/4<t_{in}^{1v};`$
$`m_{\varrho ^{,,,}}^2\mathrm{\Gamma }_{\varrho ^{,,,}}^2/4>t_{in}^{1v};m_{\varrho ^{,,,,}}^2\mathrm{\Gamma }_{\varrho ^{,,,,}}^2/4>t_{in}^{1v};`$
$`m_\varrho ^2\mathrm{\Gamma }_\varrho ^2/4<t_{in}^{2v};m_{\varrho ^,}^2\mathrm{\Gamma }_{\varrho ^,}^2/4<t_{in}^{2v};m_{\varrho ^{,,}}^2\mathrm{\Gamma }_{\varrho ^{,,}}^2/4<t_{in}^{2v};`$
$`m_{\varrho ^{,,,}}^2\mathrm{\Gamma }_{\varrho ^{,,,}}^2/4>t_{in}^{2v};m_{\varrho ^{,,,,}}^2\mathrm{\Gamma }_{\varrho ^{,,,,}}^2/4>t_{in}^{2v};`$
and subsequent introduction of the non-zero values of vector-meson widths $`\mathrm{\Gamma }0`$ by the substitutions
$$m_s^2(m_si\frac{\mathrm{\Gamma }_s}{2})^2;m_v^2(m_vi\frac{\mathrm{\Gamma }_v}{2})^2,$$
(29)
one gets, for every isoscalar and isovector Dirac and Pauli ff, one analytic function in the whole complex $`t`$-plane besides two right-hand cuts of the following forms
$`F_1^s[V(t)]`$ $`=`$ $`\left({\displaystyle \frac{1V^2}{1V_N^2}}\right)^4\{{\displaystyle \frac{1}{2}}{\displaystyle \frac{(V_NV_{\omega ^{,,}})(V_NV_{\omega ^{,,}}^{})(V_N+V_{\omega ^{,,}})(V_N+V_{\omega ^{,,}}^{})}{(VV_{\omega ^{,,}})(VV_{\omega ^{,,}}^{})(V+V_{\omega ^{,,}})(V+V_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(V_NV_{\omega ^,})(V_NV_{\omega ^,}^{})(V_N1/V_{\omega ^,})(V_N1/V_{\omega ^,}^{})}{(VV_{\omega ^,})(VV_{\omega ^,}^{})(V1/V_{\omega ^,})(V1/V_{\omega ^,}^{})}}+`$
$`+`$ $`[{\displaystyle \frac{(V_NV_{\omega ^{,,}})(V_NV_{\omega ^{,,}}^{})(V_N+V_{\omega ^{,,}})(V_N+V_{\omega ^{,,}}^{})}{(VV_{\omega ^{,,}})(VV_{\omega ^{,,}}^{})(V+V_{\omega ^{,,}})(V+V_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(V_NV_\omega )(V_NV_\omega ^{})(V_N1/V_\omega )(V_N1/V_\omega ^{})}{(VV_\omega )(VV_\omega ^{})(V1/V_\omega )(V1/V_\omega ^{})}}.{\displaystyle \frac{C_{\omega ^{,,}}^{1s}C_\omega ^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}`$
$``$ $`{\displaystyle \frac{(V_NV_{\omega ^,})(V_NV_{\omega ^,}^{})(V_N1/V_{\omega ^,})(V_N1/V_{\omega ^,}^{})}{(VV_{\omega ^,})(VV_{\omega ^,}^{})(V1/V_{\omega ^,})(V1/V_{\omega ^,}^{})}}.`$
. $`{\displaystyle \frac{(V_NV_\omega )(V_NV_\omega ^{})(V_N1/V_\omega )(V_N1/V_\omega ^{})}{(VV_\omega )(VV_\omega ^{})(V1/V_\omega )(V1/V_\omega ^{})}}.{\displaystyle \frac{C_{\omega ^,}^{1s}C_\omega ^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}`$
$``$ $`{\displaystyle \frac{(V_NV_{\omega ^{,,}})(V_NV_{\omega ^{,,}}^{})(V_N+V_{\omega ^{,,}})(V_N+V_{\omega ^{,,}}^{})}{(VV_{\omega ^{,,}})(VV_{\omega ^{,,}}^{})(V+V_{\omega ^{,,}})(V+V_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(V_NV_{\omega ^,})(V_NV_{\omega ^,}^{})(V_N1/V_{\omega ^,})(V_N1/V_{\omega ^,}^{})}{(VV_{\omega ^,})(VV_{\omega ^,}^{})(V1/V_{\omega ^,})(V1/V_{\omega ^,}^{})}}](f_{\omega NN}^{(1)}/f_\omega )+`$
$`+`$ $`[{\displaystyle \frac{(V_NV_{\omega ^{,,}})(V_NV_{\omega ^{,,}}^{})(V_N+V_{\omega ^{,,}})(V_N+V_{\omega ^{,,}}^{})}{(VV_{\omega ^{,,}})(VV_{\omega ^{,,}}^{})(V+V_{\omega ^{,,}})(V+V_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(V_NV_\varphi )(V_NV_\varphi ^{})(V_N1/V_\varphi )(V_N1/V_\varphi ^{})}{(VV_\varphi )(VV_\varphi ^{})(V1/V_\varphi )(V1/V_\varphi ^{})}}.{\displaystyle \frac{C_{\omega ^{,,}}^{1s}C_\varphi ^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}`$
$``$ $`{\displaystyle \frac{(V_NV_{\omega ^,})(V_NV_{\omega ^,}^{})(V_N1/V_{\omega ^,})(V_N1/V_{\omega ^,}^{})}{(VV_{\omega ^,})(VV_{\omega ^,}^{})(V1/V_{\omega ^,})(V1/V_{\omega ^,}^{})}}.`$
. $`{\displaystyle \frac{(V_NV_\varphi )(V_NV_\varphi ^{})(V_N1/V_\varphi )(V_N1/V_\varphi ^{})}{(VV_\varphi )(VV_\varphi ^{})(V1/V_\varphi )(V1/V_\varphi ^{})}}.{\displaystyle \frac{C_{\omega ^,}^{1s}C_\varphi ^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}`$
$``$ $`{\displaystyle \frac{(V_NV_{\omega ^{,,}})(V_NV_{\omega ^{,,}}^{})(V_N+V_{\omega ^{,,}})(V_N+V_{\omega ^{,,}}^{})}{(VV_{\omega ^{,,}})(VV_{\omega ^{,,}}^{})(V+V_{\omega ^{,,}})(V+V_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(V_NV_{\omega ^,})(V_NV_{\omega ^,}^{})(V_N1/V_{\omega ^,})(V_N1/V_{\omega ^,}^{})}{(VV_{\omega ^,})(VV_{\omega ^,}^{})(V1/V_{\omega ^,})(V1/V_{\omega ^,}^{})}}](f_{\varphi NN}^{(1)}/f_\varphi )`$
$``$ $`[{\displaystyle \frac{(V_NV_{\varphi ^,})(V_NV_{\varphi ^,}^{})(V_N+V_{\varphi ^,})(V_N+V_{\varphi ^,}^{})}{(VV_{\varphi ^,})(VV_{\varphi ^,}^{})(V+V_{\varphi ^,})(V+V_{\varphi ^,}^{})}}.`$
. $`{\displaystyle \frac{(V_NV_{\omega ^{,,}})(V_NV_{\omega ^{,,}}^{})(V_N+V_{\omega ^{,,}})(V_N+V_{\omega ^{,,}}^{})}{(VV_{\omega ^{,,}})(VV_{\omega ^{,,}}^{})(V+V_{\omega ^{,,}})(V+V_{\omega ^{,,}}^{})}}.{\displaystyle \frac{C_{\varphi ^,}^{1s}C_{\omega ^{,,}}^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}`$
$``$ $`{\displaystyle \frac{(V_NV_{\varphi ^,})(V_NV_{\varphi ^,}^{})(V_N+V_{\varphi ^,})(V_N+V_{\varphi ^,}^{})}{(VV_{\varphi ^,})(VV_{\varphi ^,}^{})(V+V_{\varphi ^,})(V+V_{\varphi ^,}^{})}}.`$
. $`{\displaystyle \frac{(V_NV_{\omega ^,})(V_NV_{\omega ^,}^{})(V_N1/V_{\omega ^,})(V_N1/V_{\omega ^,}^{})}{(VV_{\omega ^,})(VV_{\omega ^,}^{})(V1/V_{\omega ^,})(V1/V_{\omega ^,}^{})}}.{\displaystyle \frac{C_{\varphi ^,}^{1s}C_{\omega ^,}^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}+`$
$`+`$ $`{\displaystyle \frac{(V_NV_{\omega ^{,,}})(V_NV_{\omega ^{,,}}^{})(V_N+V_{\omega ^{,,}})(V_N+V_{\omega ^{,,}}^{})}{(VV_{\omega ^{,,}})(VV_{\omega ^{,,}}^{})(V+V_{\omega ^{,,}})(V+V_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(V_NV_{\omega ^,})(V_NV_{\omega ^,}^{})(V_N1/V_{\omega ^,})(V_N1/V_{\omega ^,}^{})}{(VV_{\omega ^,})(VV_{\omega ^,}^{})(V1/V_{\omega ^,})(V1/V_{\omega ^,}^{})}}](f_{\varphi ^,NN}^{(1)}/f_{\varphi ^,})\}`$
$`F_1^v[W(t)]`$ $`=`$ $`\left({\displaystyle \frac{1W^2}{1W_N^2}}\right)^4\{{\displaystyle \frac{1}{2}}{\displaystyle \frac{(W_NW_{\varrho ^{,,}})(W_NW_{\varrho ^{,,}}^{})(W_N1/W_{\varrho ^{,,}})(W_N1/W_{\varrho ^{,,}}^{})}{(WW_{\varrho ^{,,}})(WW_{\varrho ^{,,}}^{})(W1/W_{\varrho ^{,,}})(W1/W_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(W_NW_{\varrho ^,})(W_NW_{\varrho ^,}^{})(W_N1/W_{\varrho ^,})(W_N1/W_{\varrho ^,}^{})}{(WW_{\varrho ^,})(WW_{\varrho ^,}^{})(W1/W_{\varrho ^,})(W1/W_{\varrho ^,}^{})}}+`$
$`+`$ $`[{\displaystyle \frac{(W_NW_{\varrho ^{,,}})(W_NW_{\varrho ^{,,}}^{})(W_N1/W_{\varrho ^{,,}})(W_N1/W_{\varrho ^{,,}}^{})}{(WW_{\varrho ^{,,}})(WW_{\varrho ^{,,}}^{})(W1/W_{\varrho ^{,,}})(W1/W_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(W_NW_\varrho )(W_NW_\varrho ^{})(W_N1/W_\varrho )(W_N1/W_\varrho ^{})}{(WW_\varrho )(WW_\varrho ^{})(W1/W_\varrho )(W1/W_\varrho ^{})}}.{\displaystyle \frac{C_{\varrho ^{,,}}^{1v}C_\varrho ^{1v}}{C_{\varrho ^{,,}}^{1v}C_{\varrho ^,}^{1v}}}`$
$``$ $`{\displaystyle \frac{(W_NW_{\varrho ^,})(W_NW_{\varrho ^,}^{})(W_N1/W_{\varrho ^,})(W_N1/W_{\varrho ^,}^{})}{(WW_{\varrho ^,})(WW_{\varrho ^,}^{})(W1/W_{\varrho ^,})(W1/W_{\varrho ^,}^{})}}.`$
. $`{\displaystyle \frac{(W_NW_\varrho )(W_NW_\varrho ^{})(W_N1/W_\varrho )(W_N1/W_\varrho ^{})}{(WW_\varrho )(WW_\varrho ^{})(W1/W_\varrho )(W1/W_\varrho ^{})}}.{\displaystyle \frac{C_{\varrho ^,}^{1v}C_\varrho ^{1v}}{C_{\varrho ^{,,}}^{1v}C_{\varrho ^,}^{1v}}}`$
$``$ $`{\displaystyle \frac{(W_NW_{\varrho ^{,,}})(W_NW_{\varrho ^{,,}}^{})(W_N1/W_{\varrho ^{,,}})(W_N1/W_{\varrho ^{,,}}^{})}{(WW_{\varrho ^{,,}})(WW_{\varrho ^{,,}}^{})(W1/W_{\varrho ^{,,}})(W1/W_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(W_NW_{\varrho ^,})(W_NW_{\varrho ^,}^{})(W_N1/W_{\varrho ^,})(W_N1/W_{\varrho ^,}^{})}{(WW_{\varrho ^,})(WW_{\varrho ^,}^{})(W1/W_{\varrho ^,})(W1/W_{\varrho ^,}^{})}}](f_{\varrho NN}^{(1)}/f_\varrho )+`$
$`+`$ $`[{\displaystyle \frac{(W_NW_{\varrho ^{,,,}})(W_NW_{\varrho ^{,,,}}^{})(W_N+W_{\varrho ^{,,,}})(W_N+W_{\varrho ^{,,,}}^{})}{(WW_{\varrho ^{,,,}})(WW_{\varrho ^{,,,}}^{})(W+W_{\varrho ^{,,,}})(W+W_{\varrho ^{,,,}}^{})}}.`$
. $`{\displaystyle \frac{(W_NW_{\varrho ^,})(W_NW_{\varrho ^,}^{})(W_N1/W_{\varrho ^,})(W_N1/W_{\varrho ^,}^{})}{(WW_{\varrho ^,})(WW_{\varrho ^,}^{})(W1/W_{\varrho ^,})(W1/W_{\varrho ^,}^{})}}.{\displaystyle \frac{C_{\varrho ^{,,,}}^{1v}C_{\varrho ^,}^{1v}}{C_{\varrho ^{,,}}^{1v}C_{\varrho ^,}^{1v}}}`$
$``$ $`{\displaystyle \frac{(W_NW_{\varrho ^{,,,}})(W_NW_{\varrho ^{,,,}}^{})(W_N+W_{\varrho ^{,,,}})(W_N+W_{\varrho ^{,,,}}^{})}{(WW_{\varrho ^{,,,}})(WW_{\varrho ^{,,,}}^{})(W+W_{\varrho ^{,,,}})(W+W_{\varrho ^{,,,}}^{})}}.`$
. $`{\displaystyle \frac{(W_NW_{\varrho ^{,,}})(W_NW_{\varrho ^{,,}}^{})(W_N1/W_{\varrho ^{,,}})(W_N1/W_{\varrho ^{,,}}^{})}{(WW_{\varrho ^{,,}})(WW_{\varrho ^{,,}}^{})(W1/W_{\varrho ^{,,}})(W1/W_{\varrho ^{,,}}^{})}}.{\displaystyle \frac{C_{\varrho ^{,,,}}^{1v}C_{\varrho ^{,,}}^{1v}}{C_{\varrho ^{,,}}^{1v}C_{\varrho ^,}^{1v}}}`$
$``$ $`{\displaystyle \frac{(W_NW_{\varrho ^{,,}})(W_NW_{\varrho ^{,,}}^{})(W_N1/W_{\varrho ^{,,}})(W_N1/W_{\varrho ^{,,}}^{})}{(WW_{\varrho ^{,,}})(WW_{\varrho ^{,,}}^{})(W1/W_{\varrho ^{,,}})(W1/W_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(W_NW_{\varrho ^,})(W_NW_{\varrho ^,}^{})(W_N1/W_{\varrho ^,})(W_N1/W_{\varrho ^,}^{})}{(WW_{\varrho ^,})(WW_{\varrho ^,}^{})(W1/W_{\varrho ^,})(W1/W_{\varrho ^,}^{})}}](f_{\varrho ^{,,,}NN}^{(1)}/f_{\varrho ^{,,,}})`$
$``$ $`[{\displaystyle \frac{(W_NW_{\varrho ^{,,,,}})(W_NW_{\varrho ^{,,,,}}^{})(W_N+W_{\varrho ^{,,,,}})(W_N+W_{\varrho ^{,,,,}}^{})}{(WW_{\varrho ^{,,,,}})(WW_{\varrho ^{,,,,}}^{})(W+W_{\varrho ^{,,,,}})(W+W_{\varrho ^{,,,,}}^{})}}.`$
. $`{\displaystyle \frac{(W_NW_{\varrho ^{,,}})(W_NW_{\varrho ^{,,}}^{})(W_N1/W_{\varrho ^{,,}})(W_N1/W_{\varrho ^{,,}}^{})}{(WW_{\varrho ^{,,}})(WW_{\varrho ^{,,}}^{})(W1/W_{\varrho ^{,,}})(W1/W_{\varrho ^{,,}}^{})}}.{\displaystyle \frac{C_{\varrho ^{,,,,}}^{1v}C_{\varrho ^{,,}}^{1v}}{C_{\varrho ^{,,}}^{1v}C_{\varrho ^,}^{1v}}}`$
$``$ $`{\displaystyle \frac{(W_NW_{\varrho ^{,,,,}})(W_NW_{\varrho ^{,,,,}}^{})(W_N+W_{\varrho ^{,,,,}})(W_N+W_{\varrho ^{,,,,}}^{})}{(WW_{\varrho ^{,,,,}})(WW_{\varrho ^{,,,,}}^{})(W+W_{\varrho ^{,,,,}})(W+W_{\varrho ^{,,,,}}^{})}}.`$
. $`{\displaystyle \frac{(W_NW_{\varrho ^,})(W_NW_{\varrho ^,}^{})(W_N1/W_{\varrho ^,})(W_N1/W_{\varrho ^,}^{})}{(WW_{\varrho ^,})(WW_{\varrho ^,}^{})(W1/W_{\varrho ^,})(W1/W_{\varrho ^,}^{})}}.{\displaystyle \frac{C_{\varrho ^{,,,,}}^{1v}C_{\varrho ^,}^{1v}}{C_{\varrho ^{,,}}^{1v}C_{\varrho ^,}^{1v}}}+`$
$`+`$ $`{\displaystyle \frac{(W_NW_{\varrho ^{,,}})(W_NW_{\varrho ^{,,}}^{})(W_N1/W_{\varrho ^{,,}})(W_N1/W_{\varrho ^{,,}}^{})}{(WW_{\varrho ^{,,}})(WW_{\varrho ^{,,}}^{})(W1/W_{\varrho ^{,,}})(W1/W_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(W_NW_{\varrho ^,})(W_NW_{\varrho ^,}^{})(W_N1/W_{\varrho ^,})(W_N1/W_{\varrho ^,}^{})}{(WW_{\varrho ^,})(WW_{\varrho ^,}^{})(W1/W_{\varrho ^,})(W1/W_{\varrho ^,}^{})}}](f_{\varrho ^{,,,,}NN}^{(1)}/f_{\varrho ^{,,,,}})\}`$
$`F_2^s[U(t)]`$ $`=`$ $`\left({\displaystyle \frac{1U^2}{1U_N^2}}\right)^6\{{\displaystyle \frac{1}{2}}(\mu _p+\mu _n){\displaystyle \frac{(U_NU_{\omega ^{,,}})(U_NU_{\omega ^{,,}}^{})(U_N+U_{\omega ^{,,}})(U_N+U_{\omega ^{,,}}^{})}{(UU_{\omega ^{,,}})(UU_{\omega ^{,,}}^{})(U+U_{\omega ^{,,}})(U+U_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_{\omega ^,})(U_NU_{\omega ^,}^{})(U_N1/U_{\omega ^,})(U_N1/U_{\omega ^,}^{})}{(UU_{\omega ^,})(UU_{\omega ^,}^{})(U1/U_{\omega ^,})(U1/U_{\omega ^,}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_\omega )(U_NU_\omega ^{})(U_N1/U_\omega )(U_N1/U_\omega ^{})}{(UU_\omega )(UU_\omega ^{})(U1/U_\omega )(U1/U_\omega ^{})}}+`$
$`+`$ $`[{\displaystyle \frac{(U_NU_{\omega ^{,,}})(U_NU_{\omega ^{,,}}^{})(U_N+U_{\omega ^{,,}})(U_N+U_{\omega ^{,,}}^{})}{(UU_{\omega ^{,,}})(UU_{\omega ^{,,}}^{})(U+U_{\omega ^{,,}})(U+U_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_\varphi )(U_NU_\varphi ^{})(U_N1/U_\varphi )(U_N1/U_\varphi ^{})}{(UU_\varphi )(UU_\varphi ^{})(U1/U_\varphi )(U1/U_\varphi ^{})}}.`$
. $`{\displaystyle \frac{(U_NU_\omega )(U_NU_\omega ^{})(U_N1/U_\omega )(U_N1/U_\omega ^{})}{(UU_\omega )(UU_\omega ^{})(U1/U_\omega )(U1/U_\omega ^{})}}.{\displaystyle \frac{C_{\omega ^{,,}}^{2s}C_\varphi ^{2s}}{C_{\omega ^{,,}}^{2s}C_{\omega ^,}^{2s}}}.{\displaystyle \frac{C_\varphi ^{2s}C_\omega ^{2s}}{C_{\omega ^,}^{2s}C_\omega ^{2s}}}+`$
$`+`$ $`{\displaystyle \frac{(U_NU_{\omega ^{,,}})(U_NU_{\omega ^{,,}}^{})(U_N+U_{\omega ^{,,}})(U_N+U_{\omega ^{,,}}^{})}{(UU_{\omega ^{,,}})(UU_{\omega ^{,,}}^{})(U+U_{\omega ^{,,}})(U+U_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_{\omega ^,})(U_NU_{\omega ^,}^{})(U_N1/U_{\omega ^,})(U_N1/U_{\omega ^,}^{})}{(UU_{\omega ^,})(UU_{\omega ^,}^{})(U1/U_{\omega ^,})(U1/U_{\omega ^,}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_\varphi )(U_NU_\varphi ^{})(U_N1/U_\varphi )(U_N1/U_\varphi ^{})}{(UU_\varphi )(UU_\varphi ^{})(U1/U_\varphi )(U1/U_\varphi ^{})}}.{\displaystyle \frac{C_{\omega ^{,,}}^{2s}C_\varphi ^{2s}}{C_{\omega ^{,,}}^{2s}C_\omega ^{2s}}}.{\displaystyle \frac{C_{\omega ^,}^{2s}C_\varphi ^{2s}}{C_{\omega ^,}^{2s}C_\omega ^{2s}}}`$
$``$ $`{\displaystyle \frac{(U_NU_{\omega ^,})(U_NU_{\omega ^,}^{})(U_N1/U_{\omega ^,})(U_N1/U_{\omega ^,}^{})}{(UU_{\omega ^,})(UU_{\omega ^,}^{})(U1/U_{\omega ^,})(U1/U_{\omega ^,}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_\varphi )(U_NU_\varphi ^{})(U_N1/U_\varphi )(U_N1/U_\varphi ^{})}{(UU_\varphi )(UU_\varphi ^{})(U1/U_\varphi )(U1/U_\varphi ^{})}}.`$
. $`{\displaystyle \frac{(U_NU_\omega )(U_NU_\omega ^{})(U_N1/U_\omega )(U_N1/U_\omega ^{})}{(UU_\omega )(UU_\omega ^{})(U1/U_\omega )(U1/U_\omega ^{})}}.{\displaystyle \frac{C_{\omega ^,}^{2s}C_\varphi ^{2s}}{C_{\omega ^{,,}}^{2s}C_{\omega ^,}^{2s}}}.{\displaystyle \frac{C_\varphi ^{2s}C_\omega ^{2s}}{C_{\omega ^{,,}}^{2s}C_\omega ^{2s}}}`$
$``$ $`{\displaystyle \frac{(U_NU_{\omega ^{,,}})(U_NU_{\omega ^{,,}}^{})(U_N+U_{\omega ^{,,}})(U_N+U_{\omega ^{,,}}^{})}{(UU_{\omega ^{,,}})(UU_{\omega ^{,,}}^{})(U+U_{\omega ^{,,}})(U+U_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_{\omega ^,})(U_NU_{\omega ^,}^{})(U_N1/U_{\omega ^,})(U_N1/U_{\omega ^,}^{})}{(UU_{\omega ^,})(UU_{\omega ^,}^{})(U1/U_{\omega ^,})(U1/U_{\omega ^,}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_\omega )(U_NU_\omega ^{})(U_N1/U_\omega )(U_N1/U_\omega ^{})}{(UU_\omega )(UU_\omega ^{})(U1/U_\omega )(U1/U_\omega ^{})}}](f_{\varphi NN}^{(2)}/f_\varphi )+`$
$`+`$ $`[{\displaystyle \frac{(U_NU_{\varphi ^,})(U_NU_{\varphi ^,}^{})(U_N+U_{\varphi ^,})(U_N+U_{\varphi ^,}^{})}{(UU_{\varphi ^,})(UU_{\varphi ^,}^{})(U+U_{\varphi ^,})(U+U_{\varphi ^,}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_{\omega ^{,,}})(U_NU_{\omega ^{,,}}^{})(U_N+U_{\omega ^{,,}})(U_N+U_{\omega ^{,,}}^{})}{(UU_{\omega ^{,,}})(UU_{\omega ^{,,}}^{})(U+U_{\omega ^{,,}})(U+U_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_{\omega ^,})(U_NU_{\omega ^,}^{})(U_N1/U_{\omega ^,})(U_N1/U_{\omega ^,}^{})}{(UU_{\omega ^,})(UU_{\omega ^,}^{})(U1/U_{\omega ^,})(U1/U_{\omega ^,}^{})}}.{\displaystyle \frac{C_{\varphi ^,}^{2s}C_{\omega ^{,,}}^{2s}}{C_{\omega ^{,,}}^{2s}C_\omega ^{2s}}}.{\displaystyle \frac{C_{\varphi ^,}^{2s}C_{\omega ^,}^{2s}}{C_{\omega ^,}^{2s}C_\omega ^{2s}}}`$
$``$ $`{\displaystyle \frac{(U_NU_{\varphi ^,})(U_NU_{\varphi ^,}^{})(U_N+U_{\varphi ^,})(U_N+U_{\varphi ^,}^{})}{(UU_{\varphi ^,})(UU_{\varphi ^,}^{})(U+U_{\varphi ^,})(U+U_{\varphi ^,}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_{\omega ^{,,}})(U_NU_{\omega ^{,,}}^{})(U_N+U_{\omega ^{,,}})(U_N+U_{\omega ^{,,}}^{})}{(UU_{\omega ^{,,}})(UU_{\omega ^{,,}}^{})(U+U_{\omega ^{,,}})(U+U_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_\omega )(U_NU_\omega ^{})(U_N1/U_\omega )(U_N1/U_\omega ^{})}{(UU_\omega )(UU_\omega ^{})(U1/U_\omega )(U1/U_\omega ^{})}}.{\displaystyle \frac{C_{\varphi ^,}^{2s}C_{\omega ^{,,}}^{2s}}{C_{\omega ^{,,}}^{2s}C_{\omega ^,}^{2s}}}.{\displaystyle \frac{C_{\varphi ^,}^{2s}C_\omega ^{2s}}{C_{\omega ^,}^{2s}C_\omega ^{2s}}}+`$
$`+`$ $`{\displaystyle \frac{(U_NU_{\varphi ^,})(U_NU_{\varphi ^,}^{})(U_N+U_{\varphi ^,})(U_N+U_{\varphi ^,}^{})}{(UU_{\varphi ^,})(UU_{\varphi ^,}^{})(U+U_{\varphi ^,})(U+U_{\varphi ^,}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_{\omega ^,})(U_NU_{\omega ^,}^{})(U_N1/U_{\omega ^,})(U_N1/U_{\omega ^,}^{})}{(UU_{\omega ^,})(UU_{\omega ^,}^{})(U1/U_{\omega ^,})(U1/U_{\omega ^,}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_\omega )(U_NU_\omega ^{})(U_N1/U_\omega )(U_N1/U_\omega ^{})}{(UU_\omega )(UU_\omega ^{})(U1/U_\omega )(U1/U_\omega ^{})}}.{\displaystyle \frac{C_{\varphi ^,}^{2s}C_{\omega ^,}^{2s}}{C_{\omega ^{,,}}^{2s}C_{\omega ^,}^{2s}}}.{\displaystyle \frac{C_{\varphi ^,}^{2s}C_\omega ^{2s}}{C_{\omega ^{,,}}^{2s}C_\omega ^{2s}}}`$
$``$ $`{\displaystyle \frac{(U_NU_{\omega ^{,,}})(U_NU_{\omega ^{,,}}^{})(U_N+U_{\omega ^{,,}})(U_N+U_{\omega ^{,,}}^{})}{(UU_{\omega ^{,,}})(UU_{\omega ^{,,}}^{})(U+U_{\omega ^{,,}})(U+U_{\omega ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_{\omega ^,})(U_NU_{\omega ^,}^{})(U_N1/U_{\omega ^,})(U_N1/U_{\omega ^,}^{})}{(UU_{\omega ^,})(UU_{\omega ^,}^{})(U1/U_{\omega ^,})(U1/U_{\omega ^,}^{})}}.`$
. $`{\displaystyle \frac{(U_NU_\omega )(U_NU_\omega ^{})(U_N1/U_\omega )(U_N1/U_\omega ^{})}{(UU_\omega )(UU_\omega ^{})(U1/U_\omega )(U1/U_\omega ^{})}}](f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,})\}`$
$`F_2^v[X(t)]`$ $`=`$ $`\left({\displaystyle \frac{1X^2}{1X_N^2}}\right)^6\{{\displaystyle \frac{1}{2}}(\mu _p\mu _n){\displaystyle \frac{(X_NX_{\varrho ^{,,}})(X_NX_{\varrho ^{,,}}^{})(X_N1/X_{\varrho ^{,,}})(X_N1/X_{\varrho ^{,,}}^{})}{(XX_{\varrho ^{,,}})(XX_{\varrho ^{,,}}^{})(X1/X_{\varrho ^{,,}})(X1/X_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_{\varrho ^,})(X_NX_{\varrho ^,}^{})(X_N1/X_{\varrho ^,})(X_N1/X_{\varrho ^,}^{})}{(XX_{\varrho ^,})(XX_{\varrho ^,}^{})(X1/X_{\varrho ^,})(X1/X_{\varrho ^,}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_\varrho )(X_NX_\varrho ^{})(X_N1/X_\varrho )(X_N1/X_\varrho ^{})}{(XX_\varrho )(XX_\varrho ^{})(X1/X_\varrho )(X1/X_\varrho ^{})}}+`$
$`+`$ $`[{\displaystyle \frac{(X_NX_{\varrho ^{,,,}})(X_NX_{\varrho ^{,,,}}^{})(X_N+X_{\varrho ^{,,,}})(X_N+X_{\varrho ^{,,,}}^{})}{(XX_{\varrho ^{,,,}})(XX_{\varrho ^{,,,}}^{})(X+X_{\varrho ^{,,,}})(X+X_{\varrho ^{,,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_{\varrho ^,})(X_NX_{\varrho ^,}^{})(X_N1/X_{\varrho ^,})(X_N1/X_{\varrho ^,}^{})}{(XX_{\varrho ^,})(XX_{\varrho ^,}^{})(X1/X_{\varrho ^,})(X1/X_{\varrho ^,}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_\varrho )(X_NX_\varrho ^{})(X_N1/X_\varrho )(X_N1/X_\varrho ^{})}{(XX_\varrho )(XX_\varrho ^{})(X1/X_\varrho )(X1/X_\varrho ^{})}}.{\displaystyle \frac{C_{\varrho ^{,,,}}^{2v}C_{\varrho ^,}^{2v}}{C_{\varrho ^{,,}}^{2v}C_{\varrho ^,}^{2v}}}.{\displaystyle \frac{C_{\varrho ^{,,,}}^{2v}C_\varrho ^{2v}}{C_{\varrho ^{,,}}^{2v}C_\varrho ^{2v}}}`$
$``$ $`{\displaystyle \frac{(X_NX_{\varrho ^{,,,}})(X_NX_{\varrho ^{,,,}}^{})(X_N+X_{\varrho ^{,,,}})(X_N+X_{\varrho ^{,,,}}^{})}{(XX_{\varrho ^{,,,}})(XX_{\varrho ^{,,,}}^{})(X+X_{\varrho ^{,,,}})(X+X_{\varrho ^{,,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_{\varrho ^{,,}})(X_NX_{\varrho ^{,,}}^{})(X_N1/X_{\varrho ^{,,}})(X_N1/X_{\varrho ^{,,}}^{})}{(XX_{\varrho ^{,,}})(XX_{\varrho ^{,,}}^{})(X1/X_{\varrho ^{,,}})(X1/X_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_\varrho )(X_NX_\varrho ^{})(X_N1/X_\varrho )(X_N1/X_\varrho ^{})}{(XX_\varrho )(XX_\varrho ^{})(X1/X_\varrho )(X1/X_\varrho ^{})}}.{\displaystyle \frac{C_{\varrho ^{,,,}}^{2v}C_{\varrho ^{,,}}^{2v}}{C_{\varrho ^{,,}}^{2v}C_{\varrho ^,}^{2v}}}.{\displaystyle \frac{C_{\varrho ^{,,,}}^{2v}C_\varrho ^{2v}}{C_{\varrho ^,}^{2v}C_\varrho ^{2v}}}+`$
$`+`$ $`{\displaystyle \frac{(X_NX_{\varrho ^{,,,}})(X_NX_{\varrho ^{,,,}}^{})(X_N+X_{\varrho ^{,,,}})(X_N+X_{\varrho ^{,,,}}^{})}{(XX_{\varrho ^{,,,}})(XX_{\varrho ^{,,,}}^{})(X+X_{\varrho ^{,,,}})(X+X_{\varrho ^{,,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_{\varrho ^{,,}})(X_NX_{\varrho ^{,,}}^{})(X_N1/X_{\varrho ^{,,}})(X_N1/X_{\varrho ^{,,}}^{})}{(XX_{\varrho ^{,,}})(XX_{\varrho ^{,,}}^{})(X1/X_{\varrho ^{,,}})(X1/X_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_{\varrho ^,})(X_NX_{\varrho ^,}^{})(X_N1/X_{\varrho ^,})(X_N1/X_{\varrho ^,}^{})}{(XX_{\varrho ^,})(XX_{\varrho ^,}^{})(X1/X_{\varrho ^,})(X1/X_{\varrho ^,}^{})}}.{\displaystyle \frac{C_{\varrho ^{,,,}}^{2v}C_{\varrho ^{,,}}^{2v}}{C_{\varrho ^{,,}}^{2v}C_\varrho ^{2v}}}.{\displaystyle \frac{C_{\varrho ^{,,,}}^{2v}C_{\varrho ^,}^{2v}}{C_{\varrho ^,}^{2v}C_\varrho ^{2v}}}`$
$``$ $`{\displaystyle \frac{(X_NX_{\varrho ^{,,}})(X_NX_{\varrho ^{,,}}^{})(X_N1/X_{\varrho ^{,,}})(X_N1/X_{\varrho ^{,,}}^{})}{(XX_{\varrho ^{,,}})(XX_{\varrho ^{,,}}^{})(X1/X_{\varrho ^{,,}})(X1/X_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_{\varrho ^,})(X_NX_{\varrho ^,}^{})(X_N1/X_{\varrho ^,})(X_N1/X_{\varrho ^,}^{})}{(XX_{\varrho ^,})(XX_{\varrho ^,}^{})(X1/X_{\varrho ^,})(X1/X_{\varrho ^,}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_\varrho )(X_NX_\varrho ^{})(X_N1/X_\varrho )(X_N1/X_\varrho ^{})}{(XX_\varrho )(XX_\varrho ^{})(X1/X_\varrho )(X1/X_\varrho ^{})}}](f_{\varrho ^{,,,}NN}^{(2)}/f_{\varrho ^{,,,}})+`$
$`+`$ $`[{\displaystyle \frac{(X_NX_{\varrho ^{,,,,}})(X_NX_{\varrho ^{,,,,}}^{})(X_N+X_{\varrho ^{,,,,}})(X_N+X_{\varrho ^{,,,,}}^{})}{(XX_{\varrho ^{,,,,}})(XX_{\varrho ^{,,,,}}^{})(X+X_{\varrho ^{,,,,}})(X+X_{\varrho ^{,,,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_{\varrho ^,})(X_NX_{\varrho ^,}^{})(X_N1/X_{\varrho ^,})(X_N1/X_{\varrho ^,}^{})}{(XX_{\varrho ^,})(XX_{\varrho ^,}^{})(X1/X_{\varrho ^,})(X1/X_{\varrho ^,}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_\varrho )(X_NX_\varrho ^{})(X_N1/X_\varrho )(X_N1/X_\varrho ^{})}{(XX_\varrho )(XX_\varrho ^{})(X1/X_\varrho )(X1/X_\varrho ^{})}}.{\displaystyle \frac{C_{\varrho ^{,,,,}}^{2v}C_{\varrho ^,}^{2v}}{C_{\varrho ^{,,}}^{2v}C_{\varrho ^,}^{2v}}}.{\displaystyle \frac{C_{\varrho ^{,,,,}}^{2v}C_\varrho ^{2v}}{C_{\varrho ^{,,}}^{2v}C_\varrho ^{2v}}}`$
$``$ $`{\displaystyle \frac{(X_NX_{\varrho ^{,,,,}})(X_NX_{\varrho ^{,,,,}}^{})(X_N+X_{\varrho ^{,,,,}})(X_N+X_{\varrho ^{,,,,}}^{})}{(XX_{\varrho ^{,,,,}})(XX_{\varrho ^{,,,,}}^{})(X+X_{\varrho ^{,,,,}})(X+X_{\varrho ^{,,,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_{\varrho ^{,,}})(X_NX_{\varrho ^{,,}}^{})(X_N1/X_{\varrho ^{,,}})(X_N1/X_{\varrho ^{,,}}^{})}{(XX_{\varrho ^{,,}})(XX_{\varrho ^{,,}}^{})(X1/X_{\varrho ^{,,}})(X1/X_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_\varrho )(X_NX_\varrho ^{})(X_N1/X_\varrho )(X_N1/X_\varrho ^{})}{(XX_\varrho )(XX_\varrho ^{})(X1/X_\varrho )(X1/X_\varrho ^{})}}.{\displaystyle \frac{C_{\varrho ^{,,,,}}^{2v}C_{\varrho ^{,,}}^{2v}}{C_{\varrho ^{,,}}^{2v}C_{\varrho ^,}^{2v}}}.{\displaystyle \frac{C_{\varrho ^{,,,,}}^{2v}C_\varrho ^{2v}}{C_{\varrho ^,}^{2v}C_\varrho ^{2v}}}+`$
$`+`$ $`{\displaystyle \frac{(X_NX_{\varrho ^{,,,,}})(X_NX_{\varrho ^{,,,,}}^{})(X_N+X_{\varrho ^{,,,,}})(X_N+X_{\varrho ^{,,,,}}^{})}{(XX_{\varrho ^{,,,,}})(XX_{\varrho ^{,,,,}}^{})(X+X_{\varrho ^{,,,,}})(X+X_{\varrho ^{,,,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_{\varrho ^{,,}})(X_NX_{\varrho ^{,,}}^{})(X_N1/X_{\varrho ^{,,}})(X_N1/X_{\varrho ^{,,}}^{})}{(XX_{\varrho ^{,,}})(XX_{\varrho ^{,,}}^{})(X1/X_{\varrho ^{,,}})(X1/X_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_{\varrho ^,})(X_NX_{\varrho ^,}^{})(X_N1/X_{\varrho ^,})(X_N1/X_{\varrho ^,}^{})}{(XX_{\varrho ^,})(XX_{\varrho ^,}^{})(X1/X_{\varrho ^,})(X1/X_{\varrho ^,}^{})}}.{\displaystyle \frac{C_{\varrho ^{,,,,}}^{2v}C_{\varrho ^{,,}}^{2v}}{C_{\varrho ^{,,}}^{2v}C_\varrho ^{2v}}}.{\displaystyle \frac{C_{\varrho ^{,,,,}}^{2v}C_{\varrho ^,}^{2v}}{C_{\varrho ^,}^{2v}C_\varrho ^{2v}}}`$
$``$ $`{\displaystyle \frac{(X_NX_{\varrho ^{,,}})(X_NX_{\varrho ^{,,}}^{})(X_N1/X_{\varrho ^{,,}})(X_N1/X_{\varrho ^{,,}}^{})}{(XX_{\varrho ^{,,}})(XX_{\varrho ^{,,}}^{})(X1/X_{\varrho ^{,,}})(X1/X_{\varrho ^{,,}}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_{\varrho ^,})(X_NX_{\varrho ^,}^{})(X_N1/X_{\varrho ^,})(X_N1/X_{\varrho ^,}^{})}{(XX_{\varrho ^,})(XX_{\varrho ^,}^{})(X1/X_{\varrho ^,})(X1/X_{\varrho ^,}^{})}}.`$
. $`{\displaystyle \frac{(X_NX_\varrho )(X_NX_\varrho ^{})(X_N1/X_\varrho )(X_N1/X_\varrho ^{})}{(XX_\varrho )(XX_\varrho ^{})(X1/X_\varrho )(X1/X_\varrho ^{})}}](f_{\varrho ^{,,,,}NN}^{(2)}/f_{\varrho ^{,,,,}})\}`$
where
$`C_r^{1s}={\displaystyle \frac{(V_NV_r)(V_NV_r^{})(V_N1/V_r)(V_N1/V_r^{})}{(V_r1/V_r)(V_r^{}1/V_r^{})}};r=\omega ,\varphi ,\omega ^,`$ (34)
$`C_l^{1s}={\displaystyle \frac{(V_NV_l)(V_NV_l^{})(V_N+V_l)(V_N+V_l^{})}{(V_l1/V_l)(V_l^{}1/V_l^{})}};l=\omega ^{,,},\varphi ^,`$
(35)
$`C_k^{1v}={\displaystyle \frac{(W_NW_k)(W_NW_k^{})(W_N1/W_k)(W_N1/W_k^{})}{(W_k1/W_k)(W_k^{}1/W_k^{})}};k=\rho ,\rho ^,,\rho ^{,,},`$
$`C_n^{1v}={\displaystyle \frac{(W_NW_n)(W_NW_n^{})(W_N+W_n)(W_N+W_n^{})}{(W_n1/W_n)(W_n^{}1/W_n^{})}};n=\rho ^{,,,},\rho ^{,,,,}`$
(36)
$`C_r^{2s}={\displaystyle \frac{(U_NU_r)(U_NU_r^{})(U_N1/U_r)(U_N1/U_r^{})}{(U_r1/U_r)(U_r^{}1/U_r^{})}};r=\omega ,\varphi ,\omega ^,`$
$`C_l^{2s}={\displaystyle \frac{(U_NU_l)(U_NU_l^{})(U_N+U_l)(U_N+U_l^{})}{(U_l1/U_l)(U_l^{}1/U_l^{})}};l=\omega ^{,,},\varphi ^,`$
(37)
$`C_k^{2v}={\displaystyle \frac{(X_NX_k)(X_NX_k^{})(X_N1/X_k)(X_N1/X_k^{})}{(X_k1/X_k)(X_k^{}1/X_k^{})}};k=\rho ,\rho ^,,\rho ^{,,},`$
$`C_n^{2v}={\displaystyle \frac{(X_NX_n)(X_NX_n^{})(X_N+X_n)(X_N+X_n^{})}{(X_n1/X_n)(X_n^{}1/X_n^{})}};n=\rho ^{,,,},\rho ^{,,,,}`$
As a result each ff is defined on a four-sheeted Riemann surface in $`t`$-variable with poles corresponding to vector-meson resonances placed on unphysical sheets.
The expressions (2)-(2), together with the relations (5), represent just a ten-resonance unitary and analytic model of the nucleon e.m. structure with canonical normalizations (6) and the correct asymptotic behaviours as predicted by the quark model of hadrons. In the next sections this model is used to analyze all existing nucleon e.m. ff data and to obtain subsequent predictions.
## 3 Analysis of all existing space-like and time-like data
Our ten-resonance unitary and analytic model of the nucleon e.m. structure depends after all on the following parameters $`t_{in}^{1s}`$, $`t_{in}^{1v}`$, $`t_{in}^{2s}`$, $`t_{in}^{2v}`$, $`m_\omega `$, $`\mathrm{\Gamma }_\omega `$, $`m_\varphi `$, $`\mathrm{\Gamma }_\varphi `$, $`m_{\omega ^,}`$, $`\mathrm{\Gamma }_{\omega ^,}`$, $`m_{\omega ^{,,}}`$, $`\mathrm{\Gamma }_{\omega ^{,,}}`$, $`m_{\varphi ^,}`$, $`\mathrm{\Gamma }_{\varphi ^,}`$, $`m_\rho `$, $`\mathrm{\Gamma }_\rho `$, $`m_{\rho ^,}`$, $`\mathrm{\Gamma }_{\rho ^,}`$, $`m_{\rho ^{,,}}`$, $`\mathrm{\Gamma }_{\rho ^{,,}}`$, $`m_{\rho ^{,,,}}`$, $`\mathrm{\Gamma }_{\rho ^{,,,}}`$, $`m_{\rho ^{,,,,}}`$, $`\mathrm{\Gamma }_{\rho ^{,,,,}}`$, $`f_{\omega NN}^{(1)}/f_\omega `$, $`f_{\varphi NN}^{(1)}/f_\varphi `$, $`f_{\varphi ^,NN}^{(1)}/f_{\varphi ^,}`$, $`f_{\rho NN}^{(1)}/f_\rho `$, $`f_{\rho ^{,,,}NN}^{(1)}/f_{\rho ^{,,,}}`$, $`f_{\rho ^{,,,,}NN}^{(1)}/f_{\rho ^{,,,,}}`$ $`f_{\varphi NN}^{(2)}/f_\varphi `$, $`f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,}`$, $`f_{\rho ^{,,,}NN}^{(2)}/f_{\rho ^{,,,}}`$, $`f_{\rho ^{,,,,}NN}^{(2)}/f_{\rho ^{,,,,}}`$, however, with the clear physical meaning. Not all of them are free. For instance, owing to a simple reason that almost all (except for $`\rho ^{,,,}`$ and $`\rho ^{,,,,}`$) considered resonances are situated in the region $`t_0<t<4m_N^2`$, where no experimental informations on the nucleon e.m. ff’s exists up to now, one can not expect in a fitting procedure to be able to determine their correct masses and widths. Therefore, for $`\omega `$, $`\varphi `$, $`\omega ^,`$, $`\omega ^{,,}`$, $`\varphi ^,`$, $`\rho `$, $`\rho ^,`$, and $`\rho ^{,,}`$ they are fixed at the reliable world averaged values given by Review of Particle Physics and then investigated in the framework of constructed model to be consistent with existing experimental information on nucleon e.m. ff’s. The parameters of $`\rho ^{,,,}`$ are taken from .
Thus we are left finally only with the following 16 free parameters $`t_{in}^{1s}`$, $`t_{in}^{1v}`$, $`t_{in}^{2s}`$, $`t_{in}^{2v}`$, $`m_{\rho ^{,,,,}}`$, $`\mathrm{\Gamma }_{\rho ^{,,,,}}`$, $`f_{\omega NN}^{(1)}/f_\omega `$, $`f_{\varphi NN}^{(1)}/f_\varphi `$, $`f_{\varphi ^,NN}^{(1)}/f_{\varphi ^,}`$, $`f_{\rho NN}^{(1)}/f_\rho `$, $`f_{\rho ^{,,,}NN}^{(1)}/f_{\rho ^{,,,}}`$, $`f_{\rho ^{,,,,}NN}^{(1)}/f_{\rho ^{,,,,}}`$ $`f_{\varphi NN}^{(2)}/f_\varphi `$, $`f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,}`$, $`f_{\rho ^{,,,}NN}^{(2)}/f_{\rho ^{,,,}}`$, $`f_{\rho ^{,,,,}NN}^{(2)}/f_{\rho ^{,,,,}}`$, as the four effective inelastic thresholds are specific quantities in the constructed model, the fourth excited state of the $`\rho `$-meson is not identified experimentally up to now and at present there are no model independent and consistent values of the $`f_{\omega NN}^{(1)}/f_\omega `$, $`f_{\varphi NN}^{(1)}/f_\varphi `$, $`f_{\varphi ^,NN}^{(1)}/f_{\varphi ^,}`$, $`f_{\rho NN}^{(1)}/f_\rho `$, $`f_{\varphi NN}^{(2)}/f_\varphi `$, $`f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,}`$ coupling constant ratios.
For their numerical evaluations we have collected 476 experimental points, mostly for the proton in the space-like region up to $`t=33GeV^2`$, however, including also new time like data of the proton \[13-18\] and the neutron above the $`N\overline{N}`$ threshold. The data have been analyzed by means of the relations (5) and (2)-(2) by using the CERN program MINUIT. The best description of them was achieved with $`\chi ^2/ndf=1.43`$ and the following values of free parameters
$`t_{in}^{1s}=2.6012\pm 0.6391GeV^2`$ $`t_{in}^{1v}=3.5220\pm 0.0059GeV^2`$
$`t_{in}^{2s}=2.7200\pm 0.6271GeV^2`$ $`t_{in}^{2v}=3.6316\pm 0.6235GeV^2`$
$`(f_{\omega NN}^{(1)}/f_\omega )=1.1112\pm 0.0030`$ $`(f_{\rho NN}^{(1)}/f_\rho )=0.3843\pm 0.0043`$
$`(f_{\varphi NN}^{(1)}/f_\varphi )=0.9389\pm 0.0056`$ $`(f_{\rho ^{,,,}NN}^{(1)}/f_{\rho ^{,,,}})=0.0840\pm 0.0008`$
$`(f_{\varphi ^,NN}^{(1)}/f_{\varphi ^,})=0.3255\pm 0.0047`$ $`(f_{\rho ^{,,,}NN}^{(2)}/f_{\rho ^{,,,}})=0.0299\pm 0.0003`$
$`(f_{\varphi NN}^{(2)}/f_\varphi )=0.2659\pm 0.0287`$ $`m_{\rho ^{,,,,}}=2506\pm 38MeV`$
$`(f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,})=0.1190\pm 0.0032`$ $`\mathrm{\Gamma }_{\varrho ^{,,,,}}=700\pm 179MeV`$
$`(f_{\rho ^{,,,,}NN}^{(1)}/f_{\rho ^{,,,,}})=0.0549\pm 0.0005`$
$`(f_{\rho ^{,,,,}NN}^{(2)}/f_{\rho ^{,,,,}})=0.0103\pm 0.0001.`$
A compilation of the world nucleon ff data and their description by our ten-resonance unitary and analytic model is graphically presented in Figs. 1-4. One can see from Fig. 4b that unlike the authors of the paper we are able to describe FENICE time-like data on neutron quite well. The same is valid also for the FERMILAB proton time-like data (see Fig. 2b). The latter was possible to achieve by an introduction of a hypothetical fourth excited state of the $`\rho `$(770)-meson, the parameters of which were found in a fitting procedure of all existing data to be quite reasonable. Its existence, however, has to be proved by an identification also in other processes than only in $`e^+e^{}N\overline{N}`$.
Of particular interest is a determination of the radii of the isoscalar and isovector parts of the Dirac and Pauli ff’s. They are given in Table 1, where for a comparison results of the papers and are presented too. The corresponding proton and neutron radii are given in Table 2. Here we would like to stress that we do not use in our model the neutron charge radius to be determined very accurately by measuring the neutron-atom scattering length as a constraint like in and it is a prediction of the model to be $`r_{En}^2=.097fm^2`$.
In order to demonstrate explicitly substantial deviations from the dipole fit in all channels and at the same time a violation of the nucleon ff scaling, particularly at large momentum transfer, we show in Figs. 5-8 ratios of appropriately normalized electric and magnetic proton and neutron ff’s in the space-like region to the dipole formula $`G_D(t)=(1t/0.71)^2`$.
## 4 Predictions of our unitary and analytic model of the nucleon e.m. structure
The unitary and analytic ten-resonance model of the nucleon e.m. structure constructed in this paper represents a harmonious unification of all known nucleon ff properties always into one analytic function, i.e. one smooth function on the whole real axis, for every nucleon e.m. ff. As a result one can believe then the predicted behaviours of these nucleon e.m. ff’s to be realistic also outside the regions of existing experimental data.
Valuable is the predicted existence of the fourth excited state of the $`\rho `$(770)-meson with resonance parameters $`m_{\rho ^{,,,,}}=2500MeV`$ and $`\mathrm{\Gamma }_{\rho ^{,,,,}}=700MeV`$ without of which one could not achieve a satisfactory description of the FENICE time-like neutron data (see Fig. 4b) and also eight FERMILAB proton points (Fig. 2b) at higher energies.
Taking into account the numerical results (3) of the parameters and the transformed relations (13)-(2) by means of the expressions (34)-(37) into the forms
$`\mathrm{I}.(f_{\omega ^,NN}^{(1)}/f_{\omega ^,})`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{C_{\omega ^{,,}}^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}(f_{\omega NN}^{(1)}/f_\omega ){\displaystyle \frac{C_{\omega ^{,,}}^{1s}C_\omega ^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}`$ (39)
$``$ $`(f_{\varphi NN}^{(1)}/f_\varphi ){\displaystyle \frac{C_{\omega ^{,,}}^{1s}C_\varphi ^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}+(f_{\varphi ^,NN}^{(1)}/f_{\varphi ^,}){\displaystyle \frac{C_{\varphi ^,}^{1s}C_{\omega ^{,,}}^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}`$
$`(f_{\omega ^{,,}NN}^{(1)}/f_{\omega ^{,,}})`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{C_{\omega ^,}^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}+(f_{\omega NN}^{(1)}/f_\omega ){\displaystyle \frac{C_{\omega ^,}^{1s}C_\omega ^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}+`$
$`+`$ $`(f_{\varphi NN}^{(1)}/f_\varphi ){\displaystyle \frac{C_{\omega ^,}^{1s}C_\varphi ^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}(f_{\varphi ^,NN}^{(1)}/f_{\varphi ^,}){\displaystyle \frac{C_{\varphi ^,}^{1s}C_{\omega ^,}^{1s}}{C_{\omega ^{,,}}^{1s}C_{\omega ^,}^{1s}}}`$
$`\mathrm{II}.(f_{\rho ^,NN}^{(1)}/f_{\rho ^,})`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{C_{\rho ^{,,}}^{1v}}{C_{\rho ^{,,}}^{1v}C_{\rho ^,}^{1v}}}(f_{\rho NN}^{(1)}/f_\rho ){\displaystyle \frac{C_{\rho ^{,,}}^{1v}C_\rho ^{1v}}{C_{\rho ^{,,}}^{1v}C_{\rho ^,}^{1v}}}+`$ (40)
$`+`$ $`(f_{\rho ^{,,,}NN}^{(1)}/f_{\rho ^{,,,}}){\displaystyle \frac{C_{\rho ^{,,,}}^{1v}C_{\rho ^{,,}}^{1v}}{C_{\rho ^{,,}}^{1v}C_{\rho ^,}^{1v}}}+(f_{\rho ^{,,,,}NN}^{(1)}/f_{\rho ^{,,,,}}){\displaystyle \frac{C_{\rho ^{,,,,}}^{1v}C_{\rho ^{,,}}^{1v}}{C_{\rho ^{,,}}^{1v}C_{\rho ^,}^{1v}}}`$
$`(f_{\rho ^{,,}NN}^{(1)}/f_{\rho ^{,,}})`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{C_{\rho ^,}^{1v}}{C_{\rho ^{,,}}^{1v}C_{\rho ^,}^{1v}}}+(f_{\rho NN}^{(1)}/f_\rho ){\displaystyle \frac{C_{\rho ^,}^{1v}C_\rho ^{1v}}{C_{\rho ^{,,}}^{1v}C_{\rho ^,}^{1v}}}`$
$``$ $`(f_{\rho ^{,,,}NN}^{(1)}/f_{\rho ^{,,,}}){\displaystyle \frac{C_{\rho ^{,,,}}^{1v}C_{\rho ^,}^{1v}}{C_{\rho ^{,,}}^{1v}C_{\rho ^,}^{1v}}}(f_{\rho ^{,,,,}NN}^{(1)}/f_{\rho ^{,,,,}}){\displaystyle \frac{C_{\rho ^{,,,,}}^{1v}C_{\rho ^,}^{1v}}{C_{\rho ^{,,}}^{1v}C_{\rho ^,}^{1v}}}`$
$`\mathrm{III}.(f_{\omega NN}^{(2)}/f_\omega )`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p+\mu _n){\displaystyle \frac{C_{\omega ^{,,}}^{2s}C_{\omega ^,}^{2s}}{(C_{\omega ^{,,}}^{2s}C_\omega ^{2s})(C_{\omega ^,}^{2s}C_\omega ^{2s})}}`$
$``$ $`(f_{\varphi NN}^{(2)}/f_\varphi ){\displaystyle \frac{(C_{\omega ^{,,}}^{2s}C_\varphi ^{2s})(C_{\omega ^,}^{2s}C_\varphi ^{2s})}{(C_{\omega ^{,,}}^{2s}C_\omega ^{2s})(C_{\omega ^,}^{2s}C_\omega ^{2s})}}`$
$``$ $`(f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,}){\displaystyle \frac{(C_{\varphi ^,}^{2s}C_{\omega ^{,,}}^{2s})(C_{\varphi ^,}^{2s}C_{\omega ^,}^{2s})}{(C_{\omega ^{,,}}^{2s}C_\omega ^{2s})(C_{\omega ^,}^{2s}C_\omega ^{2s})}}`$
$`(f_{\omega ^,NN}^{(2)}/f_{\omega ^,})`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p+\mu _n){\displaystyle \frac{C_{\omega ^{,,}}^{2s}C_\omega ^{2s}}{(C_{\omega ^{,,}}^{2s}C_{\omega ^,}^{2s})(C_{\omega ^,}^{2s}C_\omega ^{2s})}}`$
$``$ $`(f_{\varphi NN}^{(2)}/f_\varphi ){\displaystyle \frac{(C_{\omega ^{,,}}^{2s}C_\varphi ^{2s})(C_\varphi ^{2s}C_\omega ^{2s})}{(C_{\omega ^{,,}}^{2s}C_{\omega ^,}^{2s})(C_{\omega ^,}^{2s}C_\omega ^{2s})}}+`$
$`+`$ $`(f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,}){\displaystyle \frac{(C_{\varphi ^,}^{2s}C_{\omega ^{,,}}^{2s})(C_{\varphi ^,}^{2s}C_\omega ^{2s})}{(C_{\omega ^{,,}}^{2s}C_{\omega ^,}^{2s})(C_{\omega ^,}^{2s}C_\omega ^{2s})}}`$
$`(f_{\omega ^{,,}NN}^{(2)}/f_{\omega ^{,,}})`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p+\mu _n){\displaystyle \frac{C_{\omega ^,}^{2s}C_\omega ^{2s}}{(C_{\omega ^{,,}}^{2s}C_{\omega ^,}^{2s})(C_{\omega ^{,,}}^{2s}C_\omega ^{2s})}}+`$
$`+`$ $`(f_{\varphi NN}^{(2)}/f_\varphi ){\displaystyle \frac{(C_{\omega ^,}^{2s}C_\varphi ^{2s})(C_\varphi ^{2s}C_\omega ^{2s})}{(C_{\omega ^{,,}}^{2s}C_{\omega ^,}^{2s})(C_{\omega ^{,,}}^{2s}C_\omega ^{2s})}}`$
$``$ $`(f_{\varphi ^,NN}^{(2)}/f_{\varphi ^,}){\displaystyle \frac{(C_{\varphi ^,}^{2s}C_{\omega ^,}^{2s})(C_{\varphi ^,}^{2s}C_\omega ^{2s})}{(C_{\omega ^{,,}}^{2s}C_{\omega ^,}^{2s})(C_{\omega ^{,,}}^{2s}C_\omega ^{2s})}}`$
$`\mathrm{IV}.(f_{\rho NN}^{(2)}/f_\rho )`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p\mu _n){\displaystyle \frac{C_{\rho ^{,,}}^{2v}C_{\rho ^,}^{2v}}{(C_{\rho ^{,,}}^{2v}C_\rho ^{2v})(C_{\rho ^,}^{2v}C_\rho ^{2v})}}`$
$``$ $`(f_{\rho ^{,,,}NN}^{(2)}/f_{\rho ^{,,,}}){\displaystyle \frac{(C_{\rho ^{,,,}}^{2v}C_{\rho ^{,,}}^{2v})(C_{\rho ^{,,,}}^{2v}C_{\rho ^,}^{2v})}{(C_{\rho ^{,,}}^{2v}C_\rho ^{2v})(C_{\rho ^,}^{2v}C_\rho ^{2v})}}`$
$``$ $`(f_{\rho ^{,,,,}NN}^{(2)}/f_{\rho ^{,,,,}}){\displaystyle \frac{(C_{\rho ^{,,,,}}^{2v}C_{\rho ^{,,}}^{2v})(C_{\rho ^{,,,,}}^{2v}C_{\rho ^,}^{2v})}{(C_{\rho ^{,,}}^{2v}C_\rho ^{2v})(C_{\rho ^,}^{2v}C_\rho ^{2v})}}`$
$`(f_{\rho ^,NN}^{(2)}/f_{\rho ^,})`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p\mu _n){\displaystyle \frac{C_{\rho ^{,,}}^{2v}C_\rho ^{2v}}{(C_{\rho ^{,,}}^{2v}C_{\rho ^,}^{2v})(C_{\rho ^,}^{2v}C_\rho ^{2v})}}+`$
$`+`$ $`(f_{\rho ^{,,,}NN}^{(2)}/f_{\rho ^{,,,}}){\displaystyle \frac{(C_{\rho ^{,,,}}^{2v}C_{\rho ^{,,}}^{2v})(C_{\rho ^{,,,}}^{2v}C_\rho ^{2v})}{(C_{\rho ^{,,}}^{2v}C_{\rho ^,}^{2v})(C_{\rho ^,}^{2v}C_\rho ^{2v})}}+`$
$`+`$ $`(f_{\rho ^{,,,,}NN}^{(2)}/f_{\rho ^{,,,,}}){\displaystyle \frac{(C_{\rho ^{,,,}}^{2v}C_{\rho ^{,,}}^{2v})(C_{\rho ^{,,,,}}^{2v}C_\rho ^{2v})}{(C_{\rho ^{,,}}^{2v}C_{\rho ^,}^{2v})(C_{\rho ^,}^{2v}C_\rho ^{2v})}}`$
$`(f_{\rho ^{,,}NN}^{(2)}/f_{\rho ^{,,}})`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\mu _p\mu _n){\displaystyle \frac{C_{\rho ^,}^{2v}C_\rho ^{2v}}{(C_{\rho ^{,,}}^{2v}C_{\rho ^,}^{2v})(C_{\rho ^{,,}}^{2v}C_\rho ^{2v})}}`$
$``$ $`(f_{\rho ^{,,,}NN}^{(2)}/f_{\rho ^{,,,}}){\displaystyle \frac{(C_{\rho ^{,,,}}^{2v}C_{\rho ^,}^{2v})(C_{\rho ^{,,,}}^{2v}C_\rho ^{2v})}{(C_{\rho ^{,,}}^{2v}C_{\rho ^,}^{2v})(C_{\rho ^{,,}}^{2v}C_\rho ^{2v})}}`$
$``$ $`(f_{\rho ^{,,,,}NN}^{(2)}/f_{\rho ^{,,,,}}){\displaystyle \frac{(C_{\rho ^{,,,,}}^{2v}C_{\rho ^,}^{2v})(C_{\rho ^{,,,,}}^{2v}C_\rho ^{2v})}{(C_{\rho ^{,,}}^{2v}C_{\rho ^,}^{2v})(C_{\rho ^{,,}}^{2v}C_\rho ^{2v})}}`$
the following additional coupling constant ratio values are predicted
$`(f_{\omega ^,NN}^{(1)}/f_{\omega ^,})=0.5045`$ $`(f_{\rho ^,NN}^{(1)}/f_{\rho ^,})=0.7647`$
$`(f_{\omega ^{,,}NN}^{(1)}/f_{\omega ^{,,}})=0.1482`$ $`(f_{\rho ^{,,}NN}^{(1)}/f_{\rho ^{,,}})=0.6199`$
$`(f_{\omega NN}^{(2)}/f_\omega )=0.1712`$ $`(f_{\rho NN}^{(2)}/f_\rho )=3.0530`$
$`(f_{\omega ^,NN}^{(2)}/f_{\omega ^,})=.02455`$ $`(f_{\rho ^,NN}^{(2)}/f_{\rho ^,})=1.6790`$
$`(f_{\omega ^{,,}NN}^{(2)}/f_{\omega ^{,,}})=.05992`$ $`(f_{\rho ^{,,}NN}^{(2)}/f_{\rho ^{,,}})=1.0040.`$
By a combination of the numerical results in (3) and (4) one predicts the tensor-to-vector coupling constant ratios. In particular for $`\rho `$(770) and $`\omega `$(1020) one obtains
$`K_\rho =(f_{\rho NN}^{(2)}/f_\rho )/(f_{\rho NN}^{(1)}/f_\rho )=7.945`$
$`K_\omega =(f_{\omega NN}^{(2)}/f_\omega )/(f_{\omega NN}^{(1)}/f_\omega )=0.154.`$ (44)
Taking into account the strict VMD model giving $`K_\rho =\mu _p\mu _n=3.71`$, $`K_\omega =\mu _p+\mu _n=0.12`$ and evaluations of other authors $`K_\rho `$ to be large ($`6`$) and $`K_\omega `$ to be small ($`0`$), our results seem to be quite reasonable. Other tensor-to-vector coupling ratios are:
$`K_\varphi =0.283,K_{\omega ^,}=0.049,K_{\omega ^{,,}}=0.404,K_{\varphi ^,}=0.366,`$
$`K_{\rho ^,}=2.196,K_{\rho ^{,,}}=1.620,K_{\rho ^{,,,}}=0.356,K_{\rho ^{,,,,}}=0.188.`$ (45)
The universal vector meson coupling constants $`f_s`$ and $`f_v`$ are determined from the widths of the leptonic decays, i.e.
$$\frac{f_v^2}{4\pi }=\frac{\alpha ^2}{3}\frac{m_v}{\mathrm{\Gamma }(\nu e^+e^{})}.$$
(46)
Then numerical values
$$f_\rho =5.0320\pm 0.1089;f_\omega =17.0499\pm 0.2990;f_\varphi =12.8832\pm 0.0824$$
(47)
are obtained from the corresponding world averaged lepton widths and the universal $`\omega ^,`$, $`\omega ^{,,}`$ and $`\rho ^,`$, $`\rho ^{,,}`$ meson coupling constants
$`f_{\omega ^,}=47.6022\pm 7.5026;f_{\omega ^{,,}}=48.3778\pm 7.5026`$ (48)
and
$`f_{\rho ^,}=13.6491\pm 0.9521;f_{\rho ^{,,}}=22.4020\pm 2.2728`$ (49)
have been found from the lepton widths estimated by Donnachie and Clegg .
As a result, the following numerical values of the corresponding coupling constants are predicted
$`f_{\omega NN}^{(1)}=18.9527;`$ $`f_{\rho NN}^{(1)}=1.9335;`$
$`f_{\varphi NN}^{(1)}=12.0956;`$ $`f_{\rho ^,NN}^{(1)}=10.4375;`$
$`f_{\omega ^,NN}^{(1)}=24.0153;`$ $`f_{\rho ^{,,}NN}^{(1)}=13.8870;`$
$`f_{\omega ^{,,}NN}^{(1)}=7.1696;`$
$`f_{\omega NN}^{(2)}=2.9189;`$ $`f_{\rho NN}^{(2)}=15.3627;`$
$`f_{\varphi NN}^{(2)}=3.4251;`$ $`f_{\rho ^,NN}^{(2)}=22.9168;`$
$`f_{\omega ^,NN}^{(2)}=1.1686;`$ $`f_{\rho ^{,,}NN}^{(2)}=22.4916;`$
$`f_{\omega ^{,,}NN}^{(2)}=2.8988.`$
Their squares divided by $`4\pi `$ are presented in Table 3 and Table 4, where for a comparison also values obtained by other authors are shown.
One can immediately notice large value of $`f_{\varphi NN}^{(1,2)}`$ coupling constants which may indicate a violation of OZI rule .
By using the numerical values (LABEL:d50) one can predict the $`\omega \varphi `$ mixing angle, employing the relation
$$\frac{\sqrt{3}}{\mathrm{cos}\vartheta }\frac{f_{\rho NN}^{(1)}}{f_{\omega NN}^{(1)}}\mathrm{tan}\vartheta =\frac{f_{\varphi NN}^{(1)}}{f_{\omega NN}^{(1)}}.$$
(51)
It takes the value $`\vartheta =0.7175`$, which is very near to the ideal mixing.
Our model predicts the neutron charge radius $`r_E^n`$ to be negative automatically and we are not in need to secure this phenomenon by a constraint following from the low-energy neutron-atom scattering results like in .
Nevertheless, the most important predictions of our unitary and analytic model of the nucleon e.m. structure are the isovector spectral function behaviours (see Fig.9) to be consistent with predictions of Hőhler and Pietarinen and Mergel, Meißner and Drechsel , which have been carried out on the base of the Frazer and Fulco unitarity relation by using the pion e.m. ff $`F_\pi (t)`$ and the $`P`$-wave $`\pi \pi N\overline{N}`$ partial wave amplitudes obtained by an analytic continuation of the experimental information on $`\pi N`$-scattering into the unphysical region.
The method of our prediction of the latter consist in the following. The ten-resonance unitary and analytic model of nucleon e.m. structure constructed in this paper contains an explicit two-pion continuum contribution given by the unitary cut starting from $`t=4m_\pi ^2`$, from where just isovector spectral function start to be different from zero. Then despite of the fact that the unstable $`\rho `$-meson is taken into account as complex conjugate pairs of poles shifted from the real axis into the complex plane on the second and third Riemann sheet of the four-sheeted Riemann surface, the model predicts the strong enhancement on the left wing of the $`\rho `$(770) resonance in the isovector spectral functions automatically. And just agreement of our predictions with those obtained by means of the Frazer and Fulco unitarity relation convinces us that our model constructed in this paper is really unitary.
Another success of the presented model is a prediction of isoscalar nucleon spectral function behaviours (see Fig.10) for the first time as the model contains an explicit three-pion continuum contribution given by the unitary cut starting from $`t=9m_\pi ^2`$, from where just isoscalar spectral functions start to be different from zero.
## 5 Conclusions
We have constructed unitary and analytic ten-resonance (5 isoscalars and 5 isovectors) model of the nucleon e.m. structure which represents a harmonious unification of all known nucleon ff properties, like analyticity, reality condition, experimental fact of creation of vector-meson resonances in electron-positron annihilation processes, normalization and the asymptotic behaviour as predicted for nucleon e.m. ff’s by the quark model of hadrons. It depends only on parameters with clear physical meaning. They are four effective square-root branch points, representing contribution of all other higher thresholds given by the unitarity condition, the mass and width of the hypothetical fourth excited state of $`\rho `$(770)-meson and coupling constants of some resonances under consideration. They all are numerically evaluated by an analysis of all existing space-like and time-like nucleon ff data.
We would like to note that by means of our model presented in this paper we have described all existing nucleon ff data for the first time, including also FENICE neutron time-like data and FERMILAB proton eight points at higher energies. In the latter an existence of the $`\rho ^{,,,,}`$(2500) resonance with parameters $`m_{\rho ^{,,,,}}=2500MeV`$ and $`\mathrm{\Gamma }_{\rho ^{,,,,}}=700MeV`$ is crucial. So, there is challenge to experimental physicists to confirm an existence of this resonance also in other processes than $`e^+e^{}N\overline{N}`$.
Our unitary and analytic ten-resonance nucleon ff model gives a lot of reasonable predictions. However, the most important among them are isoscalar and isovector spectral function behaviours, which coincide also with predictions obtained in the framework of heavy baryon chiral perturbation theory .
The work was in part supported by Slovak Grant Agency for Sciences, Grant No. 2/5085/99(S.D.) and Grant No. 1/4301/99(A.Z.D).
One of us (S.D.) would like to thank Prof. S. Randjbar-Daemi for the hospitality at the ICTP Trieste where this work was completed.
Figure captions
* A simultanious optimal fit of all existing data on proton e.m. ff’s in the space-like and time-like regions by the unitary and analytic ten resonance model of the proton e.m. structure, represented by expressions (5) and (30)-(33).
* A simultanious optimal fit of all existing data on neutron e.m. ff’s in the space-like and time-like regions by the unitary and analytic ten resonance model of the neutron e.m. structure, represented by expressions (5) and (30)-(33).
* Ratios of appropriately normalized electric and magnetic proton and neutron ff’s in the space-like region to the dipole formula.
* Predicted behaviours of the isovector spectral functions by the ten-resonance unitary and analytic model of the nucleon e.m. structure.
* : Predicted behaviours of the corresponding isoscalar spectral functions. |
warning/0001/math-ph0001027.html | ar5iv | text | # Functional self-similarity and renormalization group symmetry in mathematical physics
## 1 Introduction
The notion of functional self-similarity (FS) was introduced in mathematical physics by one of the authors in the early 1980s (see also ). The basis of this introduction is that solutions of a wide class of problems analyzed by the renormalization group (RG) method are invariant w.r.t. the group transformations that involve not only natural independent variables of a problem but also parameters of boundary conditions imposed at some “reference” point. The RG transformation then corresponds to reparameterizing a solution by changing (shifting or rescaling) an independent (coordinate) variable while simultaneously performing a functional transformation of (boundary) characteristics of the selected functions when passing to another reference point. The corresponding “transformation functions” are governed by group functional equations.
More precisely, we consider the so-called renormalization transformations (the Dyson transformations) in quantum field theory (QFT), which constitute a continuous one-parameter group, i.e., the Lie group of transformations (if we use a standard mathematical language). This group was discovered and used to analyze QFT singularities. We call this group the QFT RG or the Bogoliubov RG to distinguish it from the approximate RG, which was introduced by Wilson to analyze critical phenomena in statistical physics problems.
The reasoning above pertains to the RG transformations considered within the QFT approach. In the middle 1980s, the RG method became widely applied to classical problems in mathematical physics; this was initially connected with transforming and applying methods developed for QFT and statistical physics. Such applications were based, first, on the fact that physical problems manifest the FS property, which permits segregating the characteristic variables of a problem (independent and dynamic variables, parameters, and boundary data) and finding transformations that preserve the solution, and, second, on an advantageous mathematical description that uses only differential and integral-differential equations to describe the model. The RG approach is also favorable because the corresponding RG-type transformations can be constructed using regular methods, which are used to find symmetries in the group analysis of differential equations (DE). Substantial progress has been achieved in group analysis since the RG method first appeared in theoretical physics several decades ago.
The transition to boundary-value problems in mathematical physics enriched the mathematical content while preserving the main property of the FS, i.e., the solution of a physical problem is invariant w.r.t. a special class of transformations. The initial notion of the FS transformations as point transformations of independent variables was recently generalized to contact transformations, transformations defined by formal series, etc. Because the infinitesimal transformation approach is convenient for the group analysis of mathematical models based on DEs, we can also formulate the FS in terms of infinitesimal operators determining the corresponding RG symmetry (RGS). The operators then appear as a result of the standard RGS construction procedure, and the FS condition arises in the course of this procedure.
We review the evolution of the FS notion connected with the implementation of the RGS method in mathematical physics and describe the results obtained in the RGS framework. In Sec. 2, we introduce both infinitesimal and finite RG transformations, establish their connection with the mathematical physics notion of powerlike self-similarity (automodelness), and introduce the notion of the FS. We then construct RGSs in mathematical physics. The FS property appears as an ingredient of this construction, and we trace how the FS notion changes when passing from the Bogoliubov RG to mathematical physics models.
In Sec. 3, we consider examples of the FS transformations that are close to the QFT transformations because they are realized as groups of one-parameter transformations w.r.t. some independent variables. We present examples where the group extends and generates FS transformations with operators constituting a finite-dimensional algebra. Because an ODE or a system of such equations governing the mathematical model discussed in this section coincides with the Lie equations arising in the QFT applications of the RG method, the formalism developed for ODEs can also be applied to Lie equations.
In Sec. 4, we collect examples of FS conditions written either as a first-order PDE or as higher-order differential relations. We discuss a novel form of the FS transformations that can be presented as formal infinite series, not as traditional algebraic relations. The FS transformations acquire such a form when the RGS are of the Lie–Bäcklund group type,<sup>3</sup><sup>3</sup>3The set of group variables of the generalized Lie group of transformations (the Lie–Bäcklund group) includes derivatives of the desired functions w.r.t. independent variables. and the FS condition claims that the particular solution of a boundary-value problem is invariant w.r.t. these transformations.
In Sec. 5, we analyze the FS conditions for systems with small parameters. The FS conditions in such systems permit finding approximate RGSs and using them to solve problems with arbitrary boundary conditions. We present examples of approximate RGSs for several problems in nonlinear physics.
In Sec. 6, we describe the perspectives of the FS and its use to construct RGSs in a broad class of mathematical physics problems.
## 2 The QFT RG and the FS condition
### 2.1 Simple Bogoliubov RG transformations
To illustrate the FS notion, we consider the simplest RG transformation, which is a simultaneous one-parameter transformation of one independent variable in a problem (the coordinate $`\mathrm{}`$, for example) and a characteristic $`g`$ of a solution,
$$T(\lambda ):\{\mathrm{}\mathrm{}^{}=\mathrm{}\lambda ,gg^{}=G(\lambda ,g)\},G(0,g)=g.$$
(1)
The function $`G(\mathrm{},g)`$ satisfies the functional relation
$$G(\mathrm{}+\lambda ,g)=G(\mathrm{},G(\lambda ,g)),$$
(2)
which corresponds to the group composition law for the transformation operators, $`T(\lambda _1)T(\lambda _2)=T(\lambda _1+\lambda _2)`$.
Transformation operator (1) can sometimes be conveniently represented explicitly by writing a transformation of a function $`F(\mathrm{},g)`$ in the form
$$T(\lambda )F(\mathrm{},g)=e^{\lambda R}F(\mathrm{},g)$$
(3)
using the infinitesimal RGS operator (or the RG operator)
$$R=_{\mathrm{}}\beta (g)_g,\beta (g)=\frac{G(\lambda ;g)}{\lambda }|_{\lambda =0},$$
(4)
whose coordinate $`\beta (g)`$ is the derivative of the function $`G`$ at $`\lambda =0`$. The infinitesimal RG transformations can be conveniently represented via the operator $`R`$; the group nature of the operator $`T(\lambda )=e^{\lambda R}`$ is obvious from “finite shift” representation (3).
The condition
$$RI(\mathrm{},g)_{\mathrm{}}I\beta (g)_gI=0,$$
(5)
determines an invariant of the RG transformation, which is the function $`I(\mathrm{},g)=\stackrel{~}{I}(G(\mathrm{},g))`$ $`I(0,G(\mathrm{},g))`$ of one argument in this case because the transformation function $`G(\mathrm{},g)`$ is an invariant itself by virtue of Eq. (2). The condition
$$RC(\mathrm{},g)=\phi (g)C(\mathrm{},g)$$
(6)
determines a covariant, i.e., a quantity that transforms according to a representation of the FS group or the RG. Covariants are important for QFT applications of the RG.
The representation of a RG transformation via an infinitesimal operator $`R`$ is equivalent to finite transformation (3). Functional equation (2) follows from the characteristic equation for the operator $`R`$, and for a given function $`\beta `$, an explicit expression for $`G`$ can be constructed by solving the corresponding Lie equations for operator (4),
$$d\mathrm{}^{}=\frac{dg^{}}{\beta (g^{})}=d\lambda $$
(7)
with the boundary conditions $`\mathrm{}^{}|_{\lambda =0}=\mathrm{}`$ and $`g^{}|_{\lambda =0}=g`$.
It is important in what follows that the invariance of the function $`I`$ w.r.t. the RG transformations written as Eq. (5) is equivalent to the vanishing condition for the coordinate $`\varkappa `$ of operator (4), which is written in the canonical form as
$$\overline{R}=\text{æ}_I,\text{æ}I_{\mathrm{}}\beta (g)I_g=0.$$
(8)
This condition must be considered on a particular solution $`I(\mathrm{},g)`$ of the boundary-value problem.
The “exponentiated” variables
$$x=e^{\mathrm{}},a=e^\lambda ,\overline{g}(a,g)=G(\lambda ,g),$$
are natural in QFT. In these variables, the group transformation $`T(\lambda )=T_a`$ becomes
$$T_a:\left\{x^{}=x/a,g^{}=\overline{g}(a,g)\right\},\overline{g}(1,g)=g,$$
(9)
and
$$\overline{g}(x,g)=\overline{g}(x/a,\overline{g}(a,g)),T_aT_b=T_{ab}.$$
(10)
Functional equation (10) and transformation (9) appear, for example, in a QFT with one coupling constant in the massless limit, where the dimensionless constant $`x=Q^2/\mu ^2`$ is the ratio of the squared transferred four-momentum $`Q`$ to the squared “normalized” momentum $`\mu `$, $`g`$ is the coupling constant, and the invariant $`\overline{g}`$ is the invariant (or effective) coupling function. More complicated QFT RG transformations are generalizations of transformation (9) obtained by “multiplying” solution characteristics, $`g\{g\}=(g_1,g_2,\mathrm{},g_k)`$, and by introducing additional parameters in the functions $`\overline{g}_i(x,\{g\})`$ (see Sec. 49 in ).
In the QFT model with two coupling constants $`g_1=g`$ and $`g_2=h`$ and one particle mass $`m`$, for example, the transformation $`T_a`$ becomes
$$T_a:\left\{x^{}=x/a,y^{}=y/a,g^{}=\overline{g}(a,y;g,h),h^{}=\overline{h}(a,y;g,h)\right\},$$
(11)
$$\overline{g}(1,y;g,h)=g,\overline{h}(1,y;g,h)=h,y=Q^2/\mu ^2.$$
In the case of several coupling constants, the characteristic equations that are connected with the infinitesimal operator
$$R=x_x+y_y\beta _1(y;g,h)_g\beta _2(y;g,h)_h,$$
(12)
$$\beta _1(y;g,h)=\frac{\overline{g}(\xi ,y;g,h)}{\xi }|_{\xi =1},\beta _2(y;g,h)=\frac{\overline{h}(\xi ,y;g,h)}{\xi }|_{\xi =1},$$
become the system of first-order PDEs
$$x\frac{\overline{g}(x,y;g,h)}{x}=\beta _1(\frac{y}{x};\overline{g},\overline{h}),x\frac{\overline{h}(x,y;g,h)}{x}=\beta _2(\frac{y}{x};\overline{g},\overline{h}),$$
(13)
however, all these one-parameter transformations are based on the transformation of a single independent argument $`x`$.
### 2.2 Self-similarity and the FS
In a particular case where the function $`\overline{g}`$ is linear in its second argument, $`Gg`$, solutions of Eq. (10) have a powerlike dependence on the argument $`x`$, i.e., $`\overline{g}(x,g)=gx^k`$, where $`k`$ is a number, and transformations (9) become transformations of powerlike self-similarity (the so-called automodel transformations)
$$P_a:\left\{x^{}=x/a,g^{}=ga^k\right\},$$
which are commonly used in problems in gas and liquid dynamics. From this standpoint, transformations (9) and (10) for arbitrary $`G,\overline{g}`$ are functional generalizations $`gx^k\overline{g}(x,g)`$ of customary self-similarity transformations and can therefore be called the functional self-similarity transformations ; this term is a synonym for the RG transformations.
Therefore, in the RG-transformation framework, FS reflects the group nature of functional relations. The universality of the FS formulation in the QFT and classical physics models is due to the common scaling transformation and common functional transformation of the solution characteristic $`g_\mu =\overline{g}(\mu ,g)`$. Various realizations of the RG differ only in the form of the function $`\beta (g)`$, which is customarily calculated using an approximate solution obtained, as a rule, within the perturbation theory (PT). Therefore, the main role of the FS until recently was to establish a posteriori that a system under consideration admits functional transformations with a group structure. Group transformations themselves followed from additional considerations concerning system solutions .
### 2.3 Constructing the RGS
The situation changed substantially after passing to investigating boundary-value problems in mathematical physics. The FS property of a desired solution here results in functional relations (which follow from the group nature of a solution) or in symmetries of the RG (=FS) type in the infinitesimal form. In contemporary mathematical physics models, RGSs can be regularly found by using the scheme in , which naturally incorporates the FS and its formulation as the invariance condition for a particular solution of a boundary-value problem.
To demonstrate the role of FS in constructing RGSs, we recall the four main steps in this construction. The first step is to construct a special RG manifold (differential, integral-differential, etc.), which differs, generally speaking, from the manifold determined by the initial system of equations describing the physical system under investigation. The second step is to find the maximum extended transformation group $`𝒢`$ admitted by the RG manifold. The third step is to restrict the obtained group $`𝒢`$ on a solution (exact or approximate) of a boundary-value problem. The transformation group that appears, which is just called the RG, is a set of infinitesimal operators $`R_i`$, each of which contains a solution of the boundary-value problem in its invariant manifold. The fourth and final step is to use the infinitesimal RG operators $`R_i`$ to construct finite transformations of the group and to obtain an analytic expression for the solution of the boundary-value problem.
The first and principal step in this scheme for RGS construction can be realized in different ways depending on the mathematical model structure and on the type of boundary conditions . The desired RG manifold can be obtained by adding parameters that enter the initial equations and boundary data to extend the list of group variables or appending to this list derivatives of the given dependent variables or nonlocal variables. We can also increase the number of initial equations by writing boundary data either in the embedding equation form or as additional differential constraints. Sometimes, the admitted group can be extended by dropping small parameters to simplify the initial equations.
The maximum group $`𝒢`$, which is calculated for the RG manifold using the modern group analysis algorithms in the second step, is not yet the RG, because it is not connected with a particular solution.
The third step constructs the RG itself; namely, we restrict the obtained group $`𝒢`$ on a particular exact or approximate solution of the selected boundary-value problem. Mathematically, the restricting procedure implies “combining” the canonical coordinates of operators of the group admitted by the RG manifold. The vanishing condition for the sum of these coordinates on the solution of the boundary-value problem (the condition of invariance w.r.t. the RGS operator, which is analogous to condition (8))) results in a system of algebraic identities, which relate coordinates of different operators and therefore generate the desired RGSs. From the physical standpoint, the verification of this condition in each actual case is the realization of the FS principle, which therefore establishes the invariance of the particular solution w.r.t. the RG transformations. On the other hand, this step substantially relies on the PT solution of the problem under investigation simultaneously realizing the general principle of the RG method consisting in constructing an improved (in comparison with the PT) solution. In this scheme, the PT parameter can be any physically appropriate parameter or a set of such parameters.
Verification of the FS condition in the RGS construction scheme above differs from the procedure for verifying the invariance of the analyzed solutions w.r.t. an iterated sequence of scaling transformations, which are used to analyze the behavior of a physical system in the theory of critical phenomena and are also called RG transformations although they do not constitute a group in the general case (in contrast to the QFT models, where the group property is especially proved ). This scheme (we call it the Wilson RG) is now widely used in mathematical physics to analyze the asymptotic behavior of DE solutions and to construct the envelope of the solution family . When applying the Wilson RG to mathematical physics problems, the algorithm for improving the PT solutions that contain singularities consists of introducing additional parameters in the solutions, using these parameters to remove singularities, and demanding the solutions to be independent of the way these parameters are introduced . Whether such a construction is consistent with the transformation group of the desired boundary-value problem solution remains an open question although this algorithm works successfully in some particular cases.
The RGS in mathematical physics is defined by a set of RGS generators. Therefore, as in the classical group analysis of DEs, it suffices to consider only infinitesimal transformations that are characterized by an infinitesimal operator algebra. We note that this algebra often consists of more than one operator in contrast to the QFT-type models where we typically have only one RG operator. Both the dimension and the construction of the RG operator algebra depend on the mathematical model and on the type of boundary conditions.
The RGS group, which is restricted on a solution of a boundary-value problem, can be not only a point Lie group but also a Lie–Bäcklund group, an approximate transformation group, a nonlocal symmetry group, a non-Lie symmetry group, etc. . We present the FS conditions and various forms of the FS transformations pertaining to concrete problems in which the RGS is used.
## 3 The FS analysis of systems that are close to quantum field systems
We begin with the FS transformations for systems described by ODEs and, for simplicity, consider a boundary-value problem for the function $`u(t)`$ satisfying a first-order ODE with the parameters $`b^k`$ ($`k=1,2,\mathrm{}`$) explicitly entering the equation:
$$u_t=f(t,u,b^k),$$
(14)
$$u(\tau )=x.$$
(15)
This example is not only methodologically important; it illustrates the FS application to QFT where such equations appear in the RG method when analyzing a system of DEs for invariant coupling functions.
Constructing the RGS for boundary-value problem (14), (15) using the algorithm in consists in adding to (14) the embedding equation, which has the form of a linear first-order PDE,
$$u_\tau +f(\tau ,x,b^k)u_x=0.$$
(16)
The system of equations (14) and (16) determines the desired RG manifold in the space of all group parameters $`\{u,t,\tau ,x,b^k\}`$, which are not only dependent and independent variables and the parameters of initial equation (14) but also the parameters $`\tau `$ and $`x`$ entering the boundary data.
The symmetry group $`𝒢`$ admitted by manifold (14), (16) depends on the form of the function $`f`$. In the practically important case (the ultraviolet limit of QFT models) where this function does not depend explicitly on time $`t`$ and only three parameters $`b^1a`$, $`b^2b`$, and $`b^3c`$ enter the initial equation, i.e., where $`f=f(u,a,b,c)`$, the admitted group $`𝒢`$ is determined by the seven-term operator
$$X=\underset{i=1}{\overset{7}{}}\alpha _iX_i,$$
(17)
The first two functions $`\alpha _1`$ and $`\alpha _2`$ in (17) are arbitrary functions of all seven group variables $`\{t,\tau ,x,a,b,c,u\}`$, and the remaining functions depend arbitrarily on the parameters $`a`$, $`b`$, and $`c`$ and on the combinations $`\stackrel{~}{t}=t1/f(u)`$ and $`\stackrel{~}{\tau }=\tau 1/f(x)`$. The angle brackets denote integrals w.r.t. the respective variable $`u`$ or $`x`$. Explicit expressions for three of the seven operators entering (17) are
$$\begin{array}{c}X_1=_t+f(u)_u,X_3=f(u)_u,\\ \\ X_5=f(x)<f_a(x)/f^2(x)>_x+f(u)<f_a(u)/f^2(u)>_u+_a.\end{array}$$
The remaining operators are obtained by substitutions: $`X_2`$ and $`X_4`$ are obtained from $`X_1`$ and $`X_3`$ with the respective substitutions $`t\tau `$ and $`ux`$, and $`X_6`$ and $`X_7`$ from $`X_5`$ with the respective derivative substitutions $`_a_b`$ and $`_a_c`$.
The operation of restricting the group $`𝒢`$ is the verification of the imposed FS condition, which is analogous to the equality $`\varkappa =0`$ in (8), i.e., the solution must be invariant w.r.t. the RG transformations, or, in other words, the coordinate of the canonical operator $`X`$ must vanish on the solution of the initial problem $`u=U(t,x,\tau ,a,b,c)`$. If a restriction of the group $`𝒢`$ admitted by manifold (14), (16) on an (approximate) solution of problem (14), (15) is fulfilled, the “restricted symmetries,” which we call RGSs,<sup>4</sup><sup>4</sup>4Some $`R`$ operators of RGSs thus defined may result from symmetries of the equations. appear.
Which perturbation series becomes the function $`U`$ depends on the actual problem setting. For instance, for a polynomial function $`f`$,
$$f=au^2+bu^3+cu^4$$
(18)
we can choose the PT over the variables $`(t\tau )`$ or over the parameter $`a`$, $`b`$, or $`c`$. Examples of restricting the group on a solution with a PT in $`a`$ with $`b=c=0`$ was considered in , and with a PT in $`b`$ with $`a=1`$ and $`c=0`$ in . We present two possible RGS operators appearing after such restrictions ,
$$\begin{array}{c}R_1=x^2\tau _x+_a+u^2t_u,b=c=0,\\ \\ R_2=\left(x^2(1+bx)\tau +x\right)_x+\left(u^2(1+bu)t+u\right)_ub_b,a=1,c=0.\end{array}$$
(19)
We can now obtain the solution of the Cauchy problem if we write the condition for its invariance w.r.t. the RGS operator, namely, the FS condition, which is a linear first-order PDE. For instance, for the operator $`R_1`$, we have
$$tu^2x^2\tau u_xu_a=0.$$
(20)
Solving the characteristic equations (the Lie equations) for this equation, we obtain the desired solution of the boundary-value problem for $`b=c=0`$. The FS condition of type (20) is used twice: first, when constructing the RGS operators, we substitute an approximate solution $`U`$ for $`u`$ in (20); second, when finding the solution of the boundary-value problem, we use these RGS operators.
In both examples, constructing the PT is easy and results either in the powerlike dependence or in a combination of powerlike, reciprocal, and logarithmic dependencies on the initial data. In this algorithm, constructing the PT in powers of $`b`$, which gives the second operator $`R_2`$ in (19), starts from the unperturbed state, which is chosen to be the solution of the boundary-value problem at $`a=1`$ obtained by applying the first operator $`R_1`$, i.e., in the approximation of strong nonlinearity (w.r.t. the parameter $`a`$). Therefore, the improvement of the PT using the operator $`R_2`$ is reduced to the consequent improvement of the PT for the boundary-value problem with the function $`f=au^2+bu^3`$ first in the parameter $`a`$ and then in the parameter $`b`$ using the respective one-parameter groups $`R_1`$ and $`R_2`$.
In many cases, such a procedure of improving the PT consecutively over several parameters of a model fails. One possible reason is the absence of a “nonlinear” unperturbed solution. For the function $`f`$ discussed here, which is chosen as a polynomial in $`u`$, constructing the PT in $`c`$ with fixed $`a`$ and $`b`$ is not so simple as constructing the PT at $`c=0`$, because in the case with fixed $`a`$ and $`b`$, the unperturbed state is determined in terms of the Lambert function , which admits no simple analytic representation (see also ).
Therefore, constructing an RGS that generates group transformations w.r.t. several parameters simultaneously and improves a PT that admits an easily found unperturbed solution is important. In fact, we want to construct a two-parameter RG. This problem will be discussed in detail elsewhere; we consider only one example of such an RG here:
$$\begin{array}{c}R_3=<f_b(u)/f^2(u)>_t<f_b(x)/f^2(x)>_\tau +_b,\\ \\ R_4=<f_c(u)/f^2(u)>_t<f_c(x)/f^2(x)>_\tau +_c.\end{array}$$
(21)
Verifying the FS conditions, i.e., restricting the group $`𝒢`$ on the PT solution over the two parameters $`b0`$ and $`c0`$ simultaneously is not difficult technically, and using the finite transformations generated by the operators $`R_3`$ and $`R_4`$, which generate a two-dimensional algebra, we obtain the desired solution of problem (14), (15). Therefore, using the two-parameter RG, we can avoid mathematical problems that arise when using one-parameter RGs.
We conclude this section with a few remarks. We have demonstrated the use of the FS condition to construct RGSs that improve the PT over the parameters $`a`$, $`b`$, and $`c`$ entering the equation, although the corresponding operators by no means exhaust an infinite set of RGSs, which is parameterized by a continuum set of the RG operator coordinates . Quite analogously, RGS operators that improve a PT w.r.t. an appropriate combination of dynamic variables and initial data (e.g., w.r.t. the difference $`t\tau `$) can be found. Examples of such RGSs are presented in the following sections. We only mention here that the FS condition in the form of equality (8) is obviously analogous to FS condition (20) pertaining to boundary-value problem (14), (15). The RGS examples and the corresponding FS condition considered in this section follow from a single ODE. Similar constructions are valid for systems of ODEs depending on several parameters. Examples of embedding equations for such systems, which were used to find RGSs, can be found in .
## 4 The FS conditions for PDEs
In this section, we consider systems that are described by mathematical models based on PDEs or systems of PDEs. In contrast to the previous section, where the appearance of first-order partial derivatives in FS conditions is due to a transformation of parameters in initial equations and due to embedding equations, which imply taking the boundary conditions into account, we here demonstrate boundary-value problems for which the FS conditions are systems of DEs (constraints) that contain higher-order partial derivatives w.r.t. the independent variables. The differential formulation of the FS conditions then permits constructing the desired solution of the problem; finding finite FS transformations results in formal power series (see , Vol. 3, Chap. 1). In addition, we give an example of an FS condition (simpler than in Sec. 3) in the ODE form whose solution also reconstructs the solution of the boundary-value problem from the given PT.
### 4.1 Boundary-value problem for the Burgers equation
An explicit example, which illustrates the variety of the FS condition formulations for systems based on PDEs, is provided by the boundary-value problem for the modified Burgers equation,
$$u_tau_x^2\nu u_{xx}=0,$$
(22)
$$u(0,x)=f(x),$$
(23)
with the nonlinearity parameter $`a`$ and dissipation parameter $`\nu `$. The continuous point symmetry group admitted by manifold (22) is defined by nine operators. Six of them are symmetries of the equation and have been discussed in the literature (see, e.g., , Vol. 1, Chap. 1, p. 183). They correspond to the projective transformation, the dilation transformation in the plane $`(t,x)`$, translations along the axes $`t`$, $`x`$, and $`u`$, and the Galilean transformations. The seventh operator is the operator of an infinite Abelian ideal $`X_{\mathrm{}}=\alpha \mathrm{exp}(au/\nu )_u`$ of the group; the coordinate of this ideal is parameterized by the function $`\alpha (t,x,a,\nu )`$ of four group variables restricted by the linear parabolic equation
$$\alpha _t\nu \alpha _{xx}=0,$$
which coincides with the linear part $`(a=0)`$ of initial equation (22). Eventually, when we interpret the equation parameters as independent variables, two more operators appear and involve these parameters in the group transformations; these operators correspond to scaling transformations of the respective variables $`a`$ and $`\nu `$ .
Restricting the group admitted by manifold (22) on the solution $`u=U(t,x,a,\nu )`$ of the Cauchy problem, i.e., verifying the FS condition, results in an algebraic relation, which expresses the coordinate of the infinite-dimensional subgroup generator (the function $`\alpha `$) through the coordinates of the remaining eight operators at any time $`t`$, including $`t=0`$ when this solution $`U(0,x,a,\nu )=f(x)`$ is known from boundary condition (23). Using the standard representation for the solution of a linear equation on the function $`\alpha `$ with the initial value $`\alpha (0,x,a,\nu )`$ obtained from the FS condition and substituting this representation in the formula that determines the general element of the Lie algebra, we obtain the desired RGS operators. Thus, we obtain the RGSs for boundary-value problem (22), (23) by combining the symmetries of the eight-dimensional algebra generated by the above operators and symmetries of the infinite-dimensional subalgebra generated by the operator $`X_{\mathrm{}}`$. Each of the eight RG operators obtained (and their linear combinations whose coefficients are arbitrary functions of $`a`$ and $`\nu `$) contains a solution of the Cauchy problem $`u=U(t,x,a,\nu )`$ in the invariant manifold and permits finding group transformations of both the variables $`\{t,x,a,\nu \}`$ and various functionals (local and nonlocal) of the solution.
We present two such RGS operators, which improve the corresponding PTs over the parameter $`a`$ (operator $`R_5`$) and the independent variable $`t`$ (operator $`R_6`$),
$$R_5=_a+\frac{1}{a}\left(u+\mathrm{exp}\left(\frac{au}{\nu }\right)<f(x)>\right)_u,$$
(24)
$$R_6=_t+\mathrm{exp}\left(\frac{au}{\nu }\right)<af_x^2+\nu f_{xx}>_u.$$
(25)
The double angle brackets here are integral convolutions of the corresponding functions with the fundamental solution $`G(t,x,\nu )`$ of the linear equation for the function $`\alpha `$ multiplied by the exponent of the function $`f`$ from boundary condition (23):
$$<F(x)>\frac{1}{\sqrt{4\pi \nu t}}\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑yF(y)\mathrm{exp}\left(\frac{(xy)^2}{4\nu t}+\frac{af(y)}{\nu }\right).$$
The invariance conditions for a solution of a boundary-value problem (the FS conditions) corresponding to RG operators (24) and (25) are the two first-order ODEs
$$u_a\frac{u}{a}+\frac{1}{a}\mathrm{exp}\left(\frac{au}{\nu }\right)<f(x)>=0,$$
(26)
$$u_t+\mathrm{exp}\left(\frac{au}{\nu }\right)<af_x^2+\nu f_{xx}>=0.$$
(27)
Approximate solutions of Eq. (22) can be extended in parameters $`a`$ or $`t`$ by solving either Eq. (26) or (27) with the proper initial conditions. This eventually leads to the common exact solution $`u=(\nu /a)\mathrm{ln}1`$, which is valid for all values of the parameters $`a`$ and $`t`$ .
In the example above, FS condition (26) for the boundary-value problem for a PDE becomes a first-order ODE. Formally, this equation is simpler than the FS conditions formulated for the ODE boundary-value problems in Sec. 3 and differs from the corresponding FS conditions for QFT models. On the other hand, formulating boundary conditions for a first-order ODE in the embedding equations language, we notice that condition (26) can be treated as an embedding equation for boundary-value problem (22), (23) with the embedding parameter $`a`$. In turn, the invariant embedding method can also be applied to boundary-value problem (26) with the variables $`\{a,u\}`$ and the initial condition $`u=u_0(t,x,\nu )`$ at $`a=0`$. Then, because the initial value $`u_0`$ depends on the “parameters” $`\{t,x,\nu \}`$ entering ODE (26), the corresponding embedding equation becomes integral-differential . The set of the RGS operators for boundary-value problem (22), (23) includes not only the above FS conditions in the form of first-order ODEs but also operators that result in FS conditions both in the form of first-order PDEs, which are analogous to the operators previously considered, and in the form of mere algebraic relations . Therefore, various FS can relate to the solution of the same boundary-value problem.
### 4.2 The boundary-value problem for nonlinear optic equations
It is sometimes impossible to make a boundary-value problem PT and the FS conditions consistent if we confine ourselves to only point symmetries. Below, we consider an example where the FS condition is a second-order PDE. We now consider the following boundary-value problem for the system of equations for the nonlinear optics of collimated wave beams:
$$v_t+vv_x\alpha n_x=0,n_t+vn_x+nv_x=0,$$
(28)
$$v(0,x)=0,n(0,x)=N(x).$$
(29)
Here, the dimensionless coordinates $`t`$ and $`x`$ describe the spatial evolutions of the derivative $`v`$ of the beam eikonal and of the dimensionless intensity $`n`$ in the direction into the bulk and in the transverse direction, and $`\alpha `$ is the parameter of the nonlinear refraction. The hodograph transformation reduces (28) to the system of linear equations in the variables $`\tau =nt`$ and $`\chi =xvt`$
$$\tau _wn\chi _n=0,\chi _w+\alpha \tau _n=0,$$
(30)
$$\tau (0,n)=0,\chi (0,n)=H(n).$$
(31)
where we use the notation $`w=v/\alpha `$. Formal construction of the RGS and analysis of the FS conditions for system (30) could be as for the Burgers equation. As previously, a finite-dimensional subalgebra of point symmetry operators and its infinite-dimensional ideal arise. However, the procedure of restricting this ideal in order to obtain the RGS implies solving the system of linear PDEs, which coincides with initial system (30); this is an intrinsic feature of linear equations.
Therefore, we construct the RGS using not the point symmetries but the Lie–Bäcklund symmetries (see , Vol. 3, Chap. 1), for which the terms “higher” and “generalized” symmetries are also used. The desired RGS operators for boundary-value problem (30), (31) can then be conveniently written in the canonical form
$$R=f_\tau +g_\chi ,$$
(32)
where the coordinates $`f`$ and $`g`$ are functions in the extended space of group variables, which, in addition to the set $`(\tau ,\chi ,w,n,\alpha )`$, includes derivatives of $`\tau `$ and $`\chi `$ of arbitrary finite order in $`n`$ (and, perhaps, in $`\alpha `$). The problem of constructing the Lie–Bäcklund symmetries for boundary-value problem (30), (31) was discussed in detail in . It was shown that these symmetries are generated by operators of form (32) whose coordinates are linear combinations of $`\tau `$$`\chi `$, and their first- and second-order derivatives depending on $`w`$ and $`n`$. We write the expressions for the coordinates of only three operators:
$$\begin{array}{c}f_1=\tau /2+n\tau _n+(1/2)nw\chi _n,g_1=(\alpha w/2)\tau _n+n\chi _n;\hfill \\ \hfill \\ f_2=n\tau _n,g_2=\chi _n+n\chi _{nn};\hfill \\ \hfill \\ f_3=(1/4)\tau n\tau _n(5/4)wn\chi _n+\left(n+(\alpha /4)w^2\right)n\tau _{nn}wn^2\chi _{nn},\hfill \\ \hfill \\ g_3=(3/4)v\tau _n\left(2n(\alpha /4)w^2\right)\chi _n+\alpha wn\tau _{nn}+\left(n+(\alpha /4)w^2\right)n\chi _{nn}.\hfill \end{array}$$
(33)
The first operator with the coordinates $`f_1`$ and $`g_1`$, which are linear in the first derivatives, is equivalent to the point symmetry operator; the other two operators are the Lie–Bäcklund symmetry operators of the second order. Restricting the Lie–Bäcklund group found for the RG manifold consists in verifying the FS condition
$$f=0,g=0,$$
(34)
which must be satisfied on the solution of the boundary-value problem and be consistent with boundary conditions (30). The form of the coordinates $`f`$ and $`g`$ implies that these conditions, written in terms of the boundary function $`H(n)`$, must satisfy linear PDEs with variable coefficients. In particular, for the case $`N(x)=\mathrm{cosh}^2(x)`$, the FS condition is fulfilled for the combinations $`f=f_1+2(f_2+f_3)`$ and $`g=g_1+2(g_2+g_3)`$, and the desired Lie–Bäcklund RGS operator is
$$\begin{array}{c}R_7=\left(2n(1n)\tau _{nn}n\tau _n2nw(\chi _n+n\chi _{nn})+\frac{\alpha }{2}nw^2\tau _n\right)_\tau \hfill \\ \hfill \\ +\left(2n(1n)\chi _{nn}+(23n)\chi _n+\alpha w\left(2n\tau _{nn}+\tau _n+\frac{w}{2}\left(n\chi _{nn}+\chi _n\right)\right)\right)_\chi .\hfill \end{array}$$
(35)
Condition (34) for the operator $`R_7`$ results in a second-order PDE, which distinguishes it qualitatively from the first-order equations arising in the FS conditions considered previously. Namely, the finite FS transformations for the latter can be found in a closed form as the solutions of the corresponding Lie equations expressing the transformations of dependent and independent variables and parameters. The solutions of the Lie equations for the RGS with Lie–Bäcklund operator (35) result in finite transformations written as formal power series. However, this does not mean that FS conditions have no practical importance in this case; on the contrary, the differential formulation of the FS conditions permits considering relations (34) as additional differential constraints, which must be taken into account when finding solutions of the boundary-value problem. The solution of the initial equations with the differential constraints taken into account leads to the solution of the boundary-value problem that is invariant w.r.t. RGS group (35).
To conclude this section, we note that the FS conditions written as vanishing conditions for coordinates of a Lie–Bäcklund canonical RG operator, being considered as a system of differential constraints, play the role of embedding equations. Imposing the FS conditions, we come to the problem of finding the solution that is invariant w.r.t. the found RGS operator. A more informative example is provided by using the FS conditions to find point RGS operators as the group admitted by the initial equations and FS relations . There, RGS operators containing higher-order derivatives w.r.t. parameters entering the equations can be discussed in principle.
## 5 The FS and RGS for systems with small parameters
We now consider the FS property for systems described by DEs with small parameters. If a system contains a small parameter $`\alpha `$, we can start the RGS construction by considering the simplified ($`\alpha =0`$) model, which admits a wider symmetry group in comparison with the case $`\alpha 0`$. When we take the contributions from small $`\alpha `$ into account, this symmetry is inherited by the initial system of equations, which results in the appearance of additional terms, corrections in powers of $`\alpha `$, in the operator coordinates. Restricting the obtained symmetry group to an exact or approximate solution of the boundary-value problem, we obtain the desired RGS, which can be also represented as operators whose coordinates are infinite series in powers of small parameters. For boundary data of a special form, these series terminate, which results in an exact RGS without restrictions on values of the relevant parameters. For boundary data of a general type, the procedure of truncating the infinite series to a finite number of terms leads to an approximate RGS at small parameter values.
### 5.1 FS conditions in nonlinear plasma theory
We now consider the boundary-value problem for the equations of the nonlinear interaction of laser radiation with a plasma . Such an interaction for a $`p`$-polarized electromagnetic wave of frequency $`\omega `$, for which only the $`z`$ component of the magnetic field is nonzero and which propagates from the vacuum toward an inhomogeneous plasma, is described by a system (we do not present it here) of nonlinear nonstationary equations for six scalar functions: two components of the electron velocity $`v_x`$ and $`v_y`$, the electron density $`n`$, two electric field components $`E_x`$ and $`E_y`$, and the $`z`$ component $`B_z`$ of the magnetic induction; these functions depend on the time $`t`$ and the two coordinates $`x`$ and $`y`$.
The nonlinearity of these equations is essential in a small space domain near the plasma resonance (at $`\omega _L^2\omega ^2`$) where the presence of natural small parameters (such as the smooth inhomogeneity of the ion density $`N(x)`$ along the $`x`$ axis and the small incidence angles $`\vartheta `$ of laser beams at the plasma) implies the appearance of a hierarchy of components of the $`p`$-polarized light wave at the critical plasma point. When constructing the inherited point RGS, this allows reducing the total system of six initial equations to a simpler system of two one-dimensional nonlinear PDEs for the components of the electron velocity $`v`$ and the electric field $`E`$ along the density gradient vector ,
$$v_t+avv_xE=0;E_t+avE_x+\omega _L^2v=0,\omega _L^2\frac{4\pi |ee_i|N}{m}.$$
(36)
Here, the functions $`v`$ and $`E`$ are expressed in units of the dimensionless nonlinearity parameter $`a`$, which is proportional to the value of the magnetic induction $`B`$ at the critical point at the laser frequency; the coordinate $`y`$ enters only in combination with time, $`tt(\vartheta y/c)`$.
The system of six initial equations admits only a finite group of point transformations, namely, the group of translations along the $`t`$ and $`y`$ axes for arbitrary $`N(x)`$. At a constant ion density, $`N=const`$, the additional group of $`x`$-axis translations and the group of simultaneous rotations in three planes, which are determined by the coordinates $`\{x,y\}`$ and the corresponding $`x`$ and $`y`$ components of the electron velocity and of the electric field, arise. In contrast to the initial equations, system (36) admits an infinite group of point transformations with the operator containing the three terms
$$\begin{array}{c}X_1=\mu _1Y;X_2=\mu _2_x+\frac{1}{a}Y(\mu _2)_v+\frac{1}{a}Y^2(\mu _2)_E;\\ \\ X_3=\frac{1}{a}\mu _3\left(a_av_vE_E\right);Y=_t+av_x+E_v\omega _L^2v_E,\end{array}$$
(37)
each of which contains an arbitrary function $`\mu _i`$ of independent and dependent variables and of the parameter $`a`$ while the differential constraints
$$Y^3(\mu _2)+Y(\omega _L^2\mu _2)=0;Y(\mu _3)=0.$$
are imposed on $`\mu _2`$ and $`\mu _3`$.
To obtain the RGS, point transformation group (37) must be restricted on a solution of the boundary-value problem that is approximate over the powers of the parameter $`a`$; this solution is such that the leading approximation for the functions $`v`$ and $`E`$ is determined by a solution of the linearized system of initial equations with the corresponding boundary conditions (the propagation of the electromagnetic wave from the vacuum toward the plasma) and with the given shape of the density $`N(x)`$ in the plasma resonance domain taken into account; the corrections proportional to $`a`$ appear when linearizing system (36). Verifying the FS conditions for group (37), we find that $`\mu _1=0`$, $`\mu _2=E/\omega ^2`$, and $`\mu _3=1`$ for this particular solution, which gives the desired RGS operator
$$R_8=X_2+X_3=\frac{E}{\omega ^2}_x+_a.$$
(38)
The condition of invariance of the solution of the boundary-value problem w.r.t. the RG operator $`R_8`$ (the FS condition) is described by the system of first-order PDEs
$$v_a\frac{E}{\omega ^2}v_x=0,E_a\frac{E}{\omega ^2}E_x=0.$$
(39)
The solution of the characteristic equations for this system (the system of Lie equations for the operator $`R_8`$) reconstructs the PT in the parameter $`a`$ up to the exact solution of the boundary-value problem ,
$$\begin{array}{c}E=\frac{(\omega L)^2}{\mathrm{\Delta }}(q_1\mathrm{sin}\omega t+q_2\mathrm{cos}\omega t),v=\frac{\omega L^2}{\mathrm{\Delta }}(q_1\mathrm{cos}\omega tq_2\mathrm{sin}\omega t),\\ \\ x=\mu +\epsilon (q_1\mathrm{sin}\omega t+q_2\mathrm{cos}\omega t),\epsilon =aL^2/\mathrm{\Delta }^2,\end{array}$$
(40)
which describes the nonlinear structure of the electric field in the plasma resonance domain. The dimensionless quantities $`x`$ and $`\mu `$ are normalized to the resonance width $`\mathrm{\Delta }`$, and $`L`$ is the characteristic inhomogeneity scale of the plasma ion density. The choice of the form of the functions $`q_1`$ and $`q_2`$ in relations (40) is determined by the actual dependence on the $`x`$ coordinate of the electric field, which is a solution of the initial total system of equations under the corresponding boundary conditions and with the given shape of the density in the plasma resonance domain.
For example, for a cold electron plasma with a linear density function, the functions $`q_1`$ and $`q_2`$ are
$$q_1=(1+\mu ^2)^1,q_2=\mu (1+\mu ^2)^1,$$
(41)
where the width $`\mathrm{\Delta }=(\nu /\omega )L`$ is determined by the frequency of plasma particle collisions.
For a hot plasma in which the heat motion of electrons is essential, linearizing the initial system of equations, we find that in the case where the density function is linear in the plasma resonance domain, the electric field distribution is expressed through the Airy–Fock functions. The corresponding nonlinear structures of the electric field and of the density and velocity of electrons, which appear from using RG operator (38) to continue the linear relations with the first nontrivial heat correction (for $`a0`$) to finite values of $`a`$, are determined, as before, by expressions (40) in which the resonance width $`\mathrm{\Delta }`$ now depends on the electron temperature, $`\mathrm{\Delta }=(3V_T^2L/\omega ^2)^{1/3}`$, and the functions $`q_i`$ are
$$q_1=\underset{0}{\overset{\mathrm{}}{}}𝑑\xi \mathrm{cos}(\mu \xi +\xi ^3/3),q_2=\underset{0}{\overset{\mathrm{}}{}}𝑑\xi \mathrm{sin}(\mu \xi +\xi ^3/3).$$
(42)
A feature of the formulas for $`v`$ and $`E`$ in (40) with the functions $`q_1`$ and $`q_2`$ from (42) is that they give the exact (at $`\omega _L^2=\omega ^2`$) solution of Eqs. (36), in which the electron pressure is neglected but the nonzero electron temperature is nevertheless taken into account.
These formulas as well as their physical consequences were analyzed in detail in . Here, we only note the value of the results obtained: the FS condition for a simple mathematical model leads to proper results even in the leading order in which small corrections to RGSs are neglected (although a modification of RG operator (38) taking these corrections into account is not complicated; the corresponding expression for corrections in the density gradient was given in ). The big freedom in choosing the functions $`q_1`$ and $`q_2`$ in Eqs. (40) permits analyzing the nonlinear structure of the electric field in the plasma resonance domain in both cold and hot plasmas uniformly.
We note that RG operator (38) is qualitatively analogous to Bogoliubov RG operator (4). As in the standard QFT RG case, operator (38) determines the translation transformation along a solution characteristic (the parameter $`a`$) as well as more complicated functional transformations of the coordinate $`x`$. The FS property of the physical system under investigation is the invariance of the desired functions, the field $`E`$ and electron velocity $`v`$, w.r.t. these RG transformations. Then, the nonlinearity parameter $`a`$, which enters the RG transformation, is not assumed to be small in contrast to the terms dropped when obtaining the operator $`R_8`$ of the “approximate” RGS; the smallness of these terms was crucial for passing from the initial system of equations to Eqs. (36). Therefore, the RGS can be used to extend the solution obtained in the form of a power series in the parameter $`a`$ to the exact, essentially nonlinear solution, Eqs. (40). Then, as in the QFT case, the obtained RG operator corresponds to the exact group transformation w.r.t. the parameter $`a`$ for a solution of Eqs. (36). At the same time, this RG operator is approximate because it was obtained by neglecting parameters other than $`a`$ and admits a subsequent improvement w.r.t. those parameters.
### 5.2 The FS in nonlinear wave optics
In many cases, we cannot neglect all but leading (zero-order in small parameters) contributions to an RGS. Therefore, we consider a variant of the RGS and FS conditions that explicitly takes contributions of small parameters into account in the RG operator; such a modification appears when analyzing the boundary-value problem, which generalizes (28) and (29),
$$\begin{array}{c}v_t+vv_x\alpha n_x\beta _x\left(\left(x^{1\nu }/\sqrt{n}\right)_x\left(x^{\nu 1}_x\left(\sqrt{n}\right)\right)\right)=0,\\ \\ n_t+nv_x+vn_x+(\nu 1)\frac{nv}{x}=0.\end{array}$$
(43)
Here, $`\alpha `$ is the nonlinear refraction parameter as previously, $`\beta `$ is the parameter that defines the diffraction effects, and the respective values $`\nu =1`$ and $`\nu =2`$ correspond to flat and cylindrical geometries of the beam. Boundary conditions for Eqs. (43) determine the curvature of the wave front of the beam and its intensity distribution over the transverse coordinate $`x`$,
$$v(0,x)=V(x)=x/T,n(0,x)=N(x).$$
(44)
#### 5.2.1 Flat geometry
We now set the geometry to be flat ($`\nu =1`$), neglect the diffraction ($`\beta =0`$), and consider the simplest case where the wave beam on the medium boundary (i.e., at $`t=0`$) has a flat wave front. Then, Eqs. (43) become system (30). We write the RGS operators for boundary-value problem (30), (31) in canonical form (32). We represent the coordinates $`f`$ and $`g`$ as power series,
$$f=\underset{i=0}{\overset{\mathrm{}}{}}\alpha ^if^i;g=\underset{i=0}{\overset{\mathrm{}}{}}\alpha ^ig^i.$$
(45)
The method for calculating the coefficients $`f^i`$ and $`g^i`$ and the resulting system of recursive relations for these coefficients was derived in . There, each coefficient was determined up to an arbitrary function of $`n`$, $`\chi _{(s)}`$, and of the combination $`\tau _{(s)}w(s\chi _{(s)}+n\chi _{(s+1)})`$ where $`(s)`$ denotes the $`s`$th-order derivative in $`n`$. This arbitrariness can be removed by restricting the group on the desired solution of the boundary-value problem, i.e., by imposing FS condition (34), which becomes a differential or algebraic constraint that is compatible with boundary condition (31) at $`\tau =0`$. Truncating series (45), which is possible at small values of $`\alpha `$, we obtain an approximate symmetry; the contributions $`f^0`$ and $`g^0`$, which do not depend on the parameter $`\alpha `$, are then determined by the system of equations
$$\tau _wn\chi _n=0,\chi _w=0.$$
(46)
which is simpler than initial system (30). In contrast to system (30), which admits only a finite group of Lie–Bäcklund transformations of a given order, system (46) admits an infinite symmetry group because the coordinates $`f^0`$ and $`g^0`$ can be arbitrary functions of their arguments. At small $`\alpha `$, the symmetry of Eqs. (46) is inherited by initial system (30) up to an arbitrary given order in $`\alpha `$. Restricting the obtained approximate group on the solution of the boundary-value problem, we obtain the desired RGS.
We now turn to RGS operators with coordinates in the form of the binomials
$$f=f^0+\alpha f^1,g=g^0+\alpha g^1.$$
(47)
These operators depend on the functions $`f^0`$ and $`g^0`$, which, in turn, can be (nonuniquely) determined by the function $`N(x)`$ of the transverse intensity distribution at the boundary of the nonlinear medium.
For the “soliton” beam intensity distribution function $`N(x)=\mathrm{cosh}^2x`$, we can obtain two sets of formulas for the coefficients resulting from different expressions for $`f^0`$ and $`g^0`$ :
$$\begin{array}{c}a)f^0=2n(1n)\tau _{nn}n\tau _n2nw(\chi _n+n\chi _{nn}),f^1=\frac{1}{2}nw^2\tau _{nn},\hfill \\ \hfill \\ g^0=2n(1n)\chi _{nn}+(23n)\chi _n,g^1=w\left(2n\tau _{nn}+\tau _n\right)+\frac{w^2}{2}\left(n\chi _{nn}+\chi _n\right).\hfill \end{array}$$
(48)
$$\begin{array}{c}b)f^0=1+2n\chi _n\mathrm{tanh}\chi ,f^1=(\frac{\tau ^2}{n}2\tau \tau _n+2\tau ^2\mathrm{tanh}\chi )\mathrm{cosh}^2\chi ,\hfill \\ \hfill \\ g^0=0,g^1=2\tau \chi _n\mathrm{cosh}^2\chi 2\tau _n\mathrm{tanh}\chi .\hfill \end{array}$$
(49)
Calculating contributions of higher orders , we find that the functions $`f^i`$ and $`g^i`$ vanish for $`i2`$ in case a and formulas (48) and (45) describe an exact RGS; the comparison with coordinates (35) demonstrates that the functions $`f^{1,2}`$ and $`g^{1,2}`$ are the coefficients of the coordinate expansions in powers of $`\alpha `$. In case b, series (45) do not terminate, and formulas (49) and (45) pertain to an approximate RGS.
For the wave beam with a Gaussian initial intensity shape, $`N(x)=\mathrm{exp}(x^2)`$, we have two sets of the $`f`$ and $`g`$ operators of an approximate RGS:
$$\begin{array}{c}a)f^0=1+2n\chi \chi _n,g^0=0,f^1=2\tau \tau _n+\frac{\tau ^2}{n},g^1=2(\tau \chi _n+\chi \tau _n),\hfill \end{array}$$
(50)
$$\begin{array}{c}b)f^0=2n(\tau \chi _n+\tau _n\chi ),g^0=1+2n\chi \chi _n,f^1=2\chi \tau _\alpha ,g^1=2(\chi \chi _\alpha \tau \tau _n).\hfill \end{array}$$
(51)
Formulas (48)–(51) demonstrate the main advantage of the approximate RGS method, which permits analyzing boundary-value problems with arbitrary boundary data, which are expressed through differential or algebraic expressions for the functions $`f^0`$ and $`g^0`$. The example of operator (48) shows that in some cases the approximate RGS method can result in an exact RGS whose presence must be established using the tools in the previous section. Because expressions (48) for the coordinates $`f^i`$ and $`g^i`$ contain second-order derivatives, the corresponding operator $`R`$ is the RGS Lie–Bäcklund operator of the second order, while operators (49)–(51) are equivalent to point symmetry operators. Meanwhile, because operator (51) contains the first derivative in the parameter $`\alpha `$, the FS transformations also involve the nonlinear refraction parameter . (See for a detailed analysis of formulas (48)–(51) and the physical consequences of their substitution in FS conditions (34).)
#### 5.2.2 Cylindrical case
Analogously to the previous case, approximate RGSs for the case $`\beta 0`$ can be constructed using FS conditions . An example is the RGS operator for the cylindrical $`(\nu =2)`$ wave beam,
$$\begin{array}{c}R_9=\left[\left(1\frac{t}{T}\right)^2+t^2S_{\chi \chi }\right]_t+\left[\frac{x}{T}\left(1\frac{t}{T}\right)+tS_\chi +vt^2S_{\chi \chi }\right]_x\hfill \\ \hfill \\ +\left[\frac{x}{T^2}+\frac{v}{T}\left(1\frac{t}{T}\right)+S_\chi \right]_v+\left[\frac{2n}{T}\left(1\frac{t}{T}\right)nt\left(1+\frac{vt}{x}\right)S_{\chi \chi }\frac{nt}{x}S_\chi \right]_n.\hfill \end{array}$$
(52)
where the function $`S`$ depends on the variable $`\chi =xvt`$,
$$S(\chi )=\alpha N(\chi )+\frac{\beta }{\chi \sqrt{N(\chi )}}_\chi \left(\chi _\chi \left(\sqrt{N(\chi )}\right)\right),$$
contains two small parameters $`\alpha `$ and $`\beta `$, and is determined by the initial beam intensity distribution function $`N`$ at the boundary of the nonlinear medium. Then, as in the case $`\beta =0`$, there exist such functions $`N`$ for which operator (52) corresponds to an exact, rather than approximate, RGS, i.e., the RGS that is applicable at arbitrary, not necessarily small, values of the parameters $`\alpha `$ and $`\beta `$ . The FS transformations appear from the solution of the characteristic equations for the first-order PDE that is conjugate to (52) and permit continuing the PT solutions, which are determined only in a small vicinity of the nonlinear medium boundary, to a domain where essentially nonlinear effects prevail .
To conclude this section, we again note that we can write the FS conditions in many different ways, which implies different approaches to their subsequent use in problems with a small parameter. The use of approximate symmetries results in some peculiarities in constructing the RGSs and in using the FS conditions.
First, as discussed in the previous section, we apply the FS conditions in the form of a system of higher-order DEs and analyze them together with the initial equations. In contrast to finite FS transformations, which are infinite formal series (see , Vol. 3, Chap. 1), the differential formulation of the FS conditions is suitable for constructing solutions of a boundary-value problem.
Second, the FS conditions expressed as approximate symmetries are additional differential constraints, which together with the initial equations determine the RG manifold. In turn, such a manifold can be used to construct approximate point RGSs.
Third, the FS conditions are important at all stages of constructing approximate RGSs already starting with setting the RGS operator coordinates for an unperturbed solution. New prospects are provided by the possibility of constructing RGSs based on approximate symmetries for problems with arbitrary boundary conditions.
Fourth, we introduce parameters that are used to construct approximate RGSs in the set of variables of the FS transformations.
## 6 Conclusion
We now formulate how the FS notion has been transformed in the last decade. This notion first appeared as pertaining to the group transformations developed by Lie in , which was used to construct the QFT (Bogoliubov) RG . The latter concept was based on the one-parameter Lie group of local transformations, the class the Bogoliubov RG belongs to. The FS notion unified various RGs and exhibited their intrinsic group structure.
The progress in applying mathematical methods to the investigation of symmetries of differential and integral-differential equations, which resulted in modern group analysis (see, e.g., and references therein), has led to the transformation of the FS notion.
First, this resulted in constructing the special class of symmetries related to the RG transformations, namely, the RGSs. Such a method (see Sec. 2) regularizes the procedure for finding RG transformations, at least for systems that are described by differential and integral-differential equations. Using the infinitesimal approach, we can formulate the RG invariance conditions through the RGS operators and can therefore use all the powerful tools of modern group analysis to construct these conditions. As a result, the RGS notion now includes not only point symmetries (Sec. 3) but also Lie–Bäcklund symmetries (higher, or generalized, symmetries) (Secs. 4 and 5), approximate symmetries (Sec. 5), etc. The list of examples, which is far from complete, presented in this paper includes the most advanced results in constructing the RGSs; furthermore, our approach is equally applicable to the cases of nonlocal RGSs and to RGSs of integral-differential equations if, for example, we apply the method described in . Therefore, modern group analysis is as important for developing the FS notion as was the classical Lie group analysis for establishing the Bogoliubov RG.
The FS conditions are formulated as conditions of invariance w.r.t. transformations determined by RG operators. This becomes important when the formulation of finite FS transformations is doubtful, e.g., for the Lie–Bäcklund RGSs (see Secs. 4 and 5). Being universal, this formulation is useful not only at the stage of finding the solutions but also when constructing RGS operators. Thus, the FS conditions and the procedure for their verification became important components of the RGS construction. The conditions themselves can be algebraic as well as differential relations containing derivatives of higher (not necessarily first, see Sec. 4.2) order.
A feature of the new way of constructing RGSs is the regular procedure for constructing Lie algebras of finite dimension. Numerous examples of such algebras are given in , although they have not yet found wide practical applications (see Sec. 3). Such Lie algebras correspond to multiparameter groups. The RGS apparatus results in a set of group operators constituting a Lie algebra. Such groups are customarily used by researchers into symmetries of equations arising in contemporary theoretical physics.<sup>5</sup><sup>5</sup>5For instance, the basis of the Poincaré group transformation algebra consists of 10 generators. However, the “renormalization group” in both the QFT (Bogoliubov) and the Wilson approaches was always assumed to be a one-parameter group. Rare attempts to consider two-parameter constructions have always (to the best of our knowledge ) led to direct products of two one-parameter RGs.
The RG technique was customarily used in problems with singularities to improve the PT and to give a correct description of the solution behavior in the vicinity of a singularity; these properties are intrinsic in our approach as well. Namely, using the FS conditions formulated in Secs. 4 and 5 on the base of the Lie–Bäcklund RGS, we were able not only to describe the structure of the known singular solutions but also to find new ones (see ). We stress that the RGS approach to these problems results in a structure of two-dimensional singularities that differs from the structure of singularities appearing within the Bogoliubov RG setting.
## 7 Acknowledgments
This work was supported in part by the Russian Foundation for Basic Research (Grant Nos. 96-15-96030 and 99-01-00232) and INTAS (Grant No. 96-0842). |
warning/0001/cond-mat0001022.html | ar5iv | text | # Universal Transverse Conductance between Quantum Hall Regions and (2+1)D Bosonization
## I Introduction
Universal properties of interacting fermionic systems have always attracted the attention of physicists. The reason is that a clean and exact behavior for a system containing impurities and complicated particle interactions must be associated to a strong constraint imposed by a simple physical principle. Low dimensional condensed matter systems offer a variety of situations where these universal phenomena occur.
For 1D systems such as quantum wires, recent experiments showed that, at low temperatures, the measured Landauer conductance is equal to the quantum $`e^2/h`$ for each propagating channel. Soon it was understood that, for a finite Luttinger liquid wire, the conductance is not renormalized by the interaction in the wire, since it is dominated by the noninteracting electron gas in the leads. Moreover, a general relationship between universality in transport properties of 1D systems and chiral symmetry has been recently proposed.
In Ref. , following Maslov and Stone’s reasoning, one of us showed that perfect conductance should also occur, at low temperatures, for a 1D incommensurate charge density wave (CDW) system adiabatically connected to Fermi liquid leads. This result agrees with that obtained in Ref. , where transport of charge in disordered mesoscopic CDW heterostructures was studied within the Keldysh formalism. In contrast to the elaborate calculation of Ref. , we presented very simple physical arguments based on the existence of a chiral (anomalous) symmetry for the system as a whole (CDW plus leads) when the phase of the CDW order parameter is dynamic.
In Ref. , we also stressed the important role played by the finitness of the system, the adiabatic contacts to the reservoirs, and the universal character of the bosonization rules, showing that a general 1D structure of the Fermi-liquid/finite-system/Fermi-liquid type displays a perfect Landauer conductance at low temperatures, provided the finite system presents an (anomalous) chiral symmetry. The adiabaticity allows the extension of the symmetry to the system as a whole in such a way that an anomalous chiral current is always present when a bias voltage is applied; outside the sample, this current is associated to the transport of free fermions.
These general properties cause the charge transport through the system to be dominated by the reservoirs, i.e., chiral symmetry is the physical principle behind the universality of Landauer conductance in 1D systems. The natural language we used to study these systems is bosonization, which maps the initial $`(1+1)`$D fermionic system into a bosonic one, describing collective excitations represented by a scalar field .
In connection with 2D systems, the understanding of the impurity independence of the transverse conductance in the quantum Hall effect was initiated by Prange , but it was after the work by Laughlin and Halperin that the underlying mechanism for the universal character of the transverse conductance was associated to the principle of gauge invariance. This is the accepted explanation for the amazing degree of accuracy for the transverse conductance, which is insensitive to such details as the sample’s geometry and the amount of impurities. A very interesting topological interpretation of this fact can be found in Ref. .
The aim of this work is to show that bosonization is also a natural language to describe universal transport properties for $`2`$D systems.
The generalization of the bosonization technique to higher dimensions is recent. In the context of condensed matter systems, the first attemps to bosonize a Fermi-liquid in higher dimensions were presented in Refs. and . In Ref. the shape fluctuations of the Fermi surface were studied in a very systematic way, and a detailed analysis of the Landau theory as a fixed point of the renormalization group were presented.
In the context of quantum field theory, an important activity on bosonization in higher dimensions was initiated in the beginning of the nineties, . In particular, the bosonization of a massive $`(2+1)`$D Dirac field is achieved in terms of a gauge theory, where the Chern-Simons action plays a fundamental role, and the fermionic current is mapped into the topological current $`ϵ^{\mu \nu \rho }_\nu A_\rho `$. This bosonization, in contrast to the abovementioned Fermi-liquid case, deals with parity breaking systems (in $`(2+1)`$ dimensions, the mass term $`M\overline{\psi }\psi `$ breaks parity). In this paper, this is the kind of systems we will be interested in, namely, $`2`$D systems displaying the following properties:
* gauge invariance (charge conservation).
* a gap in the low lying charged excitations.
* Lorentz or Galilean invariance.
* Parity or time reversal symmetry breaking.
Besides studying the $`(2+1)`$D fermionic case, which is the simplest one, we will also study the physically relevant nonrelativistic case, where $`2`$D spinless fermions are submetted to an external magnetic field $`B`$; here the gaps are provided by the Landau quantization.
It is worthwile stressing here that the two examples we will consider have a quite different underlying physics. One of the consequences is that the particular values for the universal transport properties of these systems will be different; however, in both cases, the proof of universality will be similar as it relies on the general properties shared by them. The role played by bosonization is to implement all these properties in a very simple and compact way.
Esentially, we will extend two results we have recently obtained for low dimensional fermionic systems. One of them is the relationship between the universality of Landauer conductance and the universality of the mapping between the fermionic current and the bosonized topological current $`ϵ^{\mu \nu }_\nu \varphi `$, in $`1`$D systems. The other one, is the universal character of the bosonized topological current $`ϵ^{\mu \nu \rho }_\nu A_\rho `$, for a class of $`(2+1)`$D systems ; this will be related to the universality of the transverse conductance, for a system with general current interactions, when measured between “perfect Hall regions” (where the parity breaking parameter, $`M`$ or $`B`$, goes to infinity). As a byproduct, we shall also see that the Aharonov and Casher results for fermionic systems with spin, will remain valid when interactions are included.
Thus, we will see that bosonization is a method that unifies universal physical behaviors associated to systems with different dimensionality. While, in $`1`$D, bosonization is a simple way to display the anomalous properties of chiral symmetry, in $`2`$D, it is appropriate to display the gauge invariance of the effective fermionic action, that is, the physical principle behind the universal character of transverse conductance. Then, it is no by chance that, in this framework, we shall be able to derive the universal transverse transport.
Although a closed expression for the bosonized action in higher dimensions is still lacking, the gauge and topological structure of the bosonized theory, and the universal character of the bosonized currents are the only properties we shall need to derive our results. In analogy with the $`1D`$ case, where the Fermi-liquid in the reservoirs imposes strong constraints on the Landauer conductance, we shall see that perfect Hall regions will impose strong constraints on the transverse conductance. As before, an adiabatic transition between the interacting and the noninteracting regions will be needed. From a physical point of view, this condition corresponds to nondissipative contacts.
This paper is organized as follows: In section II we review and compare the functional bosonization technique in $`(1+1)`$D and $`(2+1)`$D. In §III we briefly review the relationship between the universality of the bosonization rules in $`(1+1)`$D and the universality of Landauer conductance in $`1`$D finite systems. Section IV has the main results of this paper where we deduce the universal transverse conductance between “perfect Hall regions”, using the universal mappings between currents. In §V we extend our results to the nonrelativistic case, obtaining the universal properties of transverse currents, in the integer as well as in the fractional quantum Hall effect. Finally in §VI we discuss our results and give our conclusions.
## II The bosonization technique
In order to deal with the general bosonization structure in higher dimensions, it is convenient to follow the path-integral approach of Refs. and . The free fermionic partition function is
$$Z_0[s]=𝒟\psi 𝒟\overline{\psi }e^{iK_F[\psi ]i{\scriptscriptstyle d^\nu xj^\mu s_\mu }},$$
(1)
where $`K_F`$ is a free fermionic action term and $`j^\mu =\overline{\psi }\gamma ^\mu \psi `$ ($`\nu `$ is the dimensionality of space-time).
Using gauge invariance (for $`\nu =2`$ we suppose a gauge invariant regularization), we have $`Z_0[s]=Z_0[s+b]`$, where $`b`$ is a pure gauge field. Then, up to a global normalization factor, we can write
$$Z_0[s]=𝒟b|_{\mathrm{pure}\mathrm{gauge}}Z_0[s+b].$$
(2)
This functional integration can also be carried over the whole set of gauge fields $`b`$ by imposing an appropiate constraint. For $`\nu =2`$, the constraint is given by $`\delta [ϵ^{\mu \nu }_\mu b_\nu ]`$. Then, exponentiating the delta functional by means of a scalar lagrange multiplier $`\varphi (x)`$ and shifting $`bbs`$, the bosonized representation is obtained,
$$Z_0[s]=𝒟\varphi e^{iK_B[\varphi ]i{\scriptscriptstyle d^2xs_\mu ϵ^{\mu \nu }_\nu \varphi }},$$
(3)
where
$$e^{iK_B[\varphi ]}=𝒟bZ_0[b]e^{i{\scriptscriptstyle d^2xb_\mu ϵ^{\mu \nu }_\nu \varphi }}.$$
(4)
For $`\nu =3`$, the constraint is $`\delta [ϵ^{\mu \nu \rho }_\nu b_\rho ]`$ and the delta functional is exponentiated by means of a vector field Lagrange mutiplier $`A_\mu `$. Following the same steps as before, we obtain
$$Z_0[s]=𝒟Ae^{iK_B[A]i{\scriptscriptstyle d^3xs_\mu ϵ^{\mu \nu \rho }_\nu A_\rho }},$$
(5)
where
$$e^{iK_B[A]}=𝒟bZ_0[b]e^{i{\scriptscriptstyle d^3xb_\mu ϵ^{\mu \nu \rho }_\nu A_\rho }}.$$
(6)
Differentiating $`Z_0[s]`$, we read from Eqs. (3) and (5) the topological currents that bosonize the fermionic ones, $`\overline{\psi }\gamma ^\mu \psi ϵ^{\mu \nu }_\nu \varphi `$ and $`\overline{\psi }\gamma ^\mu \psi ϵ^{\mu \nu \rho }_\nu A_\rho `$, in one and two spatial dimensions, respectively.
At this point, let us include a general current interaction term,
$$Z[s]=𝒟\psi 𝒟\overline{\psi }e^{iK_F[\psi ]+iI[j^\mu ]i{\scriptscriptstyle d^\nu xj^\mu s_\mu }},$$
(7)
where $`I[j^\mu ]`$ is represented in terms of a functional Fourier transform,
$$\mathrm{exp}\left\{iI[j^\mu ]\right\}=𝒩𝒟a_\mu \mathrm{exp}\left\{id^\nu xh(𝐱)a_\mu j^\mu +iS[a_\mu ]\right\}.$$
(8)
The constant $`𝒩`$ is chosen such that $`I[0]=0`$. The function $`h(𝐱)`$ is introduced in order to localize the interaction to a spatial region $`\mathrm{\Omega }`$ ($`𝐱`$ is the spatial part of $`x`$). In other words, $`h(𝐱)`$ is a smooth function which is zero, outside $`\mathrm{\Omega }`$, and it grows to $`h(𝐱)=1`$, inside $`\mathrm{\Omega }`$. By construction, $`I[j^\mu ]=0`$ for currents localized outside $`\mathrm{\Omega }`$. The role of the smooth function $`h(𝐱)`$ is to implement the adiabatic contact of the interacting region to the noninteracting one.
Note that for a generic non quadratic interaction $`I[j^\mu ]`$, the computation of $`S(a)`$ is, in general, not possible. However, inserting Eq. (8) into Eq. (7) and bosonizing the fermions as in a free theory with an external source $`s_\mu +h(𝐱)a_\mu `$ we find
$$Z[s]=𝒟\varphi e^{iK_B[\varphi ]+iI[ϵ^{\mu \nu }_\nu \varphi ]i{\scriptscriptstyle d^2xs_\mu ϵ^{\mu \nu }_\nu \varphi }},$$
(9)
for the $`1D`$ case and
$$Z[s]=𝒟Ae^{iK_B[A]+iI[ϵ^{\mu \nu \rho }_\nu A_\rho ]i{\scriptscriptstyle d^3xs_\mu ϵ^{\mu \nu \rho }_\nu A_\rho }},$$
(10)
for the $`2D`$ case. That is, we get the universality of the bosonization rules for the currents.
For $`\nu =2`$,
$$K_F[\psi ]+I[j^\mu ]d^2xs_\mu j^\mu K_B[\varphi ]+I[ϵ^{\mu \nu }_\nu \varphi ]d^2xs_\mu ϵ^{\mu \nu }_\nu \varphi .$$
(11)
For $`\nu =3`$,
$$K_F[\psi ]+I[j^\mu ]d^3xs_\mu j^\mu K_B[A]+I[ϵ^{\mu \nu \rho }_\nu A_\rho ]d^3xs_\mu ϵ^{\mu \nu \rho }_\nu A_\rho .$$
(12)
At this point some comments are in order. Although Eqs. (11) and (12) are similar, the status of bosonization in $`(1+1)`$ and $`(2+1)`$ dimensions is different. The bosonized action $`K[\varphi ]`$ in Eq. (11) is a local functional of $`\varphi `$ at low as well as at high energies. This is a consequence of the constraints imposed by the space dimensionality, which are not present in the $`(2+1)`$D case. For instance, in a massless $`(1+1)`$D fermionic free theory it is possible to build up (zero eigenvalue) bosonic normalizable eigenstates of the $`P_\mu P^\mu `$ operator. These modes are represented by the topologically trivial sector of the corresponding bosonized theory.
In a $`(2+1)`$D fermionic theory it is not possible to construct such normalizable eigenstates for any value of the mass. As a consequence, one has to be carefull about the meaning of the bosonizing field $`A_\mu `$.
In Ref. we have addressed this question in detail showing that the topologically trivial sector of the bosonized action $`K_B[A]`$ has the vacuum as the only asymptotic state. This can be seen as follows.
If a large mass limit is considered, the bosonized action for free relativistic fermions takes the form of a Chern-Simons term and the next correction is a Maxwell term . Then, we could naively imply the existence of a bosonic mode associated to the Maxwell-Chern-Simons (MCS) theory. Moreover, other corrections would be higher derivative terms implying unphysical modes. In fact, this is not reliable as all these modes would be at a mass scale where the approximation is not valid.
In Ref. we considered a quadratic approximation instead, where the full momentum dependence of the fermionic effective action in Eq. (6) were maintained to obtain a nonlocal MCS bosonized theory. The Schwinger quantization for these kind of theories, containing nonlocal kinetic terms, were developed in Refs. . Following these results, we were able to relate the mass weight function of the nonlocal MCS bosonized theory and the cross section for fermion pair creation. Then, as there are no bound states, we were able to imply that the mass weight function of the bosonized theory has no delta singularities, i.e., the only asymptotic state in the corresponding topologically trivial sector is the vacuum. Then, while in $`(1+1)`$D the bosonizing field $`\varphi `$ represents some collective excitations of the fermions, in $`(2+1)`$D the bosonizing field $`A_\mu `$ does not.
However, when we study $`2`$D (parity breaking) fermionic systems with gapped excitations, the response to a small electric field, or an infinitesimal variation of the chemical potential between two regions, will be a quasi-equilibrium property dominated by the low lying energy degrees of freedom. In this regime, the physically relevant quantities are the currents.
In these cases the bosonization technique will implement a sort of hidrodynamical approximation where the conserved currents are represented by $`ϵ^{\mu \nu \rho }_\nu A_\rho `$, and the dynamics is given by Eq. (12). In the last sections we will follow this route to implement an alternative calculation for the transverse conductance in $`2`$D fermionic systems.
## III Universality of Landauer conductance and bosonization rules in $`1`$D systems
Let us summarize in this section the results of Ref. where we have shown that the universality of the free bosonization rules implies the universality of Landauer conductance at $`T=0`$, for a general class of $`1D`$ systems. There, we have considered a Fermi-liquid/finite-system/Fermi-liquid structure where the finite-system presents a quiral symmetry and is adiabatically connected to the reservoirs. For a spinless Fermi-liquid, this amounts to considering for $`K_F`$, in Eq. (1), the usual action for massless fermions in one dimension, and a smooth $`h(𝐱)`$ which is zero outside a finite region extending from $`L/2`$ to $`+L/2`$ (where we have Fermi-liquid) and it grows to $`1`$ inside this region (interacting region).
Recalling that the free fermionic effective action in Eq. (4) is quadratic, the path integral over $`b_\mu `$ can be simply calculated to obtain the well known bosonized action
$`K_B[\varphi ]={\displaystyle d^2x\frac{\pi }{2}_\mu \varphi ^\mu \varphi },`$
and the bosonized equation of motion corresponding to Eq. (11) can be written as an anomalous (chiral current) divergence,
$$_\mu \left[^\mu \varphi +\frac{1}{\pi }ϵ^{\mu \nu }\frac{\delta I}{\delta j^\nu (x)}\right]=\frac{1}{\pi }E(𝐱,t),$$
(13)
where $`E(𝐱,t)=_0s_1(𝐱,t)_1s_0(𝐱,t)`$.
Then, following Maslov and Stone’s reasoning , we considered an electric field that is switched on until it saturates in a value $`E(𝐱)`$. In this case, the large $`t`$ asymptotic behavior is given by $`\varphi (𝐱)=f(𝐱)kt`$. Replacing this behavior in Eq. (13), we have
$$_x\left[_xf+\frac{1}{\pi }\frac{\delta I}{\delta j^0(x)}\right]=\frac{1}{\pi }E(𝐱).$$
(14)
Due to causality and the fact that, outside the interacting region, Eq. (13) reduces to the free wave equation, we must have $`f(𝐱)=\pm k𝐱+\varphi _0`$, the plus (minus) sign corresponding to the right (left) side of this region. Also notice that the contribution to the axial current coming from the interaction is localized. Therefore, the integration of Eq. (14) over the spatial coordinate leads to $`_xf(b)_xf(a)=\frac{1}{\pi }[V(a)V(b)]`$, where $`a`$ (resp. $`b`$) lies on the left (resp. right) side of the finite system, where the electric field is supposed to be zero. This fixes the constant $`k`$ to be $`2k=\frac{1}{\pi }[V(a)V(b)]`$ and the electric current (in bosonized language) results
$$I=_0\varphi =k=\frac{1}{2\pi }[V(b)V(a)].$$
(15)
This is the perfect conductance $`e^2/h`$ in units where $`\mathrm{}=e=1`$.
If the mass term $`m(x)`$ is nonzero (a local gap), chiral symmetry is explicitely broken and the conductance is expected to be suppresed. This happens in the case of a Peierls dielectric system. The quantum regime of a CDW system is described by a complex order parameter $`\mathrm{\Delta }(x)`$, representing the lattice degrees of freedom, whose coupling to the fermions is given by
$$\mathrm{\Delta }\overline{\psi }P_L\psi +\overline{\mathrm{\Delta }}\overline{\psi }P_R\psi ,$$
(16)
$`P_{R,L}=(1\pm \gamma _5)/2`$ are the projectors corresponding to the right and left modes, respectively. In this case the fermionic effective action is not known, however, the bosonized action is known to be a Sine-Gordon model. For instance, in a path integral framework, this can be obtained, by taking the Lorentz gauge, and using a lagrange multiplier $`\omega `$ to write
$$e^{iK_B(\varphi )}=\frac{1}{N}𝒟\psi 𝒟\overline{\psi }𝒟\omega e^{i{\scriptscriptstyle d^2x\overline{\psi }i/\psi }+\mathrm{\Delta }\overline{\psi }P_L\psi +\overline{\mathrm{\Delta }}\overline{\psi }P_R\psi }\delta [\overline{\psi }\gamma ^\mu \psi +ϵ^{\mu \nu }_\nu \varphi ^\mu \omega ].$$
(17)
Studying the behavior of the representation (17) under chiral transformations, the well known bosonized action,
$$K_B(\varphi )=\frac{\pi }{2}_\mu \varphi ^\mu \varphi +\frac{A}{2}\left(\overline{\mathrm{\Delta }}e^{i\beta \varphi }+\mathrm{\Delta }e^{i\beta \varphi }\right),$$
(18)
can be derived ($`A`$ is a renormalization constant). Since in our case the order parameter $`\mathrm{\Delta }`$ has a dynamics given by
$$_{\text{ph}}[\mathrm{\Delta }]=\frac{1}{2v}\left(_0\overline{\mathrm{\Delta }}_0\mathrm{\Delta }v^2_1\overline{\mathrm{\Delta }}_1\mathrm{\Delta }\right)\frac{\omega _p^2}{2v}\overline{\mathrm{\Delta }}\mathrm{\Delta },$$
(19)
the chiral symmetry is restored. Then, considering a finite CDW system localized adiabatically ($`\mathrm{\Delta }(x)h(𝐱)\mathrm{\Delta }(x)`$) to Fermi-liquid leads, with an additional (local) current interaction of the form shown in Eq. (8), the field equations of motion lead to an anomalous chiral current,
$$_\mu j_\text{A}^\mu =\frac{1}{\pi }E(𝐱,t),$$
(20)
where the total axial current density components are
$$j_0^\text{A}=\frac{i\beta h^2}{2v}\left(\mathrm{\Delta }^{}_0\mathrm{\Delta }\right)\left(\mathrm{\Delta }_0\mathrm{\Delta }^{}\right)+\frac{1}{\sqrt{\pi }}\frac{\delta I}{\delta j^1(x)}+_0\varphi $$
(21)
and
$$j_1^\text{A}=\frac{i\beta v}{2}\left[\left(h\mathrm{\Delta }^{}\right)_1\left(h\mathrm{\Delta }\right)_1\left(h\mathrm{\Delta }^{}\right)\left(h\mathrm{\Delta }\right)\right]\frac{1}{\sqrt{\pi }}\frac{\delta I}{\delta j^0(x)}+_1\varphi .$$
(22)
In this equation, the chiral current contains the free fermion contribution modified by terms coming from the lattice degrees of freedom and the current interactions, which are localized in the junction. Here again, the anomalous chiral current divergence leads to a perfect conductance. For instance, these conclusions hold when forward-scattering impurities are present in the CDW junction; if impurities are also present in the Fermi-liquid leads, however, some renormalization of the conductance is expected, in agreement with the results of Ref. .
## IV Universality of transverse conductance and bosonization rules in $`2`$D systems
Here, we will show that in the same way that $`(1+1)`$D bosonization (cf. Eq. 11) allows a simple calculation of universal perfect Landauer conductance for $`1D`$ fermionic systems (cf. Eq. 15), in $`(2+1)`$D, the bosonized expressions (12) will allow an exact calculation of universal transport properties in (parity breaking) fermionic systems with gapped excitations. In this section we will use, as an example, the relativistic Dirac field since it is the simplest case that displays the required symmetry properties. In the next section we will extend our results to nonrelativistic systems.
In order to achieve the full bosonization program, we are faced with the problem of computing the bosonized action $`K_B(A)`$ for free fermions. This amounts to computing the functional transverse Fourier transform of the massive $`(2+1)`$D fermionic determinant (Eq. 6). Although a closed expression for $`K_B(A)`$ is lacking, rather interesting results have been already established. For instance, in the infinite mass limit $`m\mathrm{}`$, the effective action corresponding to the fermionic determinant is given exactly by a local Chern-Simons term, and its transverse Fourier transform can be computed straightforwardly, yielding a Chern-Simons bosonized action. Another approximation scheme was considered in Ref. , where the full quadratic part of the fermionic effective action, corresponding to the exact expression of the vacuum polarization tensor, has been taken into account. In this case, the approximated bosonized action takes the form of a nonlocal Maxwell-Chern-Simons term. It is worth underlining here that this approximation has been proven to be very useful in order to discuss on an equal footing both the massless and the infinite mass limit corresponding, respectively, to the bosonized actions obtained in Refs. and . Also, in Ref. , we have seen that this nonlocal bosonized theory is physically well defined, as the associated mass weight function is positive definite, in contrast with the result that would be obtained in any (higher order) derivative approximation (see also the discussion in section II).
Beyond the quadratic approximation for the fermionic determinant, the evaluation of the bosonized action is, in general, a difficult task. Using the results of Ref. , some general features of the bosonized action can be obtained. Recently, we have shown that the bosonized action $`K_B(A)`$ in Eq. (12) can be cast in the form of a pure Chern-Simons term, up to a nonlinear and nonlocal redefinition of the gauge field. In this way we can separate the topological information from the particular (and unknown) details of the bosonized action. For our present purposes this representation is not needed. However, we will take advantage of the general structure underlying this separation.
Now, we will present a relationship between the result of Ref. , i.e., the universal character of the current bosonization rules for 2D interacting fermionic systems (cf. Eq. (12)), and the universality of transverse conductance between “perfect Hall regions” (where the parity breaking parameter goes to infinity). This is the $`2`$D counterpart of the relationship between universality of current bosonization rules and Landauer conductance, in $`1`$D systems.
At this point one question naturally arises: how can we try to obtain some exact result if we do not even know the exact expression for the bosonized kinetic action $`K_B[A]`$ ? The key point is that the unknown terms in the bosonized kinetic action will have the same form of the bosonized interaction term, and when looking at universal behavior, the detailed form of these terms will be irrelevant. Physically, in analogy with the $`1D`$ case, where the Fermi-liquid in the reservoirs imposes strong constraints on the Landauer conductance, we will see that perfect Hall regions will impose strong constraints on the transverse conductance.
Let us consider relativistic $`2D`$ fermions with a position dependent (positive definite) mass $`m(𝐱)`$,
$$K_F=d^3x\overline{\psi }(i/+m(𝐱))\psi .$$
(23)
We will suppose that there are at least two disconnected regions or “islands” where the gap $`m(𝐱)`$ goes to infinity. The multiply connected region around the islands will be called $`\mathrm{\Omega }`$. For definitness, we will consider a mass parameter which takes a value $`M`$ ($`M\mathrm{}`$), inside the islands, while it rapidly decreases to a finite value $`m`$ outside them.
Firstly, since the bosonized action $`K_B(A)`$ is obtained from a functional transverse Fourier transform of the fermionic determinant (cf. Eq. (6)), it is gauge invariant. Secondly, it is easy to see that in the case of uniform mass, the bosonized kinetic term $`K_B(A)`$ can be written as (see for example Refs. )
$$K_{\mathrm{hom}}[A]=\frac{1}{\eta }S_{CS}+\stackrel{~}{R}_{\mathrm{hom}}[ϵA],$$
(24)
where
$$S_{CS}=\frac{1}{2}d^3xA_\mu ϵ^{\mu \nu \rho }_\nu A_\rho ,$$
(25)
$`\eta =\frac{M}{|M|}\frac{1}{4\pi }`$ and $`\stackrel{~}{R}_{\mathrm{hom}}`$ goes to zero as the mass goes to infinity. A similar conclusion applies to the case where the mass is $`x`$-dependent, i.e., when $`m(𝐱)`$ is replaced by $`\lambda m(𝐱)`$, and $`\lambda \mathrm{}`$, we have (including a gauge fixing factor in Eq. (6))
$$\underset{\lambda \mathrm{}}{lim}\mathrm{exp}iK_B(A)=𝒟b_\mu F(b)e^{i\eta S_{CS}(b)+i{\scriptscriptstyle d^3x\epsilon ^{\mu \nu \rho }A_\mu _\nu b_\rho }},$$
(26)
where we have used that the large distance behavior of the fermionic effective action is dominated by $`\eta S_{\mathrm{CS}}(b)`$. Integrating over $`b_\mu `$ we get,
$$\underset{\lambda \mathrm{}}{lim}K_B(A)=\frac{1}{\eta }S_{CS}(A).$$
(27)
Thus, the bosonized action contains a local Chern-Simons term, corresponding to the bosonization in the infinite mass limit, first obtained in Ref. . Therefore, based on gauge invariance of the bosonized action, for any finite value of $`\lambda `$ we can write
$$K_B(A)=\frac{1}{\eta }S_{CS}(A)+R[ϵA],$$
(28)
where
$$\underset{\lambda \mathrm{}}{lim}R[ϵA]=0.$$
(29)
In particular, setting $`\lambda =1`$ in Eq. (28), a pure local Chern-Simons term, with parameter $`\frac{1}{\eta }`$, can be isolated from the bosonized kinetic action for fermions with mass parameter $`m(𝐱)`$. The remaining part is a gauge invariant functional $`R[ϵA]`$ where every term contains a nontrivial dependence on $`m(𝐱)`$, which goes to zero when $`m(𝐱)`$ is replaced by $`\lambda m(𝐱)`$, and $`\lambda \mathrm{}`$. Then, we expect that when considering any local derivative expansion of $`R`$, inside the islands, where the mass parameter takes the value $`M`$ ($`M\mathrm{}`$), the bosonized kinetic action takes the form of a pure Chern-Simons term with parameter $`\frac{1}{\eta }`$. In other words, the functional $`R[ϵA]`$ is localized in $`\mathrm{\Omega }`$, i.e., when the support of $`ϵA`$ is localized outside, we have $`R[ϵA]=0`$. Equivalently, if we write
$$R[ϵA]=d^3x(ϵA),$$
(30)
the local density $``$ is zero when evaluating $`ϵA`$ in a point outside $`\mathrm{\Omega }`$.
In order to see this behavior more clearly, let us take the representation (12), replace the expression (23) of the fermionic partition function and integrate over $`b_\mu `$,
$$e^{iK_B(A)}=𝒟b_\mu F(b)𝒟\psi 𝒟\overline{\psi }e^{i{\scriptscriptstyle }d^3x\overline{\psi }(i/+m(x,y)+ib/)\psi }e^{i{\scriptscriptstyle d^3x\epsilon ^{\mu \nu \rho }A_\mu _\nu b_\rho }}.$$
(31)
Proceeding in a similar way to Burgess and Quevedo, we can take the Lorentz gauge, and use a lagrange multiplier $`\omega `$ to express
$$e^{iK_B(A)}=\frac{1}{N}𝒟\psi 𝒟\overline{\psi }𝒟\omega e^{i{\scriptscriptstyle }d^3x\overline{\psi }(i/+m(𝐱))\psi }\delta [\overline{\psi }\gamma ^\mu \psi +ϵ^{\mu \nu \rho }_\nu A_\rho ^\mu \omega ],$$
(32)
where $`N`$ is chosen such that $`K_B(0)=0`$,
$$N=𝒟\psi 𝒟\overline{\psi }𝒟\omega e^{i{\scriptscriptstyle }d^3x\overline{\psi }(i/+m(x,y))\psi }\delta [\overline{\psi }\gamma \psi \omega ].$$
(33)
(Eq. (32) should be compared with its $`1D`$ counterpart (17)).
Using a lattice regularization of the path integral in Eq. (32), we see that when $`ϵA`$ is localized outside $`\mathrm{\Omega }`$, the contribution to the nontrivial $`A`$ dependence comes from those $`\psi `$’s which are coupled to $`m(𝐱)`$ outside $`\mathrm{\Omega }`$. Therefore, for $`ϵA`$ localized on this region (inside the islands), we can compute (32) replacing $`m(𝐱)`$ by $`M`$ ($`M\mathrm{}`$), and a Pure Chern-Simons action is obtained. Summarizing, because of locality, the bosonized action is basically a pure Chern-Simons term on the islands, the only possible excitations there corresponding to (nondissipative) currents which are transverse to the external electric field.
Including a current dependent interaction $`I[j]`$, and using the universality of the bosonization rules for the currents (cf. Eq.(12)), we are left with the complete bosonized action for a 2D (relativistic) fermionic system
$$\frac{1}{\eta }S_{CS}(A)+R[ϵA]+I[\epsilon A]+d^3xs^\mu \epsilon _{\mu \nu \rho }^\nu A^\rho ,$$
(34)
where $`s_\mu `$ is the external source (we will suppose that the external electric and magnetic fields are localized in $`\mathrm{\Omega }`$). Note that the unknown terms in the bosonized action have the same form of the bosonized interaction term, and they have the same localization properties. As anticipated, this is the reason why we can obtain exact results, when looking for universal behaviors.
The corresponding equations of motion are
$$\frac{1}{\eta }ϵ^{\mu \nu \rho }_\nu A_\rho ϵ^{\mu \nu \rho }_\nu \frac{\delta (R+I)}{\delta j^\rho (x)}=ϵ^{\mu \nu \rho }_\nu s_\rho .$$
(35)
(here, the combination $`ϵ^{\mu \nu \rho }_\nu A_\rho `$ has been called $`j^\mu `$). Taking the $`i`$ component of Eq. (35), and considering stationary external sources, we are left with the equation
$$\frac{1}{\eta }_kA_0_k\frac{\delta (R+I)}{\delta j^0(x)}=_ks_0,$$
(36)
and integrating on a curve that goes from a point $`𝐚`$ in the interior of a perfect Hall region (island) to a point $`𝐛`$ on another,
$$\frac{1}{\eta }(d𝐱.A_0)\frac{\delta (R+I)}{\delta j^0(x)}|_𝐚^𝐛=V(𝐛)V(𝐚).$$
(37)
The first term corresponds to the bosonized expression of the transverse current,
$$I_t=𝑑𝐧𝐣,$$
(38)
where dn is a normal element with respect to the integration curve, whose components are $`dn_i=ϵ_{ij}dx_j`$. On the other hand, the last term of the first member is zero as the interaction ($`I`$) and the bosonized kinetic part which is not Chern-Simons ($`R`$) are localized in $`\mathrm{\Omega }`$. The second member is the electric potential difference between both regions.
Summarizing, our result is that the transverse current $`I_t`$, between two “perfect Hall regions” does not depend on the current interactions localized outside them, nor on the particular geometry of these regions, and is given by
$$I_t=\frac{1}{4\pi }\left(V(b)V(a)\right),$$
(39)
which corresponds to a transverse conductance $`\frac{1}{2}\left(\frac{e^2}{h}\right)`$ (in ordinary units). As before, the fundamental role played by the adiabatic transition between the interacting and the noniteracting regions becomes evident. It permits a unified treatment of the perfect Hall and interacting regions in a single theory, establishing a particular matching between them, which corresponds to nondissipative contacts.
The particular value of the conductance $`(1/2)e^2/h`$ is entirelly due to relativistic invariance. Moreover, to the best of our knowledge, the massive Dirac fermion is the only local system with transverse conductance $`1/2`$, and finite (although not universal) longitudinal conductance. For this reason, it could be related to models describing quantum critical properties for transitions between plateaux’s in the Quantum Hall Effect.
Now, let us suppose the case where $`\mathrm{\Omega }`$ is a circle. Taking $`\mu =0`$ in Eq. (35), and integrating over a region $`S`$ containing this circle,
$$\frac{1}{\eta }d^2xϵ^{ik}_iA_kϵ^{ik}_i\frac{\delta (R+I)}{\delta j^k(x)})=d^2xϵ^{ik}_is_k.$$
(40)
Using Stoke’s theorem, we can pass to an integration over the border of $`S`$, which is contained outside $`\mathrm{\Omega }`$. There, the local densities $``$ and $``$ are zero obtaining
$$\frac{1}{\eta }d^2xϵ^{ik}_iA_k=\frac{1}{4\pi }𝑑sϵ^{ik}_is_k.$$
(41)
The first member is the bosonized expression for the electric charge contained in $`S`$, while the second member is the magnetic flux through $`S`$. In the noninteracting case, this corresponds to the Aharonov-Casher result for the ground state of a relativistic fermionic system, and comes from the spectral asymmetry associated to fermions in the presence of an external (x-dependent) magnetic field. With this calculation we are showing that this relationship is an exact and universal result, independent of the current interactions in $`\mathrm{\Omega }`$.
## V Nonrelativistic fermions in a magnetic field
In the previous section we have called “perfect Hall regions” those regions where the (parity breaking) mass parameter goes to infinity. In these regions, the bosonized action is a pure Chern-Simons term. We have found that the conductance between these regions is $`\frac{1}{2}\frac{e^2}{h}`$, whatever the form of the current interactions considered. This value of the conductance is a characteristic of relativistic fermions in vacuum. However, in order to make contact with the quantum Hall effect (integer or fractional) we should consider nonrelativistic fermions at finite density submetted to a magnetic field, perpendicular to the plane. Here, in a similar way to the relativistic case, we shall consider arbitrary interactions localized on a region $`\mathrm{\Omega }`$ that is adiabatically connected to regions (“islands”) where the system displays an exact integer Landau quantization. To implement this model, let us consider the following action
$$S=d^2x𝑑t\psi ^{}(x)\left\{i_t+es_0+\mu +\frac{1}{2m}\left[i\stackrel{}{}+e(\stackrel{}{d}+\stackrel{}{s})\right]^2\right\}\psi (x)+I(\psi ^{}\psi ),$$
(42)
where $`\stackrel{}{}\times \stackrel{}{d}=B_{\mathrm{ext}}(𝐱)`$, $`I(\psi ^{}\psi )`$ is an arbitrary nonrelativistic interaction localized in $`\mathrm{\Omega }`$ (possibly nonlocal and non quadratic), and $`s_\mu `$ is a source introduced to prove the system. In $`\mathrm{\Omega }`$, we shall consider a position dependent magnetic field $`B_{\mathrm{ext}}(𝐱)`$, which changes adiabatically to some constant value on the islands, where the chemical potential is adjusted in order to have the first Landau level completelly filled. Note that outside the islands, in general, there is no Landau quantization.
In Ref. we have shown that for the nonrelativistic interactions consider in this model the current bosonization rules,
$`\rho (x)`$ $``$ $`\stackrel{}{}\times \stackrel{}{A}`$ (43)
$`j_i(x)`$ $``$ $`ϵ_{ij}E_j(A),`$ (44)
are universal, and the bosonized action can be cast in terms of a gauge field $`A_\mu `$ in the following form
$$S_{\mathrm{bos}}=K_B[A]+I(\stackrel{}{}\times \stackrel{}{A}),$$
(45)
where
$$e^{iK_B(A)}=𝒟b_\mu e^{\mathrm{Tr}\mathrm{ln}\left(i_t+eb_0+\mu +\frac{1}{2m}\left[i\stackrel{}{}+e(\stackrel{}{d}+\stackrel{}{b})\right]^2\right)+i{\scriptscriptstyle d^2x𝑑\tau b_\mu ϵ_{\mu \nu \rho }_\nu A_\rho }}.$$
(46)
The nonrelativistic fermionic determinant is a very complicated object and no exact analytic result is known for the general case. In the gaussian approximation, when $`B_{ext}0`$, the spectrum is gapless and there is no signal of topology in the structure of the determinant. However when $`B_{\mathrm{ext}}`$ is large and varies slowly, the situation is completelly different since the Landau quantization opens gaps in the spectrum. In this case, it is possible to make a gradient expansion of the determinant obtaining
$`\mathrm{Tr}\mathrm{ln}\left(i_t+eb_0+\mu +{\displaystyle \frac{1}{2m}}\left[i\stackrel{}{}+e(\stackrel{}{d}+\stackrel{}{b})\right]^2\right)=i{\displaystyle 𝑑𝐱𝑑t}`$ (48)
$`\left\{{\displaystyle \frac{e^2}{4\pi }}\gamma b_\mu ϵ_{\mu \nu \rho }_\nu b_\rho {\displaystyle \frac{e^2}{2\pi m}}({\displaystyle \frac{\gamma ^2}{2}}\gamma )(\stackrel{}{}\times \stackrel{}{b}+B_{\mathrm{ext}})^2+{\displaystyle \frac{e^2}{2\pi }}\gamma b_0B_{\mathrm{ext}}\right\}+O(|{\displaystyle \frac{eB_{\mathrm{ext}}}{m}}|^1),`$
where
$$\gamma =\underset{n=0}{\overset{\mathrm{}}{}}\mathrm{\Theta }\left[\mu +eb_0\left(n+\frac{1}{2}\right)\omega _c\right],$$
(49)
and $`\omega _c=eB_{\mathrm{ext}}/m`$.
Due to the presence of the function $`\gamma `$, Eq. (48) is an extremely complicated non quadratic functional of the field. However, in the limit of constant (and large) $`B_{\mathrm{ext}}`$, we can adjust the chemical potential in such a way that $`\gamma =1`$. This procedure is equivalent to projecting the effective action onto the first Landau level. In this approximation, it is simple to integrate the field $`b_\mu `$ (upon gauge fixing) obtaining the bosonized action
$$\underset{B_{\mathrm{ext}}/m>>1}{lim}K_B(A)K_{\mathrm{}}(A)=\left(\frac{2\pi }{e^2}\right)d^2x𝑑\tau \left\{\frac{1}{2}A_\mu ϵ_{\mu \nu \rho }_\nu A_\rho \frac{3}{2m}(\stackrel{}{}\times \stackrel{}{A})^2+A_0B_{\mathrm{ext}}\right\}.$$
(50)
Note that this action is not of the pure Chern-Simons form. This is related to the possibility of inducing currents by means of magnetic field inhomogeneities. Also, the last term ($`A_0B_{\mathrm{ext}}`$) indicates that we are considering fermions at finite density, where the ground state charge density is proportional to $`B_{\mathrm{ext}}`$. However, the main point at this moment is that, since the exact bosonized action $`K_B`$ is gauge invariant (cf. Eq. (46)), it can be cast in the form
$$K_B(A)=K_{\mathrm{}}(A)+R(\stackrel{}{j}(A),\rho (A)),$$
(51)
where
$$\underset{eB_{\mathrm{ext}}/m\mathrm{}}{lim}R(\stackrel{}{j}(A),\rho (A))=0.$$
(52)
(here we have written the gauge invariant variables, in the functional $`R`$, in terms of $`\rho (A)`$ and $`\stackrel{}{j}(A)`$, the bosonized density and currents). It is also important to notice that while Lorentz covariance is lost (since the system is nonrelativistic), the bosonized action remains gauge invariant. Gauge symmetry is precisely one of the ingredients we need to show universal behavior in $`2`$D systems.
Including the nonrelativistic fermionic interactions and using the universality of the bosonization rules for the currents, we can write the complete bosonized action for $`2`$D nonrelativistic fermions as
$$S_{\mathrm{bos}}(A)=K_{\mathrm{}}(A)+R[\stackrel{}{j}(A),\rho (A)]+I[\rho (A)]+id^3xs^\mu ϵ_{\mu \nu \rho }^\nu A^\rho .$$
(53)
For time-independent external sources, the stationary equations of motion corresponding to the bosonized action (53) read
$`{\displaystyle \frac{\delta S_{\mathrm{bos}}}{\delta A_0}}=0`$ $``$ $`{\displaystyle \frac{2\pi }{e^2}}\left[\stackrel{}{}\times \stackrel{}{A}+B_{\mathrm{ext}}\right]+\stackrel{}{}\times {\displaystyle \frac{\delta R}{\delta \stackrel{}{j}}}=\stackrel{}{}\times \stackrel{}{s},`$ (54)
$`{\displaystyle \frac{\delta S_{\mathrm{bos}}}{\delta A_k}}=0`$ $``$ $`{\displaystyle \frac{2\pi }{e^2}}\left[\stackrel{}{}A_0{\displaystyle \frac{3}{m}}\stackrel{}{}(\stackrel{}{}\times A)\right]\stackrel{}{}\left({\displaystyle \frac{\delta (R+I)}{\delta \rho }}\right)=\stackrel{}{}s_0.`$ (55)
Replacing (54) in (55) we find
$$\frac{2\pi }{e^2}\stackrel{}{}A_0+\frac{3}{m}\stackrel{}{}\left(\stackrel{}{}\times \frac{\delta R}{\delta \stackrel{}{j}}+\frac{2\pi }{e^2}B_{\mathrm{ext}}\right)\stackrel{}{}\left(\frac{\delta (R+I)}{\delta \rho }\right)=\stackrel{}{}\left(s_0\frac{3}{m}\stackrel{}{}\times \stackrel{}{s}\right).$$
(56)
The last term ($`\stackrel{}{}\times \stackrel{}{s}`$) comes from the fact that in this system it is possible to induce currents by applying an inhomogeneous magnetic field perpendicular to the plane. To calculate the conductance we consider only an external electric field ($`\stackrel{}{}\times \stackrel{}{s}=0`$). Then, integrating the last equation along a line with endpoints on different islands, where the Landau quantization is exact, we obtain
$$\frac{2\pi }{e^2}𝑑\stackrel{}{x}\stackrel{}{}A_0+\frac{3}{2m}\left(\stackrel{}{}\times \frac{\delta R}{\delta \stackrel{}{j}}+B_{\mathrm{ext}}\right)|_𝐚^𝐛\frac{\delta (R+I)}{\delta \rho }|_𝐚^𝐛=V(𝐛)V(𝐚).$$
(57)
The first term is the bosonic version of the transverse current, the second term is zero since, on the islands, the local density associated to $`R`$ is zero ($`R`$ is localized in $`\mathrm{\Omega }`$) and $`B_{\mathrm{ext}}`$ is a constant there. The third term is also zero since the interactions are also localized in $`\mathrm{\Omega }`$. So, turning back to usual units we find
$$I_t=\frac{e^2}{h}\left\{V(𝐛)V(𝐚)\right\}.$$
(58)
This means that the transverse conductance is exact and universal (and of course has the correct coefficient $`\frac{e^2}{h}`$).
Although in this example we have evaluated the conductance between regions in the integer quantum Hall state, a straightforward generalization to the fractional Quantum Hall effect (Laughlin or Jain states) can be done by using the fermionic action proposed by Ana Lopez and Eduardo Fradkin in Ref. . In this case, we have to deal with an extra Chern-Simons gauge field (called statistical field) that esentially works attaching fluxes to the charges, building up in this way the concept of composite fermions. The main idea is that, in the mean field approximation, the “ficticious magnetic field” produced by the statistical Chern-Simons field spreads out, and combines with the real external field to produce an effective magnetic field given by
$$B_{\mathrm{eff}}=B+=B2\pi (2s)\overline{\rho },$$
(59)
where $`=2\pi (2s)\overline{\rho }`$ is the mean value of the statistical magnetic field, in the mean field approximation ($`\overline{\rho }`$ is the mean density and $`2s`$ counts the number of elementary quantum fluxes attached to each particle).
Then, the system displays an effective integer Landau level quantization with an effective magnetic field $`B_{\mathrm{eff}}`$ given by Eq. (59). Thus, having Landau gaps, it is possible to develope a gradient expansion to evaluate the fermionic determinant. The result is almost the same of Eq. (48), so we can project the system into the “first” Landau level and adjust the chemical potential to have an effective filling factor $`\nu _{\mathrm{eff}}=1`$. The main difference with the integer case is that when expressing the filling factor in terms of the original “real” magnetic field, one has $`\nu =\frac{1}{2s+1}`$, this corresponds to the main sequence of plateaux’s described by the Laughlin wave functions. From this point of view, the mean field composite fermion theory for the fractional quantum Hall effect is essentially the theory of the integer effect with a renormalized magnetic field.
This model for the fractional QHE can be bosonized in exactly the same way as in the integer case. Now, the equation of motion, derived from the bosonized action, leads to the transverse current
$$I_t=\left(\frac{1}{2s+1}\right)\left(\frac{e^2}{h}\right)\left\{V(𝐛)V(𝐚)\right\}.$$
(60)
Thus, with the simple argument of universality of the bosonization rules in $`2`$D and with the assumption that regions with perfect integer or fractional Hall quantization (used to measure the conductance) are adiabatically connected to a non quantized interacting region, we were able to deduce that the transverse conductance is exact and universal.
## VI Summary and Conclusions
In this paper we have presented a simple way to study universal transport properties for some bidimensional systems, relying on recent studies on the bosonization program.
In one dimension, bosonization is a natural way to display the anomalous properties of chiral symmetry, the physical principle behind the universal Landauer conductance in Fermi-liquid/finite-system/Fermi-liquid structures. In two dimensions, bosonization is a convenient way to display the parity breaking properties of the system and the underlying gauge symmetry, that is, the physical principle behind the universal quantization of the Hall conductance in the presence of impurities.
Although a complete bosonization in $`2`$D is not yet available, we were able to show exact and universal quantization of the transverse conductance between perfect Hall regions, for a whole class of current interactions. In this regard, we note that the unknown functional $`R`$ in the bosonized kinetic action (cf. Eqs. (34) and (53)), has the same form of the localized interaction term. Then, when looking at universal behavior, the exact form of this unknown term is irrelevant, all we need is that this term be localized outside the perfect Hall regions.
We can summarize our results by saying that, in the same way that in 1D systems, the Fermi-liquid in the reservoirs imposes strong constraints on Landauer’s conductance, in $`2`$D systems, the perfect Hall regions impose strong constraints on the transverse conductance. We have also seen that for this properties be operating, the transition between interacting and noninteracting regions should be adiabatic, this corresponds to nondissipative contacts. As a by product we also showed that the Aharonov-Casher relation between charge and magnetic flux, originally deduced for free relativistic fermions in a magnetic field, are universal.
In the case of relativistic fermions, the particular parity breaking properties of the ground state leads to a (half) perfect transverse conductance.
In the nonrelativistic case, we showed the universality of the integer and fractional Hall conductance. This fact clearly shows that relativistic covariance is not important to deduce universal transport. Actually, these properties have to do with general structures, such as universality of the topological bosonized currents, localization and gauge invariance properties of the bosonized action, the presence of parity breaking topological terms and the presence of a gap in the charged degrees of freedom.
Since these results are independent of the shape of the regions used to measure the conductance, we could consider, for instance, two regions in a perfect quantum Hall state, adiabatically connected by a straight line potential barrier, where impurities and phonon interactions are present. This tunnel junctions are in fact experimentally available . As long as the barrier interaction can be considered adiabatically switched off on the bulk, the Hall conductance between the QHE regions should be exact and universal, since it is dominated by the bulk states.
In Refs. we have also obtained this universality using an exact model calculation. In those references, a one dimensional effective field theory was used to evaluate transport properties for a barrier between quantum Hall samples, relating the exact quantization to the chiral properties of the model. In the present work we showed an alternative derivation, using general assumptions and no model calculations, extending these properties to the fractional QHE case, for example.
Finally we would like to point out that, although the bosonization program in higher dimensions is not fully developed, it is an extremelly usefull technique to obtain universal properties of strongly correlated fermions in a simple and transparent way.
###### Acknowledgements.
We are indebted to Eduardo Fradkin for very useful comments about the manuscript. We also thank Cesar Fosco for fruitfull discussions. D.G.B. is partially suported by NSF, grant number NSF DMR98-17941 at UIUC, by the Brazilian Agency CNPq through a post-doctoral fellowship and by the University of the State of Rio de Janeiro, RJ, Brazil. |
warning/0001/hep-ph0001027.html | ar5iv | text | # Atmospheric Neutrino Flux: A Review of Calculations
## 1 Introduction
The concept of using the atmospheric neutrino beam to look for neutrino oscillations is illustrated in Fig. 1 . With a single detector it is possible simultaneously to cover a range of pathlengths from $`10`$ to $`10^4`$ km, corresponding respectively to downward moving and upward moving neutrinos. The atmospheric neutrino beam has an energy spectrum determined by the steeply falling primary cosmic-ray spectrum, which generates the neutrinos by interactions of the cosmic ray nucleons in the atmosphere. Examples of calculated neutrino fluxes are shown in Fig. 2.
The neutrino spectrum, which falls with energy, must be folded with the rising neutrino cross section to obtain the expected event rate as a function of neutrino energy. Most neutrino interactions are in the range from a few hundred MeV to a few tens of GeV. Thus atmospheric neutrinos have the potential to probe the range $`1<L/E<3\times 10^4`$ km/GeV. From the standard two-flavor oscillation equation,
$$P_{\nu _\mu \nu _\mu }=\mathrm{\hspace{0.17em}1}\mathrm{sin}^22\theta \mathrm{sin}^2\left[1.27\delta m^2(eV^2)\frac{L_{km}}{E_{GeV}}\right],$$
(1)
we find, therefore, that the atmospheric neutrino beam can in principle probe down to $`\delta m^2`$ as small as $`2\times 10^5`$ eV<sup>2</sup>. (The actual lower limit to sensitivity in $`\delta m^2`$ is somewhat higher than this because of the relatively large scattering angle between neutrino and lepton in charged current interactions of low energy neutrinos.)
Atmospheric neutrinos originate with the $`\pi \mu e`$ decay chain. Therefore at sufficiently low energy such that muons as well as pions decay, one expects
$$\frac{\nu _e+\overline{\nu }_e}{\nu _\mu +\overline{\nu }_\mu }\frac{1}{2}.$$
(2)
The anomalous value of this ratio (for which many sources of uncertainty cancel in the calculations) suggests neutrino oscillations involving $`\nu _\mu `$ and/or $`\nu _e`$ as a possible explanation. The telltale evidence for oscillations as the source of this anomaly comes from the pathlength dependence of the neutrino fluxes. The energy-dependence of the up-down asymmetry for muon-like events, coupled with the fact that events initiated by electron neutrinos appear to have the expected energy and angular dependence, indicates that the primary effect is oscillations involving muon neutrinos with large mixing and $`\delta m^23\times 10^3`$ eV<sup>2</sup> .
In the remainder of this paper I will describe how the geomagnetic field affects the interpretation of the atmospheric neutrino data, review the primary cosmic-ray spectrum, discuss the uncertainties in the treatment of pion production and mention the comparison of the calculations to measurements of muons high in the atmosphere. It is important to review these points at this time because of the recent publication of two new calculations , which are three-dimensional, as compared to previous one-dimensional calculations.
## 2 Geomagnetic field effects
In the absence of oscillations, the only significant deviation from isotropy of the atmospheric neutrino beam is caused by the geomagnetic field, which prevents low energy primary cosmic rays from reaching the atmosphere at low geomagnetic latitudes. For example, at Kamioka the geomagnetic cutoff is $`10`$ GeV for primary protons near the vertical. The downward neutrino flux at Kamioka is therefore lower than, for example, at Soudan, where the vertical cutoff is negligible. Approximately half the downward neutrinos with $`E_\nu <1`$ GeV at Soudan come from primary protons with $`E<10`$ GeV. This contribution is absent from the downward neutrino flux at Kamiokande. As a consequence the downward flux of sub-GeV neutrinos at Kamiokande is roughly half that at Soudan. The neutrino flux from the lower hemisphere is similar at the two detectors and intermediate between the downward fluxes at the two locations. This is because the neutrinos from below are produced over a large fraction of the Earth’s surface and so average over a range of high and low geomagnetic cutoffs. Thus the up-down asymmetry at each detector location is a combination of geomagnetic effects together with the effects of any oscillations that may be present, and the combination depends on detector location. Moreover, the geomagnetic effects become less important as energy increases. It is therefore useful to start by considering the atmospheric neutrino analysis without the geomagnetic field.
For a flux of primary cosmic rays that is spatially isotropic, the atmosphere is a spherical shell source of neutrinos with equal luminosity per unit volume independent of latitude and longitude. The number of neutrinos produced per unit volume of atmosphere into solid angle $`d\mathrm{\Omega }`$,
$$S(\theta ,h)=\frac{dN_\nu }{d\mathrm{\Omega }dV},$$
(3)
depends only on local zenith angle, $`\theta `$, and altitude, $`h`$. In these circumstances one can show from the geometrical construction of Fig. 1, that the neutrino flux is up-down symmetric; i.e. symmetric about $`\mathrm{cos}\theta \mathrm{cos}\theta `$. Since neutrinos from decay of pions, muons and other secondary cosmic rays are produced over a range of altitudes peaking around 15 to 20 km above sea level , it follows that local variations in surface altitude introduce a negligible deviation from this symmetry. The symmetry also requires that differences caused by local variations of pressure are negligible.
A detector like Super-Kamiokande has an acceptance that is up-down symmetric. In the absence of geomagnetic effects, therefore, a simple measurement of the up-down asymmetry as a function of energy is a probe of neutrinos oscillations. Therefore the simplest and most robust evidence for oscillations is a deviation from up-down symmetry in an energy range high enough so geomagnetic effects are small. Fig. 3 shows the distribution of neutrino energy for four classes of neutrino interactions. The corresponding distributions in energy per nucleon for the primary cosmic-rays are about a factor of ten higher. Thus the median primary of the multi-GeV events is about 50 GeV/nucleon, which is high enough so that geomagnetic effects are unimportant. Neutrino-induced upward muons provide a higher energy sample, but it is not possible to make a simple up-down comparison because the downward muon flux is dominated by muons produced from pion decay in the atmosphere rather than by interactions of neutrinos.
Interpreting the up-down asymmetry of the neutrino fluxes in the GeV range and below requires that the geomagnetic effects be well understood. Geomagnetic effects on the primary cosmic radiation are indeed very well understood. They form the basis for an entire subfield of cosmic-ray physics . Low energy particles (few GeV) at low geomagnetic latitudes cannot reach the atmosphere to interact. Particles of intermediate energy ($`10`$ to $`20`$ GeV) that reach the atmosphere show a strong east-west asymmetry, while high energy particles ($`100`$ GeV and higher) are essentially unaffected by the geomagnetic field.
The east-west effect is a consequence of bending of positive primaries in the geomagnetic field. In fact, it was the observation of the excess of primary cosmic rays from the west from which it could be deduced that the primaries were predominantly positively charged. The expected azimuthal dependence of the neutrino flux associated with the east-west effect is the same whether or not the neutrinos oscillate because the distribution of pathlengths that contribute to a particular zenith angle band is independent of azimuth. Comparison between expected and observed azimuthal distributions is therefore a good check of the systematics of the whole chain of data analysis and calculations . The measurements show the expected azimuthal dependence for both muon and electron neutrinos , indicating that the geomagnetic effects are well understood.
## 3 Primary spectrum
A standard procedure for calculating the flux of atmospheric neutrinos is to generate atmospheric cascades for a spectrum of primary protons and nuclei and form the neutrino spectra in the absence of the geomagnetic fields. The resulting neutrino spectra can be filtered through the geomagnetic configuration relevant for a particular detector location, discarding those neutrinos produced by primaries that would not have reached the atmosphere. An alternative approach starts from the measured muon fluxes high in the atmosphere and uses the genetic relation between neutrinos and muons to obtain the muon spectrum. In either case, the normalization of the neutrino flux depends on the absolute normalization of a measured spectrum of charged particles (either the primary cosmic rays or the muons). The advantage of starting with the muons is that one bypasses uncertainties in knowledge of pion production, which have a similar effect on both neutrinos and muons. A disadvantage is that the acceptance for muons is sensitive to details of propagation in the geomagnetic field. In addition, the measurements of the primary flux are made with relatively long exposures at or above the atmosphere while the relevant muon measurements are generally made during a short balloon ascent.
The mixture of nuclei in the primary spectrum is such that approximately 80% of nucleons in the cosmic radiation are free protons, 15% are bound in alpha particles and the remainder are in heavier nuclei. Spectra of protons and helium with $`E<100`$ GeV/nucleon have been measured at the top of the atmosphere in a series of balloon-borne spectrometer experiments. Recent measurements cluster around a lower normalization than an earlier standard reference . At higher energy, measurements have so far been possible only with calorimeters, which, because of punchthrough, may have larger systematic uncertainties. The data are summarized in Fig. 4.
## 4 Comparison of calculations
There are now five independent calculations of the neutrino spectrum that start from the primary cosmic-ray spectrum filtered by the geomagnetic field. The calculations of Refs. are one-dimensional, assigning all produced neutrinos the directions of the primary particle that produced them. The ingredients of these calculations have been compared previously . Recently two three-dimensional calculations have been published . Treatment of the geomagnetic cutoffs, which now depend on 4 variables instead of 2, makes the calculation significantly more complex. These calculations are very important because they check the major, technical simplifying assumption made by the previous calculations.
A conclusion reported in Ref. is that differences for predicted event rates and how they depend on direction and energy are relatively small between one-dimensional and three dimensional versions of the same calculation. This has the important consequence that the simpler one-dimensional calculations can be used to explore the consequences of uncertainties in input to the calculations. Fig. 2 compares the Bartol neutrino flux with the 3-dimensional flux of Ref. . Both calculations use the primary spectrum of Ref. , and the geomagnetic field has been turned off. Most of the difference, therefore, is presumed to be caused by differences in the treatment of pion production.
## 5 Pion production
Most pions with $`E<100`$ GeV in the atmosphere decay before they interact. Therefore, for neutrinos in the sub- and multi-GeV range, only interactions of protons and helium play a significant role. The most important information needed about these interactions is the inclusive cross sections for pion production. The important range of interaction energies extends up to $`100`$ GeV for sub-GeV and $`1`$ TeV for multi-GeV interactions. The most probable energy of a primary proton for a sub-GeV event at Super-K is $`20`$ GeV. The corresponding number at Soudan is about $`10`$ GeV because of the lower geomagnetic cutoff. The parent energies for multi-GeV events are correspondingly higher. The distributions of secondary nucleons is also important because a significant fraction of the neutrino production occurs in secondary or tertiary interactions of the nucleons. Neutral pions (and $`\eta `$ mesons) are also important in the sense that energy deposited in the electromagnetic part of the cascade is not available for production of neutrinos. Distributions of kaons begin to be important for multi-GeV events (and they are dominant for neutrino-induced upward muons ).
Data on pion production have been discussed recently in Ref. . Existing measurements cover a significant fraction, but not all, of the relevant range of phase space for charged pion production in proton collisions on beryllium and aluminum. New, more precise measurements covering all phase for proton interactions on a range of light nuclei (including nitrogen and oxygen) would be of great interest. Use of a helium beam would also be of interest.
The difference between the neutrino calculations shown in Fig. 2 most probably mainly reflects a difference in the fraction of energy going into production of charged pions. The calculation of Ref. uses a phenomenological hadronic event generator (TARGET) developed for cosmic-ray cascade calculations. FLUKA uses a more sophisticated microscopic model of particle production with intranuclear cascading. It incorporates the event generator as an integral part of a cascade code capable of simulating interactions and cascades in complex detector geometries. The philosophies are quite different. The FLUKA interaction model is tested and adjusted by comparing directly to double differential cross sections for a wide range of data sets as measured
$$(e.g.E_\pi \frac{dN_\pi (E_p)}{dp_Ld^2p_T}).$$
The strategy with TARGET is to fit $`p_T`$ distributions at each longitudinal momentum, $`p_L`$, extrapolate into unmeasured regions of phase space at each $`p_L`$, and integrate to obtain the energy flow into each secondary channel,
$$E_\pi \frac{dN_\pi (E_p)}{dE_\pi }.$$
A detailed investigation of the sources of difference between these two models and others , and their implications, is currently in progress.
## 6 Comparison to atmospheric muons
Most muons and neutrinos are produced between 10 and 30 kilometer altitudes in closely related processes. Measurements of muons at these altitudes therefore in principle provide a check of the neutrino calculations in which the uncertainties in pion production cancel to the extent that they are common to both the neutrinos and the muons. Recently there have been several comprehensive measurements of muons during ascent of balloon payloads , and some discrepancies with calculations have been noted. Generally, the agreement is best at float altitude, where only the first interaction plays a role. An important limitation to the use of muons to normalize the neutrinos, however, is that the muons are more sensitive to details of the calculation. For example, since most muons decay in flight, a change in interaction lengths, which moves the cascade up or down, can change the muon flux at a particular altitude without changing the corresponding neutrino flux, which is an integral over the whole atmosphere. Since muons follow curved trajectories in the geomagnetic field, approximating by straight lines can have a similar effect (by moving the muon decays lower in the atmosphere). In addition, since positive and negative muons have opposite curvature their response to cutoffs of the primary cosmic radiation are somewhat different. Three-dimensional calculations of atmospheric muons are in progress. .
## 7 Summary
* The observed pathlength dependence of the muon-like events in Super-Kamiokande points to neutrino oscillations as the source of the atmospheric neutrino anomaly.
* Three-dimensional calculations of the atmospheric neutrino flux remove an important approximation present in previous calculations. It appears, however, that the simpler one-dimensional calculations are adequate for exploring differences among calculations.
* Uncertainty in the normalization of the primary spectrum is now reduced to $`\pm 15`$%, so the main remaining source of uncertainty is the representation of pion production.
* If the neutrino flux is significantly lower than calculated in Refs. and , then there is a potential problem accounting for the relatively large number of electron-like events seen in SuperKamiokande within a predominantly $`\nu _\mu \nu _\tau `$ oscillation scheme.
* New measurements of atmospheric muons are being considered in airplanes and with slow balloon ascents.
* Uncertainties in expected event rates due to the imprecise knowledge of neutrino cross sections in the GeV energy range have not been discussed here, but may be important.
Acknowledgments. I am grateful to Todor Stanev and Ralph Engel for collaboration on this work and to Todor Stanev for reading the manuscript. I thank Giuseppe Battistoni and Alfredo Ferrari for providing information about the calculation of Ref. . I also thank John Ellis and Alvaro De Rujula for hospitality during “Neutrino Summer” at CERN where I began work on this talk. |
warning/0001/hep-th0001135.html | ar5iv | text | # KUNS-1631hep-th/0001135 String Junction from Non-Commutative Super Yang-Mills Theory
## 1 Introduction
Recently non-commutative Yang-Mills theory has attracted much attention because of its origin as an effective theory of strings . In fact, non-commutative Yang-Mills theory arises as a definite limit of the D-brane effective theory obtained from string theory in the presence of a constant Neveu-Schwarz 2-form $`B_{\mu \nu }`$ background using point-splitting regularization. On the other hand, the D-brane effective theory obtained from string theory in the same situation and with Pauli-Villars regularization is the ordinary Born-Infeld action. Therefore, there must be a relationship between the non-commutative Yang-Mills theory and the ordinary Born-Infeld action . Exploring this relation through the soliton solutions in both the theories is an interesting subject.
The Born-Infeld action with a constant $`B`$-field background is equivalent to the Born-Infeld action in a uniform magnetic field, and its classical solution representing a D-string attached to a D3-brane was analyzed in . The result shows that the D-string tilts against the D3-brane because of the force balance between the magnetic force and the string tension. In the $`U(2)`$ non-commutative Yang-Mills case, believing the force balance, we are led to the picture of two parallel D3-branes with a tilted D-string suspended among them .
In ref. , the monopole solution in non-commutative $`U(2)`$ Yang-Mills theory was constructed to the first non-trivial order in the non-commutativity parameter $`\theta _{ij}`$. In order to obtain the string theory picture by the Callan-Maldacena interpretation where we identify a tube-like configuration of a D3-brane as a D-string, we proposed in the non-commutative eigenvalue equation for a matrix-valued fields. From the eigenvalues of the Higgs scalars, we found that the D-string tilts and the result perfectly agrees with the expected one . Some related issues on monopoles in non-commutative Yang-Mills theory are found in for the ADHMN construction, for the T-dual description, and for $`U(1)`$ Dirac monopoles.
In this paper, we extend the analysis of ref. for the non-commutative $`U(2)`$ monopole solution to the $`1/4`$ BPS solution in non-commutative $`U(3)`$ super Yang-Mills theory. Such solutions were constructed for the ordinary super Yang-Mills theory in , and they gave the string junction interpretations predicted in (see Fig. 1). Here in this paper, first solving the non-commutative BPS equations and then solving the eigenvalue equations for the scalars, we obtain a configuration of string junction which is tilted against the D3-branes as was expected in .
The present paper is also interesting as a testing ground of the non-commutative eigenvalue equation, which was proposed in ref. and was one of the non-trivial points in the analysis there. In fact, the expected tilted D-string picture can never be obtained in the $`U(2)`$ case if we consider only the ordinary eigenvalues of the scalar field as a $`2\times 2`$ matrix. Our result here for the $`1/4`$ BPS solution gives another evidence for the validity of our non-commutative eigenvalue equation.
The rest of this paper is organized as follows. In section 2, we shall explain the strategy for constructing the string junction solutions in non-commutative Yang-Mills theory. In section 3, as the first step, we solve the non-commutative monopole equation for one of the scalars and the gauge fields to the first order in $`\theta _{ij}`$, and give a string theory interpretation by solving the non-commutative eigenvalue equation. Next in section 4, we solve the equation for another scalar and obtain its eigenvalues. In section 5, we give the string junction interpretation of the results of sections 3 and 4. In the final section, we summarize the paper and give some discussions.
## 2 Equations for the string junction solution
In this section we shall recapitulate some results in ordinary super Yang-Mills theory necessary for later analysis by generalizing them to the non-commutative case. All the results here can be found in except that we rewrite the ordinary product into the non-commutative star product here.
To construct the string junction solution in the four-dimensional $`𝒩=4`$ non-commutative super Yang-Mills theory with gauge group $`U(N)`$, we need the bosonic part of the action consisting of the gauge field $`A_\mu `$ and six scalars $`X^I`$ ($`I=1,\mathrm{},6`$):
$`S={\displaystyle d^4xTr\left(\frac{1}{4}F_{\mu \nu }F_{}^{\mu \nu }\frac{1}{2}D_\mu X^ID_{}^\mu X^I+\frac{1}{4}([X^I,X^J]_{})_{}^2\right)},`$ (2.1)
with $`F_{\mu \nu }_\mu A_\nu _\nu A_\mu i[A_\mu ,A_\nu ]_{}`$ and $`D_\mu X_\mu Xi[A_\mu ,X]_{}`$. The commutator and the square is defined by using the star product: $`[A,B]_{}ABBA`$ and $`(A)_{}^2AA`$. The star product is defined as usual by
$`(fg)(x)f(x)\mathrm{exp}\left({\displaystyle \frac{i}{2}}\theta _{ij}\stackrel{}{_i}\stackrel{}{_j}\right)g(x)=f(x)g(x)+{\displaystyle \frac{i}{2}}\{f,g\}(x)+O(\theta ^2),`$ (2.2)
where $`\{f,g\}`$ is the Poisson bracket,
$`\{f,g\}(x)\theta _{ij}_if(x)_jg(x).`$ (2.3)
The Gauss law constraint of this system reads
$`D_iE_i=i[X^I,D_0X^I]_{},`$ (2.4)
where $`E_i`$ is the electric field, $`E_i=F_{0i}`$.
The energy of this system is given by
$`E={\displaystyle d^3x\frac{1}{2}Tr\left((E_i)_{}^2+(B_i)_{}^2+(D_0X^I)_{}^2+(D_iX^I)_{}^2\frac{1}{2}([X^I,X^J]_{})_{}^2\right)},`$ (2.5)
where $`B_i`$ is the magnetic field, $`B_i=ϵ_{ijk}F_{jk}/2`$. Hereafter we shall keep only two of the scalar fields, $`X^1=X`$ and $`X^2=Y`$, nonvanishing. Then, using the Gauss law (2.4), we can rewrite the energy (2.5) into
$`E={\displaystyle }d^3x{\displaystyle \frac{1}{2}}Tr\{(\mathrm{cos}\varphi E_i\mathrm{sin}\varphi B_iD_iX)_{}^2+(\mathrm{sin}\varphi E_i+\mathrm{cos}\varphi B_iD_iY)_{}^2`$
$`+(D_0X+i\mathrm{sin}\varphi [X,Y]_{})_{}^2+(D_0Yi\mathrm{cos}\varphi [X,Y]_{})_{}^2\}`$
$`+(Q_X+M_Y)\mathrm{cos}\varphi +(Q_YM_X)\mathrm{sin}\varphi `$
$`(Q_X+M_Y)\mathrm{cos}\varphi +(Q_YM_X)\mathrm{sin}\varphi ,`$ (2.6)
where $`\varphi `$ is an arbitrary parameter, and we have $`Q_X=𝑑S_iTr(E_iX)`$ and $`M_X=𝑑S_iTr(B_iX)`$, and similarly for $`Q_Y`$ and $`M_Y`$. From (2.6) we obtain the classical equations as the condition for saturating the lower bound. We can put $`\varphi =0`$ without loss of generality since $`\varphi `$ can be varied by a rotation in the $`(X,Y)`$ plane. Therefore the equations to be solved are
$`D_iX=E_i,`$ (2.7)
$`D_iY=B_i,`$ (2.8)
$`D_0X=0,`$ (2.9)
$`D_0Y=i[X,Y]_{},`$ (2.10)
$`D_iD_iX=[Y,[Y,X]_{}]_{},`$ (2.11)
where the last equation (2.11) is the Gauss law (2.4) with (2.9) and (2.10) substituted.
Since we are interested in static solutions, we will drop the time-dependence of all the fields. Then, eqs. (2.7), (2.9) and (2.10) are automatically satisfied by putting $`A_0=X`$. The remaining equations we have to solve are eqs. (2.8) and (2.11), which we call non-commutative monopole equation and non-commutative Gauss law, respectively.
In the commutative limit $`\theta =0`$, eq. (2.8) reduces to the ordinary BPS monopole equation which was solved in the seminal papers by adopting the spherical symmetry ansatz:
$`A_i^0=ϵ_{ijk}\widehat{x}_jT_k(K(\xi )1)/r,Y^0=\widehat{x}_iT_iH(\xi )/r,`$ (2.12)
where the superscripts $`0`$ on $`A_i`$ and $`Y`$ denote that they are the $`0`$-th order solution in $`\theta `$. The dimensionless quantities $`\widehat{x}_i`$ and $`\xi `$ are defined by $`\widehat{x}_ix_i/r`$ and $`\xi Cr`$ using an arbitrary constant $`C`$ with mass dimension. The matrices $`T_i`$ ($`i=1,2,3`$) are an embedding of $`SU(2)`$ into the $`U(N)`$ group: $`[T_i,T_j]=iϵ_{ijk}T_k`$. In the case of the maximal embedding to $`U(3)`$, the explicit forms of $`T_i`$ are
$$T_1=\frac{1}{\sqrt{2}}\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 1\\ 0& 1& 0\end{array}\right),T_2=\frac{i}{\sqrt{2}}\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 1\\ 0& 1& 0\end{array}\right),T_3=\left(\begin{array}{ccc}1& 0& 0\\ 0& 0& 0\\ 0& 0& 1\end{array}\right).$$
(2.13)
Putting this ansatz into (2.8) with $`\theta =0`$, we obtain the equations for $`K`$ and $`H`$,
$`𝒟K=HK,𝒟H=H+1K^2,`$ (2.14)
where $`𝒟`$ denotes the Euler derivative with respect to $`\xi `$, $`𝒟\xi \left(d/d\xi \right)`$. Eq. (2.14) are solved to give
$`K=\xi /\mathrm{sinh}\xi ,H=\xi /\mathrm{tanh}\xi 1.`$ (2.15)
The behaviors of $`K`$ and $`H`$ in the asymptotic region $`\xi \mathrm{}`$ are
$$K=O\left(e^\xi \right),H=\xi 1+O\left(e^\xi \right).$$
(2.16)
As for the Gauss law (2.11) with $`\theta =0`$, the spherical symmetry ansatz,<sup>*</sup><sup>*</sup>* In the case of the maximal embedding to $`SU(3)`$, eq. (2.17) is the most general spherically symmetric form for $`X`$ since $`T_i`$ and $`T_{ij}`$ span the whole $`SU(3)`$. However, for $`SU(N)`$ with $`N4`$, there are other spherically symmetric terms using the symmetric traceless products of $`T_i`$’s.
$`X^0={\displaystyle \frac{1}{r}}\left(\widehat{x}_iT_iP(\xi )+\widehat{x}_i\widehat{x}_jT_{ij}{\displaystyle \frac{Q(\xi )}{\xi }}\right),`$ (2.17)
was considered in where $`T_{ij}\{T_i,T_j\}\delta _{ij}T_0/3`$ with $`T_0\{T_i,T_i\}`$. In the particular case of the maximal embedding into $`U(N)`$, we have $`T_0=(N^21)\text{ }\text{ }\text{ }\text{ }\text{ ̵}/2`$. The Gauss law with $`\theta =0`$ under the ansatz (2.17) was solved to give
$`P=\alpha H,`$ (2.18)
$`Q=\beta \left(2H^2+H1+K^2\right),`$ (2.19)
where $`\alpha `$ and $`\beta `$ are arbitrary constants. Our $`(\alpha ,\beta )`$ is related to that in ref. by $`(\alpha ,\beta )_{\text{ref.}\text{[12]}}=(4\alpha ,(8/3)\beta )`$.
In the next two sections we shall solve the non-commutative monopole equation (2.8) and the non-commutative Gauss law (2.11) by the $`\theta `$ expansion. First we shall expand them to the first non-trivial order in $`\theta `$ and solve them by adopting (2.12) and (2.17) as the zero-th order solution.
## 3 Non-commutative $`U(3)`$ monopole
In this section, we shall solve the non-commutative monopole equation (2.8) to the first order in $`\theta `$ and evaluate the eigenvalue of the scalar $`Y`$ for the brane interpretation. By expanding (2.8) to the first order in $`\theta `$, we get
$`{\displaystyle \frac{1}{2}}ϵ_{ijk}\left(_jA_k^1_kA_j^1i[A_j^0,A_k^1]i[A_j^1,A_k^0]\right)\left(_iY^1i[A_i^0,Y^1]i[A_i^1,Y^0]\right)`$
$`={\displaystyle \frac{1}{2}}ϵ_{ijk}\{A_j^0,A_k^0\}+{\displaystyle \frac{1}{2}}\{A_i^0,Y^0\}{\displaystyle \frac{1}{2}}\{Y^0,A_i^0\},`$ (3.1)
where $`A_i^1`$ is the $`O(\theta ^1)`$ part of $`A_i`$, namely, $`A_i=A_i^0+A_i^1+\mathrm{}`$, and similarly for $`Y`$. Using the zero-th order solution (2.12), we find that the right-hand-side (RHS) of (3.1) is given as a sum of six terms with the following tensor structures concerning $`\theta `$, the open index $`i`$ and the $`U(N)`$ Lie algebra matrix:
$$\theta _iT_0,\theta _j\widehat{x}_i\widehat{x}_jT_0,\theta _jT_{ij},\theta _i\widehat{x}_j\widehat{x}_kT_{jk},\theta _j\widehat{x}_i\widehat{x}_kT_{jk},\theta _j\widehat{x}_j\widehat{x}_kT_{ik},$$
(3.2)
where we have used $`\theta _iϵ_{ijk}\theta _{jk}/2`$. The coefficient of each quantity in (3.2) is a polynomial of $`H`$ and $`K`$ divided by $`r^4`$. Apparently, there is another tensor structure $`ϵ_{ijk}ϵ_{lmn}\theta _l\widehat{x}_j\widehat{x}_mT_{kn}`$ which can appear on the RHS of (3.1). However, it is not independent due to the identities,
$`ϵ_{ljk}\widehat{x}_i\widehat{x}_l+ϵ_{ilk}\widehat{x}_j\widehat{x}_l+ϵ_{ijl}\widehat{x}_k\widehat{x}_l=ϵ_{ijk},`$
$`ϵ_{ljk}T_{il}+ϵ_{ilk}T_{jl}+ϵ_{ijl}T_{kl}=0.`$ (3.3)
Using either of them, we can show that $`ϵ_{ijk}ϵ_{lmn}\theta _l\widehat{x}_j\widehat{x}_mT_{kn}=\theta _jT_{ij}\theta _i\widehat{x}_j\widehat{x}_kT_{jk}+\theta _j\widehat{x}_i\widehat{x}_kT_{jk}+\theta _j\widehat{x}_j\widehat{x}_kT_{ik}`$.
To solve (3.1), let us adopt the generalized spherical symmetry ansatz for $`A_i^1`$ and $`Y^1`$. Here the generalized spherical symmetry implies the covariance under the combined rotations of $`\theta _i`$ as well as of $`x_i`$ and $`T_i`$. Noting that all the terms of (3.2) are given using either $`T_0`$ or $`T_{ij}`$ for the matrix structure and even numbers of $`\widehat{x}_i`$, we see that the ansatz for $`A_i^1`$ and $`Y^1`$ should be given by using $`T_0`$ or $`T_{ij}`$ and odd numbers of $`\widehat{x}_i`$. For the gauge field $`A_i^1`$, at first sight the following seven tensor structures are possible: $`ϵ_{ijk}\theta _j\widehat{x}_kT_0`$, $`ϵ_{ijk}\theta _j\widehat{x}_lT_{kl}`$, $`ϵ_{ijk}\theta _l\widehat{x}_jT_{kl}`$, $`ϵ_{jkl}\theta _j\widehat{x}_kT_{il}`$, $`ϵ_{ijk}\theta _j\widehat{x}_k\widehat{x}_l\widehat{x}_mT_{lm}`$, $`ϵ_{ijk}\theta _l\widehat{x}_j\widehat{x}_l\widehat{x}_mT_{km}`$ and $`ϵ_{jkl}\theta _j\widehat{x}_i\widehat{x}_k\widehat{x}_mT_{lm}`$. However, due to the identities (3.3), there are two linear relations among them. Therefore, taking all the independent tensor structures into account, the ansatz is given as follows:
$`A_i^1={\displaystyle \frac{1}{r^3}}(ϵ_{ijk}\theta _j\widehat{x}_kT_0A(\xi )+ϵ_{ijk}\theta _j\widehat{x}_lT_{kl}B(\xi )+ϵ_{jkl}\theta _j\widehat{x}_kT_{il}C(\xi )`$
$`+ϵ_{ijk}\theta _j\widehat{x}_k\widehat{x}_l\widehat{x}_mT_{lm}D(\xi )+ϵ_{ijk}\theta _l\widehat{x}_j\widehat{x}_l\widehat{x}_mT_{km}E(\xi )),`$ (3.4)
$`Y^1={\displaystyle \frac{1}{r^3}}\left(\theta _i\widehat{x}_iT_0U(\xi )+\theta _i\widehat{x}_jT_{ij}V(\xi )+\theta _i\widehat{x}_i\widehat{x}_j\widehat{x}_kT_{jk}W(\xi )\right).`$ (3.5)
Putting this ansatz into the LHS of (3.1), we obtain the following system of linear differential equations with inhomogeneous terms:
$`𝒟A2AU=\left(H^2K+H(K1)^2K(K1)^2\right)/6,`$ (3.6)
$`𝒟(AU)+4A+4U=\left(H^2KH(K1)(K3)+(K1)^3\right)/6,`$ (3.7)
$`𝒟C+2C+K(B+CV)+H(2C)=(HK+K1)(H+K1)/2,`$ (3.8)
$`𝒟(BC+D)2B+2C2DVW+K(2B+2C+V)+H(C)`$
$`=\left(H^2K+H(K1)(K1)^2(K+1)\right)/2,`$ (3.9)
$`𝒟(CV)+B2C+E+3V+K(B2C2D+V)+H(B+C)`$
$`=\left(H^2KH(K1)+(K1)^2(K+1)\right)/2,`$ (3.10)
$`𝒟(B+CE)+3B3C+2E+V+K(BCV2W)+H(B+2CE)`$
$`=(HK+2K2)(H+K1)/2,`$ (3.11)
$`𝒟(D+EW)+4D3E+4W+K(2D3E+2W)+HE=0.`$ (3.12)
They are respectively the coefficients of the six structures of (3.2) and of $`\theta _j\widehat{x}_i\widehat{x}_j\widehat{x}_k\widehat{x}_lT_{kl}`$ (the last one is missing on the RHS of (3.1)). The first two differential equations (3.6) and (3.7) for $`A`$ and $`U`$ are the $`U(1)`$ parts of the monopole equation (3.1) and decouple from the rest. These are exactly what we solved in the $`U(2)`$ case :
$`A={\displaystyle \frac{1}{12}}(K1)(2HK+1),`$ (3.13)
$`U=0.`$ (3.14)
The rest of the equations (3.8)–(3.12) is very complicated and seems hard to solve at first sight. However, we can solve them by assuming that the solutions are given as polynomials of $`H`$ and $`K`$. This polynomial assumption is possible due to the property (2.14) implying that a polynomial of $`H`$ and $`K`$ acted by $`𝒟`$ is again a polynomial of them. Concretely, we assume that
$`𝒪={\displaystyle \underset{n=0}{\overset{N_{\mathrm{max}}}{}}}{\displaystyle \underset{m=0}{\overset{M_{\mathrm{max}}}{}}}𝒪_{nm}H^nK^m,`$ (3.15)
for the unknown functions $`𝒪=B,C,\mathrm{}`$ with suitably large $`N_{\mathrm{max}}`$ and $`M_{\mathrm{max}}`$. Then, using the property (2.14), the differential equations (3.8)–(3.12) are reduced into a set of linear algebraic equations for the coefficients $`𝒪_{nm}`$. This set of algebraic equations is easily solved to give
$`B={\displaystyle \frac{1}{4}}+{\displaystyle \frac{1}{4}}HK+{\displaystyle \frac{1}{4}}K^2+z,`$ (3.16)
$`C={\displaystyle \frac{1}{4}}{\displaystyle \frac{3}{4}}K{\displaystyle \frac{1}{2}}HK+{\displaystyle \frac{3}{4}}K^2+{\displaystyle \frac{1}{2}}HK^2{\displaystyle \frac{1}{4}}K^3,`$ (3.17)
$`D={\displaystyle \frac{7}{8}}{\displaystyle \frac{1}{8}}H{\displaystyle \frac{1}{4}}K{\displaystyle \frac{3}{4}}HK{\displaystyle \frac{7}{8}}K^2+{\displaystyle \frac{1}{4}}HK^2+{\displaystyle \frac{1}{4}}K^3+z𝒢,`$ (3.18)
$`E=0,`$ (3.19)
$`V={\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{4}}H{\displaystyle \frac{1}{4}}K{\displaystyle \frac{3}{4}}HK{\displaystyle \frac{1}{2}}K^2+{\displaystyle \frac{1}{4}}HK^2+{\displaystyle \frac{1}{4}}K^3z,`$ (3.20)
$`W={\displaystyle \frac{7}{8}}+{\displaystyle \frac{1}{8}}H+{\displaystyle \frac{1}{4}}K+{\displaystyle \frac{3}{4}}HK+{\displaystyle \frac{7}{8}}K^2{\displaystyle \frac{1}{4}}HK^2{\displaystyle \frac{1}{4}}K^3z𝒢,`$ (3.21)
with
$`=(1+H+2H^2)K+K^3,`$
$`𝒢={\displaystyle \frac{3}{2}}(1+H)+(1H2H^2)K{\displaystyle \frac{3}{2}}(1+2H)K^2K^3.`$ (3.22)
The solution (3.16)–(3.21) does not contain any singularity at the origin $`r=0`$ which invalidates the integration by parts necessary for rewriting the energy (2.5) into (2.6).
In (3.16)–(3.21), the $``$ and $`𝒢`$ terms multiplied by an arbitrary parameter $`z`$ are a homogeneous solution, namely a solution to the zero-mode equation in the ordinary monopole equation. As we shall see later, this homogeneous solution corresponds to the separation of the monopole centers in the $`\theta _i`$ direction. Besides this zero-mode there is no spherically symmetric homogeneous solution of our interest related to the moduli of the ordinary monopole solution.
Here we should mention the gauge freedom of our solutions. Apparently the set of differential equations (3.6)–(3.12) is underdeterminant since the number of unknown functions is one more larger than that of the equations. However, this problem is resolved by noticing that there is a freedom of local gauge transformation, $`\delta _\epsilon A_i=D_i\epsilon `$ and $`\delta _\epsilon X^I=i[X^I,\epsilon ]_{}`$, with $`\epsilon =ϵ_{ijk}\theta _i\widehat{x}_j\widehat{x}_lT_{kl}L(\xi )/r^2`$, which keeps the generalized spherical symmetry. In the solution (3.16)–(3.21) we have put $`E=0`$ by using the freedom of $`L(\xi )`$.
Having obtained the classical solution to $`O(\theta )`$, let us next solve the non-commutative eigenvalue equation for the scalar $`Y`$ in the $`U(3)`$ case with the maximal $`SU(2)`$ embedding, and then give the brane interpretation following Callan and Maldacena (see Fig. 2). The non-commutative eigenvalue equation for a matrix-valued function $`M`$ proposed in is as follows:
$`M𝒗=\lambda 𝒗,`$ (3.23)
where $`\lambda `$ is the eigenvalue and $`𝒗`$ is the eigenvector. Expanding the matrix, the eigenvalue and the eigenvector as
$`M=M^0+M^1,\lambda =\lambda ^0+\lambda ^1,𝒗=𝒗^0+𝒗^1,`$ (3.24)
and plugging them into the eigenvalue equation (3.23), the $`O(\theta ^1)`$ part $`\lambda ^1`$ of the eigenvalue is given as ,
$`\lambda ^1={\displaystyle \frac{i}{2}}𝒗^0\{M^0\lambda ^0\text{ }\text{ ̵},𝒗^0\}+𝒗^0M^1𝒗^0,`$ (3.25)
where $`𝒗^0`$ is normalized, $`𝒗^0𝒗^0=1`$.
The three zero-th order eigenvalues of the scalar $`Y`$ are
$`\lambda _Y^0={\displaystyle \frac{H}{r}}\left(\begin{array}{c}1\\ 0\\ 1\end{array}\right)\left(C+{\displaystyle \frac{1}{r}}\right)\left(\begin{array}{c}1\\ 0\\ 1\end{array}\right),`$ (3.26)
where the last expression is the asymptotic ($`r\mathrm{}`$) form obtained by dropping the exponentially decaying terms $`O(e^\xi )`$. Applying (3.25) to the scalar $`Y`$ with $`Y^1`$ given by (3.5), the $`O(\theta ^1)`$ part of the eigenvalues are
$`\lambda _Y^1={\displaystyle \frac{\theta \widehat{x}}{r^3}}\left(\begin{array}{c}H/2+4U+(2/3)(V+W)\\ H+4U(4/3)(V+W)\\ H/2+4U+(2/3)(V+W)\end{array}\right){\displaystyle \frac{\theta \widehat{x}}{4r^3}}\left(\begin{array}{c}(34z)\xi 4\\ (2+8z)\xi \\ (34z)\xi 4\end{array}\right).`$ (3.27)
As in the $`U(2)`$ case of ref. , the eigenvalue $`\lambda _Y^1`$ is singular at the origin $`r=0`$ though the classical solution is regular there. Therefore, we shall restrict our brane analysis to the asymptotic region $`r\mathrm{}`$. Summing (3.26) and (3.27), we obtain the total eigenvalues $`\lambda _Y=(\lambda _Y^{(+)},\lambda _Y^{(0)},\lambda _Y^{()})^T`$:
$`\lambda _Y^{(\pm )}C\pm {\displaystyle \frac{1}{r}}+{\displaystyle \frac{\theta \widehat{x}}{4r^3}}\left((34z)\xi 4\right)`$
$`=C\pm \left|x_i+\theta _i\left(\pm \left({\displaystyle \frac{1}{4}}+z\right)C+\lambda _Y^{(\pm )}\right)\right|^1,`$ (3.28)
$`\lambda _Y^{(0)}{\displaystyle \frac{\theta \widehat{x}}{2r^3}}(1+4z)\xi ={\displaystyle \underset{\pm }{}}\left|x_i\pm \theta _i\left({\displaystyle \frac{1}{4}}+z\right)C\right|^1.`$ (3.29)
From (3.28) and (3.29) we can read off the brane configuration representing tilted D-strings suspended among three parallel D3-branes as depicted in Fig. 3. First, eq. (3.28) implies that, for a given value of $`\lambda _Y^{(\pm )}`$, the corresponding worldvolume coordinate $`x_i`$ is located on a sphere with its center at $`x_i^{\mathrm{C}(\pm )}=\theta _i\left(\pm \left(1/4+z\right)C+\lambda _Y^{(\pm )}\right)`$. The tilt angle of the D-strings is read off as $`\theta _i`$, and the $`x_i`$ coordinates of the points where the D-strings stick to D3-branes are given as $`x_i^{\mathrm{C}(\pm )}`$ corresponding to $`\lambda _Y^{(\pm )}=C`$.
Next, from $`\lambda _Y^{(0)}`$ of (3.29) we see that the middle D3-brane, which was totally flat in the commutative case $`\theta =0`$ (recall eq. (3.26)), now suffers a deformation with centers at $`x_i=(1/4+z)C\theta _i`$, which we interpret as the coordinates where the D-strings meet the middle D3-brane. This interpretation is consistent with the D-string picture obtained above from $`\lambda _Y^{(\pm )}`$. Since, when $`\theta =0`$, the middle D3-brane was completely flat and did not have any parts identifiable as D-strings, it is impossible to read off the tilt angle of the D-strings from $`\lambda _Y^{(0)}`$ in the present $`O(\theta )`$ analysis.
As seen from Fig. 3, the parameter $`z`$ corresponds to the relative separation of the two D-strings (namely, the separation of the two monopole centers). Note that the two D-strings are smoothly connected to each other only for a special value of $`z`$, $`z=1/4`$.
## 4 Non-commutative Gauss law
Having solved the non-commutative monopole equation (2.8), let us turn to the non-commutative Gauss law (2.11). We shall consider the case of $`U(3)`$ with the maximal embedding of $`SU(2)`$. Since the procedure for solving the Gauss law is quite similar to that for the monopole equation (2.8), we shall be brief. Expanding (2.11) to the first order in $`\theta `$, we have
$`_i\left(_iX^1i[A_i^0,X^1]\right)i[A_i^0,_iX^1i[A_i^0,X^1]][Y^0,[Y^0,X^1]]`$
$`=_i\left(i[A_i^1,X^0]+{\displaystyle \frac{1}{2}}\left(\{A_i^0,X^0\}\{X^0,A_i^0\}\right)\right)`$
$`+i[A_i^1,_iX^0i[A_i^0,X^0]]+i[A_i^0,i[A_i^1,X^0]+{\displaystyle \frac{1}{2}}\left(\{A_i^0,X^0\}\{X^0,A_i^0\}\right)]`$
$`{\displaystyle \frac{1}{2}}\left(\{A_i^0,_iX^0i[A_i^0,X^0]\}\{_iX^0i[A_i^0,X^0],A_i^0\}\right)`$
$`+i[Y^1,i[Y^0,X^0]]+i[Y^0,i[Y^1,X^0]+{\displaystyle \frac{1}{2}}\left(\{Y^0,X^0\}\{X^0,Y^0\}\right)]`$
$`{\displaystyle \frac{1}{2}}\left(\{Y^0,[Y^0,X^0]\}\{[Y^0,X^0],Y^0\}\right).`$ (4.1)
Due to the monopole equation (2.8) and the Bianchi identity $`D_iB_i=0`$, $`X=\alpha Y`$ is a solution to the Gauss law (2.11) for any $`\alpha `$. Since the $`P`$ term in $`X^0`$ (2.17) generates this type of solution to the Gauss law, we have only to consider the $`Q`$ term in (2.17) as $`X^0`$ on the RHS of (4.1). We shall put $`\beta =1`$ in (2.19) for a while for the sake of simplicity. Then, the RHS of (4.1) is evaluated by using the following identities valid for $`T_i`$ of (2.13):
$`\{T_{ij},T_k\}=\delta _{ik}T_j+\delta _{jk}T_i{\displaystyle \frac{2}{3}}\delta _{ij}T_k,`$
$`[T_{ij},T_{kl}]=i\left(\delta _{ik}ϵ_{jlm}+\delta _{il}ϵ_{jkm}+\delta _{jk}ϵ_{ilm}+\delta _{jl}ϵ_{ikm}\right)T_m.`$ (4.2)
From the structure of the RHS of (4.1), we see that $`X^1`$ consists of terms with one $`T_i`$ and even numbers of $`\widehat{x}_i`$. Therefore the ansatz for $`X^1`$ is
$`X^1={\displaystyle \frac{1}{\xi r^3}}\left(\theta _iT_iR(\xi )+\theta _i\widehat{x}_i\widehat{x}_jT_jS(\xi )\right).`$ (4.3)
Note that we have factored out $`1/\xi `$ in (4.3) similarly to the $`Q`$ term in (2.17). Putting the solution (2.12) and the ansatz (4.3) into the LHS of (4.1), we obtain the following differential equations for $`R`$ and $`S`$:
$`\left(𝒟^27𝒟+11H^2+2KK^2\right)R+2KS`$
$`={\displaystyle \frac{23}{2}}{\displaystyle \frac{21}{2}}H+{\displaystyle \frac{5}{2}}H^2+{\displaystyle \frac{1}{2}}H^3H^4+\left(20+32H+6H^26H^3\right)K`$
$`+\left({\displaystyle \frac{19}{2}}+9H+17H^2+{\displaystyle \frac{23}{2}}H^3+3H^4\right)K^2+\left(458H52H^28H^3\right)K^3`$
$`+{\displaystyle \frac{1}{2}}\left(35+75H+41H^2\right)K^4+\left(1610H\right)K^5+{\displaystyle \frac{7}{2}}K^6`$
$`+24z\left\{(1+3H^2+2H^3)K+2(1+H2H^22H^3)K^3(1+2H)K^5\right\},`$ (4.4)
$`\left(𝒟^27𝒟+102K2K^2\right)S+\left(1+H^2+2KK^2\right)R`$
$`={\displaystyle \frac{1}{2}}\left(31+29H5H^2H^3+2H^4\right)+\left(2634H2H^2+6H^3\right)K`$
$`+\left({\displaystyle \frac{19}{2}}23H23H^2{\displaystyle \frac{15}{2}}H^33H^4\right)K^2+\left(8+68H+56H^2+8H^3\right)K^3`$
$`{\displaystyle \frac{1}{2}}\left(43+71H+41H^2\right)K^4+\left(18+10H\right)K^5{\displaystyle \frac{7}{2}}K^6`$
$`+24z\{(13H^22H^3)K+{\displaystyle \frac{1}{3}}(12H3H^2+4H^3+4H^4)K^2`$
$`+\left(22H+4H^2+4H^3\right)K^3+{\displaystyle \frac{2}{3}}\left(1+H+2H^2\right)K^4`$
$`+(1+2H)K^5+{\displaystyle \frac{1}{3}}K^6\}.`$ (4.5)
Eqs. (4.4) and (4.5) are the coefficient of $`\theta _iT_i`$ and $`\theta _i\widehat{x}_i\widehat{x}_jT_j`$ in (4.1), respectively. The solution to these differential equations is again given as polynomials of $`H`$ and $`K`$ as in the previous monopole case (3.16)–(3.21): There seems to be no physically meaningful homogeneous solution to (4.1) as far as we have examined using the polynomial assumption (3.15).
$`R={\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}H+H^2+\left(2H3H^2\right)K+\left(1+{\displaystyle \frac{5}{2}}H+H^2\right)K^2`$
$`(2+H)K^3+{\displaystyle \frac{1}{2}}K^48z\left(H^2+H^3\right)K,`$ (4.6)
$`S={\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}H2H^2\left(2H3H^2\right)K\left(1+{\displaystyle \frac{3}{2}}H+H^2\right)K^2+(2+H)K^3{\displaystyle \frac{1}{2}}K^4`$
$`8z\left\{{\displaystyle \frac{1}{2}}\left(1+H\right)^2\left(H^2+H^3\right)K\left(1+H+H^2\right)K^2+{\displaystyle \frac{1}{2}}K^4\right\}.`$ (4.7)
Having obtained the classical solution for $`X`$, we shall evaluate its eigenvalues. First, the zero-th order eigenvalues of $`X`$ are obtained from (2.17) with $`(\alpha ,\beta )=(0,1)`$ as
$`\lambda _X^0={\displaystyle \frac{2Q}{3\xi r}}\left(\begin{array}{c}1\\ 2\\ 1\end{array}\right)\left({\displaystyle \frac{4}{3}}C+{\displaystyle \frac{2}{r}}\right)\left(\begin{array}{c}1\\ 2\\ 1\end{array}\right).`$ (4.8)
The $`O(\theta )`$ eigenvalue can be evaluated as in the previous case using (3.25):
$`\lambda _X^1={\displaystyle \frac{\theta _i\widehat{x}_i}{\xi r^3}}\left(Q+R+S\right)\left(\begin{array}{c}1\\ 0\\ 1\end{array}\right).`$ (4.9)
Summing (4.8) and (4.9), the total eigenvalues $`\lambda _X=(\lambda _X^{(+)},\lambda _X^{(0)},\lambda _X^{()})^T`$ of $`X`$ with $`(\alpha ,\beta )=(0,1)`$ are given by
$`\lambda _X^{(\pm )}{\displaystyle \frac{4}{3}}C+{\displaystyle \frac{2}{r}}\pm {\displaystyle \frac{\theta \widehat{x}}{r^3}}\left((14z)\xi 2\right)`$
$`={\displaystyle \frac{4}{3}}C+2\left|x_i\pm \theta _i\left({\displaystyle \frac{1}{2}}\lambda _X^{(\pm )}+\left({\displaystyle \frac{1}{6}}+2z\right)C\right)\right|^1,`$ (4.10)
$`\lambda _X^{(0)}{\displaystyle \frac{8}{3}}C{\displaystyle \frac{4}{r}}.`$ (4.11)
String junction interpretation of these eigenvalues will be given in the next section.
## 5 Non-commutative string junction
Now we would like to draw the string junction picture from the asymptotic behavior of the eigenvalues of $`X`$ and $`Y`$ via Callan-Maldacena interpretation. First, the string junction picture projected on the $`(X,Y)`$ plane is the same as in the $`\theta =0`$ case (Fig. 1) since the $`O(\theta )`$ corrections to the eigenvalues $`\lambda _X`$ and $`\lambda _Y`$ do not change their leading asymptotic behavior.
Second, the string picture obtained in Sec. 3 from the eigenvalues $`\lambda _Y`$ of (3.28) and (3.29) gives the string junction projected on the $`(Y,x_i)`$ space. Since the string junctions should be connected, we have to take the special value $`z=1/4`$ (see Fig. 4). The three $`(p,q)`$-strings constituting the junction look as one straight line tilted against the D3-branes by angle $`\theta _i`$.
Before examining the eigenvalues of $`X`$ for a general $`(\alpha ,\beta )`$, let us consider the brane interpretation of the eigenvalues (4.10) and (4.11) corresponding to $`(\alpha ,\beta )=(0,1)`$. In this case, we obtain a three-string junction picture where each of the three strings is attached to the respective D3-brane at the points $`x_i=\pm (14z)C\theta _i/2`$ and $`x_i=0`$ for the branes corresponding to $`\lambda _X^{(\pm )}`$ and $`\lambda _X^{(0)}`$, respectively. Surprisingly, these endpoint $`x_i`$ coordinates of the three strings in the $`(X,x_i)`$ space coincide with the corresponding ones in the $`(Y,x_i)`$ space only when $`z=1/4`$, and they are given by $`x_i=\pm C\theta _i`$ and $`x_i=0`$. In the following we shall restrict our arguments to the case $`z=1/4`$.
For a general $`(\alpha ,\beta )`$, the eigenvalues of $`X`$ are given as $`\alpha \lambda _Y+\beta \times \left[\lambda _X\text{ of (}\text{4.10}\text{) and (}\text{4.11}\text{)}\right]`$. Explicitly, they are
$`\lambda _X^{(\pm )}\left(\alpha {\displaystyle \frac{4}{3}}\beta \right)C+\left(\pm \alpha +2\beta \right)\left|x_i\pm {\displaystyle \frac{\theta _i}{\pm \alpha +2\beta }}\left(\lambda _X^{(\pm )}{\displaystyle \frac{2}{3}}\beta C\right)\right|^1,`$ (5.1)
$`\lambda _X^{(0)}{\displaystyle \frac{8}{3}}\beta C{\displaystyle \frac{4\beta }{r}}.`$ (5.2)
The string picture of these eigenvalues is given in Fig. 5.
Let us summarize various quantities of the three-string junction picture obtained here. First, the endpoint coordinates of the three strings in the $`(X,Y,x_i)`$ space are
$`C(\alpha {\displaystyle \frac{4}{3}}\beta ,1,\pm \theta _i),C({\displaystyle \frac{8}{3}}\beta ,0,0),`$ (5.3)
for the strings $`(\pm )`$ and $`(0)`$, respectively, and the three strings meet at the point
$$C(\frac{2\beta }{3},0,0).$$
(5.4)
Defining the $`(p,q)`$-charges of the strings by the leading asymptotic behavior of the eigenvalues of the electric and magnetic fields as
$`(E_i,B_i){\displaystyle \frac{\widehat{x}_i}{2r^2}}(p,q),`$ (5.5)
we have
$`(p,q)^{(\pm )}=(2\alpha 4\beta ,2),(p,q)^{(0)}=(8\beta ,0).`$ (5.6)
Then, the tension vectors are given by
$`\stackrel{}{T}=(p,q,q\theta _i),`$ (5.7)
for each of the three strings, and they are balanced, $`\stackrel{}{T}=0`$.
As seen from the above analysis, the present string junction with nonvanishing $`\theta `$ is obtained from that with $`\theta =0`$ (which is on the $`x_i=0`$ plane) by a rotation around the $`X`$-axis with angle $`\theta _i`$ (see Fig. 6). These results are consistent with the expectation obtained from the force balance among the string tension and the magnetic force, which is felt by the charge $`q`$ at the endpoint of each string in the uniform magnetic field $`\theta _i`$ .
## 6 Summary and discussion
In this paper we have constructed a $`1/4`$ BPS soliton solution in $`𝒩=4`$ non-commutative super Yang-Mills theory. From the asymptotic behavior of the scalar eigenvalues, we have successfully reproduced the expected string junction picture. We would like to emphasize that such consistent eigenvalues can never be obtained without the Poisson bracket term in the eigenvalue formula (3.25). Thus our results give further support of the non-commutative eigenvalue equation (3.23) proposed in ref. .
There are a number of questions to be clarified. First, we have chosen the special value $`z=1/4`$ as the parameter specifying the separation of the two monopole centers. This led to a consistent string junction picture. However, we have constructed a solution for any value of $`z`$, and a question is what the string theory interpretation of our solution for $`z1/4`$ is. A similar problem exists already in the $`1/4`$ BPS solution in the ordinary super Yang-Mills theory with the moduli of the separation of the monopole centers .
Another question is the simultaneous diagonalizability of the two scalars $`X`$ and $`Y`$. In the case $`\theta =0`$, our spherically symmetric solution satisfies $`[X^0,Y^0]=0`$ and hence we can consider the eigenvalues of $`X^0`$ and $`Y^0`$ simultaneously. However, in the non-commutative case, the eigenvectors $`𝒗`$ of the eigenvalue equation (3.23) are generally different for $`X`$ and $`Y`$. We have to justify the present analysis where we considered the eigenvalues of both $`X`$ and $`Y`$. It is expected that our analysis at the asymptotic region $`r\mathrm{}`$ is valid since $`\theta `$ is always multiplied by negative powers of $`r`$.
## Acknowledgments
We would like to thank T. Asakawa, S. Goto, K. Hashimoto, S. Iso and Y. Yoshida for valuable discussions and comments. This work is supported in part by Grant-in-Aid for Scientific Research from Ministry of Education, Science, Sports and Culture of Japan (#09640346, #04633). The work of S. M. is supported in part by the Japan Society for the Promotion of Science under the Predoctoral Research Program. |
warning/0001/nlin0001007.html | ar5iv | text | # Integrable Structure of Interface Dynamics
## Abstract
We establish the equivalence of 2D contour dynamics to the dispersionless limit of the integrable Toda hierarchy constrained by a string equation. Remarkably, the same hierarchy underlies 2D quantum gravity.
1. Laplacian growth. Contour dynamics takes place in many physical processes, where an interface moves between two immiscible phases. The key example of interface dynamics to illustrate the main result of this work is the Laplacian growth (LG) . This process is dissipative, unstable, ubiquitous (applications range from oil/gas recovery to tumor growth), and universal: a steady self-similar pattern appears governed by scaling laws, most of which still yet to be derived .
In this paper we show that an arbitrary interface dynamics has an integrable structure which is the same as the one that underlies models of 2D quantum gravity. This structure links the interface dynamics, and especially LG, with other branches of theoretical physics, where scaling laws are also expected .
2. To be specific, we will speak about Hele-Shaw flow : a viscous fluid (oil) and a non-viscous fluid (water) are confined in a narrow gap between two parallel plates. The interior water domain, $`D_+`$, is surrounded by an exterior oil domain, $`D_{}`$, occupying the rest of the plane. Water is supplied from the origin and pushes the oil/water interface, $`𝒞(t)`$. Both liquids are incompressible, so oil is extracted at infinity at the same rate $`q`$ as water is supplied.
* the normal velocity of the interface is $`V_n=_np`$ (the D’Arcy law); the pressure $`p`$ is kept constant ($`p=0`$) inside the water domain $`D_+(t)`$ and on the interface (surface tension and viscosity of the water are neglected); and pressure is a harmonic function, $`^2p=0`$, inside the oil domain $`D_{}(t)`$, while $`p(q/2\pi )\mathrm{log}\sqrt{x^2+y^2}`$ at infinity.
This (idealized) LG problem has an important property: The harmonic moments of the oil domain $`C_k=_{D_{}(t)}z^k𝑑x𝑑y`$ ($`k=1,2,\mathrm{}`$, and $`z=x+iy`$)<sup>*</sup><sup>*</sup>*$`C_1`$ and $`C_2`$ are finite: the divergence as $`|z|\mathrm{}`$ cancels by integration over $`\text{arg}z`$. do not change in time, while the area of water domain, grows linearly in time . The proof:
$$\frac{dC_k}{dt}=_{𝒞(t)}\frac{V_nd𝒞}{z^k}=_{𝒞(t)}(p_nz^kz^k_np)𝑑𝒞,$$
because $`V_n=_np`$ and $`p=0`$ along the $`𝒞(t)`$ . By virtue of the Gauss’ theorem, it equals
$$=_{D_{}(t)}(pz^kz^kp)dxdy=q\delta _{k,0}.$$
This property may be used as the definition of the idealized LG problem:
* To find the form of the domain whose area increases while all harmonic moments remain fixed.
This problem is known to be ill-defined . For almost all sets of harmonic moments, the boundary develops cusp-like singularities in finite time (area) . Once a singularity occurs, the idealized LG model is no longer valid. Surface tension, omitted above, stabilizes the growth and simultaneously ruins the conservation of harmonic moments. Simulations and experiments show that different mechanisms of regularization of singularities (surface tension, lattice etc.) exhibit the same self-similar pattern . This suggests a fixed point (or points) in the space of harmonic moments, which correspond to observed stable patterns. To identify the fixed points and their scaling properties is the challenge of the growth phenomena.
Approach to a fixed point requires a change of all moments. This is the question we address in this paper.
We present the set of differential equations which describe the evolution of the domain under a variation of all harmonic moments. This prompts to a connection with the inverse potential problem : to restore the shape of a body from a given Newtonian potential of a uniform mass distribution inside the body.
It remains to be seen whether these equations help to describe the pattern of growth; however, they reveal the integrable structure of the growth problems. We will show that the equations describing the evolution of a domain form an integrable hierarchy. Moreover, the very same hierarchy emerges in $`c=1`$ string theory and topological gravity , and in 2-matrix models . It is the dispersionless limit of the 2D Toda hierarchy constrained by the so-called string equation .
3. To proceed further we need some known facts about the Schwarz function. (See e.g., ). An equation for a curve, $`F_𝒞(x,y)=F_𝒞(\frac{z+\overline{z}}{2},\frac{z\overline{z}}{2i})=0`$, can be resolved (at least locally) with respect to one of the complex variables, say $`\overline{z}=xiy`$. The result, $`\overline{z}=S(z)`$, is called the Schwarz function of the curve $`𝒞`$ (see e.g., ):
(a) $`S(z)`$ is a unitary operation: $`\overline{S}(S(z))=z`$;
(b) The unit vector tangential to the curve is $`dz/dl=dz/\sqrt{dzd\overline{z}}=(d\overline{z}(z)/dz)^{1/2}=1/\sqrt{S_z}=\sqrt{\overline{S}_{\overline{z}}}`$;
(c) For simple analytic curves, the Schwarz function can be analytically continued to some strip-like domain containing the curve.
The function $`S(z)`$ can be decomposed into a sum of two functions $`S^{(\pm )}(z)`$ that are regular in $`D_\pm `$: $`S(z)=S^{(+)}(z)+S^{()}(z)`$. Under the condition $`S^{()}(\mathrm{})=0`$ this decomposition is unique. The functions $`S^{(\pm )}(z)`$ can be represented by a Taylor series convergent near the origin (which is assumed to be in $`D_+`$) and near infinity in $`D_{}`$: $`S^{(+)}(z)=_{k=0}^{\mathrm{}}S_kz^k`$, $`S^{()}(z)=_{k=1}^{\mathrm{}}S_kz^k`$, The coefficients $`S_{\pm k}`$ are nothing but harmonic moments of the exterior, $`D_{}`$, and the interior, $`D_+`$, domains:
$$C_{\pm k}=_D_{}z^k𝑑x𝑑y=_{𝒞(t)}\frac{S(z)dz}{2iz^{\pm k}}=\pi S_{\pm k1}.$$
(1)
In other words, $`S^{(\pm )}(z)`$ is the gradient of the Newtonian potential created by matter uniformly distributed in the interior (exterior) of $`𝒞`$. In these terms the idealized LG problem implies that $`S^{(+)}`$ does not vary in time and $`\pi S_1=(\text{Area of}D_+`$) grows linearly in time.
The Schwarz function is closely related to conformal maps. Let $`\varphi (x,y)`$ be the function harmonically conjugate to $`2\pi p(x,y)/q`$. Then $`w=e^{2\pi p/q+i\varphi }`$ univalently maps the oil domain to the exterior of the unit circle. This map sends $`w=\mathrm{}`$ to $`z=\mathrm{}`$. Let us write
$$z(t,w)=r(t)w+\underset{k=0}{\overset{\mathrm{}}{}}u_k(t)w^k$$
(2)
for the inverse map, where $`r`$ is chosen to be real, so the map $`z(w)`$ is unique. This map and the map to the complex conjugate domain $`\overline{D}_{}`$,
$$\overline{z}(t,w^1)=r(t)w^1+\underset{k=0}{\overset{\mathrm{}}{}}\overline{u}_k(t)w^k,$$
(3)
resolve the unitary condition for the Schwarz function and give it the following interpretation. If $`w`$ is the image of a point $`z`$, then $`S(z)`$ is the complex conjugate pre-image of $`w^1`$: $`S(z)=\overline{z}(w^1(z))`$.
4. The idealized LG problem has an instructive form in terms of the Schwarz function:
$$_tS=\frac{q}{\pi }_z\text{log}w.$$
(4)
To derive (4) (following ), we differentiate $`\overline{z}(t,w^1)=S(t,z(t,w))`$. We get $`_t\overline{z}(t,w^1)=_tS(t,z)+_zS(t,z)_tz(t,w)`$ and, by virtue of (b), $`V_n=\mathrm{Im}(\overline{z}_tz_l)=S_t/(2i\sqrt{S}_z)`$. From $`\mathrm{log}w(z)=2\pi p(x,y)/q+i\varphi (x,y)`$ and $`p=const`$ along $`𝒞(t)`$, we conclude that $`_np=qw_z/(2\pi iw\sqrt{S}_z)`$. Since $`V_n=_np`$, we obtain (4). From now on we set $`q=\pi `$ by making a proper time rescaling.
The equation (4) written in terms of the conformal maps (2), (3) has the form :
$$\{z(t,w),\overline{z}(t,w^1)\}=1,$$
(5)
where we define the Poisson bracket by $`\{f,g\}w(_wf_tg_tf_wg)`$. On comparing powers of $`w`$ for both sides of (5), we get a set of equations for the coefficients $`u_k,\overline{u}_k`$ of the Laurent series, (2) and (3), with fixed $`C_k`$. Eq. (5) suggests the Hamiltonian structure of the problem: $`z(t,w)`$, $`\overline{z}(t,w^1)`$ and $`\mathrm{log}w,t`$ are canonical pairs.
5. Consider the function $`\mathrm{\Omega }(z)`$ defined on the curve by
$$\mathrm{\Omega }(z)=\frac{|z|^2}{2}+2iA(z),z𝒞,$$
(6)
where we have separated the real and imaginary parts. Here $`A(z)`$ is the area of the sector enclosed by $`𝒞`$ and bounded by the ray $`\text{arg}z`$ and some fixed reference ray. Just like the Schwarz function, this function can be analytically continued within a strip containing the curve. Indeed, writing (6) in terms of $`S(z)`$, we have
$`\mathrm{\Omega }(z)=zS(z)/2+2i{\displaystyle \stackrel{z}{}}[S(z^{})dz^{}z^{}dS(z^{})]/4i={\displaystyle \stackrel{z}{}}S(z^{})𝑑z^{}`$ (7)
$`={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}C_kz^k/\pi +t\mathrm{log}zv_0/2{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}C_kz^k/\pi ,`$ (8)
where $`v_0`$ does not depend on $`z`$. As is seen from the above definition, $`\mathrm{\Omega }`$ is defined up to a purely imaginary $`z`$-independent term. We fix it by requiring $`v_0`$ to be real.
The function $`\mathrm{\Omega }`$ is the generating function of the canonical transformation $`(\mathrm{log}w,t)(z,\overline{z})`$. Indeed, from (7) we have $`S(z)=_z\mathrm{\Omega }(z)`$ and, by virtue of (4), $`\mathrm{log}w=_t\mathrm{\Omega }`$. Therefore, the differential $`d\mathrm{\Omega }=S(z)dz+\mathrm{log}wdt`$ encodes the LG equations (4) or (5).
6. Now we extend the differential $`d\mathrm{\Omega }`$ to include variations of all higher moments. For $`k1`$, let us denote
$$t_k=\frac{C_k}{\pi k},H_k=\frac{\mathrm{\Omega }(z)}{t_k},\overline{H}_k=\frac{\mathrm{\Omega }(z)}{\overline{t}_k}.$$
(9)
Then the multi-time Hamiltonian system is defined as
$$d\mathrm{\Omega }=S(z)dz+\mathrm{log}wdt+\underset{k=1}{\overset{\mathrm{}}{}}(H_kdt_k\overline{H}_kd\overline{t}_k).$$
Thus, the flows with respect to the “times” $`t_k`$ are
$$_kz=\{z,H_k\},_{\overline{k}}z=\{z,\overline{H}_k\},$$
(10)
where $`_k=/t_k`$, $`_{\overline{k}}=/\overline{t}_k`$, and $`\{,\}`$ is the canonical Poisson bracket introduced above. These equations are consistent due the symmetry relations $`_lH_k(z)=_kH_l(z)`$ which follow from (9). In terms of $`w`$, these conditions have the form of the zero-curvature equations:
$$_kH_l(w)_lH_k(w)=\{H_k(w),H_l(w)\}.$$
(11)
We now proceed to calculate the Hamiltonians. Below we will prove that in addition to (9), for $`z`$ on the curve, the Hamiltonians can be equivalently defined as
$$H_k=_k\overline{\mathrm{\Omega }}(\overline{z}).$$
(12)
(The derivative is taken at fixed $`\overline{z}`$.) Then (7) gives us
$`H_k`$ $`=`$ $`z^k_kv_0/2{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}_kv_lz^l/l=`$ (13)
$`=`$ $`_kv_0/2+{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}_k\overline{v}_l\overline{z}^l/l,`$ (14)
where we set $`v_k=C_k/\pi `$. Eq.(13) implies that the Laurent expansion of the $`H_k`$ at $`w=0`$ does not contain powers of $`w`$ higher than $`w^k`$. Moreover, all non-negative powers of $`w`$ come from the first two terms of Eq.(13). In turn, Eqs. (14) and (3) imply that $`H_k`$ does not contain negative powers of $`w`$. Altogether they mean that $`H_k`$ is a polynomial in $`w`$ of degree $`k`$. It reads
$$H_k(w)=(z^k(w))_++\frac{1}{2}(z^k(w))_0.$$
(15)
The symbol $`(f(w))_+`$ means a truncated Laurent series, where only terms with positive powers of $`w`$ are kept; $`(f(w))_0`$ is the constant ($`w^0`$) part of the series.
It remains to prove Eq. (12). We first notice that $`_j\mathrm{Re}\mathrm{\Omega }(z)=0`$ if $`z`$ belongs to the curve. This property is proved by differentiating the real part of (6), $`\mathrm{\Omega }(z)+\overline{\mathrm{\Omega }}(\overline{z})=|z|^2`$. The analytic continuation away from the curve gives $`\mathrm{\Omega }(z)+\overline{\mathrm{\Omega }}(S(z))=zS(z)`$. Taking the partial derivative with respect to $`t_j`$ and restricting the result to the curve again, we get:
$$_k\mathrm{\Omega }(z)+_k\overline{\mathrm{\Omega }}(\overline{z})+_kS(z)_{\overline{z}}\overline{\mathrm{\Omega }}(\overline{z})=z_kS(z).$$
(16)
But the r.h.s. and the last term in the l.h.s. of (16) are equal since $`z=\overline{S}(\overline{z})=_{\overline{z}}\overline{\mathrm{\Omega }}(\overline{z})`$. Thus (16) reads
$$_k[\mathrm{\Omega }(z)+\overline{\mathrm{\Omega }}(\overline{z})]=0,$$
(17)
where $`z`$ belongs to the curve. Eq. (12) follows by virtue of (9). Now we see that $`H_k`$ and $`\overline{H}_k`$ (defined as in (9)) are indeed complex conjugates on the curve.
Eqs. (10) or alternatively (11) together with (15), (2), and (5) provide an algorithm generating equations for the coefficients of the conformal map (2). Two first Hamiltonians are $`H_1=rw+u_0/2`$, and $`H_2=r^2w^2+2ru_0w+ru_1+u_0^2/2`$. The first equation of the hierarchy is
$$_{1\overline{1}}^2\phi =_t\mathrm{exp}(_t\phi ),$$
(18)
where $`r^2=\mathrm{exp}(_t\phi )`$. One can see from $`_t\mathrm{\Omega }=\mathrm{log}w`$ that $`\phi `$ is the constant term in the expansion (7): $`\phi =v_0`$.
7. The unitarity condition (a) for the Schwarz function and the properties (6), (17) of the generating function $`\mathrm{\Omega }`$ (which actually follow from the unitarity) impose important relations among the harmonic moments of any smooth simply connected domain and the harmonic moments of its complement. First, from (6) one can derive the following sum rules:
$$\underset{k1}{}kt_kv_k=\underset{k1}{}k\overline{t}_k\overline{v}_k,\overline{v}_1=tt_1+\underset{k2}{}kt_kv_{k1}.$$
(19)
Second, there are symmetry relations for derivatives of the harmonic moments $`v_k=C_k/\pi `$ of the interior domain $`D_+`$ with respect to the (rescaled) harmonic moments $`t_j`$ of the exterior domain: $`_jv_k=_kv_j`$, $`_{\overline{j}}v_k=_k\overline{v}_j`$, $`_tv_k=_kv_0`$. The proof: it follows from (14) that $`_𝒞H_j𝑑H_k=0`$ for all $`j,k`$, then it is easy to see that
$$_jv_k=_𝒞z^k𝑑H_j/2\pi i=_𝒞z^j𝑑H_k/2\pi i=_kv_j.$$
This implies that for each analytic curve $`𝒞(t,t_j)`$ there exists a real function (prepotential) $`F(t,t_j,\overline{t}_j)`$ such that
$$v_j=_jF,\overline{v}_j=_{\overline{j}}F,v_0=_tF.$$
(20)
This function determines $`H_k(z)`$ via (12).
8. Equations (10), (15) are familiar in the soliton literature as the dispersionless limit of the 2D Toda hierarchy. Dispersionless hierarchies of this kind are extensions of the integrable equations of hydrodynamic type to the multidimensional case. Many special solutions were found in . Eq. (5) is known as the string equation . (See also for more recent developments in the 2D Toda hierarchy.) To make the contact we now review, following , the standard setup of the 2D Toda hierarchy and its dispersionless limit.
The 2D Toda hierarchy is usually introduced by means of two difference Lax operators:
$`L`$ $`=`$ $`r(t)e^\mathrm{}_t+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}u_k(t)e^{k\mathrm{}_t},`$ (21)
$`\overline{L}`$ $`=`$ $`r(t\mathrm{})e^\mathrm{}_t+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\overline{u}_k(t)e^{k\mathrm{}_t},`$ (22)
where $`r,u_k`$ and $`\overline{u}_k`$ are functions of $`t`$ and of two sets of independent parameters $`t_k,\overline{t}_k,k>0`$. These functions obey the Lax-Sato equations:
$`\mathrm{}_{t_k}L=[L,H_k],\mathrm{where}H_k=(L^k)_++(L^k)_0/2,`$ (24)
$`\mathrm{}_{\overline{t}_k}\overline{L}=[\overline{H}_k,L],\mathrm{where}\overline{H}_k=(\overline{L}^k)_{}+(\overline{L}^k)_0/2.`$
The symbol $`(L^k)_\pm `$ means the part of the operator that consists of positive (negative) powers of the shift operator $`e^\mathrm{}_t`$, and $`(L^k)_0`$ is the part that does not contain the shift operator. The first equation of the hierarchy is the familiar 2D Toda equation:
$$_{1\overline{1}}^2\phi (t)=e^{\phi (t+\mathrm{})\phi (t)}e^{\phi (t)\phi (t\mathrm{})},$$
(25)
where $`r^2(t)=e^{\phi (t+\mathrm{})\phi (t)}`$. It is also customary to consider the Orlov-Shulman operators
$`M={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}kt_kL^k+t+{\displaystyle \underset{k=2}{\overset{\mathrm{}}{}}}v_kL^k,`$ (26)
$`\overline{M}={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}k\overline{t}_k\overline{L}^k+t+{\displaystyle \underset{k=2}{\overset{\mathrm{}}{}}}\overline{v}_k\overline{L}^k,`$ (27)
where $`v_k=v_k(t,t_j,\overline{t}_j)`$, $`\overline{v}_k=\overline{v}_k(t,t_j,\overline{t}_j)`$ are functions such that the operators obey the conditions $`[L,M]=\mathrm{}L,[\overline{L},\overline{M}]=\mathrm{}\overline{L}`$. These operators satisfy the following linear equations: $`L\mathrm{\Psi }=z\mathrm{\Psi }`$, $`_k\mathrm{\Psi }=H_k\mathrm{\Psi }`$, $`\mathrm{}z_z\mathrm{\Psi }=M\mathrm{\Psi }`$, and similarly for the bar-operators acting on $`\overline{\mathrm{\Psi }}`$.
9. One particular solution of the 2D Toda hierarchy describes 2-matrix models. Consider the integral over two hermitian $`N\times N`$ matrices
$$\tau =e^{Ntr(M\overline{M}+_{k>0}(t_kM^k+\overline{t}_k\overline{M}^k))}𝑑M𝑑\overline{M}$$
(28)
(the partition function). It has been shown that this integral is the $`\tau `$-function for a special solution of the 2D Toda hierarchy with $`\mathrm{}=1/N`$ . The solution is selected by the string equation $`[L,\overline{L}]=\mathrm{}`$. The coefficients $`v_k`$ of the $`M`$-operator are given by $`v_k=_k\mathrm{log}\tau =<M^k>`$, where $`<\mathrm{}>`$ means an average over matrices with the weight (28). A scaling behavior of a proper large $`N`$ limit of the matrix model is expected to describe 2D gravity .
The dispersionless hierarchy is obtained in the limit $`\mathrm{}0`$. In this limit, the shift operator $`e^\mathrm{}_t`$ is replaced by a classical variable $`w`$, the Lax operators are substituted by their eigenvalues $`Lz(w)`$ and $`\overline{L}\overline{z}(w^1)`$, and the operator, $`L^1M`$, becomes a function $`S(z)`$. At the same time all commutators are replaced by the Poisson brackets with the symplectic structure $`\{w,t\}=w`$, so $`[L,\overline{L}]=\mathrm{}`$ turns into (5). Eq. (18) is the $`\mathrm{}0`$ limit of Toda’s equation (25). The wave function $`\mathrm{\Psi }`$ is replaced by $`e^{\mathrm{\Omega }/\mathrm{}}`$, where $`\mathrm{\Omega }`$ is the generating function of the canonical transformation $`(\mathrm{log}w,t)(z,\overline{z})`$. At last, the $`\tau `$-function is $`\tau =e^{F/\mathrm{}^2}`$ as $`\mathrm{}0`$, where the function $`F`$ is the prepotential introduced in (20).
10. To summarize, comparing the semiclassical limit of the Toda Eqs.(21), (24), and the string equation, with Eqs.(2), (3), (10), (15), (5) of an arbitrary interface dynamics, we find an exact equivalence between them. This is the main result of this work. The sum rules (19) for the harmonic moments are nothing else but (a part of) the $`W`$-constraints for the $`\tau `$-function. It also follows from above that the interface dynamics is equivalent to the $`N\mathrm{}`$ planar limit of the matrix model (28): the (logarithm of) the partition function of the latter is the prepotential function $`F`$ (20).
It is tempting to understand what do the robust scaling behavior observed in variety of growth problems and a scaling behavior of 2D gravity ,, have in common.
We acknowledge useful discussions with B. Dubrovin, G. Doolen, J. Gibbons, L. Kadanoff, V. Kazakov, I. Krichever, L. Levitov, S. Novikov, A. Orlov, B. Shraiman and T. Takebe. P. W. would like to thank the Lady Davis foundation for the hospitality in Hebrew University in Jerusalem, where this work has been completed. P. W. was supported by grants NSF DMR 9971332 and MRSEC NSF DMR 9808595. The work of A. Z. was partially supported RFBR grant 98-01-00344. |
warning/0001/astro-ph0001054.html | ar5iv | text | # The Hamburg/SAO Survey for Emission–Line Galaxies
## 1 Introduction
Objective prism surveys for emission-line galaxies (ELGs) are the main source of large samples of both AGNs and galaxies with enhanced star formation (SF) activity. Several large samples of ELGs were published since the end of the 1980s. They include the samples of the University of Michigan (UM) survey (Salzer & MacAlpine Salzer88 (1988); Salzer Salzer89 (1989); Salzer et al. Salzeretal89 (1989)) near the equator, the Tololo and Cálan-Tololo survey samples (Terlevich et al. Terlevich91 (1991); Maza et al. Maza91 (1991)) and the recent Marseille Schmidt survey (Surace & Comte Surace98 (1998)) of the Southern sky.
In the Northern sky, large samples of ELGs have appeared during the last decade thanks to such objective prism surveys as the First and the Second Byurakan (SBS) surveys (Markarian et al. Markarian83 (1983); Izotov et al. 1993a ; Stepanian Stepanian94 (1994); Pustilnik et al. Pustilnik95 (1995)), the Case survey (Pesch et al. Pesch95 (1995); Salzer et al. Salzer95 (1995); Ugryumov et al. Ugryumov98 (1998)), and the Heidelberg void survey (Popescu et al. Popescu96 (1996), Popescu97 (1997), Popescu98 (1998)). All these projects employed detection of strong emission lines on blue-sensitive photoplates. A complementary approach was based on the search of strong H$`\alpha `$-emission on red objective prism plates as e.g. in the Universidad Complutense de Madrid (UCM) survey (Zamorano et al. Zamorano94 (1994); Zamorano et al. Zamorano96 (1996); Gallego et al. Gallego97 (1997)), and the MBC (Montreal) survey (Coziol et al. Coziol93 (1993), Coziol94 (1994)).
Despite the large effort to establish the above mentioned surveys, they yielded only relatively small complete samples on the order of 10<sup>2</sup> blue compact galaxies (BCGs hereafter, e.g. Thuan et al., 1999). This is related to the relatively low surface density of the objects in the surveys of about 0.2-0.3 per sq. deg. (e.g. Popescu et al. Popescu97 (1997)). But only complete samples of sufficient size will allow studying the distribution of the inherent physical parameters of BCGs. The experience of all these surveys can be summarized as follows. To push progress in statistical studies of low-mass galaxies with star formation bursts, a reasonably large volume has to be surveyed and the selection has to be done by well understood selection procedures. Especially for BCGs of extremely low chemical abundances, which seem to be very rare objects in the local universe after all we have learned so far, a coverage of several 10<sup>3</sup> square degrees down to the technical limits of the surveys is essential. These limits are at magnitudes as faint as $`m_\mathrm{b}`$ = 18 – 19 mag. To derive a statistically robust sample of sufficient sizes from a very large field survey, objective selection procedures for the ELGs have to be applied.
With the data described below and in papers I and II (Ugryumov et al. Ugryumov99 (1999); Pustilnik et al. Pustilnik99 (1999)) of this series, the authors pursue the goal of creating a new large sample of Hii galaxies, or BCGs in a zone with a total area of the order 1500 square degrees. This region will fill the gap between the zones of the SBS and the region covered by the Case survey. The SBS is situated at $`\alpha =7^\mathrm{h}40^\mathrm{m}÷17^\mathrm{h}20^\mathrm{m}`$, $`\delta =+49\mathrm{°}÷+61\mathrm{°}`$, while the Case covers $`\alpha =8^\mathrm{h}00^\mathrm{m}÷16^\mathrm{h}20^\mathrm{m}`$, $`\delta =+29\mathrm{°}÷+38\mathrm{°}`$. For a description of the BCGs found in these two surveys, see Izotov et al. (1993a , 1993b ), Thuan et al. (Thuan94 (1994)) and Pustilnik et al. (Pustilnik95 (1995)) for the SBS and Salzer et al. (Salzer95 (1995)), Ugryumov (Ugryumov97 (1997)), Ugryumov et al. (Ugryumov98 (1998)) for the Case survey which is still in progress.
Thus, the new Hamburg/SAO Survey (HSS) for emission-line galaxies leads, firstly, to the creation of a new BCG/Hii galaxy sample in a large sky region with the boundaries $`7^\mathrm{h}20^\mathrm{m}`$ to $`17^\mathrm{h}40^\mathrm{m}`$ in right ascension and $`+35\mathrm{°}`$ to $`+50\mathrm{°}`$ in declination. Secondly, after combining the three BCG samples in the SBS, the Case and the HSS zones, a large Northern BCG sample covering about 3000 square degrees will be available. The main goal of the project is the search for emission-line galaxies (ELG) in order to create a new deep sample of blue compact/Hii galaxies (BCG) in a large area of the sky. Another important goal of this work is to search for new extremely low-metallicity galaxies.
This is the third article of a series devoted to follow-up spectroscopy results of HSS ELG candidates. It deals with 113 candidates selected in the band between $`+35\mathrm{°}`$ and $`+40\mathrm{°}`$ in declination which is complementary to the zone +40$`÷`$+50 studied in our previous papers. The basic ideas of the HSS and its selection methods of ELG candidates are described along with the first results of the follow-up spectroscopy in Ugryumov et al. (Ugryumov99 (1999)) (Paper I). The final selection was slightly modified to improve significantly the detection rate of ELGs in follow-up spectroscopy as described in Paper II. In short, the ELG candidate selection criteria applied are a blue or flat continuum (near $`\lambda `$ 4000 Å) and the presence of strong or moderate \[Oiii\] $`\lambda \lambda `$ 4959,5007 Å emission lines recognized on digitized prism spectra. Candidates accepted are restricted to the $`B`$-magnitude range $`16^\mathrm{m}19\stackrel{m}{.}5`$.
The article is organized as follows. In section 2 we give the details of the spectroscopic observations and of the data reduction. In section 3 the results of the observations are presented in several tables. Along with general parameters for the emission-line galaxies and several quasars, the parameters of the strongest emission lines of the ELGs are summarized in a separate table. The information on two non-emission-line galaxies is presented as well. In section 4 we briefly discuss the new data and summarize the current state of the Hamburg/SAO survey. Throughout this paper a Hubble constant $`H_0`$ = 75 km s<sup>-1</sup> Mpc<sup>-1</sup> is used.
## 2 Spectral observations and data reduction
All results presented below were obtained by observations in a snap-shot mode during two runs with the KPNO 2.1 m telescope and the Calar Alto 2.2 m telescope (see Table 1).
### 2.1 Observations with the KPNO 2.1m telescope
The observations were made with the GoldCam spectrograph used in conjunction with the 3K$`\times `$1K CCD detector. We used a 2<sup>′′</sup>$`\times `$229<sup>′′</sup> slit with the grating 09 (316 grooves mm<sup>-1</sup>) in its first order, and a GG 375 order separation filter. This filter cuts off all second-order contamination for wavelengths blueward of 7400Å which is the wavelength region of interest here. This instrumental set-up gave a spatial scale along the slit of 0$`\stackrel{}{.}`$75 pixel<sup>-1</sup>, a scale perpendicular to the slit of 2.7Å pixel<sup>-1</sup>, a spectral range of 3700–7500Å and a spectral resolution of $``$ 5Å. These parameters permitted cover simultaneous coverage of the blue and red spectral range with all the lines of interest in a single exposure and with enough spectral resolution to separate important emission lines such as H$`\gamma `$ $`\lambda `$4340 and \[Oiii\] $`\lambda `$4363, and H$`\alpha `$ $`\lambda `$6563 and \[Nii\] $`\lambda `$6584. Normally, short exposures were used (5 minutes) in order to detect strong emission lines, to measure redshifts and make some crude classification.
Reference spectra of an Ar–Ne–He lamp were recorded to provide a wavelength calibration. The spectrophotometric standard star Feige 34 from Massey et al. (Massey88 (1988)) was observed for the flux calibration at least once a night. No effort was made to orient the slit along the parallactic angle, so line flux ratios could be spectrophotometrically inaccurate. The observations were complemented by dome flats, bias-, and dark frames. The seeing was about 3$`\mathrm{}`$ (FWHM).
### 2.2 Calar Alto 2.2m telescope observations
Follow-up spectroscopy with this telescope was conducted as a back-up for a main program which needed photometric conditions. So, the observations presented here were obtained in non-photometric conditions and the absolute flux calibration of the data is unreliable.
The Cassegrain focal reducer CAFOS of the 2.2m telescope was used with a long slit of 300$`\mathrm{}\times `$ 3$`\mathrm{}`$ and a grism of 187 Å mm<sup>-1</sup> linear dispersion. Spectra were recorded on a 2K$`\times `$2K Site CCD operated in a 2$`\times `$1 binned mode (binning only along the dispersion direction), resulting in a spectral resolution of about 20 Å (FWHM), and a wavelength coverage $`\lambda =37008100`$ Å. No order separation filter was installed. The slit orientation was again not aligned with the parallactic angle to keep the duty-cycle high. The exposure times varied between 10 and 15 minutes depending on the object brightness. The observations were complemented by standard star flux measurements, Hg–He–Cd lamp exposures for wavelength calibration, dome flat-, bias-, and dark-frames. The seeing was between 1.5 and 2.5 $`\mathrm{}`$ (FWHM).
### 2.3 Data reduction
#### 2.3.1 Reduction of the KPNO 2.1m telescope data
The KPNO two-dimensional spectra were bias subtracted and flat-field corrected. We then use the IRAF<sup>2</sup><sup>2</sup>2IRAF is distributed by National Optical Astronomical Observatories, which is operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation software routines IDENTIFY, REIDENTIFY, FITCOORD, TRANSFORM to do the wavelength calibration and the correction for distortion and tilt for each frame. Then the one-dimensional spectra were extracted from each frame using the APALL routine without weighting. For all objects we extracted the brightest part of the galaxy covering a spatial size of 7″. All extracted spectra from the same object were then co-added. Cosmic ray hits have been removed manually. To derive the instrumental response function, we have fitted the observed spectral energy distribution of the standard star Feige 34 with a high-order polynomial.
#### 2.3.2 Reduction of the Calar Alto 2.2m telescope data
This reduction was fully done at SAO with the standard reduction system MIDAS (Munich Image Data Analysis System, Grosbøl Grosbol89 (1989)). We applied the context LONG as follows: bias and dark subtraction, flat-fielding, cosmic-ray removal. After the wavelength mapping, a night sky 2-D background subtraction was performed. 1-D spectra were extracted by adding the consecutive CCD rows centered on the object intensity peak along the slit. Then the corrections for atmospheric extinction and flux calibration were applied. Despite of the non-photometric observing conditions, we corrected the spectra for the instrumental response with a response curve established by observations of the spectrophotometric standard star BD+33 2642.
#### 2.3.3 Line parameter measurements
In the final spectra, redshifts and line fluxes are measured within MIDAS, applying Gaussian fitting to the emission lines. To determine redshifts for individual galaxies, averages are taken over the prominent individual emission lines (mostly H$`\beta `$, H$`\alpha `$, \[Oiii\] $`\lambda `$ 4959,5007 Å). The line \[Oii\] $`\lambda `$ 3727 Å is not included in the redshift determination since for most of the objects its observed wavelength is determined with significantly larger uncertainties due to the extrapolation of the linear scale below the first line of the reference spectrum (Hei$`\lambda `$ 3889 Å ). However \[Oii\] $`\lambda `$ 3727 Å was used to determine the redshift in rare cases where it is the only strong emission line. The errors of the redshift in such cases can be several times larger than the typical one (compare Table 2).
To improve the accuracy of the redshift determination for the Calar Alto spectra, and further, to reduce possible small systematic shifts in the zero point of the wavelength calibration, we additionally checked the wavelengths of night sky emission lines on the 2-D spectra at the position of the object spectrum. If some measurable shift was detected it was incorporated in measurements of emission line positions.
The emission line fluxes are computed by summing up the pixel intensities inside the line region applying standard MIDAS program tools. For all spectra, the individual emission line fluxes of the H$`\alpha `$, \[Nii\] $`\lambda \lambda `$ 6548,6583 Å and \[Sii\] $`\lambda \lambda `$ 6716,6731 Å line blends are obtained by summing up pixel intensities over the total blend and then modeling the individual line fluxes using Gaussian fitting.
## 3 Results of follow–up spectroscopy
In total 108 new candidates and 5 known ELGs have been observed. Among them, 81 are new or confirmed emission-line galaxies, 4 are quasars (all with redshifts in the range 3.07 to 3.20), and 8 are galaxies without emission lines. Only 2 of the latter have good enough S/N ratio to identify absorption features enabling measurements of their redshifts. The remaining 20 objects appeared to be either stars with characteristic absorption lines or stellar objects with featureless spectra where the signal-to-noise ratio was insufficient to identify lines.
### 3.1 Emission-line galaxies
The new emission line galaxies are listed in Table 2 containing the following information:
column 1: The object’s IAU-type name with the prefix HS. We note by asterisk objects observed at Calar Alto.
column 2: Right ascension for equinox B1950.
column 3: Declination for equinox B1950. The coordinates were measured on direct plates of the HQS and are accurate to $``$ 2$`\mathrm{}`$ (Hagen et al. Hagen95 (1995)).
column 4: Heliocentric velocity and its r.m.s. uncertainty in km s<sup>-1</sup>.
column 5: Apparent $`B`$-magnitude obtained by calibration of the digitized photoplates with photometric standard stars (Engels et al. Engels94 (1994)), having an r.m.s. accuracy of $``$ $`0\stackrel{m}{.}5`$ for objects fainter than $`m_\mathrm{B}`$ = $`16\stackrel{m}{.}0`$ (Popescu et al. Popescu96 (1996)). Since the algorithm to calibrate the objective prism spectra is optimized for point sources the brightnesses of extended galaxies are underestimated. The resulting systematic uncertainties are expected to be as large as 2 mag (Popescu et al. Popescu96 (1996)). For about 1/3 of our objects, $`B`$-magnitudes are unavailable at the moment. We present for them blue magnitudes obtained from the APM database. They are marked by a “plus” before the value in the corresponding column. According to our estimate they are systematically brighter by $`0\stackrel{m}{.}92`$ than the $`B`$-magnitudes obtained by calibration of the digitized photoplates (r.m.s. $`1\stackrel{m}{.}02`$).
column 6: Absolute $`B`$-magnitude, calculated from the apparent $`B`$-magnitude and the heliocentric velocity. No correction for galactic extinction is made as all objects are located at high galactic latitudes and because the corrections are significantly smaller than the uncertainties of the magnitudes.
column 7: Preliminary spectral classification type according to the spectral data presented in this article. BCG means that the galaxy posesses a characteristic Hii-region spectrum and that the luminosity is low enough. SBN and DANS are galaxies of lower excitation with a corresponding position in line ratio diagrams, as discussed in Paper I. SBN are the brighter fraction of this type. We here follow the notation of Salzer et al. (1989). Seyfert galaxies are separated mainly on diagnostic diagrams as AGN. But if their emission lines are quite narrow, they probably should be classified as Sy2. SA is a probable super-association at the rim of an edge-on nearby disc galaxy. Six objects are difficult to classify. They are coded as NON.
column 8: One or more alternative names, according to the information from NED.<sup>2</sup><sup>2</sup>2NED is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration.
The spectra of all emission-line galaxies are shown in Appendix A, which is available only in the electronic version of the journal.
The results of line flux measurements are given in Table 4. It contains the following information:
column 1: The object’s IAU-type name with the prefix HS. By asterisk we note the objects observed during non-photometric conditions.
column 2: Observed flux (in 10<sup>-16</sup> erg s<sup>-1</sup> cm<sup>-2</sup>) of the H$`\beta `$ line. For the few objects without an H$`\beta `$ emission line the fluxes are given for H$`\alpha `$ marked by a “plus”. For the objects observed on Calar Alto during non-photometric conditions this parameter is unreliable and marked by (:).
columns 3,4,5: The observed flux ratios \[Oii\]/H$`\beta `$, \[Oiii\]/H$`\beta `$ and H$`\alpha `$/H$`\beta `$.
columns 6,7: The observed flux ratios \[Nii\] $`\lambda `$ 6583 Å/H$`\alpha `$, and (\[Sii\] $`\lambda `$ 6716 Å + $`\lambda `$ 6731 Å)/H$`\alpha `$.
columns 8,9,10: Equivalent widths of the lines \[Oii\] $`\lambda `$ 3727 Å, H$`\beta `$ and \[Oiii\] $`\lambda `$ 5007 Å. For the few objects without a detected H$`\beta `$ emission line the equivalent widths are given for H$`\alpha `$ marked by a “plus”.
Below we give notes on several individual objects:
HS1015+3717: In the spectrum of this object a cosmic ray hit is exactly on the line \[Oiii\]$`\lambda `$4959Å. This was not corrected in the figure shown in Appendix A.
HS1214+3801: This is seemingly a supergiant Hii-region at the very rim of the nearby edge-on disc galaxy (SA(s)cd) NGC 4244 ($`V_{\mathrm{hel}}`$ = 224 km s<sup>-1</sup> and $`B_\mathrm{T}`$=10.88). At the accepted distance of NGC 4244 ($`D`$ = 4.5 Mpc) $`M_\mathrm{B}`$ of HS1214+3801 is about –$`11\stackrel{m}{.}8`$. The difference between the systemic radial velocity of the host galaxy and Hii-region is small (32 km s<sup>-1</sup>) and does not contradict that HS1214+3801 belongs to NGC 4244. However, the velocity field of NGC 4244 near the position of the Hii-region is unkown. Both, the single-dish Hi-measurements as summarized in Huchtmeier & Richter (Huchtmeier89 (1989)), and an estimate of the maximum rotational velocity $`V_{\mathrm{rot}}`$ 130 km s<sup>-1</sup> (which we obtained through the Tully-Fisher relation from the absolute $`B`$-band magnitude of NGC 4244 of $``$$`17\stackrel{m}{.}8`$), yield a range of expected velocity differences between the galaxian material and HS 1214+3801 of up to +160 or –100 km s<sup>-1</sup>. But since the 2-D spectrum of HS 1214+3801 with a total spatial extent of about 20<sup>′′</sup> ($``$0.5 kpc) shows evidence of internal motions with an amplitude of about 50 km s<sup>-1</sup> we need to consider an alternative interpretation for this object as a companion BCG. Its SF burst may be triggered due to the tidal effect from the more massive galaxy, similar to the case of HS 1717+4955 described in Kniazev et al. (Kniazev2000 (2000)). To check this option one needs a detailed map of the NGC 4244 velocity field including HS 1214+3801.
HS1214+3922: This BCG was reobserved with higher S/N ratio in order to measure the flux of the \[Oiii\] $`\lambda `$ 4363 line, necessary to determine unambiguously the electron temperature $`T_e`$(\[Oiii\]) of the Hii-region and the oxygen abundance. A preliminary determination according to the procedure described by Izotov et al. (Izotov97 (1997)) shows that it has the low oxygen abundance of log(O/H) + 12 = 7.76.
### 3.2 Quasars
In the course of our follow-up spectroscopy, four QSOs were discovered with a strong emission line in the wavelength region between 5000 Å and the sensitivity break of the Kodak IIIa-J photoemulsion near 5400 Å. In all of them, we identified Ly$`\alpha `$$`\lambda `$ 1216 redshifted to $`z`$ $``$ 3 as the responsible line. This strong line produces an easily visible emission peak in the digitized prism spectra even for very faint objects ($`B`$ $`19\stackrel{m}{.}020\stackrel{m}{.}0`$) which is hard to distinguish from low-redshift \[Oiii\] features. Else, QSOs were not selected as candidates for follow-up spectroscopy.
The data for these four new high-redshift quasars are presented in Table 3. Finding charts and plots of their spectra can be found on the www-site of the Hamburg Quasar Survey (http://www.hs.uni-hamburg.de/hqs.html).
### 3.3 Non-emission-line objects
In total, for 28 candidates no (trustworthy) emission lines are detected. We divided them into three categories.
#### 3.3.1 Absorption-line galaxies
For two bright non-ELG galaxies the signal-to-noise ratio of spectra was sufficient to detect absorption lines, allowing the determination of redshifts. The data are presented in Table 5.
#### 3.3.2 Stellar objects
To separate the stars among the objects missing detectable emission lines we cross-correlated a list of the most common stellar features with the observed spectra. In total, 13 objects with definite stellar spectra and redshifts close to zero were identified. Four of them are obvious K or M-stars. The rest were classified roughly in categories from definite A-stars to F or G-stars, with most of them intermediate between F and G. The data for these stars are presented in Table 6.
#### 3.3.3 Non-classified objects
Thirteen non emission-line objects are hard to classify at all. Their continua have too low signal-to-noise ratio to detect trustworthy absorption features, or the equivalent width of the emission lines is too small. Six of them are certainly non-stellar on DSS images, and classified as well as non-stellar in the APM database. From our spectra in the range $``$ 4000 to $``$ 7300–8000 Å, we can exclude the presence of strong H$`\alpha `$. The remaining 7 objects are indistinguishable from stellar ones, and we suggest that most of them are galactic stars. One of the galaxies – namely HS 1232+3609, was presented after our observations in the paper by Popescu et al. (Popescu98 (1998)) as an ELG with $`z`$=0.2529. Our spectrum is too noisy, and we could not identify any significant emission with this redshift.
## 4 Discussion
Altogether we have observed 113 objects preselected as ELG candidates on HQS objective prism plates, of which 108 had no previous spectroscopic information. Of those 85 objects (75 %) are found to be either ELGs, or quasars. Of 81 detected ELGs, 55 were classified based on the character of their spectra and their absolute magnitudes as Hii/BCGs or probable BCGs. According to their line intensity ratios, six galaxies are of the Sy type, five of them probably of type Sy2, while the continuum bump blueward to H$`\beta `$ in the spectrum of HS 1526+3729 suggests an identification as the Fe II emission line blend typical for Sy1 galaxies. But we caution the relatively low S/N ratio in that part of the spectrum. One very faint object (HS 1214+3801) of absolute magnitude $`M_\mathrm{B}=11\stackrel{m}{.}8`$ is probably a super-association in the dwarf spiral NGC 4244, or a BCG companion to this subluminous spiral galaxy. Eight candidates are difficult to classify. The remaining 11 ELGs are objects of lower excitation: either starburst nuclei galaxies (SBN and probable SBN) or their lower mass analogs, dwarf amorphous nuclear starburst galaxies (DANS or probable DANS). Since the main goal of the HSS is an efficient search for new BCGs, the fraction of this type among all new detected ELGs ($``$68 %, or 65 % among all emission-line objects) is encouraging.
The distributions of the new HSS ELGs in the line-ratio diagrams \[Oiii\] $`\lambda `$ 5007/H$`\beta `$ versus \[Nii\] $`\lambda `$ 6583/H$`\alpha `$ and \[Oiii\] $`\lambda `$ 5007/H$`\beta `$ versus \[Oii\] $`\lambda `$ 3727/\[Oiii\] $`\lambda `$ 5007 (see Baldwin et al. (Baldwin81 (1981)), Veilleux & Osterbrock (Veilleux87 (1987)) for details) in general are similar to those shown in Paper I.
Compared to Paper II, we picked up significantly fewer low-luminosity ELGs ($`M_\mathrm{B}15`$). This is partly connected to the modest size of the telescopes used (2m versus 6m in Paper II) and the range of apparent brightness of ELG candidates observed for this paper. Probably more important is that the Calar Alto observations prefered apparently bright objects (only 4 fainter than 18.5) due to the back-up status of the measurements which was prompted by a modest weather quality.
Altogether in Papers I through III, we discovered 257 new emission-line objects (14 of them QSOs), and for 35 more galaxies we got quantitative data for their emission lines. Preliminary classification of the 278 ELGs yields 206 confident or probable blue compact/low-mass Hii galaxies. Thus a large fraction of BCGs relative to all ELGs is found ($``$ 74 %) demonstrating the high efficiency of this survey to find galaxies with Hii-type spectra on the Hamburg Quasar Survey photoplates. A statistical analysis of this BCG sample, supplemented with galaxies from the next slices of the survey, is underway.
## 5 Conclusions
We conducted follow-up spectroscopy within the third declination slice of candidates from the Hamburg/SAO Survey for ELGs. Summarizing the results presented, the analysis of the content of various types of objects, and the discussion above, we draw the following conclusions:
* The intended methods to detect ELG candidates on the plates of the Hamburg Quasar Survey give a reasonably high detection rate of emission-line objects ($``$ 75 %) (85 objects of 113 observed in this third part).
* Besides ELGs, we found also 4 new quasars, all with Ly$`\alpha `$ in the wavelength region $`49505100`$ Å (i.e with 3.07 $`<z<`$ 3.2) near the red boundary of the IIIa-J photoplates.
* The high fraction of BCG/Hii galaxies among all newly discovered ELGs (about 68 % in this paper) is in line with our main goal — to pick up a deep BCG sample in the sky region under analysis.
###### Acknowledgements.
This work was supported by the grant of the Deutsche Forschungsgemeinschaft No. 436 RUS 17/77/94. U.A.V. is grateful to the staff of the Hamburg Observatory for their hospitality and kind assistance. Y.I.I. thanks the staff of the National Optical Astronomy Observatories for their kind hospitality. Support by the INTAS grant No. 96-0500 was crucial to proceed with the Hamburg/SAO survey declination band centered on +37.5. SAO authors appreciate the partial financial support from the Russian Foundation for Basic Research grant No. 96-02-16398 and from the Russian Center of Cosmoparticle Physics “Cosmion”. The authors acknowledge the use of the NASA/IPAC Extragalactic Database (NED). |
warning/0001/quant-ph0001071.html | ar5iv | text | # Simulation of topological field theories by quantum computers
## 1 Introduction
A topological quantum field theory (TQFT) is a mathematical abstraction, which codifies topological themes in conformal field theory and Chern-Simons theory. The strictly $`2`$dimensional part of a TQFT is called a topological modular functor (TMF). It (essentially) assigns a finite dimensional complex Hilbert space $`V(\mathrm{\Sigma })`$ to each surface $`\mathrm{\Sigma }`$ and to any (self)-diffeomorphism $`h`$ of a surface a linear (auto)morphism $`V(h):V(\mathrm{\Sigma })V(\mathrm{\Sigma }^{})`$. We restrict attention to unitary topological modular functors (UTMF) and show that a quantum computer can efficiently simulate transformations of any UTMF as a transformation on its computational state space. We should emphasize that both sides of our discussion are at present theoretical: the quantum computer which performs our simulation is also a mathematical abstraction - the quantum circuit model (QCM) \[D\]\[Y\]. Very serious proposals exist for realizing this model, perhaps in silicon, e.g. \[Ka\], but we will not treat this aspect.
There is a marked analogy between the development of the QCM from 1982 Feynman \[Fey\] to the present, and the development of recursive function theory in 1930’s and 1940’s. At the close of the earlier period, $`\mathrm{`}\mathrm{`}`$Church’s thesis” proclaimed the uniqueness of all models of (classical) calculation: recursive function theory, Turing machine, $`\lambda `$-calculus, etc…. The present paper can be viewed as supporting a similar status for QCM as $`\mathrm{𝑡ℎ𝑒}`$ inherently quantum mechanical model of calculation. The modern reconsideration of computation is founded on the distinction between polynomial time and slower algorithms. Of course, all functions computed in the QCM can be computed classically, but probably not in comparable time. Assigning to an integer its factors, while polynomial time in QCM \[Sh\] is nearly exponential time $`e^{n^{1/3}}`$ according to the most refined classical algorithms. The origin of this paper is in thought \[Fr\] that since ordinary quantum mechanics appears to confer a substantial speed up over classical calculations, that some principle borrowed from the early, string, universe might go still further. Each TQFT is an instance of this question since their discrete topological nature lends itself to translation into computer science. We answer here in the negative by showing that for a unitary TQFT, the transformations $`V(h)`$ have a hidden poly-local structure. Mathematically, $`V(h)`$ can be realized as the restriction to an invariant subspace of a transformation $`g_i`$ on the state space of a quantum computer where each $`g_i`$ is a gate and the length of the composition is linear in the length of $`h`$ as a word in the standard generators, $`\mathrm{`}\mathrm{`}`$Dehn twists” of the mapping class group = diffeomorphisms $`(\mathrm{\Sigma })`$/identity component. Thus, we add evidence to the unicity of the QCM. Several variants and antecedents of QCM, including quantum Turing machines, have previously be shown equivalent (with and without environmental errors)\[Y\].
From a physical standpoint, the QCM derives from Schrodinger’s equation as described by Feynman \[Fey\] and Lloyd \[Ll\]. Let us introduce the model. Given a decision problem, the first or classical phase of the QCM is a classical program, which designs a quantum circuit to $`\mathrm{`}\mathrm{`}`$solve” instances of the decision problem of length $`n`$. A quantum circuit is a composition $`𝐔_n`$ of operators or gates $`g_i𝐔(2)`$ or $`𝐔(4)`$ taken from some fixed list of rapidly computable matrices<sup>4</sup><sup>4</sup>4the $`i`$-th digit of each entry should be computable in $`poly(i)`$ time, e.g. having algebraic entries. The following short list suffices to efficiently approximate any other choice of gates \[Ki\]:
$$\{\left|\begin{array}{cc}0& 1\\ 1& 0\end{array}\right|,\left|\begin{array}{cc}1& 0\\ 0& i\end{array}\right|,\text{and}\left|\begin{array}{cccc}1& 0& 0& 0\\ 0& 1& 0& 0\\ 0& 0& \frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}\\ 0& 0& \frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}\end{array}\right|\}.$$
The gates are applied on some tensor power space $`(^2)^{k(n)}`$ of $`\mathrm{`}\mathrm{`}`$k qubits” and models a local transformation on a system of $`k`$ spin $`\frac{1}{2}`$ particles. The gate $`g`$ acts as the identity on all but one or two tensor factors where it acts as a matrix as above. This is the middle or quantum phase of the algorithm. The final phase is to perform a local von Neumann measurement on a final state $`\psi _{\text{final}}=𝐔_n(\psi _{\text{initial}})`$ (or a commuting family of the same) to extract a probabilistic answer to the decision problem. (The initial states’ $`\psi _{\text{initial}}`$ must also be locally constructed). In this phase, we could declare that observing a certain eigenvalue with probability $`\frac{2}{3}`$ means $`\mathrm{`}\mathrm{`}`$yes.” We are interested only in the case where the classical phase of circuit design and the length of the designed circuit are both smaller than some polynomial in $`n`$. Decision problems which can be solved in this way are said to be in the computational class BQP: bounded-error quantum polynomial. The use of $`^2`$, the $`\mathrm{`}\mathrm{`}`$qubit”, is merely a convenience, any decomposition into factors of bounded dimension gives an equivalent theory. We say $`𝐔`$ is a quantum circuit over $`^p`$ if all tensor factors have dimension = $`p`$.
Following Lloyd \[Ll\], note that if a finite dimensional quantum system, say $`(^2)^k`$, evolves by a Hamiltonian $`H`$, it is physically reasonable to assert that $`H`$ is poly-local, $`H=\underset{i=1}{\overset{𝐿}{}}H_{\mathrm{}},`$ where the sum has $``$ $`poly(k)`$ terms and each $`H_{\mathrm{}}=\stackrel{}{H}_{\mathrm{}}\text{id}`$, where $`\stackrel{}{H}_{\mathrm{}}`$ acts nontrivially only on a bounded number (often just two) qubits and as the identity on the remaining tensor factors. Now setting Plank’s constant $`h=1`$, the time evolution is given by Schrodinger’s equation: $`𝐔_t=e^{2\pi itH}`$ whereas gates can rapidly approximate \[Ki\] any local transformation of the form $`e^{2\pi itH_{\mathrm{}}}.`$ Only the nonabelian nature of the unitary group prevents us from approximating $`𝐔_t`$ directly from as $`\underset{i=1}{\overset{𝐿}{\mathrm{\Pi }}}e^{2\pi iH_{\mathrm{}}}`$. However, by the Trotter formula:
$$\left(e^{A/n+B/n}\right)^n=e^{A+B}+𝒪\left(\frac{1}{n}\right),$$
where the error $`\mathrm{\Omega }`$ is measured in the operator norm. Thus, there is a good approximation to $`𝐔_t`$ as a product of gates:
$$𝐔_t=\left(e^{2\pi i\frac{t}{n}H_1}\mathrm{}e^{2\pi i\frac{t}{n}H_L}\right)^n+L^2𝒪\left(\frac{1}{n}\right).$$
Because of the rapid approximation result of \[Ki\], in what follows, we will not discuss quantum circuits restricted to any small generating set as in the example above, rather we will permit a $`2\times 2`$ or $`4\times 4`$ unitary matrix with algebraic number entries to appear as a gate.
In contrast to the systems considered by Lloyd, the Hamiltonian in a topological theory vanishes identically, $`H=0`$, a different argument - the substance of this paper - is needed to construct a simulation. The reader may wonder how a theory with vanishing $`H`$ can exhibit nontrivial unitary transformations. The answer lies in the Feynman path-integral approach to QFT. When the theory is constructed from a Lagrangian (functional on the classical fields of the theory), which only involves first derivatives in time, the Legendre transform is identically zero \[At\], but may nevertheless have nontrivial global features as in the Aharonov-Bohm effect.
Before defining the mathematical notions, we would make two comments. First, the converse to the theorem is an open question: Can some UTMF efficiently simulate a universal quantum computer? Fault tolerantly? We would conjecture the answer is yes to both questions. Second, we would like to suggest that the theorem may be viewed as a positive result for computation. Modular functors, because of their rich mathematical structure, may serve as higher order language for constructing a new quantum algorithm. In \[Fr\], it is observed that the transformations of UTMF’s can readily produce state vectors whose coordinates are computationally difficult evaluations of the Jones and Tutte polynomials. The same is now known for the state vector of a quantum computer, but the question of whether any useful part of this information can be made to survive the measurement phase of quantum computation is open.
We would like to thank Greg Kupperberg and Kevin Walker for many stimulating discussions on the material presented here.
## 2 Simulating Modular Functors
We adopt the axiomatization of \[Wa\] or \[T\] to which we refer for details. Also see, Atiyah \[At\], Segal \[Se\], and Witten \[Wi\].
A surface is a compact oriented $`2`$manifold with parameterized boundaries. Each boundary component has a label from a finite set $`=\{1,a,b,c,\mathrm{}\}`$ with involution $`\widehat{}`$, $`1=\widehat{1}`$. In examples, labels might be representations of a quantum group up to a given level or positive energy representations of a loop group, or some other algebraic construct. Technically, to avoid projective ambiguities each surface $`\mathrm{\Sigma }`$ is provided with a Lagrangian subspace $`LH_1(\mathrm{\Sigma };Q)`$ and each diffeomorphism $`f:\mathrm{\Sigma }\mathrm{\Sigma }^{}`$ is provided with an integer $`\mathrm{`}\mathrm{`}`$framing/signature” so the dynamics of the theory is actually given by a central extension of the mapping class group. Since these extended structures are irrelevant to our development, we suppress them from the notation. We use the letter $`\mathrm{}`$ below to indicate a label set for all boundary components, or in some cases, those boundary components without a specified letter as label.
###### Definition 1.
A unitary topological modular functor (UTMF) is a functor $`V`$ from the category of (labeled surfaces with fixed boundary parameterizations, label preserving diffeomorphisms which commute with boundary parameterizations) to (finite dimensional complex Hilbert spaces, unitary transformations) which satisfies:
1. Disjoint union axiom: $`V(Y_1Y_2,\mathrm{}_1\mathrm{}_2)=V(Y_1,\mathrm{}_1)V(Y_2,\mathrm{}_2)`$.
2. Gluing axiom: let $`Y_g`$ arise from $`Y`$ by gluing together a pair of boundary circles with dual labels, $`x`$ glues to $`\widehat{x}`$, then
$$V(Y_g,\mathrm{})=\underset{xϵ}{}V(Y,(\mathrm{},x,\widehat{x}).$$
3. Duality axiom: reversing the orientation of $`Y`$ and applying $`\widehat{}`$ to labels corresponds to replacing $`V`$ by $`V^{}`$. Evaluation must obey certain naturality conditions with respect to gluing and the action of the various mapping class groups.
4. Empty surface axiom: $`V(\varphi )`$
5. Disk axiom: $`V_a=V(D,a)\{\begin{array}{cc},\hfill & \text{if}a=1\hfill \\ 0,\hfill & \text{if}a1\hfill \end{array}`$
6. Annulus axiom: $`V_{a,b}=V(A,(a,b))\{\begin{array}{cc},\hfill & \text{if}a=\widehat{b}\hfill \\ 0,\hfill & \text{if}a\widehat{b}\hfill \end{array}`$
7. Algebraic axiom: The basic data, the mapping class group actions and the maps $`F`$ and $`S`$ explained in the proof (from which $`V`$ may be reconstructed if the Moore and Seiberg conditions are satisfied, see \[MS\] or \[Wa\] 6.4, 1-14) is algebraic over $``$ for some bases in of $`V_a`$, $`V_{a,\widehat{a}}`$, and $`V_{abc}`$, where $`V_{abc}`$ denote $`V(P,(a,b,c))`$ for a (compact) $`3`$-punctured sphere $`P`$. $`3`$-punctured spheres are also called pants.
Comments:
1. From the gluing axiom, $`V`$ may be extended via dissection from simple pieces $`D`$, $`A`$, and $`P`$ to general surfaces $`\mathrm{\Sigma }`$. But $`V(\mathrm{\Sigma })`$ must be canonically defined: this looks quite difficult to arrange and it is remarkable that any nontrivial examples of UTMFs exist.
2. The algebraic axiom is usually omitted, but holds for all known examples. We include it to avoid trivialities such as a UTMF where action by, say, a boundary twist is multiplication by a real number whose binary expansion encodes a difficult or even uncomputable function: e.g. the $`i^{\text{th}}`$ bit is 0 iff the $`i^{\text{th}}`$ Turing machine halts. If there are nontrivial parameter families of UTMF’s, such nonsensical examples must arise \- although they could not be algebraically specified. In the context of bounded accuracy for the operation of diffeomorphisms $`V(h)`$, axiom 7 may be dropped (and simulation by bounded accuracy quantum circuits still obtained), but we prefer to work in the exact context since in a purely topological theory exactness is not implausible.
3. Axiom 2 will be particularly important in the context of a pants decomposition of a surface $`\mathrm{\Sigma }`$. This is a division of $`\mathrm{\Sigma }`$ into a collection of compact surfaces $`P`$ having the topology of $`3`$punctured spheres and meeting only in their boundary components which we call $`\mathrm{`}\mathrm{`}`$cuffs.”
###### Definition 2.
A quantum circuit $`𝐔:(^p)^k(^p)^k=:W`$ is said to simulate on $`W`$ (exactly) a unitary transformation $`\tau :SS`$ if there is a $``$-linear imbedding $`i:S(^p)^k`$ invariant under $`𝐔`$ so that $`𝐔i=i\tau `$. The imbedding is said to intertwine $`\tau `$ and $`𝐔`$. We also require that $`i`$ be computable on a basis in poly(k) time.
Since we prove efficient simulation of the topological dynamics for UTMFs $`V`$, it is redundant to dwell on $`\mathrm{`}\mathrm{`}`$measurement” within V, but to complete the computational model, we can posit von Neumann type measurement with respect to any efficiently computable frame $``$ in $`V_{abc}`$. The space $`^p`$ above, later denoted $`X=^p`$, is defined by $`X:=\underset{(a,b,c)^3}{}V_{abc}`$ and the computational space $`W:=X^k`$. We have set $`S:=V(\mathrm{\Sigma })`$ and assumed $`\mathrm{\Sigma }`$ is divided into $`k\mathrm{`}\mathrm{`}`$pants,” i.e. Euler class $`(\mathrm{\Sigma })=k`$. Any frame $``$ extends to a frame for $`V(\mathrm{\Sigma })`$ via the gluing axiom once a pants decomposition of $`\mathrm{\Sigma }`$ is specified. Thus, measurement in $`V`$ becomes a restriction of measurement in $`W`$. It may be physically more natural to restrict the allowable measurements on $`V(\mathrm{\Sigma })`$ to cutting along a simple closed curve $`\gamma `$ and measuring the label which appears. Mathematically, this amounts to transforming to a pants decomposition with $`\gamma `$ as one of its decomposition or $`\mathrm{`}\mathrm{`}`$cuff” curves and then positing a Hermitian operator with eigenspaces equal to the summands of $`V(\mathrm{\Sigma })`$ corresponding under the gluing axiom to labels $`x`$ on $`\gamma ^{}`$ and $`\widehat{x}`$ on $`\gamma ^+`$, $`xϵ`$.
A labeled surface $`(\mathrm{\Sigma },\mathrm{})`$ determines a mapping class group $`=(\mathrm{\Sigma },\mathrm{})=\mathrm{`}\mathrm{`}`$isotopy classes of orientation preserving diffeomorphisms of $`\mathrm{\Sigma }`$ preserving labels and commuting with boundary parameterization.” For example, in the case of an $`n`$-punctured sphere with all labels equal (distinct), $`=\mathrm{SFB}(n)`$, the spherical framed braid group $`(=\mathrm{PSFB}(n)`$, the pure spherical framed braid group$`)`$. To prove the theorem below, we will need to describe a generating set $`𝒮`$ for the various $``$’s and within $`𝒮`$ chains of elementary moves which will allow us to prepare to apply any $`s_2𝒮`$ subsequent to having applied $`s_1𝒮`$.
Each $``$ is generated by Dehn-twists and braid-moves (See \[B\]). A Dehn-twist $`D_\gamma `$ is specified by drawing a simple closed curve (s.c.c.) $`\gamma `$ on $`\mathrm{\Sigma }`$, cutting along $`\gamma `$, twisting $`2\pi `$ to the right along $`\gamma `$ and then regluing. A braid-move $`B_\delta `$ will occur only when a s.c.c. $`\delta `$ cobounds a pair of pants with two boundary components of $`\mathrm{\Sigma }`$: If the labels of the boundary components are equal then $`B_\delta `$ braids them by a right $`\pi `$-twist. In the case that all labels equal, there is a rather short list of $`D`$ and $`B`$ generators indicated in Figure 1 below. Also sketched in Figure 1 is a pants decomposition of diameter $`=\left(𝒪\mathrm{log}b_1(\mathrm{\Sigma })\right)`$, meaning the graph dual to the pants decomposition has diameter order $`\mathrm{log}`$ the first Betti number of $`\mathrm{\Sigma }`$.
Figure 1.
The s.c.c. $`\gamma (\delta )`$ label Dehn (braid) generators $`D_\gamma (\text{and}B_\delta )`$. Figure 1 contains a punctured annulus $`A`$; note that the composition of oppositely oriented Dehn twists along the two $`\mathrm{`}\mathrm{`}`$long” components of $`A`$, $`\gamma `$ and $`\gamma ^{}`$ yield a diffeomorphism which moves the punctures about the loop $`\gamma `$. The figure implicitly contains such an $`A`$ for each $`(\gamma ,p)`$, where $`p`$ is a preferred puncture. The $`\gamma `$ curves come in three types:
1. The loops at the top of the handles which are curves ($`\mathrm{`}\mathrm{`}`$cuffs”) of the pants decomposition,
2. loops dual to type 1, and
3. loops running under adjacent pairs of handles (which cut through up to $`𝒪\left(\mathrm{log}(b_1\mathrm{\Sigma })\right)`$ many cuffs). (See Figure 1, where cuffs are marked by a $`\mathrm{`}\mathrm{`}`$c”.)
Each punctured annulus $`A`$ is determined as a neighborhood (of a s.c.c. $`\gamma `$ union an arc $`\eta `$ from $`\gamma `$ to $`p`$). To achieve general motions of $`p`$ around $`\mathrm{\Sigma }`$, we require these arcs to be $`\mathrm{`}\mathrm{`}`$standard” so that for each $`p`$, $`\pi _1(\mathrm{\Sigma }^\widehat{},p)`$ is generated by $`\{\eta \gamma \eta ^1\}`$, where $`\mathrm{\Sigma }^\widehat{}=\mathrm{\Sigma }`$ with punctures filled by disks, and the disk corresponding to $`p`$ serving as a base point. This list of generators is only linear in the first Betti number of $`\mathrm{\Sigma }`$.
In the presence of distinct labels, many of the $`B_\delta `$ are illegal (they permute unequal labels). In this case, quadratically many generators are required. Figure 2 displays the replacements for the $`B`$’s, and additional $`A`$’s and $`D`$’s .
Figure 2.
Figure 2 shows a collection of $`B`$’s sufficient to effect arbitrary braiding within each commonly-labeled subset of punctures, a quadratically large collections of new Dehn curves $`\{ϵ\}`$ allowing a full twist between any pair of distinctly labeled punctures, (If the punctures are arranged along a convex arc of the Euclidean cell in $`\mathrm{\Sigma }`$, then each $`ϵ`$ will be the boundary of a narrow neighborhood of the straight line segment joining pairs of dissimilarly labeled punctures.) and finally a collection of punctured annuli, which enable one puncture $`p_i`$ from each label - constant subset to be carried around each free homotopy class from $`\{\gamma \}`$(respecting the previous generation condition for $`\pi _1(\mathrm{\Sigma }^\widehat{},p_i)`$.
Thus for distinct labels the generating sets are built from curves of type $`\gamma ,\gamma ^{},ϵ`$ and $`\delta `$ by Dehn twists around $`\gamma ,\gamma ^{}`$, and $`ϵ`$, braid moves around $`\delta `$. Denote by $`\omega `$, any such curve: $`\omega \mathrm{\Omega }=\left\{\{\gamma \}\{\gamma ^{}\}\{ϵ\}\{\delta \}\right\}`$.
Since various $`\omega ^{}`$s intersect, it is not possible to realize all $`\omega `$ simultaneously as cuffs in a pants decomposition. However, we can start with the $`\mathrm{`}\mathrm{`}`$base point” pants decomposition $`𝒟`$ indicated in Figure 1 (note $`\gamma `$ of type(1) are cuffs in $`𝒟`$, but $`\gamma `$ of types (2) or (3) are not) and for any $`\omega `$ find a short path of elementary moves: $`F`$ and $`S`$ (defined below) to a pants decomposition $`𝒟_\omega `$ containing $`\omega `$ as a cuff.
###### Lemma 2.1.
Assume $`\mathrm{\Sigma }S^2`$, disk, or annulus, and $`𝒟`$ the standard pants decomposition sketched in Figure 1. Any $`\omega `$ as above, can be deformed through $`𝒪\left(\mathrm{log}b_1(\mathrm{\Sigma })\right)F`$ and $`S`$ moves to a pants decomposition $`𝒟_\omega `$ in which $`\omega `$ is a cuff.
We postpone the proof of the lemma and the definition of its terms until we are partly into the proof of the theorem and have some experience passing between pants decompositions.
###### Theorem 2.2.
Suppose $`V`$ is a UTMF and $`h:\mathrm{\Sigma }\mathrm{\Sigma }`$ is a diffeomorphism of length $`n`$ in the standard generators for the mapping class group of $`\mathrm{\Sigma }`$ described above (See Figures 1 and 2). Then there are constants depending only on $`V`$, $`c=c(V)`$ and $`p=p(V)`$ such that $`V(h):V(\mathrm{\Sigma })V(\mathrm{\Sigma })`$ is simulated (exactly) by a quantum circuit operating on $`\mathrm{`}\mathrm{`}`$qupits” $`^p`$ of length $`cn\mathrm{log}b_1(\mathrm{\Sigma })`$.
The collection $`\{\text{cuffs}\}`$ refers to the circles along which the pants decomposition decomposes; the $`\mathrm{`}\mathrm{`}`$seams” are additional arcs, three per pant which cut the pant into two hexagons. Technically, we will need each pant in $`𝒟`$ to be parameterized by a fixed $`3`$-punctured sphere so these seams are part of the data in $`𝒟`$; For simplicity, we choose seams to minimize the number of intersections with $`\{\omega \}`$.
The theorem may be extended to cover a more general form of input. The original algorithm \[L\] which writes a $`𝒟_\alpha `$, $`\alpha `$ a s.c.c., as a word in standard generators $`𝒟_\gamma `$ is super-exponential. We define the combinatorial length of $`\alpha `$, $`\mathrm{}(\alpha )`$, to be the minimum number of intersections as we vary $`\alpha `$ by isotopy of $`\alpha `$ with $`\{\text{cuffs}\}\{\text{seams}\}`$. The best upper-bound (known to the authors) to the length $`L`$ of $`𝒟_\alpha `$ as a word in the mapping class group spanned by a fixed generating set is of the form $`L(𝒟_\alpha )<`$ super-exponential function $`f(\mathrm{})`$. For this reason, we consider as input $`V(h)`$, where $`h`$ is a composition of $`k`$ Dehn twists on $`\alpha _1,\mathrm{}\alpha _k`$ and $`j`$ braid moves along $`\beta _1,\mathrm{}\beta _j`$ in any order. Then $`V(h)`$ is costed as the sum of the combinatorial length of the simple closed curves needed to write $`h`$ as Dehn twists and braid moves within the mapping class group, $`\mathrm{}(h):=\underset{i=1}{\overset{𝑗}{\mathrm{\Sigma }}}\mathrm{}(\beta _i)+\underset{i=1}{\overset{𝑘}{\mathrm{\Sigma }}}\mathrm{}(\alpha _i)`$. We obtain the following extension of the theorem.
Extension: <sup>5</sup><sup>5</sup>5Lee Mosher has informed us that the existence of linear bound $`f(\mathrm{})`$ (but without control of the constants) follows at least for closed and single punctured surfaces from his two papers \[M1\] and \[M2\]. The map $`h_{}:V(\mathrm{\Sigma })V(\mathrm{\Sigma })`$ is exactly simulated by a quantum circuit QC with length (QC) $`11\mathrm{}(h)`$ composed of algebraic $`1`$ and $`2`$qupit $`^p`$ gates.
Pre-Proof: Some physical comments will motivate the proof. $`V(\mathrm{\Sigma })`$ are quantized gauge fields on $`\mathrm{\Sigma }`$ (with a boundary condition given by labels $`\mathrm{}`$) and can be regarded as a finite dimensional space of internal symmetries. This is most clear when genus $`(\mathrm{\Sigma })=0,\mathrm{\Sigma }`$ is a punctured sphere, the labeled punctures are $`\mathrm{`}\mathrm{`}`$anyons” \[Wil\] and the relevant mapping class group is the braid group which moves the punctures around the surface of the sphere. An internal state $`\psi ϵV(\mathrm{\Sigma })`$ is transformed to $`𝐔(b)\psi V(\mathrm{\Sigma })`$ under the functorial representation of the braid group. For $`𝐔(b)`$ to be defined the braiding must be $`\mathrm{`}\mathrm{`}`$complete” in the sense that the punctures (anyons) must return setwise to their initial position. Infinitesimally, the braiding defines a Hamiltonian $`\overline{H}`$ on $`V(\mathrm{\Sigma })E`$ where $`E`$ is an infinite dimensional Hilbert space which encodes the position of the anyons. The projection of $`\overline{H}`$ into $`V(\mathrm{\Sigma })`$ vanishes which is consistent with the general covariance of topological theories. Nevertheless, when the braid is complete, the evolution $`\overline{𝐔}`$ of $`\overline{H}`$ will leave $`V(\mathrm{\Sigma })`$ invariant and it is $`\overline{𝐔}|_{V(\mathrm{\Sigma })}=𝐔`$ which we will simulate. Anyons inherently reflect nonlocal entanglement so it is not to be expected that $`V(\mathrm{\Sigma })`$ has any (natural) tensor decomposition and none are observed in interesting examples. Thus, simulation of $`𝐔`$ as an invariant subspace of a tensor product $`(^p)^k`$ is the best result we can expect. The mathematical proof will loosely follow the physical intuition of evolution in a super-space by defining, in the braid case (identical labels and genus $`=0`$), two distinct imbeddings $`\mathrm{`}\mathrm{`}`$odd” and $`\mathrm{`}\mathrm{`}`$even,” $`V(\mathrm{\Sigma })\genfrac{}{}{0.0pt}{}{\stackrel{\mathrm{odd}}{}}{\stackrel{\mathrm{even}}{}}(^p)^k=W`$ and constructing the local evolution by gates acting on the target space. The imbeddings are named for the fact that in the usual presentation of the braid group, the odd (even) numbered generators can be implemented by restricting an action on $`W`$ to image odd $`V(\mathrm{\Sigma })\left(\text{even}V(\mathrm{\Sigma })\right)`$.
Proof: The case genus $`(\mathrm{\Sigma })=0`$ with all boundary components carrying identical labels (this contains the classical, uncolored Jones polynomial case \[J\] \[Wi\]) is treated first. For any number $`q`$ of punctures ($`q=10`$ in the illustration) there are two systematic ways of dividing $`\mathrm{\Sigma }`$ into pants ($`3`$punctured spheres) along curves $`\stackrel{}{\alpha }=\{\alpha _1,\mathrm{},\alpha _{q3}\}`$ or along $`\stackrel{}{\beta }=\{\beta _1,\mathrm{},\beta _{q3}\}`$ so that a sequence of $`q`$ $`F`$ moves ($`6j`$moves in physics notation) transforms $`\stackrel{}{\alpha }`$ to $`\stackrel{}{\beta }`$.
Figure 3.
Let $`X=_{(a,b,c)ϵ^3}V_{abc}`$ be the orthogonal sum of all sectors of the pants Hilbert space. Distributing $``$ over $``$, the tensor power $`X^{(q2)}:=W`$ is the sum over all labelings of the Hilbert space for $`(q2)`$ pants. Choosing parameterizations, $`W`$ is identified with both the label sum space $`(\mathrm{\Sigma }_{\text{cut}\stackrel{}{\alpha }})`$ and sum $`(\mathrm{\Sigma }_{\text{cut}\stackrel{}{\beta }}).`$ Now $`\mathrm{\Sigma }`$ is assembled from the disjoint union by gluing along $`\stackrel{}{\alpha }`$ or $`\stackrel{}{\beta }`$ so the gluing axiom defines imbeddings $`i(\stackrel{}{\alpha })`$ and $`i(\stackrel{}{\beta })`$ of $`V(\mathrm{\Sigma },\mathrm{})`$ as a direct summand of $`X^{(q2)}=W`$.
Consider the action of braid move about $`\alpha `$. This acts algebraically as $`\theta (\alpha _i)`$ on a single $`X`$ factor of $`W`$ and as the identity on other factors. This action leaves $`i(\stackrel{}{\alpha })\left(V(\mathrm{\Sigma },\mathrm{})\right)`$ invariant and can be thought of as a $`\mathrm{`}\mathrm{`}`$qupit” gate:
$$\theta (\alpha _i)=V(\text{braid}_{\alpha _i}):XX$$
where dimension $`dim(X)=p.`$ Similarly the action of $`V(\text{braid}_{\beta _i})`$ leaves $`i(\stackrel{}{\beta })`$ invariant. It is well known \[B\] that the union of loops $`\stackrel{}{\alpha }\stackrel{}{\beta }`$ determines a complete set of generators of the braid group. The general element $`\omega `$, which we must simulate by an action on $`W`$ is a word in braid moves on $`\alpha `$’s and $`\beta `$’s. Part of the basic data \- implied by the gluing axiom for a UTMF is a fixed identification between elementary gluings:
$$F_{abcd}:\underset{xϵ}{}V_{xab}V_{\widehat{x}cd}\underset{yϵ}{}V_{ybc}V_{\widehat{y}da}$$
corresponding to the following two decompositions of the $`4`$punctured sphere into two pairs of pants (The dotted lines are pant $`\mathrm{`}\mathrm{`}`$seams”, the uncircled number indicate boundary components, the letters label boundary components, and the circled numbers order the pairs of pants.):
Figure 4.
For each $`F`$, we choose an extension to a unitary map $`F^{}:XXXX`$. Then extend $`F^{}`$ to $`\overline{F}`$ by tensoring with identity on the $`q4`$ factors unaffected by $`F`$. The composition of $`qF`$’s, extended to $`q\overline{F}`$’s, corresponding to the $`q`$ moves illustrated in the case $`q=10`$ by Figure 3. (For $`q>10`$ imagine the drawings in figure 3 extended periodically.) These define a unitary transformation $`T:WW`$ with $`Ti(\stackrel{}{\alpha })=i(\stackrel{}{\beta })`$. The word $`\omega `$ in the braid group can be simulated by $`\tau `$ on $`W`$, where $`\tau `$ is written as a composition of the unitary maps $`T`$, $`T^1`$, $`\theta (\alpha _i)`$, and $`\theta (\beta _j)`$. For example,
$$\beta _5\alpha _1\beta _2^1\alpha _1\alpha _3$$
would be simulated as
$$\tau =T^1\theta (\beta _5)T\theta (\alpha _1)T^1\theta (\beta _2^1)T\theta (\alpha _1)\theta (\alpha _3).$$
As described $`\tau `$ has length $`2q`$ length $`\omega `$. The dependence on $`q`$ can be removed by dividing $`\mathrm{\Sigma }`$ into $`\frac{q}{2}`$ overlapping pieces $`\mathrm{\Sigma }_i`$, each $`\mathrm{\Sigma }_i`$ a union of 6 consecutive pants. Every loop of $`\stackrel{}{\alpha }\stackrel{}{\beta }`$ is contained well within some piece $`\mathrm{\Sigma }_i`$ so instead of moving between two fixed subspaces $`i_\alpha (V)`$ and $`i_\beta (V)W`$, when we encounter a $`\beta _j`$, do constantly many $`\overline{F}`$ operations to find a new pants decomposition modified locally to contain $`\beta _j`$. Then $`\theta (\beta _j)`$ may be applied and the $`\overline{F}`$ operations reversed to return to the $`\alpha `$ pants decomposition. The resulting simulation can be made to satisfy length $`\tau 7`$ length $`\omega `$. This completes the braid case with all bounding labels equal - an important case corresponding to the classical Jones polynomial \[J\].
Proof of Lemma: We have described the $`F`$move on the $`4`$punc- tured sphere both geometrically and under the functor. The $`S`$move is between two pants decompositions on the punctured torus $`T^{}`$ (Filling in the puncture, a variant of $`S`$ may act between two distinct annular decomposition of $`T^2`$. We suppress this case since, without topological parameter, there can be no computational complexity discussion over a single surface).
Figure 5. $`V(S):\underset{x}{}V_{ax\widehat{x}}\underset{y}{}V_{ay\widehat{y}}`$
By \[Li\] or \[HT\] that one may move between any two pants decompositions via a finite sequence of moves of three types: $`F`$, $`S`$, and diffeomorphism $`M`$ supported on the interior of a single pair of pants (appendix \[HT\]). To pass from $`𝒟`$, our $`\mathrm{`}\mathrm{`}`$base point” decomposition, to $`𝒟_\omega `$, $`F`$ and $`S`$ moves alone suffice and the logarithmic count is a consequence of the $`\mathrm{log}`$ depth nest of cuff loops of $`𝒟`$ on the planar surface obtained by cutting $`\mathrm{\Sigma }`$ along type (1) $`\gamma `$ curves. Below we draw examples of short paths of $`F`$ and $`S`$ moves taking $`𝒟`$ to a particular $`𝒟_\omega `$.
The logarithmic count is based on the proposition.
###### Proposition 2.3.
Let $`K`$ be a trivalent tree of diameter $`=d`$ and $`f`$ be a move, which locally replaces and with , then any two leaves of $`K`$ can be made adjacent by $`d`$ moves of type $`f`$.
Passing from $`K`$ to a punctured sphere obtained by imbedding ($`K`$, univalent vertices) into $`(\frac{1}{2}R^3,R^2),`$ thickening and deleting the boundary $`R^2`$, the $`f`$ move induces the previously defined $`F`$ move.$`\mathrm{}\mathrm{}`$
Some example of paths of $`F`$, $`S`$ moves:
Figure 6.
Continuation of the proof of the theorem: For the general case, we compute on numerous imbeddings of $`V(\mathrm{\Sigma })`$ into $`W`$ (rather than on two: $`i_\alpha \left(V(\mathrm{\Sigma })\right)`$ and $`i_\beta \left(V(\mathrm{\Sigma })\right)`$ as in the braid case). Each imbedding is determined by a pants decomposition and the imbedding changes (in principle) via the lemma every time we come to a new literal of the word $`\omega `$. Recall that $`\omega `$, the mapping class group, is now written as a word in the letters (and their inverses) of type $`D_\gamma `$, $`D_\gamma ^{}`$, $`D_ϵ`$, and $`B_\delta `$. Pick as a home base a fixed pants decomposition $`𝒟_0`$ corresponding to $`i_0\left(V(\mathrm{\Sigma })\right)W`$. If the first literal is a twist or braid along the s.c.c. $`\omega `$, then apply the lemma to pass through a sequence of $`F`$ and $`S`$ moves from $`𝒟_0`$ to $`𝒟_1`$ containing $`\omega `$ as a $`\mathrm{`}\mathrm{`}`$cuff” curve. As in the braid case, choose extensions $`\overline{F}`$ and $`\overline{S}`$ to unitary automorphisms of $`W`$ and applying $`V`$ to the composition gives a transformation $`T_1`$ of $`W`$ such that $`i_1=T_1i_0`$, $`i_1`$ being the inclusion $`V(\mathrm{\Sigma })W`$ associated with $`𝒟_1`$. Now execute the first literal $`\omega _1`$ of $`\omega `$ as a transformation $`\theta (\omega _1)`$, which leaves $`i_1\left(V(\mathrm{\Sigma })\right)`$ invariant and satisfies: $`\theta (\omega _i)i_1=i_1V(\omega _1)`$. Finally apply $`T_1^1`$ to return to the base inclusion $`i_0\left(V(\mathrm{\Sigma })\right)`$. The previous three steps can now be repeated for the second literal of $`\omega `$: follow $`T_1^1\theta (\omega _1)T_1`$ by $`T_2^1\theta (\omega _2)T_2`$. Continuing in this way, we construct a composition $`\tau `$ which simulates $`\omega `$ on $`W`$:
$$\tau =T_n^1\theta (\omega _n)T_n^1\mathrm{}T_1^1\theta (\omega _1)T_1.$$
From lemma 2.1 the length of this simulation by one $`(`$corresponding to $`S`$ and $`\theta (\omega _i))`$ and two (corresponding to $`F`$ moves) qupit gates is proportional to $`n=`$length $`\omega `$ and $`\mathrm{log}b_1(\mathrm{\Sigma })`$, where $`p=dim(X)`$.
Proof of Extension: What is at issue is the number of preparatory moves to change the base point decomposition $`𝒟`$ to $`𝒟_\gamma `$ containing $`\gamma =\alpha _i`$ or $`\beta _i`$ as a cuff curve $`1ik`$ or $`j`$. We have defined the $`F`$ and $`S`$ moves rigidly, i.e. with specified action on the seams. This was necessary to induce a well defined action on the functor $`V`$. Because of this rigid choice, we must add one more move - an $`M`$ move - to have a complete set of moves capable of moving between any two pants decompositions of a surface (compare \[HT\]). The $`M`$ move is simply a Dehn twist supported in a pair of pants of the current pants decomposition; it moves the seams (compare chapter 5 \[Wa\]). Note that if $`M`$ is a $`+1`$ Dehn twisit in a s.c.c. $`\omega `$ then, under the functor, $`V(M)`$ is a restriction of $`\theta (\omega )`$ in the notation above.
As in \[HT\], the cuff curves of $`𝒟`$ may be regarded as level curves of a Morse function $`f:\mathrm{\Sigma }R^+`$, constant on boundary components which we assume to have minimum complexity (= total number of critial points) satisfying this constraint. Isotope $`\alpha `$ (we drop the index) on $`\mathrm{\Sigma }`$ to have the smallest number of local maximums with respect to $`f`$ and is disjoint from critical points of $`f`$ on $`\mathrm{\Sigma }`$.
Now generically deform $`f`$ in a thin annular neighborhood of $`\gamma `$ so that $`\gamma `$ becomes a level curve. Consider the graphic $`G`$ of the deformation $`f_t`$, $`0t1`$. For regular $`t`$ the Morse function $`f_t`$ determines a pants decomposition: let the $`1`$\- complex $`K`$ consist of $`\mathrm{\Sigma }/`$ where $`xy`$ if $`x`$ and $`y`$ belong to the same component of a level set of $`f_t`$, and let $`LK`$ be the smallest complex to which $`K`$ collapses relative to endpoints associated to boundary components. For example in figure 8, the top tree does not collapse at all while in the lower two trees the edge whose end is labeled, $`\mathrm{`}\mathrm{`}`$local max” is collapsed away. The preimage of one point from each intrinsic $`1`$cell of $`L`$ not containing a boundary point constitutes a $`\{\text{cuffs}\}`$ determining a pants decomposition $`𝒟_t`$. For singular $`t_0`$, let $`𝒟_{t_0ϵ}`$ and $`𝒟_{t_0+ϵ}`$ may differ or may agree up to isotopy. The only change in $`𝒟`$ occurs when $`t`$ is a crossing point for index$`=1`$ handles where the two critical points are on the same connected component of a level set $`f_t^1(r)`$. There are essentially only three possible $`\mathrm{`}\mathrm{`}`$Cerf-transitions” and they are expressible as a product of 1, 2, or 3 $`F`$ and $`S`$ moves together with braid moves whose number we will later bound from above. The Cerf transitions on $`𝒟`$ are shown in Figure 7, together with their representation as compositions of elementary moves.
Figure 7.
Critical points of $`f|_\gamma `$ become critical points of $`f_t`$ of the same index once the deformation as passed an initial $`ϵ_0>0`$, and before any saddle-crossings have occurred. Let $`P`$ be a pant from the composition induced by $`f`$ and $`\delta \gamma P`$ an arc. Applying the connectivity criterion of the previous paragraph, we can see that flattening a local maxima can effect at most the two cuff circles which $`\delta `$ meets, and these by elementary Cerf transition shown in Figure 8.
Figure 8. Pulling $`\gamma `$ down yields $`FF`$
If $`\gamma `$ crosses the seam arcs then the transitions are of the Cerf type, precomposed with $`M`$moves to remove these crossings as shown in Figure 9. Dynamically seam crossings by $`\gamma `$ produce saddle connections in the Cerf diagram.
Figure 9.
The total number of these twists is bounded by length $`(\gamma )`$. The number of flattening moves as above is less than or equal $`|\gamma \text{cuffs}|\text{length}(\gamma )`$. The factor of 11 in the statement allows up to 5 $`F`$, $`S`$, and $`M`$ moves for expressing each Cerf singularity which arises in passing from $`𝒟_{}`$ to $`𝒟_\gamma `$ and the same factor of 5 to pass back from $`𝒟_\gamma `$ to $`𝒟_{}`$ again, while saving at least one step to implement the twist or build move along $`\gamma `$. This completes the proof of the extension. $`\mathrm{}`$
We should emphasize that although, we have adopted an $`\mathrm{`}\mathrm{`}`$exact” model for the operation of the UTMF, faithful simulation as derived above does not depend on a perfectly accurate quantum circuit. Several authors have proved a threshold theorem \[Ki\], \[AB\], and \[KLZ\]: If the rate of large errors acting on computational qubits (or qupits) is small enough, the size of ubiquitous error small enough, and both are uncorrelated, then such a computational space may be made to simulate with probability $`\frac{2}{3}`$ an exact quantum circuit of length $`=L`$. The simulating circuit must exceed the exact circuit in both number of qubits and number of operations by a multiplicative factor $``$ poly $`(\mathrm{log}L)`$.
## 3 Simulating TQFT’s
We conclude with a discussion about the three dimensional extension, the TQFT of a UTMF. In all known examples of TMF’s there is an extension to a TQFT meaning that it is possible to assign a linear map $`V(\mathrm{\Sigma })\stackrel{b_{}}{}V(\mathrm{\Sigma }^{})`$ subject to several axioms \[Wa\] and \[T\] whenever $`\mathrm{\Sigma }`$ and $`\mathrm{\Sigma }^{}`$ cobounds a bordism $`b`$ (with some additional structure). The case of bordisms with a product structures is essentially the TMF part of the theory. Unitarity is extended to mean that if the orientation of the bordism $`b`$ is reversed to $`\overline{b}`$, we have $`b_{}^{}=(\overline{b})_{}`$. It is known that a TMF has at most one extension to a TQFT and conjectured that this extension always exists. Non-product bordisms correspond to some loss of information of the state. This can be understood by factoring the bordism into pieces consisting of a product union a $`2`$handle: $`\mathrm{\Sigma }\times Ih`$. The $`2`$handle $`h`$ has the form $`(D^2\times I,D^2\times I)`$ and is attached along the subspace $`D^2\times I`$. The effect of attaching the handle will be to $`\mathrm{`}\mathrm{`}`$pinch” off an essential loop $`\omega `$ on $`\mathrm{\Sigma }`$ and so replace an annular neighborhood of $`\omega `$ by two disks turning $`\mathrm{\Sigma }`$ into a simpler surface $`\mathrm{\Sigma }^{}`$. It is an elementary consequence of the axioms that if $`b=\mathrm{\Sigma }\times Ih`$ then $`b_{}`$ is a projector as follows: Let $`𝒟`$ be a pants decomposition containing $`\omega `$ as a dissection curve. There are two cases:
1. $`\omega `$ appears as the first and second boundary components of a single pant called $`P_0`$ or
2. $`\omega `$ appears as the first boundary component on two distinct pants called $`P_1`$ and $`P_2`$.
$$\begin{array}{c}V(\mathrm{\Sigma })=\hfill \\ =\underset{cϵ}{}\left(\left(\underset{aϵ}{}V_{a\widehat{a}c}\right)V(\mathrm{\Sigma }\backslash P_0,\text{with label c on}_3P_0)\right),\text{case (1),}\hfill \\ \mathrm{or}\hfill \\ =\underset{\mathrm{labels}}{}\left(\underset{aϵ}{}V_{abc}V_{\widehat{a}de}\right)V(\mathrm{\Sigma }\backslash \left(P_1P_2\right),\text{appropriate labels}),\text{case (2)}.\hfill \end{array}$$
In case (2), there may be relation $`b=\widehat{c}`$ and/or $`d=\widehat{e}`$ depending on the topology of $`𝒟`$. The map $`b_{}`$ is obtained by extending linearly from the projections onto summands:
$`{\displaystyle \underset{a,c}{}}V_{a\widehat{a}c}`$ $``$ $`V_{111}\stackrel{canonically}{}V_1\text{(case 1)}`$
$`\mathrm{or}`$
$`{\displaystyle \underset{a,b,c,d,eϵ}{}}V_{abc}{\displaystyle V_{\widehat{a}de}}`$ $``$ $`V_{1b\widehat{b}}{\displaystyle V_{1d\widehat{d}}\stackrel{canonically}{}V_{b\widehat{b}}V_{d\widehat{d}}}\text{(case 2)}`$
If the orientation on $`b`$ is reversed the unitarity condition implies that $`\overline{b}`$ determines an injection onto a summand with a formula dual to the above. Thus, any bordism’s morphism can be systematically calculated.
In quantum computation, as shown in \[Ki\], a projector corresponds to an intermediate binary measurement within the quantum phase of the computation, one outcome of which leads to cessation the other continuation of the quantum circuits operation. Call such a probabilistically abortive computation a partial computation on a partial quantum circuit. Formally, if we write the identity as a sum of two projectors: $`\text{id}_V=\mathrm{\Pi }_0+\mathrm{\Pi }_1`$, and let $`𝐔_0`$ and $`𝐔_1`$ be unitary operators on an ancillary space $`A`$ with $`𝐔_0(|0)=|0`$ and $`𝐔_1|0=|1`$. The unitary operator $`\mathrm{\Pi }_0𝐔_0+\mathrm{\Pi }_1𝐔_1`$ on $`VA`$ when applied to $`|v|0`$ is $`|\mathrm{\Pi }_0v|0+|\mathrm{\Pi }_1v|1`$ so continuing the computation only if the indicator $`|0A`$ is observed simulates the projection $`\mathrm{\Pi }_0`$.
It is clear that the proof of the theorem can be modified to simulate $`2`$-handle attachments as well as Dehn twists and braid moves along s.c.c.’s $`\omega `$ to yield:
###### Scholium 3.1.
Suppose $`b`$ is an oriented bordism from $`\mathrm{\Sigma }_0`$ to $`\mathrm{\Sigma }_1`$, where $`\mathrm{\Sigma }_i`$ is endowed with a pants decomposition $`𝒟_i`$. Let complexity $`(b)`$ be the total number of moves of four types: $`F`$, $`S`$, $`M`$, and attachment of a $`2`$-handle to a dissection curve of a current pants decomposition that are necessary to reconstruct $`b`$ from $`(\mathrm{\Sigma }_0,𝒟_0)`$ to $`(\mathrm{\Sigma }_1,𝒟_1)`$. Then there is a constant $`c^{}(V)`$ depending on the choice of UTQFT and $`p(V)`$ as before (for the TQFTs underlining TMF) so that $`b_{}:V(\mathrm{\Sigma }_0)V(\mathrm{\Sigma }_1)`$ is simulated (exactly) by a partial quantum circuit over $`^p`$ of length $`c^{}`$ complexity $`(b)`$. |
warning/0001/nucl-th0001046.html | ar5iv | text | # Three-cluster nuclear molecules
## 1 Introduction
Fission approach to the cluster radioactivities and $`\alpha `$-decay has been systematically developed during the last two decades (see Ref. 1 and the references therein) as an alternative to the many-body theory. One has to stress the quantum nature of these decay modes and of the fission process as well. The three groups of binary phenomena are taking place by tunneling through a potential barrier. Fission theory has also been extended toward extremely large mass asymmetry to study the evaporation of light particles from a hot excited compound nucleus, going over the barrier. In a cold binary fission the fragments and the parent are neither excited nor strongly deformed, hence no neutron is evaporated; the total kinetic energy of the fragments equals the released energy.
A more complex phenomenon, the particle-accompanied fission (or ternary fission) was observed both in neutron-induced and spontaneous fission. It was discovered in 1946. Several such processes, in which the charged particle is a proton, deuteron, triton, <sup>3-6,8</sup>He, <sup>6-11</sup>Li, <sup>7-14</sup>Be, <sup>10-17</sup>B, <sup>13-18</sup>C, <sup>15-20</sup>N, <sup>15-22</sup>O, have been detected. Many other heavier isotopes of F, Ne, Na, Mg, Al, Si, P, S, Cl, Ar, and even Ca were mentioned.
A very powerful technique, based on the fragment identification by using triple $`\gamma `$ coincidences in the large arrays of Ge-detectors, like GAMMASPHERE, was employed to discover new characteristics of the fission process, and new decay modes (emission of an alpha particle and of <sup>10</sup>Be, accompanying the cold fission of <sup>252</sup>Cf, the double fine structure, and the triple fine structure in binary and ternary fission, respectively).
The possibility of a whole family of new decay modes, the multicluster accompanied fission, was recently envisaged. Besides the fission into two or three fragments, a heavy or superheavy nucleus spontaneously breaks into four, five or six nuclei of which two are asymmetric or symmetric heavy fragments and the others are light clusters, e.g. $`\alpha `$-particles, <sup>10</sup>Be, <sup>14</sup>C, <sup>20</sup>O, or combinations of them. Examples were presented for the two-, three- and four cluster accompanied cold fission of <sup>252</sup>Cf and <sup>262</sup>Rf, in which the emitted clusters are: 2$`\alpha `$, $`\alpha +^6`$He, $`\alpha +^{10}`$Be, $`\alpha +^{14}`$C, 3$`\alpha `$, $`\alpha +^6`$He + <sup>10</sup>Be, 2$`\alpha +^6`$He, 2$`\alpha +^8`$Be, 2$`\alpha +^{14}`$C, and 4$`\alpha `$.
The strong shell effect corresponding to the doubly magic heavy fragment <sup>132</sup>Sn was emphasized. From the analysis of different configurations of fragments in touch, we concluded that the most favorable mechanism of such a decay mode should be the cluster emission from an elongated neck formed between the two heavy fragments. The fact that the potential barrier height is lower, suggests that in a competition between aligned and compact configurations, the former should prevail.
This idea is further exploited in the following for ternary fission, by suggesting a formation mechanism of the touching configuration, based on a three-center phenomenological model, able to explain the difference in the observed yield of a particle-accompanied fission and that of binary fission. It is derived from the liquid drop model under the assumption that the aligned configuration, with the emitted particle between the light and heavy fragment is obtained by increasing continuously the separation distance, while the radii of the heavy fragment and of the light particle are kept constant. During the first stage of the deformation one has a two-center evolution until the neck radius becomes equal to the radius of the emitted particle. Then the three center starts developping by decreasing with the same amount the two tip distances. We shall show that in such a way a second minimum, typical for a cluster molecule, appears in the deformation energy.
## 2 Shape Parametrization
The basic condition to be fulfilled in the ternary decay process, $`{}_{}{}^{A}Z_1^3{}_{}{}^{A_i}Z_{i}^{}`$, concerns the released energy ($`Q`$-value)
$$Q=M\underset{1}{\overset{3}{}}m_i$$
(1)
which should be positive and high enough in order to assure a relatively low potential barrier height. The hadron numbers are conserved. We took the masses (in units of energy), entering in the above equation, from the compilation of measurements. We make the convention $`A_1A_2A_3`$.
For the first stage of the process, we adopt the shape parametrization of two intersected spheres with radii $`R_1`$ and $`R_2`$. By placing the origin in the center of the large sphere, the surface equation can be written in a cylindrical system of coordinates as:
$$\rho _s^2=\{\begin{array}{ccc}\rho _{sl}^2=\hfill & R_1^2z^2\hfill & ,R_1zz_{s1}\hfill \\ \rho _{sr}^2=\hfill & R_2^2(zR)^2\hfill & ,z_{s1}zR+R_2\hfill \end{array}$$
(2)
in which $`z_{s1}`$ is the position of the separation plane, and $`R`$ is the distance between the two centers. This equation is valid as long as $`RR_{ov3}`$ defined below. The fragment radius, $`R_1`$, is kept constant during the deformation, and for a given separation distance, $`R`$, the radius $`R_1`$ is derived from the volume conservation and matching conditions.
The final fragments and the initial parent nucleus are assumed to posses spherical shapes with radii $`R_1`$, $`R_2`$, $`R_3`$, and $`R_0`$, where $`R_j=1.2249A_j^{1/3}`$ fm ($`j=0,1,2,3`$). Within the range of $`R`$ from $`R_i=R_0R_1`$ up to $`R_{ov3}`$ one has a configuration of two overlapping spheres.
At $`R=R_{ov3}`$ (see the second position in Fig. 1) the neck radius $`\rho _{neck1}=R_3`$; $`R_3`$ is also kept constant. From that moment, the third fragment comes into play and one has two necks and two separating planes instead of one, hence:
$$\rho _s^2=\{\begin{array}{ccc}\rho _{sl}^2=\hfill & R_1^2z^2\hfill & ,R_1zz_{s1}\hfill \\ \rho _{sc}^2=\hfill & R_3^2(zz_3)^2\hfill & ,z_{s1}zz_{s2}\hfill \\ \rho _{sr}^2=\hfill & R_2^2(zR)^2\hfill & ,z_{s2}zR+R_2\hfill \end{array}$$
(3)
In order to arrive safely at the final aligned configuration of fragments in touch with a corresponding decrease of the neck radii $`\rho _{neck1}`$ and $`\rho _{neck2}`$, we assume a further elongation with a corresponding decrease of the neck radii $`\rho _{neck1}`$ and $`\rho _{neck2}`$ in a particular way, allowing to have the same (smaller and smaller) tip distance between the (overlapping) fragments 13 and 32 when $`R`$ increases from $`R_{ov3}`$ to $`R_t=R_1+R_{2f}+2R_3`$. In such a way the geometry is perfectly determined by giving one independent shape parameter, $`R`$, and the mass numbers of the parent and fragment nuclei.
## 3 Deformation Energy
According to the liquid-drop model (LDM), by requesting zero energy for a spherical shape, the deformation energy is defined as
$$E_{def}=(E_sE_s^0)+(E_CE_C^0)=E_s^0[B_s1+2X(B_C1)]$$
(4)
where $`E_s^0=a_s(1\kappa I^2)A^{2/3}`$ and $`E_C^0=a_cZ^2A^{1/3}`$ are energies corresponding to spherical shape. The relative surface and Coulomb energies $`B_s=E_s/E_s^0`$, $`B_C=E_C/E_C^0`$ are only functions of the nuclear shape. The dependence on the neutron and proton numbers is contained in $`E_s^0`$ and in the fissility parameter $`X=E_C^0/(2E_s^0)`$. The constants are $`a_s=17.9439`$ MeV, $`\kappa =1.7826`$, $`a_c=3e^2/(5r_0)`$, $`e^2=1.44`$ MeV$``$fm, $`r_0=1.2249`$ fm.
To the deformation energy expressed in eq. (4), we add a small phenomenological shell correction, allowing to reproduce, at $`R=R_i`$, exactly the experimental $`Q`$-value in a system in which the origin of energy is taken as the sum of self energies of the fragments separated at infinity.
$$E_{LDM}(R)=E_{def}(R)+Q_{th}+(Q_{exp}Q_{th})[1(RR_i)/(R_tR_i)]Q_{exp}$$
(5)
which is $`E_{def}(R)+(Q_{th}Q_{exp})(RR_i)/(R_tR_i)`$, where $`Q_{th}=E^0(E_1^0+E_2^0+E_3^0)=E_s^0+E_C^0_1^3(E_{si}^0+E_{Ci}^0)`$. In this manner the barrier height increases if $`Q_{exp}<Q_{th}`$ and decreases if $`Q_{exp}>Q_{th}`$. The correction is increased gradually with $`R`$ up to $`R_t`$ and then remains constant for $`R>R_t`$. Apart this correction, after the touching point configuration, $`RR_t`$, one is left with the Coulomb interaction energies. For spherical fragments this has the same expression as that would be obtained for points placed into the fragment centers and carying their whole charge.
Both the surface and Coulomb energies are calculated by performing numerical integration. The relative surface energy is proportional to surface area. By expressing the nuclear surface equation in cylindrical coordinates $`\rho =\rho (z,\phi )`$, one has
$$B_s=\frac{1}{4\pi R_0^2}_z^{}^{z^{\prime \prime }}𝑑z_0^{2\pi }\rho \left[1+\left(\frac{\rho }{z}\right)^2+\left(\frac{1}{\rho }\frac{\rho }{\phi }\right)^2\right]^{1/2}𝑑\phi $$
(6)
where $`z^{},z^{\prime \prime }`$ are the intersection points of the nuclear surface with Oz axis. Generally speaking, the Coulomb energy, $`E_C`$, for a system of three fragments with different charge densities, is defined by the following six fold integrals
$`E_C`$ $`=`$ $`{\displaystyle \underset{1}{\overset{3}{}}}{\displaystyle \frac{\rho _{ie}^2}{2}}{\displaystyle _{V_i}}d^3r_1{\displaystyle _{V_i}}{\displaystyle \frac{d^3r_2}{r_{12}}}+`$ (7)
$`{\displaystyle \underset{jk}{}}\rho _{je}\rho _{ke}{\displaystyle _{Vj}}d^3r_1{\displaystyle _{Vk}}{\displaystyle \frac{d^3r_2}{r_{12}}}`$
where the first three terms belong to individual fragments and the other three represent their interaction. Here $`r_{12}=|𝐫_1𝐫_2|`$. The charge densities of the compound nucleus and of the three fragments are denoted by $`\rho _{0e}`$, $`\rho _{1e}`$, $`\rho _{2e}`$ and $`\rho _{3e}`$ respectively. The six-fold integral is reduced to a four-fold one of the following kind.
$`E_C`$ $`=`$ $`{\displaystyle \frac{\rho _e^2}{10}}{\displaystyle _z^{}^{z^{\prime \prime }}}dz{\displaystyle _z^{}^{z^{\prime \prime }}}dz_1{\displaystyle _0^{2\pi }}d\phi {\displaystyle _0^{2\pi }}d\phi _1(\rho ^2{\displaystyle \frac{z}{2}}{\displaystyle \frac{\rho ^2}{z}})[\rho _1^2`$ (8)
$`\rho \rho _1\mathrm{cos}(\phi \phi _1)+\rho {\displaystyle \frac{\rho _1}{\phi _1}}\mathrm{sin}(\phi \phi _1)+{\displaystyle \frac{(zz_1)}{2}}{\displaystyle \frac{\rho _1^2}{z_1}}][\rho ^2+`$
$`\rho _1^22\rho \rho _1\mathrm{cos}(\phi \phi _1)+(zz_1)^2]^{1/2}`$
for a general shape without axial symmetry. One can get three-fold integrals for shapes possesing a symmetry axis, as for example:
$$B_{c1}=b_c_1^{x_c}𝑑x_1^{x_c}𝑑x^{}F(x,x^{})$$
(9)
where $`b_c=5d^5/8\pi `$, $`d=(z^{\prime \prime }z^{})/2R_0`$, and $`x_c`$ is the position of separation plane between fragments with -1, +1 intercepts on the symmetry axis (surface equation $`y=y(x)`$ or $`y_1=y(x^{})`$). In the integrand
$`F(x,x^{})`$ $`=`$ $`\{yy_1[(K2D)/3]`$ (10)
$`\left[2(y^2+y_1^2)(xx^{})^2+{\displaystyle \frac{3}{2}}(xx^{})\left({\displaystyle \frac{dy_1^2}{dx^{}}}{\displaystyle \frac{dy^2}{dx}}\right)\right]+`$
$`K\{y^2y_1^2/3+[y^2{\displaystyle \frac{xx^{}}{2}}{\displaystyle \frac{dy^2}{dx}}][y_1^2{\displaystyle \frac{xx^{}}{2}}{\displaystyle \frac{dy_1^2}{dx^{}}}]\}\}a_\rho ^1`$
$`K`$ and $`K^{}`$ are the complete elliptic integrals of the first and second kind, respectively:
$$K(k)=_0^{\pi /2}(1k^2\mathrm{sin}^2t)^{1/2}𝑑t$$
(11)
$$K^{}(k)=_0^{\pi /2}(1k^2\mathrm{sin}^2t)^{1/2}𝑑t$$
(12)
and $`a_\rho ^2=(y+y_1)^2+(xx^{})^2`$, $`k^2=4yy_1/a_\rho ^2`$, $`D=(KK^{})/k^2`$. In our computer program the elliptic integrals are calculated by using Chebyshev polynomial approximation. For $`x=x^{}`$ the function $`F`$ is not determined. In this case, after removing the indetermination, we get $`F(x,x^{})=4y^3/3`$.
## 4 Results
Two examples of deformation energies are presented in Figures 2 and 3. They were obtained for the $`\alpha `$-particle-(Fig. 2) and <sup>14</sup>C (Fig. 3) accompanied fission of <sup>240</sup>Pu, by assuming a double-magic heavy fragment $`{}_{50}{}^{}{}_{}{}^{132}`$Sn<sub>82</sub>. The corresponding deformation energy for the binary cold fission of the same nucleus is also shown.
We would like to stress two striking features of these plots. Besides the first (ground state) minimum there is a second minimum, proving the nuclear molecule character of the aligned configuration of three fragments in touch \[(<sup>132</sup>Sn, <sup>4</sup>He, <sup>104</sup>Mo) and (<sup>132</sup>Sn, <sup>14</sup>C, <sup>94</sup>Sr), respectively\].
On the second hand, by comparing the surface areas under the deformation energy curve of the binary and ternary pocesses, one can see the difference explaining at least qualitatively the increased yield of the binary relative to that of the ternary cold fission. |
warning/0001/hep-th0001205.html | ar5iv | text | # Untitled Document
hep-th/0001205, UCSD/PTH 00-02, IASSNS-HEP-00/06, RUNHETC-00-03
Anomaly Matching and a Hopf-Wess-Zumino Term in 6d, $`𝒩=(2,0)`$ Field Theories
Kenneth Intriligator
UCSD Physics Department
9500 Gilman Drive
La Jolla, CA 92093
and
Department of Physics visiting address, Winter, 2000.
Rutgers University
Piscataway, NJ 08855-0849, USA
We point out that the low energy theory of 6d $`𝒩=(2,0)`$ field theories, when away from the origin of the moduli space of vacua, necessarily includes a new kind of Wess-Zumino term. The form of this term is related to the Hopf invariant associated with $`\pi _7(S^4)`$. The coefficient of the Wess-Zumino term is fixed by an anomaly matching relation for a global flavor symmetry. For example, in the context of a single M5 brane probe in the background of $`N`$ distant M5 branes, the probe must have the Hopf-WZ term with coefficient proportional to $`N(N+1)`$. Various related checks and observations are made. We also point out that there are skyrmionic strings, and propose that they are the $`W`$-boson strings.
1/00
1. Introduction
Low energy effective field theories can have effects, generated by integrating out massive fields, which do not decouple even when the masses of these fields is taken to be infinite. The classic example is the Goldstone-Wilczek current , which is generated by integrating out fermions which get a mass via Yukawa coupling to a scalar which gets an expectation value. The GW current does not depend on the masses of the integrated out fermions (as long as they are non-zero), so it plays a role in the low energy theory even when the masses are taken to be infinite (via large Yukawas or scalar vevs). A related effect is the Wess-Zumino term associated with integrating out massive fields, which is often needed in the low energy theory on symmetry grounds. For example, a Wess-Zumino term, with a particular coefficient, can be needed to reproduce the contribution to the ’t Hooft anomalies of integrated out fermions, which get a mass via Yukawa couplings to a scalar which gets a vev. The size of the WZ term can not depend on any parameters (e.g. Yukawa or gauge couplings, vevs, etc.), or the RG scale: since its coefficient must be quantized , it can not be renormalized. See e.g. \[1--5\] and references cited therein.
This paper will be concerned with flavor anomaly matching and Wess-Zumino terms in the 6d $`𝒩=(2,0)`$ field theories. Much about these theories, including how to properly formulate them as field theories, remains mysterious. They have the exotic property of having, rather than ordinary gauge fields, interacting (somehow!, despite ) two-form gauge fields, with self-dual three-form field strengths. The existence of these field theories, as well as all of their known properties, has come from string theory, where they occur in various related contexts: the IR limit of the M5 or IIA NS-5 brane world-volume theory, IIB string theory on a ALE singularity , M theory on $`AdS_7\times S^4`$ , etc.
The 6d $`𝒩=(2,0)`$ theories are interesting, and worthy of further study, both because of these connections to string theory and duality and, in their own right, as field theories. They are the maximally supersymmetric conformal field theories, in the highest possible dimension \[9,,10\], and other interesting theories can be obtained by compactification and RG flow. For example, compactifying on a $`T^2`$ gives 4d $`𝒩=4`$ theories and makes $`SL(2,Z)`$ electric-magnetic duality manifest, as the geometric symmetry of the complex structure of $`T^2`$. Instead compactifying on a $`T^2`$ with supersymmetry breaking boundary conditions leads to the theory known as MQCD, which is hoped to be in the same universality class, but more tractable than, ordinary, non-supersymmetric, pure glue, QCD .
The 6d $`𝒩=(2,0)`$ theories are chiral, with an $`SO(5)_R`$ flavor symmetry. Although the gauge fields are two-forms rather than one-forms, there is a correspondence with non-Abelian groups $`G`$. String theory indicates that $`G`$ can be an arbitrary ADE group: $`SU(N)`$, $`SO(2N)`$, or $`E_{6,7,8}`$. (And $`G=U(1)`$ for the free $`𝒩=(2,0)`$ tensor multiplet.) Upon compactification to lower dimensions, there is an ordinary gauge symmetry with gauge group $`G`$. In 6d, there is a moduli space of supersymmetric vacua $`=(\text{}^5)^{r(G)}/W_G`$, where $`r(G)`$= rank$`(G)`$ and $`W_G`$ is the Weyl group of $`G`$, with real scalar expectation value coordinates given by $`\mathrm{\Phi }_i^a`$, where $`a=1\mathrm{}5`$ is an index in the $`\mathrm{𝟓}`$ of $`SO(5)_R`$ and $`i=1\mathrm{}r(G)`$.
The theory is interacting at the origin and, more generally, at the boundaries of $``$, where $``$ is singular. On the other hand, for the generic vacuum in the bulk of $``$, the massless spectrum is that of $`r(G)`$ free, 6d, $`𝒩=(2,0)`$ tensor multiplets. Naively, any effects associated with degrees of freedom which were massless in the interacting theory, but become massive for the generic vacuum in the bulk of $``$, would decouple at energy scales much less than their mass, which can be made arbitrarily large by going to large vevs in $``$. One such degree of freedom are BPS strings, which couple to the $`r`$ two-form gauge fields with charges $`\alpha ^i`$, $`i=1\mathrm{}r`$. These charge vectors span the root lattice of $`G`$, and the string with charges $`\alpha ^i`$ has tension $`|\alpha ^i\mathrm{\Phi }_i|`$ (here $`|\mathrm{\Phi }_i|\sqrt{_a\mathrm{\Phi }_i^a\mathrm{\Phi }_i^a}`$, the length of the $`SO(5)`$ vector), which can be made arbitrarily large by taking the scalar expectation values $`\mathrm{\Phi }_i^a`$ to be huge. In the realization via M5 branes, with separations $`\mathrm{\Phi }_i^a`$ in the 11d bulk, these strings come from M2 branes which stretch between the M5 branes. Upon $`S^1`$ compactification, the W-bosons of $`G`$ come from these strings wrapped on $`S^1`$ .
However, no matter how far the vacuum is from the origin of the moduli space, there are effects associated with the interacting theory at the origin which can not decouple from the low energy theory. The reason is that the interacting theory at the origin generally has a non-trivial ’t Hooft anomaly associated with the global $`SO(5)_R`$ symmetry. This anomaly differs from that of the $`r`$ tensor multiplets comprising the massless spectrum away from the origin. We will argue that a Wess-Zumino term must be present in the low energy theory to account for what would otherwise be a deficit in the ’t Hooft anomaly.
As mentioned above, everything which is presently known about the interacting, 6d, $`𝒩=(2,0)`$ field theory has been obtained from string theory. (A hope is that it will eventually be understood how to properly formulate these theories, and recover the properties predicted via string theory, directly in the context of some sort of quantum field theory.) In particular, the non-trivial $`SO(5)_R`$ ’t Hooft anomaly mentioned above was found in in the context of 11d $`M`$ theory, which gave the anomaly for the case $`G=SU(N)`$, realized as $`N`$ parallel M5 branes. The interesting anomaly coefficient for the $`G=SU(N)`$ case was found to be $`c(SU(N))=N^3N`$. The generalization for the $`G=SO(2N)`$ and $`G=E_{6,7,8}`$ cases has not yet appeared in the literature.
In the next section, we discuss anomaly matching and the Hopf-Wess-Zumino term which it requires. In particular, the coefficient of this term is the difference between the anomaly $`c(G)`$ of the interacting theory at the origin and that of the low energy theory away from the origin. Nontrivial maps in $`\pi _7(S^4)`$ imply a non-trivial quantization condition on the WZ term (which is related to the Hopf invariant of the map) and, consequently, on the anomaly: $`c(G)6\text{}`$. Skyrmionic strings associated with $`\pi _4(S^4)`$ are also discussed, and it is proposed that they are the $`W`$-boson strings.
In sect. 3, we briefly discuss 4d $`𝒩=4`$ theories, ’t Hooft anomaly matching, and the WZ term thus required in the low-energy theory when away from the origin. In this case, the WZ term can be derived by a standard \[1,,3\] 1-loop calculation . We also review some math facts concerning the Hopf invariant and map.
In sect. 4, we review how the $`N^3`$ dependence of the entropy and Weyl anomaly, which is related by supersymmetry to the $`SO(5)_R`$ anomaly $`c(SU(N))`$, was originally found \[14,,15\], via $`M`$ theory on $`AdS_7\times S^4`$. We generalize this argument to $`M`$ theory on $`AdS_7\times X_4`$ for general Einstein space $`X_4`$, finding the anomaly (in the large $`N`$ limit) $`c(N;X_4)=N^3/`$vol$`(\widehat{X}_4)^2`$. This argument shows that the anomaly for the $`𝒩=(2,0)`$ theory associated with $`G=SO(2N)`$ is $`c(SO(2N))=4N^3+`$ terms lower order in large $`N`$.
In sect. 5, we discuss how the needed WZ term of the $`𝒩=(2,0)`$ theory indeed arises in the world-volume of a M5 brane, which probes $`N`$ distant M5 branes.
In sect. 6, we discuss anomaly matching and a Hopf-WZ term in the 2d $`𝒩=(0,4)`$ CFT which arises in the world-volume of strings in 5d. This occurs via M theory on a Calabi-Yau three-fold, with the 5d the uncompactified directions and the strings coming from M5 branes wrapped on a 4-cycle of the Calabi-Yau. As will be discussed, perhaps the story of this section is a fantasy, since there is no moduli space in 2d.
One might expect that, in the context of field theory, it would be possible to derive directly the Wess-Zumino term, by some analog of the 1-loop computation of \[1,,3\] for integrating out some massive degrees of freedom. Turning around our anomaly matching discussion, this would give a derivation of the anomaly of the interacting theory at the origin; e.g. the result of could be re-derived and checked directly in the context of field theory, without having to invoke M-theory. A hope is that these issues could lead to a better understanding of the interacting 6d $`𝒩=(2,0)`$ field theory. In sect. 7, we speculate on deriving the WZ term via integrating out tensionful strings and on a possible formula for the ’t Hooft anomaly for general $`G=A,D,E`$ type $`𝒩=(2,0)`$ theories: $`c(G)=|G|C_2(G)`$.
2. Six dimensional, $`𝒩=(2,0)`$ effective field theory
The $`𝒩=(2,0)`$ theory associated with arbitrary group $`G`$ is expected to have an anomaly of the following general form when coupled to a background $`SO(5)_R`$ gauge field 1-form $`A`$, and in a general gravitational background:
$$I_8(G)=r(G)I_8(1)+c(G)p_2(F)/24,$$
where $`p_i`$ are the Pontryagin classes for the background $`SO(5)_R`$ field strength $`F`$,
$$p_1(F)=\frac{1}{2}(\frac{i}{2\pi })^2\mathrm{tr}F^2,p_2(F)=\frac{1}{8}(\frac{i}{2\pi })^4((\mathrm{tr}F^2)(\mathrm{tr}F^2)2\mathrm{tr}F^4).$$
(Writing the Chern roots of $`F/2\pi `$ as $`\lambda _1`$ and $`\lambda _2`$, $`p_1=\lambda _1^2+\lambda _2^2`$ and $`p_2=\lambda _1^2\lambda _2^2`$.) $`I_8`$ is the anomaly polynomial 8-form, which gives the anomaly by the descent formalism: $`I_8=dI_7^{(0)}`$, $`\delta I_7^{(0)}=dI_6^{(1)}`$, with $`I_6^{(1)}`$ the anomalous variation of the Lagrangian under a gauge variation $`\delta `$. $`I_8(1)`$ is the anomaly polynomial for a single, free, $`𝒩=(2,0)`$ supermultiplet \[16,,17\]: $`I_8(1)=(p_2(F)p_2(R)+\frac{1}{4}(p_1(R)p_1(F))^2)/48`$. The gravitational anomalies, associated with any non-trivial curvature $`R`$, appear only in $`I_8(1)`$. In (2.1), $`r(G)`$ is the rank of the group $`G`$ associated with the $`𝒩=(2,0)`$ theory and the quantity $`c(G)`$, which we refer to as the ’t Hooft anomaly of the $`SO(5)_R`$ flavor symmetry, also depends on $`G`$. The anomaly (2.1) was found via $`M`$ theory in , for the case $`G=SU(N)`$, with the result that $`c(SU(N))=N^3N`$. The analog for for other $`G`$ has not yet appeared in the literature.
The $`SO(5)_R`$ current is in the same supermultiplet as the stress-tensor, and thus the ’t Hooft anomaly $`c(G)`$ also enters in a term in the Weyl anomaly. The entropy of the $`𝒩=(2,0)`$ theory at finite temperature is also proportional to $`c(G)`$. Indeed, the $`N^3`$ behavior of $`c(G=SU(N))`$ was first discovered in these two ways, in the context of $`N`$ M5 branes in 11d SUGRA \[14,,15\]. Viewing $`c(G)`$ as a $`c`$-function, it should decrease in RG flows to the IR. E.g. compactifying the 6d theory and flowing in the IR to 4d $`𝒩=4`$, this suggests that in all cases $`c_{UV}=c(G)>c_{IR}=|G|`$dim$`(G)`$.
The result (2.1) gives the anomaly at the origin, where the $`SO(5)_R`$ global symmetry is unbroken. Away from the origin, $`SO(5)_R`$ is spontaneously broken. Nevertheless, we argue that the ’t Hooft anomaly of (2.1) must be reproduced everywhere on the moduli space of vacua. The argument for ’t Hooft anomaly matching is same as the original argument of ’t Hooft in 4d : we could imagine adding spectator<sup>1</sup> In the context of M5 branes, the role of these “spectators” is played by contributions from the 11d bulk: the anomaly inflow and the Chern-Simons term contributions of \[19,,12\]. fields, which remain decoupled from the rest of the dynamics, to cancel<sup>2</sup> In 6d, conjugate group representations contribute to the anomaly polynomial $`I_8`$ with the same sign. Massless fermions of chiralities $`(\frac{1}{2},0)`$ and $`(0,\frac{1}{2})`$ under the $`SO(4)SU(2)\times SU(2)`$ little group contribute with opposite signs. the anomalies, allowing the global symmetry to be weakly gauged. The Ward identities of the symmetry must then always be satisfied. Thus, subtracting the constant contribution of the spectators, the anomalous Ward identities of the original theory must be independent of any deformations, including the scalar expectation values. Away from the origin, a Wess-Zumino term, with specific coefficient, is needed to ensure that this is the case.
For simplicity, we consider the case that the scalar vacuum expectation values are chosen to be $`\mathrm{\Phi }_i^a=\varphi ^a(T)_{ii}`$, where $`(T)_{ii}`$ are the diagonal components of a generator of the Cartan of $`G`$ whose little group is $`H\times U(1)G`$. The massless spectrum for $`\varphi ^a0`$ is that of the $`𝒩=(2,0)`$ CFT associated with $`H`$, along with a single additional $`𝒩=(2,0)`$ multiplet associated with the $`U(1)`$. The $`\varphi ^a`$ are the scalars in the $`𝒩=(2,0)`$ supermultiplet associated with this $`U(1)`$. Naively, for energy $`E\sqrt{|\varphi |}(\varphi ^a\varphi ^a)^{1/4}`$, the $`H`$ and $`U(1)`$ theories are decoupled and the $`𝒩=(2,0)`$ multiplet associated with the $`U(1)`$ is free.
However, the $`U(1)`$ multiplet of the theory on the Coulomb branch is actually never really free: it must always include a WZ interaction term. The WZ term is needed to compensate for what would otherwise be a difference in the ’t Hooft anomaly (2.1) between the $`G`$ theory at the origin and the massless $`H\times U(1)`$ $`𝒩=(2,0)`$ theory for $`|\varphi |0`$:
$$I_8(G)I_8(H\times U(1))=\frac{1}{24}(c(G)c(H))p_2(F).$$
For $`\varphi ^a0`$, the global $`SO(5)_R`$ symmetry is broken to $`SO(4)_R`$ and the configuration space, for fixed non-zero<sup>3</sup> Although there is no potential which requires $`\varphi ^a0`$, it is a modulus labeling superselection sectors, so we can always choose this to be the case by our choice of boundary conditions at infinity. The requirement that $`|\varphi |`$ be fixed is not essential: we only need $`_cS^4`$ topologically, and requiring $`\varphi ^a0`$ is enough. $`|\varphi |`$, is $`_c=SO(5)/SO(4)=S^4`$, with coordinates $`\widehat{\varphi }^a\varphi ^a/|\varphi |`$, $`a=1\mathrm{}5`$. The needed Wess Zumino term is given by the following term in the action
$$S_{WZ}=\frac{1}{6}(c(G)c(H))_{\mathrm{\Sigma }_7}\mathrm{\Omega }_3(\widehat{\varphi },A)d\mathrm{\Omega }_3(\widehat{\varphi },A)+\mathrm{},$$
where $`\mathrm{}`$ are terms related by supersymmetry. $`\mathrm{\Sigma }_7`$ is a 7 dimensional space, whose boundary is the 6d spacetime $`W_6`$ of the $`𝒩=(2,0)`$ field theory, $`\mathrm{\Sigma }_7=W_6`$ (e.g. $`\mathrm{\Sigma }_7`$ could be $`AdS_7`$). $`\mathrm{\Omega }_3(\widehat{\varphi },A)`$ is a 3-form which is defined as follows. Consider the 4-form
$$\begin{array}{cc}\hfill \eta _4(\widehat{\varphi },A)& \frac{1}{2}e_4^\mathrm{\Sigma }\frac{1}{64\pi ^2}ϵ_{a_1\mathrm{}a_5}[(D_{i_1}\widehat{\varphi })^{a_1}(D_{i_2}\widehat{\varphi })^{a_2}(D_{i_3}\widehat{\varphi })^{a_3}(D_{i_4}\widehat{\varphi })^{a_4}\hfill \\ & 2F_{i_1i_2}^{a_1a_2}(D_{i_3}\widehat{\varphi })^{a_3}(D_{i_4}\widehat{\varphi })^{a_4}+F_{i_1i_2}^{a_1a_2}F_{i_3i_4}^{a_3a_4}]\widehat{\varphi }^{a_5}dx^{i^1}\mathrm{}dx^{i_4},\hfill \end{array}$$
with $`(D_i\varphi )^a_i\varphi ^aA_i^{ab}\varphi ^b`$ the covariant derivative of $`\varphi ^a`$, involving the background $`SO(5)_R`$ gauge field $`A_i^{ab}=A_i^{ba}`$, with $`a,b\mathrm{𝟓}`$ of $`SO(5)_R`$ ($`F_{ij}^{ab}`$ is its field strength). The $`x^i`$ are the coordinates on $`\mathrm{\Sigma }_7`$. In (2.1), $`e_4^\mathrm{\Sigma }\widehat{\varphi }^{}(e_4)`$ is the pullback to $`\mathrm{\Sigma }_7`$, via<sup>4</sup> Note that to construct the WZ term requires extending $`\widehat{\varphi }`$: $`W_6S^4`$ to $`\widehat{\varphi }`$: $`\mathrm{\Sigma }_7S^4`$, which can have an obstruction if the original $`\widehat{\varphi }`$ is in the non-trivial component of $`\pi _6(S^4)=\text{}_2`$. $`\widehat{\varphi }:\mathrm{\Sigma }_7S^4`$, of the global, angular, Euler class 4-form $`e_4`$ which also entered in . The $`\eta _4`$ in (2.1) is normalized so that $`\eta _4(\widehat{\varphi },A=0)=\widehat{\varphi }^{}(\omega _4)`$, the pullback of the $`S^4`$ unit volume form, $`_{S_4}\omega _4=1`$. The form (2.1) is closed and, because we take $`\mathrm{\Sigma }_7`$ such that $`H^4(\mathrm{\Sigma }_7)`$ is trivial, it must be exact, $`\eta _4(\widehat{\varphi },A)=d\mathrm{\Omega }_3(\widehat{\varphi },A)`$. This defines the $`\mathrm{\Omega }_3`$ appearing in (2.1).
The Wess-Zumino term (2.1) has the desired non-trivial gauge variation under $`SO(5)_R`$ gauge transformations. To see this, we note that eqn. (2.7) in implies that
$$d\mathrm{\Omega }_3d\mathrm{\Omega }_3\frac{1}{4}e_4^\mathrm{\Sigma }e_4^\mathrm{\Sigma }=\frac{1}{4}p_2(F)+d\chi ,$$
where $`\chi `$ is invariant under $`SO(5)_R`$ gauge transformations. Writing the left hand side as $`d(\mathrm{\Omega }_3d\mathrm{\Omega }_3)`$ and $`p_2(F)=dp_2^{(0)}(A)`$, the $`SO(5)_R`$ gauge variation of (2.1) implies that
$$\delta _{\mathrm{\Sigma }_7}\mathrm{\Omega }_3d\mathrm{\Omega }_3=\frac{1}{4}_{\mathrm{\Sigma }_7}\delta p_2^{(0)}(A)=\frac{1}{4}_{W_6}p_2^{(1)}(A),$$
where $`p_2^{(1)}(A)`$ is the anomaly 6-form found by descent, $`\delta p_2^{(0)}=dp_2^{(1)}`$. Note that the $`\varphi `$ dependence in $`\mathrm{\Omega }_3(\widehat{\varphi },A)`$ has dropped out in the gauge variation (2.1). Using (2.1), the $`SO(5)_R`$ gauge variation of the WZ term (2.1) indeed compensates for the deficit (2.1).
As an example, consider $`G=SU(N+1)`$ and $`H=SU(N)`$. Using the result of that $`c(G)=(N+1)^3(N+1)`$ and $`c(H)=N^3N`$, the Wess-Zumino term (2.1) is
$$\frac{1}{2}N(N+1)_{\mathrm{\Sigma }_7}\mathrm{\Omega }_3(\widehat{\varphi },A)d\mathrm{\Omega }_3(\widehat{\varphi },A).$$
This Wess-Zumino term must be present in the world-volume of a M5 brane, when in the background of $`N`$ other M5 branes, and thus for a M5 brane in $`AdS_7\times S^4`$.
By a general analysis<sup>5</sup> I thank E. D’Hoker for pointing this out to me and for related correspondences. , WZ terms are generally of the form $`_{\mathrm{\Sigma }_{d+1}}\widehat{\varphi }^{}(\omega _{d+1})`$, with $`\omega _{d+1}H^{d+1}(_c,\text{})`$. However, our WZ term (2.1) is not of this form, as $`\mathrm{\Omega }_3d\mathrm{\Omega }_3\widehat{\varphi }^{}(\omega _7)`$. Indeed, here $`_c=SO(5)/SO(4)S^4`$, and obviously $`H^7(S^4,\text{})=0`$; nevertheless, even for $`A=0`$, (2.1) is non-zero. An aspect of the present case, which sets it apart from the general analysis of , is mentioned at the end of this section.
The 7-form $`\mathrm{\Omega }_3d\mathrm{\Omega }_3`$ in (2.1) is not exact, so the ambiguity in the choice of $`\mathrm{\Sigma }_7`$ is non-trivial. The difference between choosing $`\mathrm{\Sigma }_7`$ and $`\mathrm{\Sigma }_7^{}`$, both with boundary $`W_6`$, is the integral over $`\mathrm{\Sigma }_7\mathrm{\Sigma }_7^{}S^7`$
$$\frac{1}{6}(c(G)c(H))_{S^7}\mathrm{\Omega }_3(\widehat{\varphi },A)d\mathrm{\Omega }_3(\widehat{\varphi },A).$$
This can be non-trivial. Indeed, e.g. for zero background $`SO(5)_R`$ field, $`A=0`$, the integral in (2.1) gives the Hopf number of the map $`\widehat{\varphi }^a:S^7S^4`$, which can be an arbitrary integer, corresponding to $`\pi _7(S^4)=\text{}+\text{}_{12}`$. The coefficient of (2.1) thus must be quantized in order for $`e^{2\pi iS}`$ to be well-defined and invariant under the choice of $`\mathrm{\Sigma }_7`$:
$$\frac{1}{6}(c(G)c(H))\text{}.$$
To have (2.1) hold for arbitrary $`ADE`$ groups $`G`$ and subgroups $`H`$ requires
$$\frac{1}{6}c(G)\text{}$$
for all $`ADE`$ groups $`G`$. Happily, (2.1) is indeed satisfied by $`c(G=SU(N))=N^3N`$.
We also note that there are topologically stable, solitonic “skyrmion” field configurations in the theory with non-zero $`|\varphi |`$. In $`d`$ spacetime dimensions, a $`p`$-brane skyrmion is a field configuration $`\widehat{\varphi }^a(X_t)`$ which only depends on the $`dp1`$ space coordinates of $`X_t`$, the space transverse to the $`p`$-brane worldvolume. In order for this to be a finite-energy configuration, $`\widehat{\varphi }^a`$ must approach a constant value when the coordinates of $`X_t`$ are taken to infinity. Such field configurations are thus topologically classified by $`\pi _{dp1}(_c)`$. In the present case, $`\pi _4(S^4)=\text{}`$ means that there are non-trivial $`p=1`$ branes in $`d=6`$, i.e. there are skyrmionic strings. (There are also $`\text{}_2`$ particles since $`\pi _5(S^4)=\text{}_2`$.) The topological charge density for the skyrmionic strings is $`\eta _4`$, defined as in (2.1): the string number is $`N_s=_{X_t}\eta _4`$. The WZ term means that there is a Goldstone-Wilczek contribution \[1,,2\] to the $`SO(5)_R`$ flavor current, which can give the skyrmions $`SO(5)_R`$ charges.
We propose that these skyrmionic strings are actually the “W-boson” BPS strings mentioned in the introduction. (Other works, including \[22,,23\], have briefly considered solitonic strings in the M5 brane theory, but not specifically the $`\pi _4(S^4)`$ skyrmionic solitons.) In line with this proposal, the skyrmionic string density $`\eta _4`$ should act as electric and magnetic flux sources for the $`H_3`$ in the $`U(1)`$ $`𝒩=(2,0)`$ multiplet:
$$dH_3=J_{mag}=\alpha _m\eta _4,dH_3=J_{elec}=\alpha _e\eta _4$$
for some non-zero constants $`\alpha _{m,e}`$. The $`H_3`$ in (2.1) is not self-dual, rather it is related to a self-dual tensor $`h_3`$ by a non-linear transformation , so $`\alpha _e`$ and $`\alpha _m`$ need not be equal. The electric relation in (2.1) means there is an interaction
$$S_{sky}=\alpha _e_{W_6}B_2\eta _4=\alpha _e_{W_6}𝑑B_2\mathrm{\Omega }_3(\widehat{\varphi },A).$$
Given that the skyrmionic string is charged under $`H_3`$ as outlined above, it follows from completely general considerations that the supersymmetry algebra has central term $`Z=|Q\varphi |`$, and the tension of such a string satisfies $`T|Q\varphi |`$. Here $`QN_s`$, with $`N_s`$ the $`\pi _4(S^4)`$ topological string number, $`N_s=_{X_t}\eta `$. For each $`N_s`$ charge, there is a BPS field configuration $`\widehat{\varphi }^a`$ which minimizes the energy, satisfying $`T=|Q\varphi |`$. It is these BPS skyrmionic string solitons which should be identified with the BPS W-boson strings.
In the particular context of $`N`$ M5 branes, corresponding to the $`G=SU(N)`$ $`𝒩=(2,0)`$ theories, the magnetic relation in (2.1) and the coupling (2.1) have already appeared in , though the interpretation of these relations in terms of the $`\pi _4(S^4)`$ skyrmionic strings was not discussed there. The argument of for the magnetic relation in (2.1) involves accounting for the fact that M5-branes act as $`G_4`$ sources; this is also related to the analysis and results of \[19,,12\], and is further discussed in sect. 5.
The argument of for the coupling (2.1), which immediately generalizes to general $`𝒩=(2,0)`$ $`GH\times U(1)`$ Coulomb branch Higgsing, is as follows (see also \[25,,13\]): consider $`S^1`$ reducing to 5d, where the theory is ordinary Yang-Mills and is IR free. The 5d $`U(1)`$ gauge field in the Higgsing $`GH\times U(1)`$ arises from $`B_{\mu 6}`$ in 6d. The coupling (2.1) then arises by a standard type of 1-loop calculation, much as in \[1,,3\], with the $`n_W=|G||H|1`$ massive gauginos running in the loop. Taking care with the normalization, we get (2.1) with $`\alpha _e=\frac{1}{4}n_W`$. E.g. for $`G=SU(N+1)`$ and $`H=SU(N)`$, the term (2.1) is generated with coefficient $`\frac{1}{2}N`$. The constant $`\alpha _m`$ in (2.1) is more difficult to determine.
We can also consider $`S^1`$ dimensional reduction of the relations (2.1), using $`H_3H_3+F_2dx_6`$ and $`\eta _4\eta _4`$, where now, using (2.1), $`\eta _4`$ has no $`dx_6`$ component because we take $`\widehat{\varphi }`$ to be independent of $`x_6S^1`$ in dimensional reduction. Then (2.1) gives $`dH_3=\alpha _m\eta _4`$, $`dF_2=0`$, $`dH_3=0`$, and $`dF_2=\alpha _e\eta _4`$ (now $``$ acts in the uncompactified 5d). The $`F_2`$ equations show that there are no magnetic charges in 5d, and that the $`\pi _4(_c=S^4)`$ skyrmions are electrically charged particles in 5d which, since $`\alpha _e=\frac{1}{4}n_W`$, can be identified with the $`n_W`$ electrically charge $`W`$-bosons. Naively, one might identify $`H_3`$ as $`F_2`$, making the $`H_3`$ equations repeats of the $`F_2`$ equations and suggesting that $`\alpha _m`$ be identified with $`\alpha _e`$. However, as inherited from 6d where $`H_3`$ is not simply self-dual, the 5d $`H_3`$ and $`F_2`$ are not simply equal. This again makes $`\alpha _m`$ more difficult to determine.
We emphasize that, unlike the term (2.1), it does not seem possible (at least in any obvious way) to get our 6d Hopf-Wess-Zumino term (2.1) by a direct calculation in the dimensionally reduced 5d gauge theory. Indeed, upon $`S^1`$ dimensional reduction, the term (2.1) actually vanishes (unless the Kaluza-Klein $`S^1`$ momentum modes are included) since, for $`\widehat{\varphi }`$ independent of $`x_6`$, (2.1) shows that $`\eta _4`$, and thus also $`\mathrm{\Omega }_3`$, have no $`dx_6`$ component. It could have been anticipated that the 6d WZ term (2.1) would be difficult to obtain by dimensional reduction because (unlike (2.1)) its coefficient is not simply $`n_W`$; e.g. in (2.1) the coefficient is proportional to $`N(N+1)`$ rather than just $`n_WN`$.
Here is a possible insight into the origin of the 6d WZ term (2.1): in direct analogy with the discussion in , the action of an electric current in a magnetic background is $`_{\mathrm{\Sigma }_7}H_3J_{elec}`$, again with $`\mathrm{\Sigma }_7=W_6`$. Solving (2.1) for $`H_3`$ as
$$H_3=dB_2+\alpha _m\mathrm{\Omega }_3(\widehat{\varphi },A),$$
with $`\eta _4=d\mathrm{\Omega }_3`$, and plugging in $`J_{elec}`$ from (2.1), this gives the action
$$_{\mathrm{\Sigma }_7}\alpha _e(dB_2+\alpha _m\mathrm{\Omega }_3)d\mathrm{\Omega }_3.$$
The first term in (2.1) gives the coupling (2.1) and the second term gives the WZ term (2.1), with the right coefficient (assuming that the WZ term indeed arises entirely from (2.1)) provided that $`\frac{1}{6}(c(G)c(H))=\alpha _e\alpha _m=\frac{1}{4}n_W\alpha _m`$. In this light, (2.1) is simply Dirac quantization. Note that, in $`\mathrm{\Sigma }_7`$, $`\eta _4`$ becomes a density for skyrmionic membranes, whose ends on $`\mathrm{\Sigma }_7=W_6`$ are the skyrmionic strings of $`W_6`$ discussed above. In the M5 brane realization, these are like skyrmionic M2 branes living, e.g. in $`\mathrm{\Sigma }_7=AdS_7`$. The WZ term is proportional to $`_{\mathrm{\Sigma }_7}\mathrm{\Omega }_3d\mathrm{\Omega }_3`$, which measures membrane winding number in $`\mathrm{\Sigma }_7`$.
Lastly, we tie up a loose end: our definition of $`\mathrm{\Omega }_3`$, via $`\eta _4=d\mathrm{\Omega }_3`$, only defines $`\mathrm{\Omega }_3`$ up to exact forms, $`\mathrm{\Omega }_3\mathrm{\Omega }_3+d\mathrm{\Lambda }_2`$. Under such a change, (2.1) changes by
$$S_{WZ}S_{WZ}\frac{1}{6}(c(G)c(H))_{W_6}𝑑\mathrm{\Lambda }_2\mathrm{\Omega }_3;$$
this freedom must somehow be fixed in order for the effective action to be well-defined<sup>6</sup> I thank E. Witten for correspondences, which stressed the need to fix this issue and suggested the following discussion.. Noting that the physical quantity $`H_3`$ must also be well-defined, (2.1) shows that the change $`\mathrm{\Omega }_3\mathrm{\Omega }_3+d\mathrm{\Lambda }_2`$ requires a compensating shift $`B_2B_2\alpha _m\mathrm{\Lambda }_2`$. (In the M5-brane realization, to be discussed in sect. 5, this is the freedom of $`C_3`$ gauge transformations.) If the WZ term arises from (2.1), it is unchanged by this combined shift of $`\mathrm{\Omega }_3`$ and $`B_2`$, with the change in (2.1) under $`B_2B_2\alpha _m\mathrm{\Lambda }_2`$ cancelling (2.1). Alternatively, we can simply use (2.1) to define $`\mathrm{\Omega }_3`$ on $`W_6`$ as $`\alpha _m^1H_3`$. The remaining ambiguity on $`\mathrm{\Sigma }_7`$ of taking $`\mathrm{\Omega }_3\mathrm{\Omega }_3+d\mathrm{\Lambda }_2`$, with $`d\mathrm{\Lambda }_2|_{W_6}=0`$, is harmless in (2.1). In short, our WZ term (2.1) needs $`B_2`$ to be well-defined, an aspect which sets it apart from the general analysis of .
3. Miscellaneous Notes
3.1. The WZ Term of 4d $`𝒩=4`$ Theories
A completely analogous relation between ’t Hooft anomaly matching and a WZ term holds in the 4d $`𝒩=4`$ theory. The $`𝒩=4`$ theory has a global $`SU(4)_RSO(6)_R`$ flavor symmetry, with ’t Hooft anomaly $`\mathrm{tr}SU(4)_R^3=|G|`$, i.e. in a background $`SU(4)_R`$ gauge field $`A_B`$, with field strength $`F_B`$, there is an anomaly determined via descent from
$$I_6(G)=\frac{|G|}{6}(\frac{i}{2\pi })^3\mathrm{tr}F_B^3,$$
with $`|G|`$ the dimension of the gauge group $`G`$. This anomaly comes from the $`|G|`$ gauginos in the $`\mathrm{𝟒}`$ of $`SU(4)_R`$ and is not renormalized.
Consider now moving away from the origin of the moduli space via $`\mathrm{\Phi }^a=\varphi ^aT`$, with $`T`$ a generator of the Cartan of $`G`$, with little group $`H\times U(1)G`$. Here $`a\mathrm{𝟔}`$ of $`SU(4)_R`$ and taking $`\varphi ^a0`$ breaks the gauge symmetry $`GH\times U(1)`$ and the flavor symmetry $`SU(4)SO(5)`$. For fixed $`|\varphi |\sqrt{\varphi ^a\varphi ^a}`$, the configuration space is $`_c=SU(4)/SO(5)S^5`$. The massless spectrum is that of the $`𝒩=4`$ theory with decoupled groups $`H\times U(1)`$ and, for energies $`E|\varphi |`$, one might be tempted to forget about the effects of the $`n_W=|G||H|1`$, ultra-massive, $`G/H\times U(1)`$ gauge field multiplets. However, the $`n_W`$ gauginos in these multiplets contributed to the anomaly (3.1); without them there is a deficit in (3.1) of $`I_6(G)I_6(H)I_6(U(1))=\frac{1}{6}n_W(\frac{i}{2\pi })^3\mathrm{tr}F_B^3`$. This deficit must be accounted for by a Wess-Zumino term in the low energy theory.
The WZ term thus required in the low-energy theory is
$$\frac{1}{2}n_W\mathrm{\Gamma }[\widehat{\varphi },A_B]+\text{superpartners},$$
where $`\mathrm{\Gamma }[\widehat{\varphi },A_B]`$ is conventionally written as $`\mathrm{\Gamma }[\widehat{\varphi },A_B]=\mathrm{\Gamma }[\widehat{\varphi }]+Z[\widehat{\varphi },A_B]/48\pi ^2`$ with
$$\mathrm{\Gamma }[\widehat{\varphi }]=\frac{1}{240\pi ^2}_{\mathrm{\Sigma }_5}ϵ_{a_1\mathrm{}a_6}_{i_1}\widehat{\varphi }^{a_1}\mathrm{}_{i_5}\widehat{\varphi }^{a_5}\widehat{\varphi }^{a_6}dx^{i_1}\mathrm{}dx^{i_5},$$
where $`\mathrm{\Sigma }_5=W_4`$. $`\mathrm{\Gamma }[\widehat{\varphi },A]=\frac{1}{2}_{\mathrm{\Sigma }_5}\widehat{\varphi }^{}(e_5)`$, with $`e_5`$ the $`S^5`$ global, angular, Euler class form in the appendix of , normalized so that $`\frac{1}{2}e_5(A=0)=\omega _5`$, the unit $`S^5`$ volume form. (Since $`\pi _4(S^5)=0`$, there is no obstruction to extending $`\widehat{\varphi }:W_4S^5`$ to $`\widehat{\varphi }:\mathrm{\Sigma }_5S^5`$.) Corresponding to (3.1), there is an induced Goldstone-Wilczek current
$$j_{a_1a_2}^\mu =\frac{1}{2}n_W\frac{1}{24\pi ^2}ϵ^{\mu \nu \rho \sigma }ϵ_{a_1a_2\mathrm{}a_6}_\nu \widehat{\varphi }^{a_3}_\rho \widehat{\varphi }^{a_4}_\sigma \widehat{\varphi }^{a_5}\widehat{\varphi }^{a_6}.$$
The same $`\mathrm{\Gamma }[\widehat{\varphi },A_B]`$ appeared in in the context of $`𝒩=1`$ SUSY QCD with $`N_f=N_c=2`$, as in both cases there is a $`SU(4)`$ flavor symmetry with order parameter in the $`\mathrm{𝟔}`$ of constant magnitude. As shown in , the $`SU(4)`$ variation of $`\mathrm{\Gamma }[\widehat{\varphi },A_B]`$ contributes to the $`SU(4)^3`$ flavor ’t Hooft anomalies the same as with two fermions in the $`\mathrm{𝟒}`$ of $`SU(4)`$. Thus, with the coefficient of the WZ term as in (3.1), it properly accounts for the contribution to the ’t Hooft anomaly of the $`n_W`$ gauginos, in the $`\mathrm{𝟒}`$ of $`SU(4)`$, which got a mass via Yukawa couplings to $`\varphi `$ in the Higgsing $`GH\times U(1)`$. The fact that integrating out the $`n_W`$ massive fermions actually does generate precisely the WZ term (3.1) follows from the standard 1-loop calculation of the type appearing in \[1,,3\]. See, in particular, .
Because the WZ 5-form term in $`\mathrm{\Gamma }[\widehat{\varphi },A_B]`$ is not exact, there is a quantization condition on its coefficient (3.1) in order to have $`e^{2\pi iS}`$ be invariant under $`\mathrm{\Sigma }_5\mathrm{\Sigma }_5^{}`$ with $`\mathrm{\Sigma }_5^{}=\mathrm{\Sigma }_5=W_4`$. The difference involves the 5-form of (3.1) integrated over $`\mathrm{\Sigma }_5^{}\mathrm{\Sigma }_5S^5`$, which is an arbitrary integer associated with $`\pi _5(_c=S^5)=\text{}`$. The quantization condition is thus
$$\frac{1}{2}n_W\frac{1}{2}(|G||H|1)\text{}.$$
Fortunately, this is indeed satisfied for arbitrary group $`G`$, with subgroup $`H\times U(1)`$ obtained via adjoint Higgsing. Since all $`\pi _{3p}(_c=S^5)=0`$, now there are no $`p`$-brane skyrmions.
The 4d WZ term (3.1) is related to the dimensional reduction of (2.1), not the 6d WZ term (2.1). Again, the dimensional reduction of the 6d WZ term vanishes.
3.2. Some math notes on the Hopf invariant
We now summarize some facts which can be found e.g. in . The Hopf invariant $`H(f)`$ of a mapping $`f:S^{2n1}S^n`$ is an integer which can be defined as the winding coefficient of curves $`f^{}(a)`$ and $`f^{}(b)`$ in $`S^{2n1}`$ for distinct $`a`$ and $`b`$ in $`S^n`$; $`f^{}(a)`$ is the $`(n1)`$ dimensional curve in $`S^{2n1}`$ which is mapped by $`f`$ to a point $`aS^n`$. $`H(f)`$ can be written as an integral over $`S^{2n1}`$ as follows: consider the pullback $`f^{}(\omega _n)`$, where $`\omega _n`$ is the unit volume form of $`S^n`$, $`_{S^n}\omega _n=1`$. The form $`f^{}(\omega _n)`$ is closed and, as $`H^n(S^{2n1})`$ is trivial, must be exact, $`f^{}(\omega _n)=d\theta _{n1}`$. The Hopf invariant can be written as
$$H(f)=_{S^{2n1}}\theta _{n1}d\theta _{n1}.$$
Clearly, $`H(f)=0`$ for $`n`$ odd. For $`n=2k`$ even, $`H(f)\text{}`$, taking all integer values for various maps $`f`$. Thus $`\pi _{4k1}(S^{2k})`$ is at least . E.g. $`\pi _3(S^2)=\text{}`$ and $`\pi _4(S^7)=\text{}\text{}_{12}`$.
The basic map $`S^3S^2`$ with Hopf number 1 is given by writing $`S^3`$ as $`(z_1,z_2)`$, with $`z_i𝐂`$ and $`|z_1|^2+|z_2|^2=1`$, and writing $`S^2`$ as $`CP^1`$, i.e. $`[z_1,z_2]`$ with $`z_i𝐂^{}`$ and $`[z_1,z_2][\lambda z_1,\lambda z_2]`$ for arbitrary $`\lambda 𝐂^{}`$. The map is then simply $`f:(z_1,z_2)[z_1,z_2]`$. The map with Hopf number 1 for $`S^7S^4`$ is exactly the same as that above, with the simple replacement that $`z_i`$ and $`\lambda `$ now take values in the quaternionic rather than the complex numbers.
4. Getting the $`N^3`$ via gravity and the $`G=SO(2N)`$ case via an orbifold
We now review how $`cN^3`$ appears via 11d sugra, generalizing to $`M`$ theory on $`AdS_7\times X_4`$, where $`X_4`$ is a general, compact, Einstein space. The anomaly coefficient $`c`$ arises as the coefficient of a Chern-Simons term in $`AdS_7`$. This term is related by supersymmetry to the coefficient of the 7d Einstein-Hilbert action in $`AdS_7`$. It thus follows that
$$c=\frac{L^5}{G_7},$$
where $`G_7`$ is the 7d Newtons constant, and the powers of $`L`$, which is the horizon size of $`AdS_7`$ (related to the size of the negative cosmological constant), are determined by dimensional analysis; for simplicity, we will everywhere drop universal constants (factors of 2 and $`\pi `$). The entropy and Weyl anomaly are also proportional to (4.1).
By the dimensional reduction from 11d SUGRA or M theory on compact space $`X_4`$, $`G_7^1=`$vol$`(X_4)/l_P^9`$, with $`l_P`$ the 11d Planck length. We thus write (4.1) as
$$c=\mathrm{vol}(\widehat{X}_4)\frac{L^9}{l_P^9},$$
where vol($`\widehat{X}_4`$) is the dimensionless volume of $`X_4`$ measured in units of $`L`$ (normalized so that vol$`(\widehat{X}_4)=1`$ for $`X_4=S^4`$ of radius $`L`$). The $`G_4`$ flux quantization condition gives
$$_{X_4}G_4=L^3\mathrm{vol}(\widehat{X}_4)=Nl_P^3,$$
so (4.1) leads to the general result
$$c=\frac{N^3}{(\mathrm{vol}(\widehat{X}_4))^2}+\text{lower order in }N.$$
In particular, for orbifolds $`X_4=S^4/\mathrm{\Gamma }`$, (4.1) gives
$$c=N^3|\mathrm{\Gamma }|^2+\text{lower order in }N,$$
in the normalization where $`c=N^3`$ (plus lower order) for the $`𝒩=(2,0)`$ theory with $`G=SU(N)`$, corresponding to $`X_4=S^4`$. This argument is analogous to that of for IIB on $`AdS_5\times X_5`$, which gave $`c=N^2/\mathrm{vol}(\widehat{X}_5)=N^2|\mathrm{\Gamma }|`$.
In particular, the $`𝒩=(2,0)`$ theory with group $`G=SO(2N)`$ arises from $`M`$ theory on $`AdS_7\times RP^4`$ and, writing $`RP^4=S^4/\mathrm{\Gamma }`$ with $`\mathrm{\Gamma }=\text{}_2`$, (4.1) implies that the anomaly is
$$c(G=SO(2N))=4N^3+\text{lower order in }N.$$
5. The WZ term via the M5-brane worldvolume action
Branes in string or M theory always have some sort of “Wess-Zumino” terms, e.g. for $`Dp`$ branes it is usually written as
$$S_{WZ}=_{W_{p+1}}C\mathrm{tr}\mathrm{exp}(i(FB)/2\pi )\sqrt{\frac{\widehat{A}(R_T)}{\widehat{A}(F_N)}},$$
and the presence of some similar terms for the M5 brane is well-known . As written, these could not be exactly the Wess-Zumino terms of the type we have argued for, as they are written as local integrals over the world-volume $`W`$ and not over a higher dimensional space $`\mathrm{\Sigma }`$ with $`\mathrm{\Sigma }=W`$. Of course, they could be written as an integral over $`\mathrm{\Sigma }`$ of an exact form, but our WZ term is the integral over $`\mathrm{\Sigma }`$ of a form which is not exact. Nevertheless, we argue that writing the “Wess-Zumino” term of as the integral over $`\mathrm{\Sigma }_7`$ of a 7-form, which is naively exact, actually gives the Hopf-Wess-Zumino term which we want. The point is that the naively exact 7-form actually is not exact upon properly taking into account the fact that 5-branes act as a non-trivial source for $`G_4`$ in M theory.
Similarly, for Dp-branes, the WZ term generally can not be written as the local term (5.1) on $`W_{p+1}`$. It must be written as $`_{\mathrm{\Sigma }_{p+2}}\mathrm{\Omega }_{p+2}`$, with $`\mathrm{\Omega }_{p+2}`$ not exact, despite the fact that, naively, $`\mathrm{\Omega }_{p+2}=d\mathrm{\Omega }_{p+1}`$, with $`\mathrm{\Omega }_{p+1}`$ the form in (5.1). E.g. for a D3 brane (5.1) contains $`_{W_4}C_4`$, which should really be written as $`_{\mathrm{\Sigma }_5}F_5`$. Naively $`F_5=dC_4`$ and there is no difference; however, in the presence of other D3 brane sources, $`F_5`$ is not exact. This is how (3.1) arises for a D3 brane probing other D3 branes.
The M5 brane world-volume theory depends on (with sign conventions of \[17,,12\])
$$H_3=dB_2+C_3^W,$$
with $`B_2`$ the two-form gauge field and $`C_3^W`$ the pull-back of the 11d $`C_3`$ field to the M5 brane world-volume $`W_6`$. This $`H_3`$ (5.1) is invariant under the gauge invariance $`\delta C_3=d\mathrm{\Lambda }_2`$, $`\delta B_2=\mathrm{\Lambda }_2^W`$ and satisfies a generalized self-duality condition (it is only self-dual at linear order; there is a field transform to a 3-form $`h`$ which is exactly self-dual ).
We consider a probe brane in the background of the $`N`$ others; for large $`N`$, this should be equivalent to a M5 brane in $`AdS_7\times S^4`$. Following , there is a $`G_4`$ background, with pullback $`G_4^W=N\eta _4(\widehat{\varphi },A)+`$ fluctuations in $`C_3`$, with $`\eta _4`$ the 4-form (2.1); thus
$$C_3^W=N\mathrm{\Omega }_3(\widehat{\varphi },A)+\text{fluctuations},$$
and (5.1) becomes (2.1) with $`\alpha _mN`$. The fact that $`dH_3N\eta _4`$, which follows from (5.1) and (5.1), has already been suggested (with $`A_{SO(5)}=0`$) in .
We re-write the WZ term of as an integral over some $`\mathrm{\Sigma }_7`$ with $`\mathrm{\Sigma }_7=W_6`$:
$$_{\mathrm{\Sigma }_7}(G_4+\frac{1}{2}(dB_2+C_3^\mathrm{\Sigma })G_4^\mathrm{\Sigma }).$$
Plugging in $`C_3^\mathrm{\Sigma }`$ and $`G_4^\mathrm{\Sigma }=dC_3^\mathrm{\Sigma }`$, given by (5.1) extended to $`\mathrm{\Sigma }_7`$, we get
$$_{\mathrm{\Sigma }_7}(G_4+\frac{1}{2}N(dB_2+N\mathrm{\Omega }_3)d\mathrm{\Omega }_3).$$
This indeed contains the Hopf-WZ term (2.1), with the correct leading order in large $`N`$ coefficient of $`\frac{1}{2}N^2`$. Indeed, ignoring the $`G_4`$ term, (5.1) is of exactly the form (2.1) with $`\alpha _e\frac{1}{2}N`$ and $`\alpha _mN`$; so (5.1) also contains the coupling (2.1) needed for the $`\pi _4(S^4)`$ solitonic strings to couple electrically to the $`B_2`$ field as the $`n_W=2N`$ “W-boson” strings. As discussed in sect. 2, $`S^1`$ dimensional reduction suggests that we get the term (2.1) with $`\alpha _e=\frac{1}{4}n_W=\frac{1}{2}N`$ (exact).
We should also get the term proportional to $`N`$ in (2.1). The term $`G_4`$ in (5.1) will be order $`N`$, but $`G_4`$ needs to be properly interpreted to see if it also contributes to the Hopf-Wess-Zumino term (naively it’s just a contribution to the $`AdS_7`$ vacuum energy). Perhaps a new term, similar to the $`C_3I_8^{inf}`$ term of 11d SUGRA, is needed to get the order $`N`$ term in (2.1). If the WZ term indeed arises entirely as in (2.1), with coefficient $`\alpha _e\alpha _m`$, the order $`N`$ term in (2.1) should arise from correcting $`\alpha _mN`$ to $`\alpha _m=N+1`$ .
6. Reduction on a Calabi-Yau 3-fold
Following the discussion in \[19,,12\], we now consider $`M`$ theory on a Calabi-Yau 3-fold $`X`$, with M5 branes wrapping a four-cycle to yield strings. These strings live in the 5 uncompactified dimensions of $`M`$ theory on $`X`$ and their world-volume theory is a 2d $`𝒩=(0,4)`$ CFT, which has a $`SO(3)_R`$ global symmetry. The $`SO(3)_R`$ symmetry is that of the normal bundle of the three transverse directions of these strings in 5d. E.g. there are 2d world-volume scalars $`\mathrm{\Phi }^a`$, $`a=1,2,3`$, in the $`\mathrm{𝟑}`$ of $`SO(3)_R`$, whose expectation values gives the positions of the strings in the 3 transverse directions.
Classically, we can consider the situation of separating one string from $`N`$ others in these three transverse directions. This would spontaneously break the $`SO(3)_R`$ global symmetry of the probe string world-volume theory to an $`SO(2)_R`$ subgroup. However, this can not really happen: there is no spontaneous symmetry breaking in 2d . There is no moduli space, as the scalars $`\mathrm{\Phi }^a`$ have a wavefunction which spreads over all values.
We now discuss how the story with anomalies and the WZ term would go if we ignore the fact that there is actually no moduli space in 2d. Perhaps this discussion is relevant in some sort of Born-Oppenheimer approximation, where the spreading of the wave-function is initially neglected or suppressed. Or perhaps this section is just a fairy tale.
The $`SO(3)_R`$ symmetry is an affine Lie algebra, with level $`k`$, which is the $`SO(3)_R`$ ’t Hooft anomaly in the 2d anomaly polynomial
$$I_4(G,X)=\frac{1}{4}k(G,X)p_1(F),$$
with $`F`$ the $`SO(3)`$ background field and $`p_1(F)`$ as in (2.1). (We ignore gravitational contributions to $`I_4`$ since they do not require a WZ term.) We expect that $`G`$ can be $`U(1)`$ or an ADE group, corresponding to the ADE classification of $`SU(2)_k`$ modular invariant partition functions. For $`G=U(N)`$ \[12,,31\]
$$k(U(N),X)=N^3D_0+Nc_2P_0/12,$$
where $`D_0`$ and $`c_2P_0`$ are determined in terms of the geometry of the 3-fold $`X`$ and the 4-cycle of $`X`$ on which the $`N`$ M5 branes wrap.
In the fairy tale where we can consider fixed non-zero $`|\varphi |=\sqrt{\varphi ^a\varphi ^a}`$, the classical configuration space is $`_c=SO(3)/SO(2)=S^2`$ and $`G`$ is broken to $`H\times U(1)`$. There must be a Wess-Zumino term on the probe string world-volume to compensate for the deficit $`I_4(G,X)I_4(H,X)I_4(U(1),X)`$.
We take the string world-volume to be $`W_2=\mathrm{\Sigma }_3`$. Consider the two-form,
$$\eta _2(\widehat{\varphi },A)\frac{1}{2}e_2^\mathrm{\Sigma }=\frac{1}{8\pi }ϵ_{abc}(D_i\widehat{\varphi }^aD_j\widehat{\varphi }^bF_{ij}^{ab})\widehat{\varphi }^cdx^idx^j,$$
where the covariant derivatives include a background $`SO(3)`$ gauge field $`A^{ab}=A^{ba}`$, with background field strength $`F^{ab}`$, and $`\widehat{\varphi }^a=\varphi ^a/|\varphi |`$. $`e_2^\mathrm{\Sigma }`$ is the pullback (via<sup>7</sup> There can be an obstruction to extending $`\widehat{\varphi }`$ from $`W_2`$ to $`\mathrm{\Sigma }_3`$ if $`\widehat{\varphi }`$ is in the non-trivial component of $`\pi _2(_c=S^2)=\text{}`$. $`\widehat{\varphi }:\mathrm{\Sigma }_3S^2`$) to $`\mathrm{\Sigma }_3`$ of the global, angular, Euler-class form $`e_2`$ appearing in . Because $`H^2(\mathrm{\Sigma }_3)`$ is trivial, the form (6.1) must be exact, $`\eta _2=d\mathrm{\Omega }_1(\widehat{\varphi },A)`$. The Hopf-Wess-Zumino term is
$$\mathrm{\Gamma }=(k(G,X)k(H,X)k(U(1),X))_{\mathrm{\Sigma }_3}\mathrm{\Omega }_1(\widehat{\varphi },A)d\mathrm{\Omega }_1(\widehat{\varphi },A).$$
To see that (6.1) contributes to the anomaly matching, we note that
$$d\mathrm{\Omega }_1d\mathrm{\Omega }_1\frac{1}{4}e_2^\mathrm{\Sigma }(\widehat{\varphi },A)e_2^\mathrm{\Sigma }(\widehat{\varphi },A)=\frac{1}{4}p_1(F)+d\chi ,$$
where $`p_1(F)`$ is as in (2.1) and $`\chi `$ is invariant under $`SO(3)`$ gauge transformations. Writing $`p_1=dp_1^{(0)}`$, with $`\delta p_1^{(0)}=dp_1^{(1)}`$, (6.1) implies
$$\delta _{\mathrm{\Sigma }_3}\mathrm{\Omega }_1d\mathrm{\Omega }_1=\frac{1}{4}_{\mathrm{\Sigma }_3}\delta p_1^{(0)}=\frac{1}{4}_{W_2}p_1^{(1)},$$
so (6.1) compensates for the deficit in the anomaly (6.1) in the low energy theory.
The coefficient of the WZ term must be quantized and properly normalized in order for $`e^{2\pi i\mathrm{\Gamma }}`$ to be invariant under changing $`\mathrm{\Sigma }\mathrm{\Sigma }^{}`$, with $`\mathrm{\Sigma }=\mathrm{\Sigma }^{}=W_2`$. The difference is (6.1) integrated over $`S^3\mathrm{\Sigma }\mathrm{\Sigma }^{}`$, which gives $`(k(G,X)k(H,X)k(U(1),X))H[\widehat{\varphi }]`$, where $`H[\widehat{\varphi }]`$ is the Hopf number of the map $`\widehat{\varphi }:S^3S^2`$; $`H[\widehat{\varphi }]\text{}`$, corresponding to $`\pi _3(S^2)=\text{}`$. To have the functional integral be well defined under $`\mathrm{\Sigma }\mathrm{\Sigma }^{}`$ thus requires all $`(k(G,X)k(H,X)k(U(1),X))`$, and thus all $`k(G,X)`$, to always be an integer.
7. Speculations
Because the WZ term (2.1) of the $`𝒩=(2,0)`$ theory is related to an anomaly, it is natural to expect that it can be found exactly by a 1-loop calculation, with some fields which become massive due to $`\varphi 0`$ running in the loop. In the 4d $`𝒩=4`$ theory, these were the $`n_W=|G||H|1`$ gauginos, which get a mass via Yukawa couplings to $`\varphi 0`$. The analog in the 6d $`𝒩=(2,0)`$ theory are the BPS strings, which get a tension $`1/\alpha ^{}(\varphi )\varphi `$. Perhaps, then, it is possible to derive the WZ term directly by a 1-loop string calculation, with these $`n_W`$ strings, coupling to $`\varphi `$, running in the loop. This suggests a WZ term proportional to $`n_W`$, though we know from (2.1) that it can not be exactly just $`n_W`$. Indeed, following (2.1), we speculated that the WZ coefficient is
$$\frac{1}{6}(c(G)c(H))=\alpha _e\alpha _m=\frac{1}{4}n_W\alpha _m,$$
e.g. with $`\alpha _m=N+1`$ for the case (2.1). So then the challenge is to get the factor of $`\alpha _m`$.
We have not yet demonstrated that such a derivation of the WZ term (2.1), via integrating out tensionful strings, is actually possible. One might object that the $`𝒩=(2,0)`$ theory is really a field theory, and the strings are not fundamental but, rather, some kind of solitonic objects, e.g. the skyrmionic strings of sect. 2. Perhaps, then, these are not the correct degrees of freedom to be integrating out in deriving the WZ term. On the other hand, perhaps the distinction between fundamental vs composite degrees of freedom is irrelevant for deriving the WZ term, since it is related to ’t Hooft anomalies. In any case, it is hoped that reproducing the answers for the WZ terms presented here could lead to a better understanding of the 6d $`𝒩=(2,0)`$ field theories.
In analogy with ordinary QFT, one might suppose that the coefficient of the WZ term is some function of only those degrees of freedom which become massive when $`GH\times U(1)`$. E.g. we might try a function only of $`n_W`$ which, based on the (2.1) case, would then be the general guess $`c(G)c(H)=3(n_W/2)(n_W/2+1)`$. However, this guess does not work for the case $`G=SO(2N)`$ and $`H=SU(N)`$ in the large $`N`$ limit: using (4.1), we have $`c(G)4N^3`$ and $`c(H)N^3`$, so we should be getting $`c(G)c(H)3N^3`$; on the other hand, the guessed formula incorrectly gives $`3(n_W/2)(n_W/21)\frac{3}{4}N^4`$ since $`n_W=N(N1)`$. Based on this failure, it seems that the coefficient of the WZ term must contain some explicit dependence on the massless, interacting, $`H`$ degrees of freedom. If (7.1) is correct, the explicit $`H`$ dependence is in $`\alpha _m`$.
Our conjecture for $`c(G)`$ for general $`G`$, based on the $`SU(N)`$ case and (4.1), is
$$c(G)=|G|C_2(G),$$
where $`C_2(G)`$ is the dual Coxeter number, normalized to be $`N`$ for $`SU(N)`$. This gives $`c(SU(N))=N^3N`$, $`c(SO(2N))=2N(N1)(2N1)`$, $`c(E_6)=(78)(12)=912`$, $`c(E_7)=(133)(18)=2394`$, and $`c(E_8)=(248)(30)=7440`$. A check of (7.1) is that it is a multiple of 6, satisfying (2.1) and thus (2.1), for all $`ADE`$ groups $`G`$. It also satisfies the $`c`$-function condition $`c(G)>|G|`$ in all cases.
It would be interesting to derive the Hopf-Wess-Zumino term (2.1), and thus check (7.1), in the context of IIB string theory on a $`𝐂^2/\mathrm{\Gamma }_G`$ ALE space, where $`\varphi ^a`$ are the periods of the 3 Kahler forms and two $`B`$ fields on a blown-up two-cycle. Since (2.1) depends only on the angular $`\widehat{\varphi }`$, the size $`|\varphi |`$ of the blown-up two cycle can be arbitrarily large. The $`C_4H_3H_3^{}`$ interaction of the 10d IIB string looks promising for leading to WZ terms. The $`\pi _4(S^4)`$ skyrmionic strings should again be identified with the W-boson strings, which here arise from D3 branes wrapped on the blown-up two-cycle.
Decomposing the adjoint of $`G`$ as $`ad(G)W+ad(H)`$ for some representations $`W`$ (which is the rep of the massive W-bosons, along with a singlet $`=ad(U(1))`$) of $`G`$, the conjectured formula (7.1) gives for the coefficient of the WZ term:
$$c(G)c(H)=|H|C_2(W)+|W|(C_2(H)+C_2(W)).$$
Note that this expression depends explicitly on $`H`$, via $`|H|`$ and $`C_2(H)`$, and not only on the massive reps in $`W`$. This suggests that an eventual derivation of the WZ term must include effects which couple the massive degrees of freedom, which are integrated out, to the massless, interacting, $`H`$ degrees of freedom. Assuming (7.1), this could be just via $`\alpha _m`$, the magnetic charge of the skyrmionic strings in $`W_6`$ (or membranes in $`\mathrm{\Sigma }_7`$), which would have explicit $`H`$ dependence as given by (7.1). It would be interesting to directly determine $`\alpha _m`$ and see if, and how, it is given as suggested by the above discussion.
Acknowledgments
I would like to thank A. Kapustin, A. Manohar, G. Moore, N. Seiberg, and S. Sethi for discussions. I would also like to thank E. D’Hoker and E. Witten for helpful email correspondences. This work was supported in part by UCSD grant DOE-FG03-97ER40546 and, while I was a visitor, by IAS grant NSF PHY-9513835 and Rutgers grant DOE DE-FG02-96ER40959. I would like to thank the IAS and Rutgers theory groups for their support and hospitality.
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warning/0001/cond-mat0001038.html | ar5iv | text | # Effect of unitary impurities in non-STM-types of tunneling in high-𝑇_𝑐 superconductors
## I Introduction
Several years ago, one of us (CRH) showed that the quasi-particle spectrum of a $`d`$-wave superconductor (DWSC) contains a special class of excitations — called midgap states (MS’s) in that reference — which have essentially zero energy with respect to the Fermi energy, and are bound states with their wave functions localized at the vicinities of various kinds of defects in the system, such as a surface and a grain or twin boundary. These MS’s form an “essentially dispersionless” branch of elementary excitations, in the sense that their momenta along a flat surface or interface can essentially range from $`k_F`$ to $`k_F`$ (Fermi momentum), and yet with almost no accompanied kinetic energy variation. The existence of surface and interface MS’s appears to have already been confirmed by several types of experiments. An important question is whether a unitary impurity can also give rise to MS’s. The MS’s have a topological origin, in the sense that in the semi-classical WKBJ approximation, which makes these states truly midgap, their existence requires the satisfaction of one or more sign conditions only. More precisely, one can describe such a state in terms of one or more (as a linear combination) closed classical orbits, each of which must encounter two Andreev reflections by the pair potential at two different points of the Fermi surface where the pair potential ($`\mathrm{\Delta }(\stackrel{}{k})`$) has opposite signs. For each MS formed at a specular surface, only one such closed orbit is involved, so only one sign condition is required. For a MS formed at a flat grain (or twin) boundary, modeled as a planar interface with transmissivity $`0<t<1`$ and different crystal orientations on its two sides, two closed classical orbits are involved, corresponding to the possibility of transmission and reflection at the interface. Thus two sign conditions must be satisfied simultaneously. If a unitary impurity could be represented by a circular hole of a radius much larger than the Fermi wavelength, then quasi-classical argument can be expected to hold, and at least some non-vanishing number of midgap states should exist near its boundary. But when a unitary impurity is of atomic size, such a quasiclassical argument becomes dubious. In fact, if one thinks of scattering by an impurity as a linear combination of infinite number of classical orbits, corresponding to the possibility of scattering by all angles on the Fermi surface, then it would seem that an infinite number of sign conditions would have to be satisfied in order for the impurity to induce some midgap states, corresponding to requiring sign change of the pair potential between any two points on the Fermi surface, which clearly is not satisfied. This argument suggests that midgap states can not form near an impurity, or at least they will not be exactly midgap even in the semiclasscal approximation. However, this argument does not distinguish between a unitary impurity and a non-unitary one. On the other hand, early treatments of a random distribution of unitary impurities in DWSC’s, based on the self-consistent $`t`$-matrix approximation, have indicated a broad peak at zero energy in the density of states (DOS). (Even earlier similar studies on $`p`$-wave SC’s also showed such peaks. ) Perhaps Balatsky et al. are the first to mention within this context that a single unitary impurity in a $`d`$-wave SC will lead to two zero-energy bound states (per spin), with energies $`\pm ϵ_0`$ (Buchholtz and Zwicknagl made a similar statement much earlier for $`p`$-wave superconductors. ) The $`t`$-matrix approximation employed in all of these works, which includes a semiclassical approximation, restores particle-hole symmetry, which is not a very good approximation in high-$`T_c`$ superconductors (HTSC’s). Without this symmetry the energies of these “MS’s” are most-likely not exactly zero. Unlike MS’s at surfaces and interfaces, which involve a small number of points on the Fermi surface only, and therefore can easily avoid the gap-node directions, in the case of a state localized around an impurity, all points on the Fermi surface must be involved, including the nodal directions where the gap vanishes. Then for a state whose energy is not exactly zero, its wave function must be able to leak to infinity near the nodal directions. That is, such a state can not be a genuine bound state, and can only be a resonant state. When there is a finite density of impurities, such wave functions should then possess a long-range interaction with each other via the “leakages”, leading presumably to a broad “impurity band”. The self-consistent $`t`$-matrix approximation does not take this point into account properly, and is therefore not satisfactory. (However, see Joynt for an opposite view, except on the assumption of particle-hole symmetry and the validity of neglecting “crossing diagrams” when performing impurity averaging in two dimensions. But we think that neglecting the crossing diagrams is precisely why that approximation can not treat the impurity interaction properly.) A numerical approach has been introduced by Xiang and Wheatley to avoid these shortcomings. For a single unitary impurity and a random distribution of unitary impurities it gave results in good agreement with the $`t`$-matrix approximation on the DOS. Numerical solutions of a lattice BCS model with nearest neighbor attraction has also been employed by Onishi et al. who showed that: (i) their exist two essentially-zero-energy states (per spin) localized around an impurity, (ii) their wave functions have long tails in the nodal directions, (iii) as a result such states localized around two impurities separated by a large distance in comparison with the coherence length $`\xi _0`$ can still interact with each other, leading to a broad impurity band. Thus the general picture outlined above appears to be confirmed. But Ref. probably also assumed particle-hole symmetry since it plotted the DOS for positive energy only, whereas in Ref. only $`\mu =0`$ is considered which has exact particle-hole symmetry. Numerical diagonalization method has also been applied to particle-hole non-symmetric models to study impurity effects, but without addressing the questions raised here. See, for example, Ref. . Rather, that work and several other works debated on whether there is localization in the impurity band — a topic which is not our concern here. Instead, we wish to address the roles played by unitary impurities in single-particle tunneling. In particular, it has been noted that MS’s formed at surfaces and interfaces of DWSC’s can lead to an observable zero-bias conductance peak (ZBCP) in tunneling. Indeed, several recent tunneling experiments performed with STM/S and other tunneling techniques on HTSC single crystals and epitaxial thin films have shown that in $`ab`$-plane tunneling a very prominent ZBCP can be observed, especially on $`\{110\}`$ surfaces. The observed ZBCP exists continuously for long distances along the surfaces, and the observed tunneling characteristics can be quantitatively fitted by a generalized Blonder-Tinkham-Klapwijk theory which includes the effects of the MS’s formed on such surfaces of DWSC’s. Assuming that this interpretation is correct, a question one can ask next is: Can unitary impurities be responsible for at least some of the observed ZBCP’s? This question is meaningful since ZBCP’s have been observed ubiquitously in all kinds of tunneling settings, and some of them may not possess surface and interface MS’s. (See Ref. for a review.) Theoretical results reviewed above, although not conclusive, seem to suggest that unitary impurities can also give rise to ZBCP’s. But experimental evidence in non-STM/S types of tunneling seem to suggest the contrary. To see that this is the case, one must first exclude ZBCP’s observed in $`ab`$-plane tunneling, and on tunneling performed on polycrystaline and ceramic samples, since in these cases contributions from the surface and interface MS’s can most-likely dominate. (Whereas no MS’s can form on a flat $`\{100\}`$ surface of a DWSC, surface roughness can reverse this conclusion. Thus we exclude $`a`$-axis and $`\{n0m\}`$-directional tunneling as well, if $`n/\text{=}\mathrm{\hspace{0.17em}0}`$.) One is left with $`c`$-axis tunneling on single crystals and epitaxial thin films only. (Nominal $`c`$-axis point-contact measurements may actually be seeing some $`ab`$-plane tunneling, since the tunneling tips have been pushed into the HTSC samples in these measurements. So they should also be excluded.) Even in the surest $`c`$-axis tunneling cases one must still distinguish between STM/S-type tunneling, which can explore the tunneling characteristics in the close vicinity of a single isolated impurity, and the other non-localized tunneling techniques, which see a spatially averaged tunneling characteristics. For the later type, the spectral weight of the impurity contribution must not be too low to be observed, so the impurity concentration must not be too low. It is this kind of tunneling which we are interested in here, since we suspect that once the spectral weight is sufficiently large, the interaction between a random distribution of impurities will also be so large that it still can not give a ZBCP, but only a finite conductance at zero bias, $`G(0)`$, as a local minimum or even an extra dip. Searching the literature, we find three more recently published papers reporting the STM/S results on the observation of a ZBCP-like feature in the vicinity of an impurity. For non-localized tunneling, we find at most a few cases which can weakly suggest that the small ZBCP’s observed in them might originate from impurities. (Even in these cases, it is not clear whether MS’s could have formed at some exposed CuO<sub>2</sub> edges at the interface with the insulating barrier. The epitaxial films might also have grain boundaries which could host MS’s.) Most $`c`$-axis tunneling data which exhibit a clear gap feature show a minimum at zero bias, with some showing essentially simple $`d`$-wave behavior, with very small $`G(0)`$ and some showing nearly $`d`$-wave behavior but with a finite $`G(0)`$ Still others show features on both sides of zero bias, giving the impression that there is an extra dip at zero bias. Very few publications seem to have systematically studied the impurity effects in $`c`$-axis tunneling. We find one: Hancotte et al. showed that Zn substitution ($`1\%`$) in the CuO<sub>2</sub> planes of BSCCO (2212) caused $`G(0)`$ to markedly increase, accompanied by a reduced gap. Here the spectral weight of impurity effects is clearly large enough, yet not even a trace of a ZBCP was observed.
More recently, the quasiparticle properties around a single impurity have been investigated in more detail in a two dimensional $`t`$-$`J`$ model, with a focus on whether the ZBCP observed with STM/S near an impurity is split or not. The purpose of this paper is, on the other hand, to attempt to answer the following precise question: Assuming that HTSC’s are DWSC’s, and isolated unitary impurities do possess near-zero energy resonant states which can be observed as a ZBCP-like feature by STM/S in the close vicinity of such an impurity, can any concentration of a random distribution of unitary impurities be able to give rise to an observable ZBCP (of any width) in non-STM/S types of tunneling, or there must be some spatial correlation in the impurity distribution before a ZBCP can appear in such types of tunneling? For this purpose we have performed an extensive numerical study. We have introduced the supercell technique so that the finite-size effects from the exact diagonalization can be overcome, and the desired energy resolution can be obtained. This technique has the ability to treat well the impurity of atomic size. Moreover, the band structure effects can be incorporated in a natural way. The results show the conductance behavior is sensitive to the position of the chemical potential within the band and to the impurity configuration at the atomic scale. Our results have indeed confirmed our suspicion that for a simple random distribution of unitary impurities, either their spectral weight is too low for their effects to be observable in non-STM types of tunneling, or their interaction is so strong that only a finite $`G(0)`$ is obtained as a local minimum rather than a peak, because the impurity band has spread wide, with the center of its contribution to the density-of-states function lower than its two sides. In addition, we find that if only enough number of the unitary impurities form nearest neighbors along the $`[11]`$ directions in a CuO<sub>2</sub> plane, henceforth called “$`[11]`$-directional dimers”, then a weak ZBCP can appear in non-STM types of tunneling. (We also find that if enough such impurities form $`[11]`$-directional trimers, then the ZBCP can be even taller and narrower, but the chance of forming such alignments in an actual sample is probably very low. On the other hand, we think that dimers can probably form with not very low probability.) Furthermore, we have also shown that the most recently observed pattern (by STM/S) of the local tunneling conductance around a single impurity can be explained by taking into account that the STM/S tip in that experiment is separated from the CuO<sub>2</sub> plane under probe by a BiO layer and a SrO layer. Therefore, the tunneling tip can not communicate with the atom directly below it in the CuO<sub>2</sub> plane, due to the blocking effect of the atoms directly above it in the BiO and SrO layers. Rather, we think that the measured “local tunneling conductance” by the tunneling tip on a Cu site in the CuO<sub>2</sub> plane is actually that averaged over a local region around that site, excluding the contribution from the atom at that site, because of the blocking effect just described. Using this very reasonable postulate, we find that we can at least semi-quantitatively understand the pattern observed in Ref. , including why it peaks at the impurity site, and vanishes at its four nearest neighbor Cu sites, etc.
## II Theoretical Method
To model decoupled copper-oxygen layers in HTSC’s, we consider the single-band extended Hubbard model defined on a two-dimensional square lattice (lattice constant $`a`$) with nearest-neighbor hopping, and on-site repulsive and nearest-neighbor attractive interactions. For our purpose, we introduce supercells each with size $`N_xa\times N_ya`$. We then define the supercell Bloch states labeled by a wave vector $`𝐤`$ and a site index $`𝐢`$ within the supercell. In the mean field theory, the task becomes to exactly diagonalize the Bogoliubov-de Gennes (BdG) equations:
$$\underset{𝐣}{}\left(\begin{array}{cc}H_{\mathrm{𝐢𝐣}}(𝐤)& \mathrm{\Delta }_{\mathrm{𝐢𝐣}}(𝐤)\\ \mathrm{\Delta }_{\mathrm{𝐢𝐣}}^{}(𝐤)& H_{\mathrm{𝐢𝐣}}(𝐤)\end{array}\right)\left(\begin{array}{c}u_𝐣^{n,𝐤}\\ v_𝐣^{n,𝐤}\end{array}\right)=E_{n,𝐤}\left(\begin{array}{c}u_𝐢^{n,𝐤}\\ v_𝐢^{n,𝐤}\end{array}\right).$$
(1)
Here $`u_𝐢^{n,𝐤}`$ and $`v_𝐢^{n,𝐤}`$ are the Bogoliubov amplitudes corresponding to the eigenvalue $`E_{n,𝐤}`$.
$$H_{\mathrm{𝐢𝐣}}(𝐤)=te^{i𝐤𝜹a}\delta _{𝐢+𝜹,𝐣}+(U_𝐢\mu )\delta _{\mathrm{𝐢𝐣}},$$
(2)
$$\mathrm{\Delta }_{\mathrm{𝐢𝐣}}=\mathrm{\Delta }_0(𝐢)\delta _{\mathrm{𝐢𝐣}}+\mathrm{\Delta }_𝜹(𝐢)e^{i𝐤𝜹a}\delta _{𝐢+𝜹,𝐣},$$
(3)
where $`t`$ is the hopping integral, $`\mu `$ is the chemical potential, $`𝜹=\pm \widehat{𝐱},\pm \widehat{𝐲}`$ are the unit vectors along the crystalline $`a`$ and $`b`$ axes, and $`k_{x,y}=2\pi n_{x,y}/M_{x,y}N_{x,y}a`$ with $`n_{x,y}=0,1,2,\mathrm{},M_{x,y}1`$. $`M_{x,y}N_{x,y}a`$ is the linear dimension of the whole system, which is assumed to be made of $`M=M_x\times M_y`$ super-cells. The single-site nonmagnetic impurity scattering is represented by $`U_𝐢=U_0_{𝐢^{}I}\delta _{𝐢^{},𝐢}`$ with the summation over the set of impurity sites. The self-consistent pair potentials are in turn expressed in terms of the wavefunctions $`(u_𝐢,v_𝐢)`$:
$$\mathrm{\Delta }_0(𝐢)=\frac{g_0}{M}\underset{n,𝐤}{}u_𝐢^{n,𝐤}(v_𝐢^{n,𝐤})^{}\mathrm{tanh}(E_{n,𝐤}/2k_BT),$$
(4)
$`\mathrm{\Delta }_𝜹(𝐢)`$ $`=`$ $`{\displaystyle \frac{g_1}{2M}}{\displaystyle \underset{n,𝐤}{}}[u_𝐢^{n,𝐤}(v_{𝐢+𝜹}^{n,𝐤})^{}e^{i𝐤𝜹a}+u_{𝐢+𝜹}^{n,𝐤}(v_𝐢^{n,𝐤})^{}e^{i𝐤𝜹a}]`$ (6)
$`\times \mathrm{tanh}(E_{n,𝐤}/2k_BT),`$
where $`k_B`$ is the Boltzmann constant and $`T`$ is the absolute temperature. In the case of repulsive on-site ($`g_0<0`$) and nearest-neighbor attractive ($`g_1>0`$) interactions, the $`d`$-wave pairing state is favored, the amplitude of which is defined as: $`\mathrm{\Delta }_d(𝐢)=[\mathrm{\Delta }_{\widehat{𝐱}_a}(𝐢)+\mathrm{\Delta }_{\widehat{𝐱}_a}(𝐢)\mathrm{\Delta }_{\widehat{𝐱}_b}(𝐢)\mathrm{\Delta }_{\widehat{𝐱}_b}(𝐢)]/4`$.
We define the local differential-tunneling-conductance (DTC) by
$`G_𝐢(E)={\displaystyle \frac{2}{M}}{\displaystyle \underset{n,𝐤}{}}[|u_𝐢^{n,𝐤}|^2f^{}(E_{n,𝐤}E)`$ (7)
$`+|v_𝐢^{n,𝐤}|^2f^{}(E_{n,𝐤}+E)],`$ (8)
where the prefactor $`2`$ comes from the two-fold spin degeneracy and $`f^{}(E)`$ is the derivative of the Fermi distribution function $`f(E)=[\mathrm{exp}(E/k_BT)+1]^1`$. $`G_𝐢(E)`$ can theoretially be measured by STM experiments. (However, see later for a possible complication when the probed layer and the STM/S tip are separated by other atomic layers.) The spatially-averaged DTC is defined by $`G(E)_𝐢G_𝐢(E)/N_xN_y`$, which can essentially be measured in many non-STM/S types of tunneling experiments (planar, ramp, etc.). (But squeezable junctions might measure something in between, depending on the pressure applied.)
## III Numerical Results
In the numerical calculation, we take the supercell size $`N_x=N_y=35`$, the number of supercells $`M=6\times 6`$, and the temperature $`k_BT=0.02t`$. The lattice sites within one supercell are indexed as $`(i_x,i_y)`$ with $`i_x`$ and $`i_y`$ each ranging from 1 to 35. In addition, we use the bulk value of the order parameter as an input to diagonalize Eq. (1) and the deformation of the order parameter near the impurity is ignored. (This approximation should be quite acceptable for the questions we wish to answer here.) In the bulk system, the $`d`$-wave order parameter has the form $`\mathrm{\Delta }_𝐤=2\mathrm{\Delta }_d(\mathrm{cos}k_xa\mathrm{cos}k_ya)`$, where $`k_{x,y}`$ are the $`x`$\- and $`y`$-components of the wave vector defined on the whole system. Table I lists the resulting $`d`$-wave pair potential $`\mathrm{\Delta }_d`$ and coherence length $`\xi _0=\mathrm{}v_F/\pi \mathrm{\Delta }_{\text{max}}`$ for the chosen values of $`g_1`$ and $`\mu `$, where $`v_F`$ is the Fermi velocity and $`\mathrm{\Delta }_{\text{max}}=4\mathrm{\Delta }_d`$ is the maximum energy gap. The choice of the maximum energy gap is consistent with the bulk gap structure exhibited in the bulk DOS. In the calculation of $`\mathrm{\Delta }_d`$, an arbitrary negative value of $`g_0`$ can be taken.
### A The cases of a single impurity and a small cluster of impurities
The quasiparticle property near a single impurity in a DWSC is complicated, and whether the energy of quasiparticle resonant states is exactly zero (relative to the Fermi energy) or whether the zero (or near-zero) energy states are split is very sensitive to the band structure and the impurity strength. To give a clear answer or clue to this question, we first consider the case of weak or moderately strong impurity. Figure 1 plots the local DTC as a function of bias directly on the single-site impurity (a) and one lattice constant away (b). As shown in Fig. 1, when the impurity scattering is weak ($`U_0=2.5t`$), the local DTC on the impurity site has a peak below the Fermi energy, which is consistent with the earlier study within the continuum theory; while that at the site nearest-neighboring to the impurity has a double peak structure, one above and the other below the Fermi energy. When the impurity scattering becomes stronger ($`U_0=10t`$), the peak on the local DTC on the impurity site is pushed toward the Fermi energy with the amplitude strongly suppressed; nevertheless the double peaks on the local DTC at the nearest-neighbor site converge to each other and the intensity is enhanced. Since $`\mu =0`$ in this calculation, the band is globally particle-hole symmetric. Therefore the non-zero energy resonant states shown above originates from the local particle-hole symmetry breaking. Differently, when the impurity scattering goes to the unitary limit, whether there exists the particle-hole symmetry depends on solely on the position of chemical potential within the band.
In all the following discussions, the single-site impurity potential strength is taken to be $`U_0=100t`$, so it is practically in the unitary limit. In Fig. 2 the local DTC is plotted as a function of bias near one single-site impurity located at site $`(18,18)`$ for various values of $`\mu `$ but with $`g_1=2t`$ fixed. The bias is normalized to $`\mathrm{\Delta }_{\text{max}}`$. The tunneling point is one lattice constant away from the impurity along the $`(10)`$ direction, i.e., at (19, 18). As is shown, when $`\mu =0`$ where the particle-hole symmetry holds, a sharp zero-bias conductance peak is exhibited. When $`\mu `$ deviates from zero, the line shape of the local DTC becomes asymmetric with respect to the zero energy position. The peak near zero energy is seen to show an incomplete splitting and the height of this peak is decreased. The extent of splitting increases with the deviation of $`\mu `$ from zero. This result is quite different from the case of a $`\{110\}`$-oriented surface, where an un-split zero-energy peak in the local DTC shows up regardless of the position of the chemical potential. The similarity between the result obtained here by solving the extended Hubbard model and the corresponding result we obtained earlier by solving the $`t`$-$`J`$ model indicates that our conclusion about the splitting of the ZBCP is, at least in the mean field level, model independent. Next, we show that when more than one unitary impurities are present in the SC, the local DTC heavily depends on the impurity configuration. In Fig. 3, we plot the local DTC in a DWSC with two and three impurities forming a $`[11]`$-directional nearest-neighbor dimer and trimer, respectively, for $`g_1=2t`$ and $`\mu =t`$. Without loss of generality, the impurity positions are placed at sites (17,19) and (18,18) for the dimer case, and at sites (17,19), (18,18) and (19,17) for the trimer case. The measured position is still at site (19,18). As can be seen clearly, the near-zero-energy peaks in the local DTC for the single impurity case are strongly pulled toward zero energy in the dimer case. In the trimer case, the zero-energy peak is even more pronounced. To check this point more seriously, we have also calculated the lowest positive eigenvalues for the system composed of one supercell with one single impurity, and two impurities with different relative positions for $`g_1=2t`$ and $`\mu =t`$. We find that a single impurity leads to two near-zero-energy states per spin, one just above and one just below the Fermi energy. The absolute energy corresponding to these two eigenstates is roughly $`0.1t`$. (It is not zero because there is no particle-hole symmetry in this model study.) But for the two impurities positioned as nearest neighbors of each other along the $`[11]`$ direction, the lowest positive eigen-energy is only about $`0.03t`$. If two impurities are positioned as nearest neighbor of each other along the $`[10]`$ direction, the lowest positive eigenvalue is roughly $`0.09t`$, which is very close to the value for isolated impurities. In Fig. 4, we have plotted the variation of the lowest positive eigenvalue with the distance between two imputities aligned along the $`[11]`$ direction. When two impurities are far apart, the lowest positive eigenvalue oscillates between $`0.105t`$ and $`0.079t`$, around the value $`0.1t`$ for isolated impurities, as the distance between the two impurities are increased. This oscillation is a clear indication of the long range interaction between two impurities that we have already discussed. (The long tails of the wave function of a bound state around a unitary impurity in the nodal directions are oscillating in Fermi wavelength, so the sign of the interaction between two impurities can change with distance.) When two impurities form a $`[11]`$-directional dimer, they combine to play the role of a very short $`\{11\}`$ edge. That is, they drastically enhanced the probability for specular reflection by this edge, so the nearest-to-zero eigen-energies become very close to zero energy. This analysis demonstrates that the closest-to-zero eigen-energies due to the presence of impurities are very sensitive to the short-range correlations in the impurity configuration. Furthermore, we plot in Fig. 5 the number of near-zero eigen-energy states versus the number of impurities aligned consecutively along the $`[11]`$ direction. In this calculation, each state with its eigenvalue smaller than $`0.04t`$ is counted as a near-zero-energy state. As the result shows, the number of near-zero-energy states increases almost linearly with the length of a $`[11]`$-directional impurity line. We also find that, as the number of impurities is increased, there are more and more states with their eigen-energy approaching zero, which confirms from an alternative aspect that the appearance of the ZBCP in the $`\{110\}`$-oriented DWSC tunnel junctions is independent of the position of $`\mu `$ in the band.
Most recently, Pan et al. have performed an STM study on the effect of a single zinc (Zn) impurity atom on the quasiparticle local density of states (LDOS) in BSCCO. Besides revealing the predicted highly localized four-fold quasiparticle cloud around the impurity, the imaging also exhibited a novel distribution of the near-zero-resonant-energy LDOS near the impurity. In contrast to the existing theories, which give a vanishing LDOS directly at the site of the unitary impurity, and vanishing or low values on all atomic sites along the $`[11]`$ directions and at the $`(20)`$ and $`(02)`$ sites, it was observed that the LDOS at the resonance energy has the strongest intensity directly on the Zn site, scattering from which is believed to be in the unitary limit. In addition, the LDOS at the resonance energy has nearly local minima at the four Cu atoms nearest-neighbor to the Zn atom, and has local maxima at the second- and third-nearest-neighbor Cu atoms. The intensity of the LDOS on the second-nearest-neighbor Cu atoms is larger than that on the third-nearest-neighbor Cu atoms. Although this unexpected phenomenon might indicate strong correlation effects, we would rather try to explain it from an alternative point of view. Superconductivity in HTSC’s is believed to originate in the CuO<sub>2</sub> plane, and the STM/S tip at low bias is known to be probing such a plane closest to the surface. But the STM tip is also known to be separated from this plane by a BiO layer and a SrO layer. The BiO layer is believed to be semiconducting and the SrO layer, insulating. So low-energy electrons can go through them. However, the hard cores of the atoms surely can block the tunneling current from directly going through them. We therefore postulate that tunneling occurs from the tip to the atoms within a small circular area in the CuO<sub>2</sub> plane directly below the tip, except those atoms blocked in the above sense. In addition, we postulate that the linear dimension of the small circular area is only a little larger than the lattice constant $`a`$, because the negative-exponential dependence of the tunneling current on distance implies that we need only include the closest set of atoms that can contribute to the tunneling current. (That is, they are not blocked by the atoms in the BiO and SrO layers closer to the surface than the CuO<sub>2</sub> layer being probed.) Then the tip above a given Zn or Cu site in the CuO<sub>2</sub> plane sees only its four nearest-neighbor sites in that plane. Therefore, we propose that the actual measured LDOS at a Zn or Cu site is essentially the sum of the contributions from its four nearest (Cu or Zn)-neighbors. The measured local DTC should then be related to the calculated local DTC by the relation:
$$G_𝐢^{\text{expt.}}(V)=\underset{𝜹}{}G_{𝐢+𝜹}^{\text{calc.}}(V).$$
(9)
In Fig. 6, part (a), the spatial distribution of the calculated bare \[i.e., before the transformation given in Eq. (9)\] DTC at zero bias is displaced in a three-dimensional plot. It includes the effects of all four near-zero-energy resonant states (two per spin) localized around a unitary impurity. The temperature is assumed to be at $`k_BT=0.02t`$ (or $`T0.1T_c`$) in the calculation. The parameter values $`g_1=1.5t`$ and $`\mu =0.4t`$ are chosen to obtain a single near-zero-bias conductance peak. These values are not yet optimized, since at the present time we only wish to establish the essential correctness of our idea. In Fig. 6, part (b), a planar ”bubble plot” of the same data is given, where the size of each black dot is directly proportional to the calculated bare-DTC at that lattice site. (Our calculation, being tight-binding in nature, gives DTC values only at the lattice sites, unlike the observed data, which gives a continuous variation of the DTC between the atomic sites.) In Fig. 6, parts (c) and (d), similar plots are given for the calculated transformed-DTC based on Eq. (9). It is clear from comparing these plots with Fig. 3(b) and (c) of Ref. that the calculated transformed-DTC-distribution agrees quite well, at least qualitatively, with the measured DTC-distribution at the resonant energy in that reference.
As a crude quantitative comparison between our prediction based on Eq. (9) and the measure data of Pan et al., we have listed in Table II the normalized measured values by Pan et al. \[based on Fig.4 (a) in Ref. \], our normalized calculated bare values, and our normalized calculated transformed values \[by using Eq. (9)\], of the local DTC at various lattice sites near a Zn impurity \[which is defined to be the (00) site\], up to the third nearest-neighbor \[i.e., the (20) and (02)\] sites. Within each row of data, the normalization is such that the largest value becomes unity. (For the first and third rows of data, this occurs at the (00) site, but for the second row of data, this occurs at the (10) and (01) sites, because the calculated bare value of the local DTC at the resonant energy vanishes at the (00) site.) We admit that this comparison is only a very crude one, since our tight-binding result for the DTC distribution, which exists at the Zn and Cu sites only, and not continuously in between them, should, strictly speaking, be compared with some integrated result of the measured local DTC. But in the first row of Table II we have only listed the measured local DTC values right at the Zn and near-by Cu sites, with no integration performed. In fact, we strongly believe that the agreement will be much better if we do perform properly such an integration of the measured data before comparison with our prediction, as may be seen by comparing our prediction given in Fig. 6, part (d), and the Fig. 3(b) of Ref. , or the three-dimensional figure on the cover page of the March 2000 issue of Physics Today . This is particularly so with regard to the relative heights of the local DTC measured at the (10) or (01) sites, and those at the (20) and (02) sites. The former is larger than the latter in the data given in the first row of Table II, and in Fig. 4(a) of Ref. , where the data in the first row of table II came from. However, since at the moment we have not figured out the proper way to do this integration, we shall leave that to a future publication. (An even better theory should generate a continuous local DTC in a plane, to be directly compared with the measured data, with no integration needed. This possibility will also be looked into later.) In spite of the fact that the comparison presented in Table II is only a very crude one, we believe it still strongly suggests that our idea is essentially correct, although the model clearly can and should be improved, in order to give a local DTC distribution which exists continuously in a two-dimensional plane, as has been observed.
### B The case of randomly distributed impurities
In Fig. 7, we have plotted the spatially averaged DTC for different concentrations of impurities contained in the DWSC. The parameters chosen are: $`g_1=2t`$ and $`\mu =t`$. When the super-cell contains only one impurity, because the spectral weight from the impurities is too small for this density ($`0.08\%`$) of impurities, only a very small spatially-averaged zero-bias DTC, $`G(0)`$, appears, without a slight trace of a ZBCP. At this low concentration of impurities, $`G(V)`$ practically reflects the bulk $`d`$-wave DOS. The conductance peak outside the positive maximum energy gap stems from the van Hove singularity. To increase the spectral weight of the impurity contribution to $`G(V)`$, one needs to increase the density of impurities, in presumably a random distribution. But as shown by the dashed line in Fig. 7, in which the randomly-distributed impurity density has been increased to $`1.28\%`$, one still does not obtain an observable ZBCP in spatially-averaged $`G(V)`$, but only a finite spatially-averaged $`G(0)`$ as a local minimum. This we think is because the wave functions of the near-zero-energy resonant states around the impurities have tails along the near-nodal directions, the interaction between such states at different impurity positions (especially between those impurities not very far away from each other) is so large that the contributions from these states to the DTC has spread into a wide band with actually lower value at the band center (i.e., zero bias) than at the band edges. This is consistent with the fact that in most $`c`$-axis non-STM-types of tunneling experiments, only a finite $`G(0)`$ is observed, without showing a peak there of any shape and width.
Compared with the single impurity case plotted by the solid line, it is clear that $`G(0)`$ is enhanced at this much higher density of randomly-distributed impurities, showing that the spectral weight of the impurity contribution at this density of impurities is clearly no longer negligible. Yet no trace of a ZBCP is obtained. On the other hand, we find that at the same concentration of impurities, if a good portion of these impurities form $`[11]`$-directional dimers, (with separation $`\sqrt{2}a`$ between the two impurities in each such dimer,) but still with random orientations, a small observable ZBCP is exhibited in $`G(V)`$. \[See the short-dashed line in Fig. 7\], in which $`62.5\%`$ of the impurities form such dimers. We have also calculated the wavefunction near the two impurities forming such a dimer and found that the wavefunction amplitude is very small along the alignment direction of the two impurities, but has an oscillatory behavior perpendicular to the alignment direction. This highly anisotropic behavior of the wavefunction may have drastically suppressed the interaction between the impurities. The height of the ZBCP depends on the total number of impurities forming such dimers. We also find that if some impurities form $`[11]`$-directional trimers, the amplitude of the ZBCP can be enhanced even further. But we deem the probability for three impurities to form such a trimer in an actual system is very small, but the assumption that some impurities can form $`[11]`$-directional dimers should be reasonable. Thus we propose that this is how impurities can possibly contribute to some of the observed ZBCP’s, and why often ZBCP’s are not observed in $`c`$-axis non-localized tunneling, even in samples which have been deliberately introduced some substantial amount of substitutional non-magnetic zinc (Zn) impurities.
## IV Summary
In summary, we have made detailed calculations of both the local and the spatially-averaged differential tunneling conductance in DWSC’s containing nonmagnetic impurities in the unitary limit. Our results show the following: (1) Previously we have shown that the local conductance behavior near zero energy at the sites near a unitary impurity is sensitive to how well the particle-hole symmetry is satisfied, and how large is the error of using a semiclassical WKBJ approximation to treat the problem. Here we have demonstrated that conclusion is model independent. (2) We also find that the conductance behavior is very sensitive to the impurity configuration. For the single-impurity case, a recently obtained LDOS imaging at the resonance energy has been explained in terms of a model where the blocking effect of the atoms in the BiO and SrO layers are taken into account, so that the tunneling tip does not probe the local density of states of the Cu or Zn site directly below it, but rather essentially the sum of those of its four nearest neighbor sites. Furthermore, our study allows us to conclude that unitary impurities can contribute to an observable ZBCP in non-localized tunneling if and only if a substantial number of impurities form $`[11]`$-directional dimers, (and trimers, etc.). On the other hand a simple random distribution of unitary impurities either has too low a spectral weight to contribute observably to non-localized tunneling, or their interaction is already so strong that they can only produce a finite value at zero bias in non-localized tunneling conductance without giving a peak there of any shape or width. An ultimate test of this scenario would require: (i) the observation of a ZBCP in STM/S tunneling in the close vicinity of a unitary impurity, (which is already achieved recently); (ii) the non-observation of a ZBCP in non-STM/S types of $`c`$-axis tunneling on a single-crystal sample with any concentration of the same type of impurities which are confirmed to not have formed $`[11]`$-directional dimers, (or trimers, etc.); and (iii) the appearance of a small ZBCP in the same types of tunneling experiments when the impurity distribution is established to contain such dimers, (or trimers, etc.). Such an ultimate test may be asking too much from the experimentalists, but the fact that this scenario is consistent with many diverse tunneling observations give us much confidence on it being at least close to the truth.
###### Acknowledgements.
We thank Dr. J. C. Seamus Davis and Ms. Kristine Lang for providing us quantitative information about the measurement they published in their recent Nature article. This work was supported by the Texas Center for Superconductivity at the University of Houston, the Robert A. Welch Foundation, the Grant under the No. NSF-INT-9724809, and by the Texas Higher Education Coordinating Board under grant No. 1997-010366-029. |
warning/0001/hep-th0001144.html | ar5iv | text | # 1 Introduction
## 1 Introduction
String theory has experienced remarkable progress in the last couple of years. One of the recent interests is the realization that noncommutative spacetime arises naturally in string and M-theory. The Matrix theory proposal conjecture that M theory can be defined by a supersymmetric quantum mechanics. Upon compactification, Matrix theory is described by a supersymmetric Yang-Mills living on the dual torus . The situation is however more complicated when there is a background field. It was proposed by Connes, Douglas and Schwarz that Matrix model compactified on a $`T^2`$ give rises to noncommutative SYM when there is a background field $`C_{12}`$. Since Matrix model can be obtained by discretizing the supermembrane, one approach to obtain the Matrix model with background $`C`$-field is to discretize the supermembrane theory with a WZ coupling term . It turns out the resulting Matrix model is related to the original Matrix model without background field by a singular similarity transformation; and the Moyal product as well as the Seiberg-Witten map between commutative and noncommutative variables are correctly reproduced upon compactification .
From the string theory point of view, the above $`C`$-field background of M-theory corresponds to string theory with a NS-NS $`B`$-field background; and the noncommutativity over the D-brane worldvolume can be shown to arises from the open string point of view . Various aspects of noncommutative geometry in string theory were further examined in . See for a detail exposition of noncommutative geometry, with motivations and applications in physical problems.
In the following, we will follow the Hamiltonian approach taken in for open string quantization in background $`B`$-field. This has the advantage of being easily generalizable to the case of a charged open string in background gauge fields.
## 2 String Theory in Constant NS-NS Background
Consider a fundamental string ending on a D$`p`$-brane in the presence of a $`B`$-field. The bosonic part of the action takes the form
$$S_B=\frac{1}{4\pi \alpha ^{}}_\mathrm{\Sigma }d^2\sigma [g^{\alpha \beta }G_{\mu \nu }_\alpha X^\mu _\beta X^\nu +ϵ^{\alpha \beta }B_{\mu \nu }_\alpha X^\mu _\beta X^\nu ]+\frac{1}{2\pi \alpha ^{}}_\mathrm{\Sigma }𝑑\tau A_i(X)_\tau X^i,$$
(1)
where $`A_i,i=0,1,\mathrm{},p`$, is the $`U(1)`$ gauge field living on the D$`p`$-brane and the string background is $`G_{\mu \nu }=\eta _{\mu \nu },\mathrm{\Phi }=\text{constant},H=dB=0`$. We use the convention $`\eta ^{\alpha \beta }=\text{diag}(1,1)`$ and $`ϵ^{01}=1`$ as in . This can be in type 0 superstring, type II superstring, or in the bosonic string theory. <sup>2</sup><sup>2</sup>2 With slight modification, the considerations here can also be applied to study open string ending on a D-brane in type I string theory. There a quantized $`B`$-field appears and natively one expect that a noncommutative gauge theory with $`SO`$ or $`SP`$ gauge group to appear. A more careful analysis shows however that the resulting gauge theory is equivalent to one without deformation by doing a field redefinition. It remains a challenge to find out how to define noncommutative gauge theory with gauge group other than $`U(N)`$ and in what setting of string theory they arise. I am grateful to Bogdan Morariu and Bruno Zumino for carrying out this analysis together. If both ends of the string are attached to the same D$`p`$-brane, the last term in (1) can be written as
$$\frac{1}{4\pi \alpha ^{}}_\mathrm{\Sigma }d^2\sigma ϵ^{\alpha \beta }F_{ij}_\alpha X^i_\beta X^j.$$
(2)
Furthermore, consider the case $`B=_{i,j=0}^pB_{ij}dX^idX^j`$, then the action (1) can be written as
$$S_B=𝑑\tau L=\frac{1}{4\pi \alpha ^{}}d^2\sigma [g^{\alpha \beta }\eta _{\mu \nu }_\alpha X^\mu _\beta X^\nu +ϵ^{\alpha \beta }_{ij}_\alpha X^i_\beta X^j].$$
(3)
Here
$$=BdA=BF$$
(4)
is the modified Born-Infeld field strength and $`x_0^a`$ is the location of the D-brane. Indices are raised and lowered by $`\eta _{ij}=(,+,\mathrm{},+)`$.
One obtains the equations of motion
$$(_\tau ^2_\sigma ^2)X^\mu =0$$
(5)
and the boundary conditions at $`\sigma =0,\pi `$:
$`_\sigma X^i+_\tau X^j_j{}_{}{}^{i}=0,i,j=0,1,\mathrm{},p,`$ (6)
$`X^a=x_0^a,a=p+1,\mathrm{},D.`$ (7)
The mode expansion that solve (6) is
$$X^k=x_0^k+(p_0^k\tau p_0^j_j{}_{}{}^{k}\sigma )+\underset{n0}{}\frac{e^{in\tau }}{n}\left(ia_n^k\mathrm{cos}n\sigma a_n^j_j{}_{}{}^{k}\mathrm{sin}n\sigma \right).$$
(8)
This implies that the canonical momentum $`2\pi \alpha ^{}P^k(\tau ,\sigma )=_\tau X^k+_\sigma X^j_j{}_{}{}^{k},`$ has the expansion
$$2\pi \alpha ^{}P^k(\tau ,\sigma )=\{p_0^l+\underset{n0}{}a_n^le^{in\tau }\mathrm{cos}n\sigma \}M_l{}_{}{}^{k},$$
(9)
where $`M_{ij}=\eta _{ij}_i{}_{}{}^{k}_{kj}^{}`$.
The constraint (7) is standard. We will be mainly interested in the constraint (6). As demonstrated in , the BC (6) implies that
$$2\pi \alpha ^{}P^k(\tau ,0)_k{}_{}{}^{i}=_\sigma X^j(\tau ,0)M_j{}_{}{}^{i}.$$
(10)
It follows that
$`2\pi \alpha ^{}[P^k(\tau ,0),P^j(\tau ,\sigma ^{})]_k{}_{}{}^{i}=_\sigma [X^k(\tau ,\sigma ),P^j(\tau ,\sigma ^{})]_{\sigma =0}M_k{}_{}{}^{i},`$ (11)
$`2\pi \alpha ^{}[P^k(\tau ,0),X^j(\tau ,\sigma ^{})]_k{}_{}{}^{i}=_\sigma [X^i(\tau ,\sigma ),X^j(\tau ,\sigma ^{})]_{\sigma =0}.`$ (12)
These simple relations show that the standard canonical commutation relations for $`=0`$,
$`[X^i(\tau ,\sigma ),P_j(\tau ,\sigma ^{})]=i\delta _j^i\delta (\sigma ,\sigma ^{}),`$ (13)
$`[P_i(\tau ,\sigma ),P_j(\tau ,\sigma ^{})]=0,`$ (14)
$`[X^i(\tau ,\sigma ),X^j(\tau ,\sigma ^{})]=0,`$ (15)
are not compatible with the boundary condition (6) when $`0`$. Since the modified boundary condition (6) occurs only at the boundary, it is clear that the commutation relations (13)-(15) are modified only there.
Following the procedure of , one finds that the symplectic form is
$$\mathrm{\Omega }=_0^\pi 𝑑\sigma 𝐝P_\mu 𝐝X^\mu ,$$
(16)
because the modifications to (13)-(15) occur on a measure zero set and so do not modify the familiar form of $`\mathrm{\Omega }`$. To determine how the commutation relations are modified, we evaluate (16) for the mode expansions (8) and (9) to get the Poisson structure for the modes. To be consistent, the resulting expression should be $`\tau `$-independent. Using (5) and (6), it is easy to check that this is indeed the case. Substituting the mode expansions (8), (9), one obtains
$$\mathrm{\Omega }=\frac{1}{2\alpha ^{}}\left\{M_{ij}𝐝p_0^i(𝐝x_0^j+\frac{\pi }{2}^j{}_{k}{}^{}𝐝p_0^k)+\underset{n>0}{}\frac{i}{n}(M_{ij}𝐝a_n^i𝐝a_n^i+𝐝a_n^a𝐝a_n^a)\right\},$$
(17)
which is explicitly time independent <sup>3</sup><sup>3</sup>3This corrects an irrelevant step in .. Eqn. (17) implies the following commutation relations for the modes
$`[a_n^i,x_0^j]=[a_n^i,p_0^j]=0,[a_m^i,a_n^j]=2\alpha ^{}mM^{1ij}\delta _{m+n},`$ (18)
$`[p_0^i,p_0^j]=0,[x_0^i,p_0^j]=i2\alpha ^{}M^{1ij},[x_0^i,x_0^j]=i2\pi \alpha ^{}(M^1)^{ij},`$ (19)
and in turn implies
$`[P^i(\tau ,\sigma ),P^j(\tau ,\sigma ^{})]=0,`$ (20)
$`[X^k(\tau ,\sigma ),X^l(\tau ,\sigma ^{})]=\{\begin{array}{cc}\pm 2\pi i\alpha ^{}(M^1)^{kl},\hfill & \sigma =\sigma ^{}=0\text{ or }\pi ,\hfill \\ 0,\hfill & \text{otherwise},\hfill \end{array}`$ (23)
$`[X^i(\tau ,\sigma ),P^j(\tau ,\sigma ^{})]=i\eta ^{ij}\delta (\sigma ,\sigma ^{}),`$ (24)
where $`\delta (\sigma ,\sigma ^{})`$ is the delta function on $`[0,\pi ]`$ with vanishing derivative at the boundary, $`\delta (\sigma ,\sigma ^{})=\frac{1}{\pi }\left(1+_{n0}\mathrm{cos}n\sigma \mathrm{cos}n\sigma ^{}\right).`$ Thus we see that the string becomes noncommutative at the endpoint, i.e. the D-brane becomes noncommutative. Note that the noncommutativity depends on quantity defined on the D-brane. The relation (23) is manifestly local.
We finally remark that since the ghost system is not sensitive to the presence of $``$; their boundary condition and hence their central charge is not modified by $``$. Therefore to be free from conformal anomaly, the matter system must have a central charge independent of $``$. This is indeed so since the normal-ordered Virasoro generators are
$$L_k=\frac{1}{4\alpha ^{}}:\underset{n𝐙}{}\left(M_{ij}a_{kn}^ia_n^j+a_{kn}^aa_n^a\right):$$
(25)
and they satisfy the standard Virasoro algebra
$$[L_m,L_n]=(mn)L_{m+n}+\frac{d}{12}m(m^21)\delta _{m+n},d=\text{spacetime dimension},$$
(26)
with a central charge unmodified by $``$.
## 3 Charged String
We now come to the case of of a charged open string in background fields or an open string ending on two different D-branes with different worldvolume field strengths. Most part of the analysis has already appeared in . We will go over some of the salient features. The method we used in sec. 2 can be easily applied here. Consider an open string with charges $`q_1`$ and $`q_2`$ at the endpoints, the action is ($`\alpha ^{}=1/2`$)
$$S=\frac{1}{2\pi }𝑑\tau 𝑑\sigma (\dot{X}_\mu \dot{X}^\mu X_\mu ^{}X^\mu ^{})\frac{1}{\pi }𝑑\tau (q_1A_i\dot{X}^i(\sigma =0)+q_2A_i\dot{X}^i(\sigma =\pi ))$$
(27)
and the boundary conditions are
$`X^i^{}=q_1F^i{}_{j}{}^{}\dot{X}_{}^{j},\sigma =0,`$ (28)
$`X^i^{}=q_2F^i{}_{j}{}^{}\dot{X}_{}^{j},\sigma =\pi .`$ (29)
We will concentrate on a $`2\times 2`$ block of $`F`$,
$$F=\left(\begin{array}{cc}0& f\\ f& 0\end{array}\right).$$
(30)
Introducing $`X_\pm =\frac{1}{\sqrt{2}}(X_1\pm iX_2)`$, the boundary conditions are diagonalized
$$X_+^{}=i\alpha \dot{X}_+,\sigma =0;X_+^{}=i\beta \dot{X}_+,\sigma =\pi ,$$
(31)
with $`\alpha =q_1f,\beta =q_2f`$. In the gauge $`A_i=\frac{1}{2}F_{ij}X^j`$, the conjugated momentum are
$`\pi P_{}=\dot{X}_+{\displaystyle \frac{i}{2}}X_+[\alpha \delta (\sigma )+\beta \delta (\pi \sigma )],`$ (32)
$`\pi P_+=\dot{X}_{}+{\displaystyle \frac{i}{2}}X_{}[\alpha \delta (\sigma )+\beta \delta (\pi \sigma )].`$ (33)
The same argument as in the previous section shows that the standard canonical commutation relations have to be modified at the boundary due to the boundary conditions.
One can expands $`X_\pm `$ as
$`X_+=x_++i{\displaystyle \underset{n>0}{}}a_n\psi _ni{\displaystyle \underset{m0}{}}b_m^{}\psi _m,`$ (34)
$`X_{}=x_{}+i{\displaystyle \underset{m0}{}}b_m\overline{\psi }_mi{\displaystyle \underset{n>0}{}}a_n^{}\overline{\psi }_n,`$
where we have taken into account $`X_{}^{}=X_+`$ and $`x_+=x_{}^{}`$ and the normalized mode functions for any integer $`n`$ is given by
$$\psi _n=\frac{1}{|nϵ|^{1/2}}\mathrm{cos}[(nϵ)\sigma +\gamma ]e^{i(nϵ)\tau }$$
(35)
with $`ϵ=\frac{1}{\pi }(\gamma +\gamma ^{})`$ and $`\gamma =\mathrm{tan}^1\alpha `$, $`\gamma ^{}=\mathrm{tan}^1\alpha ^{}`$. $`\psi _n`$ and the constant mode form a complete basis. $`\psi _n`$’s satisfies the boundary condition (31) and the orthogonality condition
$$\psi _m,\psi _n=\delta _{mn}\text{sign}(mϵ),1,\psi _n=0,$$
(36)
where the inner product is defined by
$$f,g=\frac{1}{\pi }_0^\pi 𝑑\sigma \overline{f}(\tau ,\sigma )[i\stackrel{}{_\tau }+\alpha \delta (\sigma )+\beta \delta (\pi \sigma )]g(\tau ,\sigma ).$$
(37)
The symplectic form is given by
$$\mathrm{\Omega }=𝑑\sigma (𝐝P_+𝐝X_++𝐝P_{}𝐝X_{})$$
(38)
and it is straightforward to show that it is time independent. In terms of $`,`$, $`\mathrm{\Omega }`$ can be written compactly as
$$\mathrm{\Omega }=i𝐝X_+,𝐝X_+.$$
(39)
Using (36), it is then easy to get
$`i\mathrm{\Omega }=𝐝x_{}𝐝x_+{\displaystyle \frac{\alpha +\beta }{\pi }}+{\displaystyle \underset{n>0}{}}𝐝a_n^{}𝐝a_n+{\displaystyle \underset{m0}{}}𝐝b_m^{}𝐝b_m.`$ (40)
This implies the nonvanishing commutation relations
$`[x_+,x_{}]={\displaystyle \frac{\pi }{\alpha +\beta }},`$ (41)
$`[a_k,a_n^{}]=\delta _{nk},k,n>0,`$ (42)
$`[b_l,b_m^{}]=\delta _{lm},l,m0,`$ (43)
with all the other commutators zero. These relations are exactly those obtained in . However, as we will see now, the commutation relation for $`[X_+(\tau ,\sigma ),X_{}(\tau ,\sigma ^{})]`$ are different. Substituting (41)-(43) back into (34), one finds
$$[X_+(\tau ,\sigma ),X_{}(\tau ,\sigma ^{})]=J(\sigma ,\sigma ^{}),$$
(44)
where
$$J(\sigma ,\sigma ^{})=\frac{\pi }{\alpha +\beta }+\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\frac{1}{nϵ}\mathrm{cos}((nϵ)\sigma +\gamma )\mathrm{cos}((nϵ)\sigma ^{}+\gamma ).$$
(45)
We first compute $`J(\sigma ,\sigma ^{})`$ for $`\sigma =\sigma ^{}=0`$ or $`\pi `$. Using the identity
$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{2ϵ}{ϵ^2n^2}+\frac{1}{ϵ}=\pi \mathrm{cot}\pi ϵ,ϵ\text{integer},$$
(46)
one obtains $`J(0,0)=\pi \alpha /(1+\alpha ^2)`$, $`J(\pi ,\pi )=\pi \beta /(1+\beta ^2)`$. As for $`J(\sigma ,\sigma ^{})`$ for other values of $`\sigma ,\sigma ^{}`$, it is not hard to show that it is zero. To see this, we first remark that it is straightforward to show that $`\frac{}{\sigma }J=0`$ for $`\sigma ,\sigma ^{}`$ not both $`0`$ or $`\pi `$. Therefore $`J`$ is a constant for this range of $`\sigma ,\sigma ^{}`$ and hence it is sufficient to calculate $`J(0,\pi )`$. The latter is equal to
$$J(0,\pi )=\frac{\pi }{\alpha +\beta }+\mathrm{cos}\gamma \mathrm{cos}\gamma ^{}\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\frac{(1)^n}{nϵ}.$$
(47)
Now it is known that for any meromorphic function $`h(z)`$ with poles $`a_1,\mathrm{},a_m`$ (not integers) and with $`z=\mathrm{}`$ a zero of order $`p2`$, the following holds
$$\underset{N\mathrm{}}{lim}\underset{n=N}{\overset{N}{}}(1)^nh(n)=\pi \underset{k=1}{\overset{m}{}}\text{Res}(\frac{h(z)}{\mathrm{sin}\pi z},a_k).$$
(48)
Applying this for $`h=1/(z^2ϵ^2)`$, we get $`J(0,\pi )=0`$. Therefore we obtain finally
$$[X_+(\tau ,\sigma ),X_{}(\tau ,\sigma ^{})]=\{\begin{array}{ccc}\frac{\pi \alpha }{1+\alpha ^2},\hfill & \sigma =\sigma ^{}=0,\hfill & \\ \frac{\pi \beta }{1+\beta ^2},\hfill & \sigma =\sigma ^{}=\pi ,\hfill & \\ 0,\hfill & \text{otherwise},\hfill & \end{array}$$
(49)
The geometrical meaning is clear: the noncommutativity is localized at the endpoints and is determined by the field strength there. If we consider an open string ending on two different D-branes, the same results (49) are obtained; and they agree with the commutation relations (23) obtained by quantizing individual open string with both ends ended on each same D-brane. This is consistent with the fact that the noncommutativity is a property of the D-brane and does not depend on what probe we use to see the noncommutativity.
The results (49) can also be obtained by carrying out the Dirac constrained quantization with the boundary conditions treated as constraints . The procedure was carried out at the level of fields in . We mention that one may also express the boundary conditions as constraints on the modes and carry out the constrained quantization .
One may try to recover these results using the approach of worldsheet perturbation , but it is difficult to proceed since now the perturbation due to the charges cannot be written as a worldsheet action unless one is willing to use delta function. It is also difficult to proceed in the line of as the Green function that satisfies different BC at the two end points is not available. The advantage of the present approach is apparent, both the neutral and charged string can be treated uniformly.
Two interesting applications of the charged string system are the studies of creation of open string in electric field and D-brane scattering . Notice that in these calculations, only the relations (41)-(43) are used, but not (49).
## 4 Outlooks
The kind of noncommutativity that appears in string theory so far are on the worldvolume of brane and can be called “worldvolume” noncommutativity. Physically this kind of noncommutativity arises from the open string interaction and has nothing to do with gravity. This is to be contrasted with another kind of noncommutativity that is due to quantum gravity effects at small distance scale. We refer to this as “spacetime” noncommutativity. It is often believed that at the Planck scale, spacetime will become fuzzy since the quantum fluctuation of the geometry cannot be ignored anymore. Since string theory provide a consistent treatment of quantum gravity, it would be very interesting to understand this better from within string theory. Consider a D-string with a NS-NS flux along it. Doing a S-duality turns the NS-NS flux into a RR flux and the original noncommutative D-string into a fundamental string with a noncommutative worldsheet . It seems RR background is likely to be relevant for “spacetime” noncommutativity. String theory in RR background is notoriously difficult, see however for some proposals.
## Acknowledgments
I would like to thank Bogdan Morariu and Bruno Zumino for discussions and Pei-Ming Ho for discussions and collaborations. This work was partially supported by the Swiss National Science Foundation, by the European Union under TMR contract ERBFMRX-CT96-0045 and by the Swiss Office for Education and Science. |
warning/0001/hep-th0001158.html | ar5iv | text | # 1 Mathematical and Physical Origin
## 1 Mathematical and Physical Origin
Throughout this paper, let $`G`$ denote any finite group (good references to finite group and character theory are provided by ).
Physically, the modular data we will describe in the next section arise in several ways. It is a (2+1)-dimensional Chern-Simons theory with finite gauge group $`G`$ . As Witten showed, 3-dimensional topological field theory corresponds to 2-dimensional conformal field theory (CFT), and the corresponding CFTs here are orbifolds by symmetry group $`G`$ of a holomorphic CFT (e.g. the $`E_8`$ level 1 WZW orbifolded by any finite subgroup of the compact simply-connected Lie group $`E_8()`$). This CFT incarnation is important to us, as it provides some motivation for specific investigations we will perform. Nevertheless, both of these incarnations are probably of direct value only as toy models.
Note that more generally, to each $`G`$ we will obtain a finite-dimensional representation of the mapping class group $`\mathrm{\Gamma }_{g,n}`$ for the genus $`g`$ surfaces with $`n`$ punctures . In this paper though we will consider only the modular group SL$`{}_{2}{}^{}()`$, corresponding to $`\mathrm{\Gamma }_{1,0}`$, and in particular the matrices $`S`$ and $`T`$.
It is clear that many different CFTs can realise the same modular data – e.g. all 71 of the $`c=24`$ holomorphic theories have $`S=T=(1)`$. So any given $`G`$ will correspond to several different CFTs. Likewise, all we can say about the central charge $`c`$ associated to $`G`$ is that it will be a positive multiple of 8.
Associated with the RCFT we expect to have some sort of quantum-group which captures the modular data and representation theory of the chiral algebra (so e.g. the fusion coefficients are tensor product coefficients of irreducible modules). This was done for arbitrary finite $`G`$ in , and is the quantum-double of the group algebra $`[G]`$ (see also ).
There should also be a vertex operator algebra (VOA) interpretation to this data, assigning a VOA to each finite group. One way to do this is to start with the VOA associated with any even self-dual Euclidean lattice $`\mathrm{\Lambda }`$ for which $`G\mathrm{Aut}\mathrm{\Lambda }`$. Orbifolding it by $`G`$ should yield our data (with the value $`c=\mathrm{dim}\mathrm{\Lambda }`$). For example, any finite subgroup of SU$`{}_{2}{}^{}()`$ or SU$`{}_{3}{}^{}()`$ works with the $`\mathrm{\Lambda }=E_8`$ root lattice. By Cayley’s Theorem, such a lattice $`\mathrm{\Lambda }`$ can always be found for a given group $`G`$: e.g. embed $`G`$ in some $`𝔖_n`$ and take $`\mathrm{\Lambda }`$ to be the orthogonal direct sum of $`n`$ copies of $`E_8`$. In , this VOA interpretation is addressed.
Although these holomorphic orbifolds are perhaps too artificial to be of direct interest, it can be expected that they provide a good hint of the behaviour of more general orbifolds. Indeed this is the case – e.g. they can be seen in the theory of permutation orbifolds .
Perhaps the most physical incarnation of this modular data is in (2+1)-dimensional quantum field theories where a continuous gauge group has been spontaneously broken to a finite group . Non-abelian anyons (i.e. particles whose statistics are governed by the braid group rather than the symmetric group) arise as topological excitations. The effective field theory describing the long-distance physics is governed by the quantum-group of . Adding a Chern-Simons term corresponds to the cohomological twist to be discussed shortly.
Actually, this modular data arose originally in mathematics, in an important but technical way in Lusztig’s determination of the irreducible characters of the finite groups of Lie type . In describing some of these, the so-called ‘unipotent’ characters, he was led to consider this modular data for the groups $`G\{_2\times \mathrm{}\times _2,𝔖_3,𝔖_4,𝔖_5\}`$. For example, $`𝔖_5`$ arises in groups of type $`E_8`$. Our primary fields $`\mathrm{\Phi }`$ parametrise the unipotent characters associated to a given 2-sided cell in the Weyl group. interprets the fusion algebra as the Grothendieck ring for $`G`$-equivariant vector bundles. This Lusztig interpretation is significant as it indicates the richness of the purely group theoretic side of the data we explore below.
An intriguing application to quantum computing We thank Sander Bais for informing us of this. has been suggested by Kitaev . One of the main challenges of actually implementing an effective quantum computer is decoherence: interaction with the environment makes quantum superpositions very unstable. The standard approaches to this involve quantum error correction, but Kitaev’s proposal is to incorporate into the hardware the non-abelian anyons of . The resulting computer would operate quite robustly amidst localised disturbances.
From many of these approaches, we also expect to have characters ch$`{}_{a}{}^{}(\tau )`$ which realise this modular data as in (2.1) and (2.2) below. These appear to be given in , at least when $`G`$ is a subgroup of $`E_8()`$ (see Theorem 4.3 there).
In summary, what we get is a set of modular data (i.e. matrices $`S`$ and $`T`$) for any choice of finite group $`G`$. Now, much information about a group can be recovered easily from its character table: e.g. whether it is abelian, simple, solvable, nilpotent, … (see e.g. Ch.22 of ). For instance, $`G`$ is simple iff for all irreducible $`\chi 1`$, $`\chi (a)=\chi (e)`$ only for $`a=e`$. Thus it can be expected that our modular data, which probably includes the character table, should tell us a lot about the group, i.e. be sensitive to a lot of the group-theoretic properties of $`G`$.
It does not appear to be known yet whether the modular data associated to distinct $`G`$ will always be distinct. A tempting guess would be that this modular data is a function of the group algebra, but that it succeeds in distinguishing groups which have different character tables. An easy result along these lines is: Given any groups $`G`$ and $`H`$ with equal matrix $`S`$, if $`G`$ is abelian then $`GH`$. (The character table of an abelian group also uniquely determines it.) The non-abelian order-8 groups $`𝔇_4`$ and $`𝔔_4`$ have identical character tables, but their matrices $`S`$ and $`T`$ are both different. More generally, we will see below that the matrices $`S`$ for the groups with at most 50 primary fields are all distinct.
There are two ways to generalise this data. One is by a ‘twisting’ by some element of a cohomology group (see also ). We will look at this twisting in Section 5. This twisting is rather interesting, because completely analogously one can speak of the twisting of modular data associated to Lie groups: the cohomology group there is $``$, and ‘twisting’ by cohomology class $`[k]`$ gives WZW at level $`k`$ for that Lie group ! So the untwisted finite group modular data is ‘level 0’ in this sense. On the other hand, the WZW models at level 0 are trivial. Another difference with WZW is that the cohomology group here is finite, so there are only finitely many different possible ‘levels’ to this finite group data.
The twisting was incorporated in the quantum-group picture in . How to obtain topological (e.g. oriented knot) invariants from this twisted data was explained in . It turns out that these knot invariants are functions of the “knot group” (i.e. the fundamental group of the complement of the knot). Though non-isotopic knots can have the same knot group, this does not imply that these finite group topological invariants are uninteresting. For instance , these invariants can distinguish a knot from its inverse (i.e. the knot with opposite orientation), unlike the more familiar topological invariants coming from affine algebras (or quantum groups $`U_q(𝔤)`$).
This twisting is reminiscent, though independent, of discrete torsion . The twist changes the modular data, while discrete torsion changes the modular invariant partition function but leaves unchanged the modular data. We use discrete torsion in §4.1.
A second way to generalise this data is suggested by the subfactor interpretation of RCFT. There is a von Neumann subfactor and from this a fusion ring, associated to any group-subgroup pair $`GH`$ . Our data comes from the diagonal embedding of $`G`$ in $`G\times G`$. The fusion ring for generic pairs $`GH`$ is non-commutative (so e.g. Verlinde’s formula will not work), but it is commutative for much more than just $`GG\times G`$ and so we can expect here a significant generalisation of this finite group data corresponding in some way to physics. To our knowledge, such a physical interpretation has not been developed.
The finite group modular data behaves very differently from the affine modular data. Yet finite group theory is certainly richer than nontwisted affine Lie theory, so its modular data should be explored. It should be interesting both from the group theory and RCFT sides. In particular, it should be interesting to RCFT for the same reasons as the affine data: Affine modular data is regarded as physically interesting primarily because it serves as a toy model, and because of the GKO coset construction; similarly, the finite group modular data is equally a toy model, and is involved in the orbifold construction.
As always, there are unexpected surprises. One of the differences we have found between the finite group data and the affine data is the large number of modular invariants for the former – in contrast the affine modular invariants are surprisingly rare and generally are associated with Dynkin diagram symmetries. There is one family of exceptions to this rule: the orthogonal algebras at level 2 have a rich collection of modular invariants . This was rather mysterious. But what we find is that the only overlap between the affine data and nonabelian finite group data occurs with the orthogonal algebras at level 2 ! This clearly provides a partial resolution of that mystery.
Our main intention with this paper is to make the mathematical physics community more familiar with this modular data, by developing and illustrating some of the basic ideas and constructions. As a large and relatively unexplored class of RCFTs, studying it can correct some of the prejudices we have developed with our rather artificial preoccupation with the affine data. Finally, this material suggests the thought: “There’s some kind of analogy relating affine algebras and finite groups” – after all, both are directly associated to topological groups – and we try to work out some of its aspects. See the Table below. Of course there are differences as well as similarities, and identifying these will help us develop a better understanding of generic modular data.
List of Notation
| $`G`$ | a group with finitely many elements |
| --- | --- |
| $``$ | the nonnegative integers |
| ch<sub>a</sub> | RCFT characters, see e.g. (2.1), (2.8) |
| $`\xi _m`$ | the $`m`$-th root of unity $`\mathrm{exp}[2\pi \mathrm{i}/m]`$ |
| $`_n`$ | the cyclic group (the integers modulo $`n`$) |
| $`𝔖_n`$ | the symmetric group of order $`n!`$ |
| $`𝔄_n`$ | the alternating group of order $`n!/2`$ |
| $`𝔇_n`$ | the (binary) dihedral group (3.3) of order $`2n`$ |
| --- | --- |
| $`𝔔_{2n}`$ | the (generalised) quaternion group (3.4) of order $`4n`$ |
| $`e`$ | the identity element in the group |
| $`|G|`$ | the order (cardinality) of $`G`$ |
| $`K_a`$ | the conjugacy class of $`a`$, i.e. $`\{gag^1|gG\}`$ |
| $`R`$ | a set of representatives for each conjugacy class $`K_a`$ |
| $`\chi ,\psi ,\mathrm{}`$ | irreducible characters |
| Irr$`(G)`$ | the set of all irreducible characters of $`G`$ |
| $`G(a,b)`$ | see below (2.12) |
| deg$`(\chi )`$ | dimension of corresponding representation |
| $`C_G(a)`$ | the centraliser of $`a`$ in $`G`$, i.e. $`\{gG|ga=ag\}`$ |
| $`\mathrm{\Phi }`$ | set of “primary fields” $`(a,\chi )`$ where $`\chi \mathrm{Irr}(C_G(a))`$ |
| $`e(G)`$ | the exponent of $`G`$ (smallest $`n`$ such that $`g^n=e`$ for all $`gG`$) |
| $`Z(G)`$ | the centre of $`G`$ |
| $`G^{}`$ | the commutator subgroup $`ghg^1h^1`$ |
| $`k(G)`$ | the class number of $`G`$, i.e. the number of conjugacy classes |
| $`HG`$ | $`H`$ is a subgroup of $`G`$ |
| $`HG`$ | $`H`$ is a normal subgroup of $`G`$ |
| $`\chi _H^G`$ | the induced character of $`\chi \mathrm{Irr}(H)`$, where $`HG`$ |
| $`M(G)`$ | the Schur multiplier $`H^2(G,U(1))`$ |
| $`\beta `$ | a $`U(1)`$-valued 2-cocycle |
| $`r(G,\beta )`$ | the number of inequivalent projective $`\beta `$-representations of $`G`$ |
| $`\beta `$-Irr$`(G)`$ | the set of all irreducible projective $`\beta `$-characters of $`G`$ |
| $`\stackrel{~}{\chi },\stackrel{~}{\psi },\mathrm{}`$ | irreducible projective characters |
| $`\alpha `$ | a 3-cocycle in $`H^3(G,U(1))`$ |
| CT | a 3-cocycle $`\alpha `$ such that all 2-cocycles $`\beta _a`$ are coboundaries (see §5.2) |
| $`S^\alpha `$, $`T^\alpha `$ | the modular data twisted by a 3-cocycle $`\alpha `$ |
| $`𝔽_q`$ | the finite field with $`q`$ elements |
The affine algebra versus finite group analogy
| primary fields in $`\mathrm{\Phi }`$ | $`r`$-tuples $`\lambda P_+(X_{r,k})`$ | pairs $`(g,\chi )`$ |
| --- | --- | --- |
| level | a number $`k`$ | a twist $`\alpha H^3(G,U(1))`$ |
| simple currents | extended Dynkin diagram | $`Z(G)\times G/G^{}`$ (untwisted case) |
| | symmetry (except $`\widehat{E}_{8,2}`$) | |
| conjugation | unextended Dynkin symmetry | involutive Galois permutations |
| conformal embedding | $`X_{r,k}Y_{s,1}`$ | perhaps $`HG`$ |
| central charge | $`c=\frac{k\mathrm{dim}X_r}{k+h^{}}`$ | $`c8`$ |
| Chern-Simons theory | gauge group is Lie gp | gauge group is finite group |
| CFT | WZW model | holomorphic orbifold |
| quantum-group | $`U_q(X_r)`$, $`q^N=1`$ | quantum double $`D^\alpha (G)`$ |
| VOA | Frenkel-Zhu | Dong-Mason |
| rank-level duality | $`\widehat{\mathrm{su}}(n)_k\widehat{\mathrm{su}}(k)_n,\mathrm{}`$ | electric/magnetic duality(??) |
## 2 Untwisted modular data
### 2.1 Modular data for any RCFT
In this paper we explore what we call the modular data of $`G`$, from the perspective of RCFT. This subsection is intended as a quick review of the basic RCFT data (see e.g. for a more comprehensive treatment), and we end it with a brief description of the modular data associated with affine algebras.
Let $`\mathrm{\Phi }`$ denote the (finite) set of primary fields in the RCFT. One of these primaries, the “vacuum” ‘0’, is privileged. By the modular data we mean the modular matrices $`S`$ and $`T`$, whose entries $`S_{ab}`$ and $`T_{ab}`$ are parametrised by $`a,b\mathrm{\Phi }`$. These matrices are unitary, $`T`$ is diagonal, $`S`$ is symmetric, and together they define a representation of SL$`{}_{2}{}^{}()`$ realised by the modular action on the RCFT characters ch$`{}_{a}{}^{}(\tau )`$:
$`\mathrm{ch}_a(1/\tau )=`$ $`{\displaystyle \underset{b\mathrm{\Phi }}{}}S_{ab}\mathrm{ch}_b(\tau ),`$ (2.1)
$`\mathrm{ch}_a(\tau +1)=`$ $`{\displaystyle \underset{b\mathrm{\Phi }}{}}T_{ab}\mathrm{ch}_b(\tau ),`$ (2.2)
so $`(ST)^3=S^2=:C`$ commutes with $`S`$ and $`T`$ and is a permutation matrix called charge conjugation. Note that $`S^{}=SC`$ and $`C0=0`$. These ch<sub>a</sub> are assumed to be linearly independent and in general will depend on other variables than $`\tau `$, but it is conventional to write only $`\tau `$.
All RCFTs in this paper are unitary. This implies that the entries $`S_{a0}=S_{0a}`$ will all be strictly positive. The ratio $`\frac{S_{a0}}{S_{00}}`$ is called the quantum dimension of $`a`$. The fusion coefficients $`N_{ab}^c`$ of the theory can be obtained from $`S`$ using Verlinde’s formula
$$N_{ab}^c=\underset{d\mathrm{\Phi }}{}\frac{S_{ad}S_{bd}S_{cd}^{}}{S_{0d}}.$$
(2.3)
A simple current can be defined as any $`j\mathrm{\Phi }`$ with quantum-dimension 1: i.e. $`S_{j0}=S_{00}`$. To any simple current $`j`$ is associated a “charge” $`Q_j:\mathrm{\Phi }`$, an integer $`R_j`$, and a permutation $`J`$ of $`\mathrm{\Phi }`$, such that $`J0=j`$,
$`S_{Ja,b}`$ $`=`$ $`\mathrm{exp}[2\pi \mathrm{i}Q_j(b)]S_{ab},`$ (2.4)
$`T_{Ja,Ja}T_{aa}^{}`$ $`=`$ $`\mathrm{exp}[2\pi \mathrm{i}(R_j\frac{n1}{2n}Q_j(a))],`$ (2.5)
$`N_{j,b}^c`$ $`=`$ $`\delta _{c,Jb},`$ (2.6)
where $`n`$ in (2.5) is the order of $`J`$. Note that $`nQ_j`$. For instance $`j=0`$ is a simple current, corresponding to the identity permutation. Simple currents define an abelian group given by composition of the corresponding permutations.
The matrix $`S`$ also obeys another important symmetry, called Galois . In particular, the entries $`S_{ab}`$ will lie in some cyclotomic field $`(\xi _m)`$, where $`\xi _m`$ throughout this paper denotes the $`m`$th root of unity $`\mathrm{exp}[2\pi \mathrm{i}/m]`$. This means that each $`S_{ab}`$ can be written as a polynomial in $`\xi _m`$ with rational coefficients. The Galois group Gal$`((\xi _m)/)`$ consists of all automorphisms of the field $`(\xi _m)`$, and is isomorphic to the multiplicative group $`_m^\times `$ of integers coprime to $`m`$. In particular, to any $`\mathrm{}_m^\times `$ we get an automorphism $`\sigma _{\mathrm{}}\mathrm{Gal}((\xi _m)/)`$ sending $`\xi _m`$ to $`\xi _m^{\mathrm{}}`$. Applying it to entries of $`S`$, we get
$$\sigma (S_{ab})=ϵ_\sigma (a)S_{\sigma (a),b}=ϵ_\sigma (b)S_{a,\sigma (b)},$$
(2.7)
where each $`ϵ_\sigma (a)`$ is a sign $`\pm 1`$, and where $`a\sigma (a)`$ is a permutation of $`\mathrm{\Phi }`$. The simplest example of this Galois action is charge conjugation $`C`$: $`\sigma _1`$ is complex conjugation; the corresponding $`ϵ_{\sigma _1}`$ is identically +1, while the permutation $`a\sigma _1a`$ is given by $`C`$.
The Galois and simple current permutations respect each other: $`\sigma _{\mathrm{}}(Ja)=J^{\mathrm{}}(\sigma _{\mathrm{}}(a))`$. Also, $`ϵ_\sigma (Ja)=ϵ_\sigma (a)`$ and $`Q_j(\sigma _{\mathrm{}}(a))\mathrm{}Q_j(a)`$ (mod 1).
The one-loop partition function $`𝒵(\tau )`$ of the RCFT is a modular invariant sesquilinear combination of RCFT characters:
$$𝒵(\tau )=\underset{a,b\mathrm{\Phi }}{}M_{ab}\mathrm{ch}_a(\tau )\mathrm{ch}_b(\tau )^{}.$$
(2.8)
Modular invariance means that the coefficient matrix $`M`$ commutes with $`S`$ and $`T`$. In addition, $`M_{00}=1`$, and each coefficient is a non-negative integer: $`M_{ab}`$. Any such $`𝒵`$ or $`M`$ is called a physical invariant or modular invariant (such an $`M`$ may or may not be realised as a partition function for an RCFT). $`M=I`$ is always a physical invariant. For a given choice of modular data, there will only be finitely many physical invariants.
A special family of physical invariants are the automorphism invariants, where $`M`$ is a permutation matrix. An example is $`M=C`$. The product $`MM^{}`$ of any automorphism invariant $`M`$ with any physical invariant $`M^{}`$ will also be a physical invariant.
One of the uses of both simple currents and this Galois action is that they can be used to construct physical invariants. The simplest construction (originally due to but since generalised considerably, see and references therein) starts with any simple current $`j`$, with order $`n`$ say. Then
$$M(j)_{ab}=\underset{i=1}{\overset{n}{}}\delta _{J^ia,b}\delta ^1(Q_j(a)+\frac{i}{2n}R_j),$$
(2.9)
where $`\delta ^1(x)=1`$ if $`x`$ and $`=0`$ otherwise. For instance the choice $`j=0`$ yields the identity matrix $`M(0)=I`$. $`M(j)`$ will be a physical invariant iff $`T_{jj}T_{00}^{}`$ is an $`n`$th root of 1. $`M(j)`$ will be an automorphism invariant iff $`T_{jj}T_{00}^{}`$ is a primitive $`n`$th root of 1.
Given any order-two Galois automorphism $`\sigma `$ with the properties that $`\sigma (0)=0`$ and $`T_{\sigma a,\sigma a}=T_{a,a}`$, then $`M(\sigma )_{ab}:=\delta _{b,\sigma a}`$ defines an automorphism invariant (this construction was originally due to but was since generalised). Again, $`C`$ is an example.
The most familiar example of modular data comes from the affine nontwisted algebras. The literature on affine modular data is very extensive (indeed this affine $``$ finite group imbalance is a primary motivation for this paper) and it certainly is not our intention to review it here. See for a deeper treatment.
Choose any finite-dimensional simple Lie algebra $`X_r`$, and any level $`k`$. $`X_r^{(1)}=\widehat{X}_r`$ denotes the infinite-dimensional nontwisted affine Kac-Moody algebra . Its integrable highest-weight modules at level $`k`$ are parametrised by ($`r+1`$)-tuples $`\lambda =(\lambda _0,\lambda _1,\mathrm{},\lambda _r)`$, where each $`\lambda _i`$, and $`_{i=0}^ra_i^{}\lambda _i=k`$. The positive constants $`a_i^{}`$ are called colabels – e.g. for $`A_r^{(1)}`$ or $`C_r^{(1)}`$ all $`a_i^{}=1`$. The (finite) collection of these highest-weights is denoted $`P_+^k`$ and is the set of primary fields $`\mathrm{\Phi }`$. The “vacuum” 0 is $`(k,0,0,\mathrm{},0)`$. The matrices $`S`$ and $`T`$ are given in Theorem 13.8 of : $`S`$ is related to the corresponding Lie group characters at elements of finite order, while $`T`$ is related to the eigenvalues of the quadratic Casimir. A useful parameter is the dual Coxeter number $`h^{}:=_{i=0}^ra_i^{}`$, and a useful $`(r+1)`$-tuple is the Weyl vector $`\rho :=(1,1,1,\mathrm{},1)`$. The affine fusion coefficients are given combinatorially by what is usually called the Kac-Walton formula , though it has other co-discoverers.
The simplest example is the choice $`X_r=A_1`$ (i.e. sl$`{}_{2}{}^{}()`$) for which $`h^{}=2`$. For any level $`k`$, one has $`P_+^k=\{(k,0),(k1,1),\mathrm{},(0,k)\}`$. The modular data is then
$`S_{\lambda \mu }=`$ $`\sqrt{{\displaystyle \frac{2}{k+2}}}\mathrm{sin}(\pi {\displaystyle \frac{(\lambda _1+1)(\mu _1+1)}{k+2}}),`$ (2.10)
$`T_{\lambda \mu }=`$ $`\mathrm{exp}[\pi \mathrm{i}{\displaystyle \frac{(\lambda _1+1)^2}{2(k+2)}}{\displaystyle \frac{\pi \mathrm{i}}{4}}]\delta _{\lambda ,\mu }.`$ (2.11)
The charge conjugation of affine modular data corresponds to an order-one or -two symmetry of the unextended Dynkin diagram. For $`A_1^{(1)}`$ it is trivial, but for the other $`A_r^{(1)}`$ it is non-trivial. The simple currents were classified in , and with one exception ($`E_8^{(1)}`$ level 2) correspond to symmetries of the extended Dynkin diagram. $`A_1^{(1)}`$ has one non-trivial such symmetry, corresponding to the interchange of the nodes labeled ‘0’ and ‘1’. This yields a permutation $`J`$ of $`P_+^k`$ given by $`J(\lambda _0,\lambda _1)=(\lambda _1,\lambda _0)`$, and corresponding to primary field $`j=J0=(0,k)`$. Note that $`Q_j(\lambda )=(1)^{\lambda _1}`$ and $`R_j=k`$. Thus $`M(j)`$ is a physical invariant whenever $`k`$ is even. It is an automorphism invariant whenever $`k2`$ (mod 4).
The Galois action can be understood geometrically in terms of the affine Weyl group . In general $`\sigma (0)0`$ and the signs $`ϵ_\sigma `$ are both positive and negative. The $`S`$ entries lie in the cyclotomic field $`(\xi _{f(k+h^{})})`$, where $`f`$ is a number depending only on the choice of algebra – e.g. $`f=4`$ for $`A_1`$, and $`f=3,4,1,4,3`$ for $`X_r=E_6,E_7,E_8,F_4,G_2`$, respectively (we will use this in the proof of Theorem 1 below). Also, $`h^{}=12,18,30,9,4`$ for those algebras.
A surprising feature is that almost all of the affine physical invariants can be understood in terms of the symmetries of the extended Dynkin diagram. For example, the classification for $`A_1^{(1)}`$ was done in : apart from $`M=M(0)=I`$ (for all $`k`$) and $`M=M(j)`$ (for all even $`k`$), there are only 3 other physical invariants (at $`k=10,16,28`$). The physical invariant classification for general affine algebras is still open; see and references therein for a list of the algebras and levels for which it has been completed.
### 2.2 Finite group modular data
After this brief review of modular data in general RCFTs, and of affine modular data as specific examples, we turn to the modular data associated with a finite group $`G`$.
Fix a set $`R`$ of representatives of each conjugacy class of $`G`$. So the identity $`e`$ of $`G`$ is in $`R`$, and more generally the centre $`Z(G)`$ of $`G`$ is a subset of $`R`$.
For any $`aG`$, let $`K_a`$ be the conjugacy class containing $`a`$. By $`C_G(a)`$ we mean the centraliser of $`a`$ in $`G`$, i.e. the set of all elements in $`G`$ which commute with $`a`$. $`C_G(a)`$ is a subgroup of $`G`$, and in fact $`|G|=|K_a||C_G(a)|`$.
The primary fields of the $`G`$ modular data are labelled by pairs $`(a,\chi )`$, where $`aR`$, and where $`\chi `$ is an irreducible character of $`C_G(a)`$. We will write $`\mathrm{\Phi }=\mathrm{\Phi }(G)`$ for the set of all these pairs. In this set, the vacuum ‘0’ corresponds to $`(e,1)`$, with 1 the character of the trivial representation of $`G=C_G(e)`$. It will be convenient at times to identify $`(a,\chi )`$ with each $`(g^1ag,\chi ^g)`$, where $`\chi ^g(h)=\chi (ghg^1)`$ is an irreducible character of $`C_G(g^1ag)`$.
We set
$`S_{(a,\chi ),(b,\chi ^{})}`$ $`=`$ $`{\displaystyle \frac{1}{|C_G(a)||C_G(b)|}}{\displaystyle \underset{gG(a,b)}{}}\chi (gbg^1)^{}\chi ^{}(g^1ag)^{}`$ (2.12)
$`=`$ $`{\displaystyle \frac{1}{|G|}}{\displaystyle \underset{gK_a,hK_bC_G(g)}{}}\chi (xhx^1)^{}\chi ^{}(ygy^1)^{},`$ (2.13)
$`T_{(a,\chi ),(a^{},\chi ^{})}`$ $`=`$ $`\delta _{a,a^{}}\delta _{\chi ,\chi ^{}}{\displaystyle \frac{\chi (a)}{\chi (e)}},`$ (2.14)
where $`G(a,b)=\{gG|agbg^1=gbg^1a\}`$, and where $`x,y`$ are any solutions to $`g=x^1ax`$ and $`h=y^1by`$. The equivalence of (2.12) and (2.13), and the fact that (2.13) does not depend on the choice of $`x,y`$, are easy arguments.
Note that the strange set $`G(a,b)`$ is precisely the set of all $`g`$ for which $`g^1agC_G(b)`$ and $`gbg^1C_G(a)`$. If there are no such $`g`$, then $`G(a,b)`$ is empty and the sum (and the matrix entry) would be equal to 0. A special case of this is Proposition 1(a) below.
$`S`$ is symmetric and unitary, and gives rise (via Verlinde’s formula) to non-negative integer fusion coefficients. The fusion coefficient $`N_{(a,\chi _1),(b,\chi _2)}^{(c,\chi _3)}`$ in fact has algebraic interpretations. For example, let $`\rho _i`$ be representations corresponding to characters $`\chi _i`$. Write $`T(a)`$ for a set of representatives of the left cosets of $`C_G(a)`$. Define the space
$$X=(\rho _1x)(\rho _2y),$$
(2.15)
where the sum is over all $`xT(a)`$, $`yT(b)`$ for which $`(x^1ax)(y^1by)=c`$, and where we interpret ‘$`\rho _1x`$’, ‘$`\rho _2y`$’ as belonging to the induced representations $`(\rho _1)C_G(a)^G`$, $`(\rho _2)_{C_G(b)}^G`$, respectively (we’ll say more on induced representations below). $`X`$ carries a representation of $`C_G(c)`$, using the usual coproduct. The fusion coefficient equals the multiplicity of $`\rho _3`$ in $`X`$ . (There are other interpretations of these fusion coefficients – see e.g. .)
Since $`a`$ is in the centre of $`C_G(a)`$, $`\chi (a)/\chi (e)`$ in (2.14) will be an $`n`$th root of 1, where $`n`$ is the order of $`a`$. Because $`T_{00}=1`$, the given normalisation of $`T`$ corresponds to the central charge $`c`$ being a multiple of 24; we are free to multiply (2.14) by any third root of 1, permitting $`c`$ to be other multiples of 8.
In order to more fully exploit the formula (2.12), it is important to understand the notion of induced character (or representation) (see e.g. ). Given a representation $`\rho :HW`$ of a subgroup $`H`$ of $`G`$, of character $`\chi `$, we call a representation $`\rho ^{}:GV`$ of $`G`$ an induced representation if $`V`$ equals the direct sum of vector spaces $`W_a`$, for each coset $`aHG/H`$, where $`W_a`$ is defined by $`\rho ^{}(aH)W=W_a`$. An induced representation always exists and is unique up to isomorphism, and is denoted $`\rho _H^G`$. In terms of characters, we get the important formula (somewhat reminiscent of (2.12)):
$$\chi _H^G(g)=\frac{1}{|H|}\underset{\genfrac{}{}{0pt}{}{aG}{a^1gaH}}{}\chi (a^1ga).$$
(2.16)
Suppose that $`\chi ^{}\mathrm{Irr}(C_G(b))`$ is the restriction to $`C_G(b)`$ of some character $`\overline{\chi }^{}`$ defined on the group $`G(a|b):=G(a,b),C_G(b)`$ (this happens fairly often in practice – see e.g. Ch.27 of for a relevant discussion). Then provided $`G(a,b)\mathrm{}`$, (2.12) collapses to
$$S_{(a,\chi ),(b,\chi ^{})}=\frac{1}{|C_G(b)|}\overline{\chi }^{}(a)^{}\chi _{C_G(a)}^G(b)^{}.$$
(2.17)
Equation (2.17) for instance applies whenever $`\chi ^{}`$ is identically 1. Another important instance of (2.17) is when $`z`$ lies in the centre $`Z(G)`$, since then $`C_G(z)=G`$ and we get
$$S_{(a,\chi ),(z,\chi ^{})}=\frac{\chi (z)^{}}{|C_G(a)|}\chi ^{}(a)^{}.$$
(2.18)
For instance, the quantum dimension of $`(a,\chi )\mathrm{\Phi }`$ is
$$\frac{S_{(a,\chi ),(e,1)}}{S_{(e,1),(e,1)}}=|K_a|\mathrm{deg}(\chi ),$$
(2.19)
which amazingly enough is always a positive integer ! In fact from (2.16), (2.19) has a simple group-theoretic interpretation: it is the degree of the induced character $`\chi _{C_G(a)}^G`$. This integrality is very unusual, and shows that generically this finite group modular data is qualitatively different from affine data.
Equation (2.17) says we can expect many 0’s in $`S`$. Any character $`\chi \mathrm{Irr}(H)`$ with degree $`\chi (e)>1`$ will have a zero – in fact $`\chi (h)`$ will be zero for at least $`|Z(H)|(\chi (e)^21)`$ group elements (see e.g. Ch. 23 of ). Hence the $`(z,\chi )`$ row will have 0’s iff $`\chi `$ is not of degree 1. Dually, for any $`bH`$ there will be at least $`k(H)|C_H(b)|`$ different $`\chi ^{}\mathrm{Irr}(H)`$ with $`\chi ^{}(b)=0`$, where $`k(H)`$ is the class number of $`H`$, so for instance the $`(a,1)`$ row will have 0’s whenever e.g. there are elements in $`C_G(a)`$ whose centraliser in $`C_G(a)`$ is small. This seems to also be different from the affine case, where 0’s are quite rare and fairly generically tend to be due to simple current fixed points.
Equation (2.18) also says
$$\frac{S_{(e,\chi ),(a,\chi ^{})}}{S_{(e,1),(a,\chi ^{})}}=\chi (a)^{}.$$
(2.20)
As long as we could identify by looking at $`S`$ and $`T`$ the primaries of the form $`(e,)`$, then the matrix $`S`$ will contain the character table of $`G`$, and we would know that groups with different character tables would necessarily have different matrices $`S`$ and $`T`$.
From (2.19), we see that the simple currents are precisely the pairs $`(z,\phi )`$, where $`z`$ lies in the centre $`Z(G)`$ of $`G`$, and $`\phi `$ is a degree-1 character of $`G`$. Thus the group of simple currents is isomorphic to the direct product $`Z(G)\times G/G^{}`$, where $`G^{}`$ is the commutator subgroup of $`G`$. The simple current $`j=(z,\phi )`$ corresponds to permutation $`J_{(z,\phi )}(a,\chi )=(za,\phi \chi )\mathrm{\Phi }`$, and charge $`e^{2\pi \mathrm{i}Q}=\phi (a)^{}\chi (z)^{}/\chi (1)`$, which is always a root of unity as it should be. We get that $`M(z,\phi )`$ (in the notation of the previous subsection) is always a physical invariant; it is an automorphism invariant iff $`z`$ and $`\phi `$ have the same order.
Generic groups have many simple currents. A group for which $`G=G^{}`$ is called perfect; a group will have no non-trivial simple currents iff it is perfect and has trivial centre. For example this happens whenever $`G`$ is non-cyclic simple. All perfect groups with small orders have been classified , and using this we can list all groups $`G`$ with order $`|G|<688128`$ which have no non-trivial simple currents. The orders under 2000 of these groups are (see also Prop. 1(g)): 60, 168, 360, 504, 660, 960 (twice), 1092, 1344 (twice), and 1920.
When (and only when) $`G`$ is abelian, all primaries will be simple currents, and hence the modular data will be rather trivial and uninteresting. This can also happen with the affine algebras: namely, the simply-laced algebras $`A_r^{(1)},D_r^{(1)},E_6^{(1)},E_7^{(1)},E_8^{(1)}`$ at level 1.
Charge conjugation takes $`(a,\chi )`$ to $`(a^1,\chi ^{})`$, where the complex conjugate $`\chi ^{}`$ is the character of the contragredient representation. Now $`a^1`$ may not lie in our set $`R`$ of conjugacy class representatives: recall that by $`(a^1,\chi ^{})`$ we really mean $`(g^1a^1g,\chi ^g)\mathrm{\Phi }`$ where $`g^1a^1gR`$. This is not so trivial as it may seem: if $`a`$ and $`a^1`$ are conjugate, $`(a,\chi )`$ and $`(a^1,\chi ^{})`$ may be identified even though $`\chi `$ is complex-valued. An example is $`𝔖_3`$, $`a=(123)`$, given below. Note though from (2.20) that the field $`(S)`$ contains the field generated over $``$ by all character values $`\chi (a)`$, $`\chi \mathrm{Irr}(G)`$, $`aG`$, so if some characters of $`G`$ are complex, the $`C`$ won’t be trivial.
The Galois symmetry is also straightforward. The character values of any group lie in the cyclotomic field $`(\xi _e)`$ where $`e=e(G)`$ is the exponent of the group (the least common multiple of the orders of all group elements) – see Thm.8.7 of . Hence the entries of $`S`$ and $`T`$ lie in the cyclotomic field $`(\xi _e)`$, so the relevant Galois group is the multiplicative group $`_e^\times `$. The Galois automorphism $`\sigma _{\mathrm{}}`$ takes $`(a,\chi )`$ to $`(a^{\mathrm{}},\sigma _{\mathrm{}}\chi )`$: $`\sigma _{\mathrm{}}\chi `$ is the function obtained by applying $`\sigma _{\mathrm{}}`$ to each complex number $`\chi (a)`$; it is an irreducible character (of degree equal to that of $`\chi `$) iff $`\chi `$ is . Note another curiousity here: the Galois parities $`ϵ_{\mathrm{}}`$ are all identically equal to 1 ! This is very different from the generic affine situation. Note also that every Galois permutation fixes the vacuum $`(e,1)`$ (since every quantum dimension is rational), so large numbers of automorphism invariants will arise generically: whenever $`\mathrm{}^21`$ (mod $`e(G)`$), the permutation $`\sigma _{\mathrm{}}`$ on $`\mathrm{\Phi }`$ will define an automorphism invariant. We will return to this in §4.1.
Let us collect a few of the observations we have made here.
Proposition 1. (a) Choose any $`(a,\chi ),(a^{},\chi ^{})\mathrm{\Phi }`$. If the order of $`a`$ does not divide the exponent of $`C_G(a^{})`$, or if the order of $`a^{}`$ does not divide the exponent of $`C_G(a)`$, then $`S_{(a,\chi ),(a^{},\chi ^{})}=0`$.
* The order of $`T`$ equals (and not merely divides) the exponent of $`G`$.
* If $`S(G)=S(H)`$, then $`|G|=|H|`$.
* If $`a^1K_a`$, then the charge conjugate $`C(a,\chi )(a,\chi )`$ for all $`\chi \mathrm{Irr}(C_G(a))`$. If $`\chi \mathrm{Irr}(G)`$ is not real-valued, then $`C(z,\chi )(z,\chi )`$ for all $`zZ(G)`$.
* The quantum dimensions $`S_{(a,\chi ),(e,1)}/S_{(e,1),(e,1)}`$ are always integers.
* The Galois parities $`ϵ_\sigma (a,\chi )`$ are always +1, and the vacuum $`(e,1)`$ is fixed by all $`\sigma `$.
* The groups $`G\{e\}`$ with at most 75 primaries, which have no non-trivial simple currents, are the simple groups $`G=𝔄_5,\mathrm{PSL}_2(𝔽_7),𝔄_6,\mathrm{SL}_2(𝔽_8),\mathrm{PSL}_2(𝔽_{11})`$, and $`𝔄_7`$, with $`(|G|,|\mathrm{\Phi }|)=(60,22),(168,35),(360,44),(504,74),(660,58)`$, and (2520,74).
* For any group $`G\{e\}`$, there will be at least 5 physical invariants. If $`G/Z(G)`$ is nonabelian, then there will be at least $`a+(b+c)^2`$ physical invariants, where $`a=|Z(G)||G/G^{}|`$, $`b`$ equals the number of subgroups of $`Z(G)`$, and $`c`$ equals the number of subgroups of $`G/G^{}`$.
The proof for (b) is the following. Choose any group $`H`$, and any $`aZ(H)`$ with prime-power order $`p^m`$. Then any irreducible representation of $`H`$ will send $`a`$ to the multiple of the identity matrix by some $`p^m`$th root of 1, i.e. $`\chi (a)/\chi (e)`$ will be a $`p^m`$th root of 1 for all $`\chi \mathrm{Irr}(H)`$. Now, that root of 1 must be primitive for some $`\chi `$, as otherwise $`a^{p^{m1}}`$ and $`e`$ would have identical character values. Applying that fact to $`H=C_G(a)`$ gives us the desired order of $`T`$.
The proof of (c) is the comparison of $`S_{(e,1),(e,1)}`$ for $`G`$ and $`H`$.
A constructive proof of (h) is given in §4.2. Incidentally, this bound can probably be significantly improved. $`G=_2`$, with 6 physical invariants, is probably the lowest number. By comparison, affine algebras have relatively few physical invariants: e.g. both $`B_{\mathrm{}}^{(1)}`$ and $`C_{\mathrm{}}^{(1)}`$ at generic levels are expected to have only 2.
We have already remarked on several occasions above, that the finite group modular data are very different from affine modular data. At this stage (we will have more to say when we come to general twisted finite group modular data), this statement can be substantiated by noting that the two sets have a very small intersection.
Theorem 1. Let $`S`$ and $`T`$ be the Kac-Peterson matrices corresponding to an affine algebra $`X_r^{(1)}`$ at some level $`k1`$ (where $`X_r`$ is simple). Let $`G`$ be a finite group with $`S(G)=S`$ and $`T(G)=\phi T`$ for some third root $`\phi `$ of 1. Then either
* $`(X_r,k)=(E_8,1)`$ and $`G=\{e\}`$, or
* $`(X_r,k)=(D_{8n},1)`$, and $`G=_2`$.
Sketch of proof Write $`n=k+h^{}`$. Recall that there is a Galois automorphism for any $`\mathrm{}`$ coprime to $`fn`$, where $`f`$ for the exceptional algebras was given in §2.1. A consequence of the affine Weyl interpretation of the affine Galois permutation $`\sigma _{\mathrm{}}`$ of $`P_+^k`$ is that the vectors $`\sigma _{\mathrm{}}(\lambda +\rho )`$ and $`\mathrm{}(\lambda +\rho )`$ have the same norm mod $`2n`$.
A nice way to handle the exceptional algebras is to check that $`\mathrm{}\rho `$ and $`\rho `$ have the same norm (mod $`2n`$) for any $`\mathrm{}`$ coming from Galois (since all Galois automorphisms here will fix the vacuum 0). For instance, for $`E_7`$ we get $`\rho ^2=399/2`$, so we see that $`2n`$ must divide $`(\mathrm{}^21)\mathrm{\hspace{0.17em}399}/2`$. Now, the “Definition of 24” says that $`\mathrm{}^21`$ here can be replaced with 24: more precisely, the gcd of all numbers $`\mathrm{}^21`$, for $`\mathrm{}`$ coprime to $`fn`$, will equal gcd$`(24,(fn)^{\mathrm{}})`$. Hence, $`n`$ must divide $`23^2719`$.
Now, $`n>h^{}=18`$. Also, if $`n`$ is too big (i.e. if there is an $`\mathrm{}`$ coprime to $`fn`$ such that $`(h^{}1)\mathrm{}<n`$), then $`\sigma _{\mathrm{}}(0)`$ will equal $`(m,\mathrm{}1,\mathrm{}1,\mathrm{},\mathrm{}1)`$, where $`m=n1\mathrm{}(h^{}1)`$, violating the result that 0 is fixed by all Galois automorphisms. For $`E_7`$, this is the condition that no $`\mathrm{}`$, $`1<\mathrm{}<\frac{n}{17}`$, can be coprime to $`2n`$.
We can now write down the possibilities for $`n`$: they are $`19,21,38,42,57,63`$. Subtracting 18 gives the possible levels. $`n=19`$ fails, since it would have to correspond to an abelian group with order $`\frac{1}{S_{00}}=\sqrt{2}`$. The remaining 5 possibilities all have non-integral quantum dimensions.
The other exceptional algebras are all done similarly. The only surviving $`n`$ for $`G_2`$ are $`n=7,8,14`$; for $`F_4`$ are $`n=12,13,18,36,39`$; for $`E_6`$ are $`n=18,24,26,36,52`$; and for $`E_8`$ are $`n=40,48,60,62,80,120`$. In all these cases, a weight with non-integral quantum dimension is easily found.
The best way to handle the classical algebras is to compute the quantum dimension of any weight in the Galois orbit of 0, and show it must be larger than 1, for some $`\sigma _{\mathrm{}}`$. For now consider $`k>1`$ for $`A_r`$ and $`C_r`$, and $`k>2`$ for $`B_r`$ and $`D_r`$. Up to a sign, the quantum dimension of $`\sigma _{\mathrm{}}(0)`$ for the algebras $`A_r,B_r,C_r,D_r`$ is, respectively,
$$\underset{a=1}{\overset{r}{}}\frac{\mathrm{sin}(\pi \mathrm{}a/n)^{r+1a}}{\mathrm{sin}(\pi a/n)^{r+1a}},$$
(2.21)
$$\underset{a=0}{\overset{r1}{}}\frac{\mathrm{sin}(\pi \mathrm{}(a+1/2)/n)}{\mathrm{sin}(\pi (a+1/2)/n)}\underset{b=1}{\overset{2r2}{}}\frac{\mathrm{sin}(\pi \mathrm{}b/n)^{[\frac{2rb}{2}]}}{\mathrm{sin}(\pi b/n)^{[\frac{2rb}{2}]}},$$
(2.22)
$$\underset{a=1}{\overset{r1}{}}\frac{\mathrm{sin}(\pi \mathrm{}a/n)^{ra}\mathrm{sin}(\pi \mathrm{}(a1/2)/n)^{ra}}{\mathrm{sin}(\pi a/n)^{ra}\mathrm{sin}(\pi (a1/2)/n)^{ra}}\underset{b=r}{\overset{2r1}{}}\frac{\mathrm{sin}(\pi \mathrm{}b/2n)}{\mathrm{sin}(\pi b/2n)},$$
(2.23)
$$\underset{a=1}{\overset{r1}{}}\frac{\mathrm{sin}(\pi \mathrm{}a/n)^{[\frac{2ra+1}{2}]}}{\mathrm{sin}(\pi a/n)^{[\frac{2ra+1}{2}]}}\underset{b=r}{\overset{2r3}{}}\frac{\mathrm{sin}(\pi \mathrm{}b/n)^{[\frac{2rb1}{2}]}}{\mathrm{sin}(\pi b/n)^{[\frac{2rb1}{2}]}},$$
(2.24)
where $`[x]`$ here denotes the greatest integer not more than $`x`$. The absolute value of each of these is quickly seen to be greater than 1 unless $`\mathrm{}\pm 1`$ (mod $`n`$) (for $`A_r`$ or $`D_r`$) or $`\mathrm{}\pm 1`$ (mod $`2n`$) (for $`B_r`$ and $`C_r`$). This exhausts the possible $`\mathrm{}`$ coprime to $`fn`$ only if the Euler totient $`\phi (n)2`$ (for $`A_r`$ and $`D_r`$) or $`\phi (2n)2`$ (for $`B_r`$ and $`C_r`$). By definition $`\phi (m)`$ is the number of $`h`$, $`1hm`$, coprime to $`m`$; it is less than 3 only for $`m=1,2,3,4,6`$. So only $`A_1`$ level 2, $`A_2`$ level 3, $`A_1`$ level 4, and $`A_3`$ level 2 survive, but their central charges aren’t multiples of 8.
The series $`A_r`$, $`D_{odd}`$ and $`D_{even}`$ at $`k=1`$ possess only simple currents (so would have to correspond to an abelian group $`G`$), and have the fusion groups $`_{r+1},_4,_2\times _2`$ respectively. Abelian $`G`$ has fusion group $`G\times G`$, so that leaves only $`D_{even}`$ and $`G=_2`$. $`D_n`$ level 1 has $`c=n`$, concluding the argument. $`B_r`$ level 1 has only 2 primaries so is covered e.g. by Theorem 2 below. The modular data of $`C_r`$ level 1 is identical with that of $`A_1`$ level $`r`$.
Level 2 for $`D_r`$ can be handled by requiring $`|G|=\frac{1}{S_{00}}=2\sqrt{2r}`$ and the quantum dimension $`\frac{S_{\mathrm{\Lambda }_r,0}}{S_{00}}=\sqrt{r}`$ to both be integers (see for the necessary $`S`$ entries). For $`B_r`$ at level 2, first read off from that $`|G|=\frac{1}{S_{00}}=2\sqrt{2r+1}`$, so $`2r+1=s^2`$ for some odd integer $`s`$. Now, $`T_{\mathrm{\Lambda }_1,\mathrm{\Lambda }_1}=\mathrm{i}\mathrm{exp}[\pi \mathrm{i}\frac{1}{2s^2}]`$ is a primitive $`s^2`$-root of 1, but $`T(G)`$ will have order dividing $`|G|=2s`$, and so those matrices cannot be equal.
For which groups will the number of primaries be low? Consider the formula
$$|\mathrm{\Phi }(G)|=\underset{aR}{}k(C_G(a)),$$
(2.25)
where $`k(H)`$ is the class number of $`H`$, i.e. the number of conjugacy classes in, or irreducible representations of, $`H`$. Note that the smaller $`k(G)`$ is, the fewer summands there will be in (2.25), the larger each conjugacy class $`|K_a|`$ will tend to be, so the smaller the centralisers $`|C_G(a)|=\frac{|G|}{|K_a|}`$ will tend to be, and the smaller the $`k(C_G(a))`$ in (2.25) will tend to be. Thus, we should expect $`|\mathrm{\Phi }|`$ to grow with $`k(G)`$. The groups with class number less than 13 are classified . This allows all $`G`$ with at most 77 primaries to be listed. We make this argument precise in the proof of Thm. 2 below.
When $`G`$ is abelian, it has $`|G|^2`$ primaries – this is the extreme case. The number of primaries for the even dihedral groups $`𝔇_{2n}`$, and the quaternion group $`𝔔_{2n}`$, are both $`2n^2+14`$, which grows like $`|G|^2/8`$. The odd dihedral groups $`𝔇_m`$, $`m`$ odd, have $`\frac{m^2+7}{2}`$ primaries (see below). By comparison (using the data given in Ch.20 of ), SL$`{}_{2}{}^{}(𝔽_q)`$ has $`q^2+8q+9`$ primaries for $`q`$ any power of an odd prime, and $`q^2+q+2`$ primaries for $`q`$ any power of 2 – in either case, that number grows like $`|G|^{2/3}`$. Our computations so far suggest the following rule of thumb: the more abelian the group is, the messier it behaves (i.e. the more its primaries, the more its physical invariants, etc), while the closer the group is to being non-abelian simple, the better behaved it will be.
From this point of view, an interesting measure of how complicated a group is relative to its size, is the ratio
$$𝒩(G):=\frac{\mathrm{log}|\mathrm{\Phi }(G)|}{\mathrm{log}|G|}.$$
(2.26)
It ranges from 0 to 2, with 2 achieved iff $`G`$ is abelian. How low can $`𝒩(G)`$ be ? Some small values are $`𝒩(𝔄_5).75`$, $`𝒩(𝔄_7).55`$ and $`𝒩(M_{11}).49`$. Sporadic simple groups like the Monster should have $`𝒩`$ very small.
Theorem 2. There are precisely 33 groups $`G`$ with at most 50 primaries:
* the abelian groups $`G=_1,_2,_3,_4,_2\times _2,_5,_6,_7`$, with precisely $`|G|^2`$ primaries;
* the symmetric and alternating groups $`𝔖_3,𝔄_4,𝔖_4,𝔄_5,𝔖_5,𝔄_6`$ with $`(|G|,|\mathrm{\Phi }|)=(6,8),`$ (12,14),(24,21),(60,22),(120,39),(360,44);
* the (semi)dihedral and quaternion groups $`𝔇_5,𝔇_4,𝔔_4,𝔇_7,𝔇_9,𝔇_8,𝔔_8,S𝔇_8`$ with $`(|G|,`$ $`|\mathrm{\Phi }|)=(10,16),(8,22),(8,22),(14,28),(18,43),(16,46),(16,46),(16,46)`$;
* the Frobenius groups $`_5\times _f_4`$, $`_7\times _f_3`$, $`_3^2\times _f_2`$, $`_3^2\times _f_4`$, $`_3^2\times _f𝔔_4`$, $`_7\times _f_6`$, $`_{11}\times _f_5`$ with $`(|G|,|\mathrm{\Phi }|)=(20,22),(21,32),(18,44),(36,36),(72,32),(42,44),(55,49)`$;
* the remaining groups $`_2\times 𝔖_3`$, $`DC_3`$, PSL$`{}_{2}{}^{}(𝔽_7)`$, and SL$`{}_{2}{}^{}(𝔽_3)`$, with $`(|G|,|\mathrm{\Phi }|)=(12,44)`$, (12,32), (168,35), (24,42).
The semidihedral group $`S𝔇_{4m}`$ is defined by the presentation
$$S𝔇_{4n}=r,s|r^{4n}=s^2=e,srsr=r^{2n}.$$
(2.27)
and has order $`8m`$. The other groups are defined in . An interesting consequence of Theorem 2, as mentioned earlier, is that all groups with $`|\mathrm{\Phi }(G)|50`$ are uniquely determined by their matrix $`S`$.
A useful quantity for proving Thm. 2 is $`h(n)`$, the minimum possible class number $`k(H)`$ for $`H`$ with order $`n`$ and non-trivial centre. Knowing $`h(n)`$ gives a lower bound for $`|\mathrm{\Phi }(G)|`$ once we know the orders $`|C_G(a)|`$ of its centralisers. can be used for the smaller $`n`$, basic results on the classification of finite groups, as well as the congruence $`k(H)|H|`$ (mod 16) when $`|H|`$ is odd, give us other $`n`$. What we find is e.g. $`h(n)=n`$ for all $`n27`$, except for $`n=8,12,16,18,20,24`$ (with $`h(n)=5,6,7,9,8,7`$, resp). Also useful is the largest value $`\mathrm{}(k)`$ of $`|H|`$, for $`H`$ with non-trivial centres and class number $`k(H)k`$. For instance for $`k=1,2,\mathrm{},8`$ we get $`\mathrm{}=1,2,3,4,8,12,24,48`$.
Consider the smallest $`|\mathrm{\Phi }|`$ can be if $`k(G)13`$. Note that at most one $`aR`$ can have a centraliser $`C_G(a)`$ with class number 2 — otherwise if there were two then together exactly $`|G|/\mathrm{}(2)+|G|/\mathrm{}(2)>|G|1`$ elements would be in the (disjoint) conjugacy classes $`K_aK_bGe`$. More generally, at most $`\mathrm{}(k)1`$ $`a`$’s could have $`k(C_G(a))k`$. Thus (2.25) will be bounded below by $`13+2+3+4+45+46+7=73`$. Tightening the argument (e.g. $`\frac{1}{2}+\frac{1}{3}+\frac{1}{4}`$ is too big) gives $`|\mathrm{\Phi }|78`$. Thus using the tables of we would be able to find all groups with at most 77 primaries. Similarly, to do $`|\mathrm{\Phi }|50`$ it is enough to consider $`k(G)9`$. In are also given the orders of the centralisers $`C_G(a)`$. It is now straightforward to get the Theorem.
## 3 Examples
In this section we give a number of explicit examples of untwisted modular data. We also identify their physical invariants in some cases, leading to a perplexing situation we will discuss more fully next section.
Incidentally, a simple construction is direct product: the modular data for the direct product $`G\times H`$ is easily obtained from that of $`G`$ and $`H`$. For example, $`\mathrm{\Phi }(G\times H)=\mathrm{\Phi }(G)\times \mathrm{\Phi }(H)`$, $`S(G\times H)`$ is the Kronecker matrix product $`S(G)S(H)`$, etc. Of course, semi-direct product in general will be much more difficult to work out.
### 3.1 Abelian groups
Abelian $`G`$ (untwisted) is trivial to work out, but also very uninteresting. Write $`G`$ in the following canonical way: $`G_{d_1}\times _{d_2}\times \mathrm{}\times _{d_s}`$ where $`d_1|d_2|\mathrm{}|d_s`$. For convenience, define a bilinear form on $`^s`$ by $`m,n=_i\frac{m_in_i}{d_i}`$. We can identify $`\mathrm{\Phi }`$ here with the $`2s`$-tuple $`(m,n)^s\times ^s`$, where $`0m_id_i1`$ and $`0n_id_i1`$: in particular, $`m`$ corresponds to the group element $`(m_1,m_2,\mathrm{},m_s)_{d_1}\times \mathrm{}\times _{d_s}`$, and $`n`$ corresponds to the character $`\phi _n`$ of $`G`$ defined by $`\phi _n(m)=\mathrm{exp}[2\pi \mathrm{i}m,n]`$. The matrices $`S`$ and $`T`$ are given by
$$S_{(m,n),(m^{},n^{})}=\frac{1}{|G|}\mathrm{exp}[2\pi \mathrm{i}(m^{},n+m,n^{})],T_{(m,n),(m,n)}=\mathrm{exp}[2\pi \mathrm{i}m,n].$$
(3.1)
All $`(m,n)\mathrm{\Phi }`$ are simple currents, with composition given by pairwise addition. Charge conjugation takes $`(m,n)`$ to $`(m,n)`$, and more generally the $`\mathrm{}`$th Galois automorphism (for $`\mathrm{}_{d_s}^\times `$) sends $`(m,n)`$ to $`(\mathrm{}m,\mathrm{}n)`$.
$`G`$ will have many physical invariants, but they can all be most elegantly interpreted using lattices as was explained in (the standard reference for lattice theory is ). In particular let $`\mathrm{\Lambda }`$ be the $`4s`$-dimensional integral indefinite lattice, given by the orthogonal direct sum $`\mathrm{\Lambda }=\sqrt{d_1}II_{2,2}\sqrt{d_2}II_{2,2}\mathrm{}\sqrt{d_s}II_{2,2}`$, where $`II_{2,2}=II_{1,1}II_{1,1}`$ is the unique 4-dimensional even self-dual indefinite lattice. Then there is a natural one-to-one bijection between the physical invariants of $`G`$ and the even self-dual ‘gluings’ of $`\mathrm{\Lambda }`$, i.e. the even self-dual $`4s`$-dimensional lattices containing $`\mathrm{\Lambda }`$. For instance, for $`G=_p`$ ($`p`$ prime), one finds that there are precisely 6 (if $`p=2`$) or 8 (if $`p>2`$) physical invariants. Two of these are
$$(\underset{i=0}{\overset{p1}{}}\mathrm{ch}_{i0})(\underset{j=0}{\overset{p1}{}}\mathrm{ch}_{0j}^{})\mathrm{and}\underset{i,j=0}{\overset{p1}{}}\mathrm{ch}_{ij}\mathrm{ch}_{j,i}^{},$$
(3.2)
using obvious notation.
The non-abelian groups are much more interesting, and we turn to them in the next subsection. The number of non-abelian groups of order $`n50`$ are 1 (for $`n=6,10,14,21,22,26,`$ $`34,38,39,46`$), 2 ($`n=8,27,28,44`$), 3 ($`n=12,18,20,30,50`$), 5 (for $`n=42`$), 9 (for $`n=16`$), 10 (for $`n=36`$), 11 (for $`n=40`$), 12 (for $`n=24`$), 44 (for $`n=32`$), 47 (for $`n=48`$), and 0 otherwise.
### 3.2 Some infinite series
It is not hard to work out $`S`$ and $`T`$ for the infinite series $`𝔇_n`$ (dihedral) and $`𝔔_{2n}`$ (quaternion):
$`𝔇_n=r,s|r^n=s^2=e,rsrs=e,`$ (3.3)
$`𝔔_{2n}=r,s|r^{2n}=e,s^2=r^n,rsrs^1=e,`$ (3.4)
The character tables of $`𝔇_{4n}`$ and $`𝔔_{4n}`$ are identical.
Consider first the even dihedral groups $`𝔇_{2n}`$, of order $`4n`$. $`𝔇_{2n}`$ has $`n+3`$ conjugacy classes, with representatives $`R=\{e,r^n,r^k(1kn1),s,sr\}`$. It has an equal number of irreducible representations; 4 are one-dimensional and $`n1`$ are two-dimensional. The characters and centralisers of the various classes are indicated in the following table.
| | $`e`$ | $`r^n`$ | $`r^k`$ | $`s`$ | $`sr`$ |
| --- | --- | --- | --- | --- | --- |
| $`\psi _0`$ | 1 | 1 | 1 | 1 | 1 |
| $`\psi _1`$ | 1 | 1 | 1 | $`1`$ | $`1`$ |
| $`\psi _2`$ | 1 | $`(1)^n`$ | $`(1)^k`$ | 1 | $`1`$ |
| $`\psi _3`$ | 1 | $`(1)^n`$ | $`(1)^k`$ | $`1`$ | 1 |
| $`\chi _i`$ | 2 | $`2(1)^i`$ | $`2\mathrm{cos}\frac{\pi ik}{n}`$ | 0 | 0 |
| $`C_G(g)`$ | $`𝔇_{2n}`$ | $`𝔇_{2n}`$ | $`_{2n}`$ | $`_2\times _2`$ | $`_2\times _2`$ |
It follows that the number of primaries is equal to $`|\mathrm{\Phi }|=2n^2+14`$. Denote by $`\psi _i`$ ($`0i<2n`$) the characters of $`r_{2n}`$, given by $`\psi _i(r^k)=\xi _{2n}^{ik}`$. Likewise, denote by $`\varphi _{ab}`$ and $`\phi _{ab}`$ ($`0a,b1`$) the characters of $`s,r^n_2\times _2`$ and $`rs,r^n_2\times _2`$, respectively, where $`\varphi _{ab}(s^kr^n\mathrm{})=\phi _{ab}((rs)^kr^n\mathrm{})=(1)^{ak+b\mathrm{}}`$.
The values of the diagonal entries of $`T`$ follow directly from (2.14). Eq. (2.18) easily computes any $`S`$ entry involving $`e`$ or $`r^n`$. The remaining non-zero $`S`$ entries are
$`S_{(r^k,\psi _i),(r^{\mathrm{}},\psi _j)}={\displaystyle \frac{1}{n}}\mathrm{cos}(\pi {\displaystyle \frac{\mathrm{}i+kj}{n}}),`$ (3.5)
$`S_{(s,\varphi _{ab}),(s,\varphi _{cd})}=S_{(rs,\phi _{ab}),(rs,\phi _{cd})}={\displaystyle \frac{1}{4}}\{\begin{array}{cc}(1)^{a+c}+(1)^{a+b+c+d}& \mathrm{if}n\mathrm{even},\\ (1)^{a+c}& \mathrm{if}n\mathrm{odd},\end{array}`$ (3.6)
and in addition for $`n`$ odd $`S_{(s,\varphi _{ab}),(sr,\phi _{cd})}=\frac{1}{4}(1)^{a+b+c+d}`$.
The odd dihedral groups $`𝔇_{2n+1}`$ can be worked out in the same way. $`𝔇_{2n+1}`$ has $`n+2`$ conjugacy classes, with representatives $`R=\{e,r^k(1kn),s\}`$. It has two one-dimensional representations, and $`n`$ two-dimensional representations. The characters and centralisers of the various classes are reproduced in the following table.
| | $`e`$ | $`r^k`$ | $`s`$ |
| --- | --- | --- | --- |
| $`\psi _0`$ | 1 | 1 | 1 |
| $`\psi _1`$ | 1 | 1 | $`1`$ |
| $`\chi _i`$ | 2 | $`2\mathrm{cos}\frac{2\pi ik}{2n+1}`$ | 0 |
| $`C_G(g)`$ | $`𝔇_{2n+1}`$ | $`_{2n+1}`$ | $`_2`$ |
One finds that the number of primary fields is $`|\mathrm{\Phi }|=2n^2+2n+4`$. Write $`\psi _i`$ for the characters of $`r_{2n+1}`$ as before, and $`\phi _i`$ for the obvious two characters of $`s_2`$. The calculation of $`S`$ and $`T`$ proceeds like for the even dihedral groups:
$`S_{(r^k,\psi _i),(r^{\mathrm{}},\psi _j)}={\displaystyle \frac{2}{2n+1}}\mathrm{cos}(2\pi {\displaystyle \frac{kj+\mathrm{}i}{2n+1}}),`$ (3.7)
$`S_{(s,\phi _i),(s,\phi _j)}={\displaystyle \frac{1}{2}}(1)^{i+j}.`$ (3.8)
The semidihedral groups $`S𝔇_{4m}`$ (2.27) have the same matrix $`T`$ as $`𝔇_{4m}`$, but their matrix $`S`$ is always complex.
Next turn to the quaternions $`𝔔_{2n}`$. It has $`n+3`$ conjugacy classes, with representatives $`R=\{e,r^n,r^k(1kn1),s,sr\}`$. It has 4 one-dimensional and $`n1`$ two-dimensional representations. The characters and centralisers of the various classes are indicated in the following table (put $`\iota =1`$ for $`n`$ even, and $`\iota =\mathrm{i}`$ for $`n`$ odd).
| | $`e`$ | $`r^n`$ | $`r^k`$ | $`s`$ | $`sr`$ |
| --- | --- | --- | --- | --- | --- |
| $`\psi _0`$ | 1 | 1 | 1 | 1 | 1 |
| $`\psi _1`$ | 1 | 1 | 1 | $`1`$ | $`1`$ |
| $`\psi _2`$ | 1 | $`(1)^n`$ | $`(1)^k`$ | $`\iota `$ | $`\iota `$ |
| $`\psi _3`$ | 1 | $`(1)^n`$ | $`(1)^k`$ | $`\iota `$ | $`\iota `$ |
| $`\chi _i`$ | 2 | $`2(1)^i`$ | $`2\mathrm{cos}\frac{\pi ik}{n}`$ | 0 | 0 |
| $`C_G(g)`$ | $`𝔔_{2n}`$ | $`𝔔_{2n}`$ | $`_{2n}`$ | $`_4`$ | $`_4`$ |
The number of primaries is equal to $`|\mathrm{\Phi }|=2n^2+14`$. Denote by $`\psi _i`$ the $`2n`$ characters of $`r_{2n}`$, and by $`\varphi _a`$ and $`\phi _a`$ the 4 characters of $`s_4`$ and $`rs_4`$, respectively. The nonzero $`S`$ entries not involving $`e`$ or $`r^n`$ are
$`S_{(r^k,\psi _i),(r^{\mathrm{}},\psi _j)}={\displaystyle \frac{1}{n}}\mathrm{cos}(\pi {\displaystyle \frac{\mathrm{}i+kj}{n}}),`$ (3.9)
$`S_{(s,\varphi _a),(s,\varphi _b)}=S_{(rs,\phi _a),(rs,\phi _b)}={\displaystyle \frac{1}{4}}\{\begin{array}{cc}\mathrm{i}^{ab}& \mathrm{if}n\mathrm{odd},\\ 2\mathrm{cos}(\pi \frac{a+b}{2})& \mathrm{if}n\mathrm{even},\end{array}`$ (3.10)
and in addition for $`n`$ odd $`S_{(s,\varphi _a),(sr,\phi _b)}=\frac{1}{4}\mathrm{i}^{a+b}`$.
For our final example in this subsection, we will consider the series of non-abelian simple groups, SL$`{}_{2}{}^{}(𝔽_q)`$ for $`q=2^n`$. Note that SL$`{}_{2}{}^{}(𝔽_2)𝔖_3`$ and SL$`{}_{2}{}^{}(𝔽_4)𝔄_5`$.
The order of SL$`{}_{2}{}^{}(𝔽_q)`$ is $`q(q^21)`$. There are $`q+1`$ conjugacy classes whose representatives can be chosen in
$$R=\{e,\iota =\left(\begin{array}{cc}1& 0\\ 1& 1\end{array}\right),\alpha ^a=\left(\begin{array}{cc}s^a& 0\\ 0& s^a\end{array}\right),\beta ^b:\mathrm{\hspace{0.33em}1}a\frac{q2}{2}\mathrm{and}\mathrm{\hspace{0.33em}1}b\frac{q}{2}\},$$
(3.11)
where $`s`$ is any generator of the cyclic multiplicative group $`𝔽_q^{}`$, and where $`\beta `$ is an element of order $`q+1`$ (its exact form is not important). The characters (the labels $`i`$ and $`j`$ run from 1 to $`\frac{q}{2}1`$ and $`\frac{q}{2}`$ respectively) and centralisers are given below, from which one finds the number of primaries equals $`|\mathrm{\Phi }|=q^2+q+2`$, as mentioned before.
| | $`e`$ | $`\iota `$ | $`\alpha ^a`$ | $`\beta ^b`$ |
| --- | --- | --- | --- | --- |
| $`\psi _0`$ | 1 | 1 | 1 | 1 |
| $`\psi _1`$ | $`q`$ | 0 | 1 | $`1`$ |
| $`\chi _i`$ | $`q+1`$ | 1 | $`2\mathrm{cos}\frac{2\pi ia}{q1}`$ | 0 |
| $`\theta _j`$ | $`q1`$ | $`1`$ | 0 | $`2\mathrm{cos}\frac{2\pi jb}{q+1}`$ |
| $`C_G(g)`$ | SL$`{}_{2}{}^{}(𝔽_q)`$ | $`_2^n`$ | $`_{q1}`$ | $`_{q+1}`$ |
Because $`2,q1,q+1`$ are pairwise coprime, Proposition 1(a) says that the only potentially nonvanishing $`S_{(a,\chi ),(b,\varphi )}`$ entries have $`a=e`$ or $`b=e`$, or $`a=b=\iota `$, or $`a,b`$ are both powers of $`\alpha `$, or $`a,b`$ are both powers of $`\beta `$. The relevant sets $`G(g,h)`$ here are $`G(\iota ,\iota )=_{a=0}^{q2}\left(\genfrac{}{}{0pt}{}{1}{}\genfrac{}{}{0pt}{}{0}{1}\right)\alpha ^a`$, $`G(\alpha ^a,\alpha ^b)=aa\left(\genfrac{}{}{0pt}{}{0}{1}\genfrac{}{}{0pt}{}{1}{0}\right)`$, and $`G(\beta ^a,\beta ^b)=\beta \beta \gamma `$ where $`\gamma ^1\beta \gamma =\beta ^1`$.
Explicitly writing down its matrix $`S`$ would require the evaluation of some interesting character sums, something we have not yet done.
### 3.3 The physical invariants for $`𝔖_3`$
The non-abelian group of smallest order is $`𝔖_3`$. Its character table is
| | $`e`$ | (123) | (12) |
| --- | --- | --- | --- |
| $`\psi _0`$ | 1 | 1 | 1 |
| $`\psi _1`$ | 1 | 1 | $`1`$ |
| $`\psi _2`$ | 2 | $`1`$ | 0 |
| $`C_G(g)`$ | $`𝔖_3`$ | $`_3`$ | $`_2`$ |
The modular data for $`𝔖_3`$ will have 8 primary fields: $`(e,\psi _i)`$ for $`i=0,1,2`$; $`((123),\phi _k)`$, $`k=0,1,2`$, for the 3 characters $`a\xi _3^{ak}`$ of $`_3`$; and $`((12),\phi _k^{})`$, $`k=0,1`$, for the 2 characters $`b(1)^{bk}`$ of $`_2`$. For convenience label these primaries $`0,1,\mathrm{},7`$.
Since $`𝔖_3𝔇_3`$, we can read $`S(𝔖_3)`$ and $`T(𝔖_3)`$ off from the previous subsection:
$$S=\frac{1}{6}\left(\begin{array}{cccccccc}1& 1& 2& 2& 2& 2& 3& 3\\ 1& 1& 2& 2& 2& 2& 3& 3\\ 2& 2& 4& 2& 2& 2& 0& 0\\ 2& 2& 2& 4& 2& 2& 0& 0\\ 2& 2& 2& 2& 2& 4& 0& 0\\ 2& 2& 2& 2& 4& 2& 0& 0\\ 3& 3& 0& 0& 0& 0& 3& 3\\ 3& 3& 0& 0& 0& 0& 3& 3\end{array}\right),$$
(3.12)
$$T=\mathrm{diag}(1,1,1,1,\xi _3,\xi _3^2,1,1).$$
(3.13)
There is one non-trivial simple current $`(e,\psi _1)`$ (namely primary #1), identifiable by the 1 in the corresponding entry of the 0th row of $`S`$. Since all entries of $`S`$ are rational, the charge conjugation and the other Galois permutations $`\sigma _{\mathrm{}}`$ are trivial. Incidentally, groups $`G`$ for which $`S(G)`$ is rational are rare; that property requires that the exponent of $`G`$ divides 24 (e.g. the exponent of $`𝔖_3`$ is 6). To see that, apply Prop.1(b) to the equation $`(T_{a,a})^\mathrm{}^2=T_{\sigma _{\mathrm{}}a,\sigma _{\mathrm{}}a}`$.
There are precisely 32 physical invariants for $`𝔖_3`$. Write ch<sub>i</sub> for the CFT character corresponding to the $`i`$th primary. The automorphism invariants are $`M=I`$, and the one (call it $`M^{}`$) which interchanges $`23`$ and fixes everything else. Extending by the simple current gives us 3 invariants:
$$|\mathrm{ch}_0+\mathrm{ch}_1|^2+2|\mathrm{ch}_2|^2+2|\mathrm{ch}_3|^2+2|\mathrm{ch}_4|^2+2|\mathrm{ch}_5|^2+k(\mathrm{ch}_2\mathrm{ch}_3^{}+\mathrm{ch}_3\mathrm{ch}_2^{}|\mathrm{ch}_2|^2|\mathrm{ch}_3|^2),$$
(3.14)
for $`k=0,1,2`$. Write $`s_1:=\mathrm{ch}_0+\mathrm{ch}_1+\mathrm{ch}_2+\mathrm{ch}_3`$, $`s_2:=\mathrm{ch}_0+\mathrm{ch}_1+2\mathrm{c}\mathrm{h}_2`$, $`s_3:=\mathrm{ch}_0+\mathrm{ch}_1+2\mathrm{c}\mathrm{h}_3`$, $`s_4:=\mathrm{ch}_0+\mathrm{ch}_2+\mathrm{ch}_6`$, and $`s_5:=\mathrm{ch}_0+\mathrm{ch}_3+\mathrm{ch}_6`$; then $`s_is_j^{}`$ is a physical invariant. The final ones are
$$|\mathrm{ch}_0+\mathrm{ch}_1+\mathrm{ch}_2+\mathrm{ch}_3|^2+k(\mathrm{ch}_2\mathrm{ch}_3^{}+\mathrm{ch}_3\mathrm{ch}_2^{}|\mathrm{ch}_2|^2|\mathrm{ch}_3|^2),$$
(3.15)
for $`k=\pm 1`$.
In the next section we manage to identify general constructions yielding most of these physical invariants. Two however remain unexplained: the automorphism invariant $`M^{}`$, and the modular invariance of the sum $`s_1`$.
Note that in the basis defined by ($`\xi =\xi _3=\mathrm{exp}[2\pi \mathrm{i}/3]`$)
$`(e_0,\mathrm{},e_7)`$ $`=`$ $`(\mathrm{ch}_0\mathrm{ch}_1,\mathrm{ch}_0+\mathrm{ch}_1+2\mathrm{c}\mathrm{h}_2,\mathrm{ch}_0+\mathrm{ch}_1\mathrm{ch}_2,\mathrm{ch}_3+\mathrm{ch}_4+\mathrm{ch}_5,`$ (3.16)
$`\mathrm{ch}_3+\xi \mathrm{ch}_4+\xi ^2\mathrm{ch}_5,\mathrm{ch}_3+\xi ^2\mathrm{ch}_4+\xi \mathrm{ch}_5,\mathrm{ch}_6+\mathrm{ch}_7,\mathrm{ch}_6\mathrm{ch}_7),`$
the matrices $`S`$ and $`T`$ become permutation matrices (both non diagonal), corresponding respectively to the permutations (06)(23)(45) and (345)(67) of $`𝔖_8`$ (written in terms of cycles). From this, it is not difficult to compute the dimension (over $``$) of the commutant of $`S`$ and $`T`$, which turns out to be 11. Hence the 32 physical invariants are not linearly independent (e.g. $`s_2+s_3=2s_1`$ and $`2s_42s_5=s_2s_3`$).
Incidentally, it is a consequence of that for any $`G`$, such a basis can always be found in which $`S`$ and $`T`$ are permutation matrices. In particular, the characters ch<sub>(a,χ)</sub>, for $`(a,\chi )\mathrm{\Phi }`$, can be thought of as a function on $`G\times G`$ taking any pair $`(xax^1,xbx^1)`$ to $`\chi (b)`$ when $`a`$ and $`b`$ commute, and sending all other pairs in $`G\times G`$ to 0. They span a space called $`C^0(G_{comm})`$ in . Now choose any commuting pair $`(a,b)G\times G`$, and define the function $`f_{(a,b)}`$ to be identically 1 on the set $`(xax^1,xbx^1)`$ and 0 elsewhere. Then these functions form another basis for $`C^0(G_{comm})`$. For this choice of basis, our representation of SL$`{}_{2}{}^{}()`$ becomes manifestly a permutation representation: $`\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\mathrm{SL}_2()`$ acts on the right by sending $`f_{(g,h)}`$ to $`f_{(g^ah^c,g^bh^d)}`$. For instance, we recover $`T`$ by noting that
$$\mathrm{ch}_{(a,\chi )}(a,ab)=\chi (ab)=\frac{\chi (a)}{\chi (e)}\chi (b)=T_{(a,\chi ),(a,\chi )}\mathrm{ch}_{(a,\chi )}.$$
(3.17)
(See equation (5.12) of for the corresponding matrix $`S`$ calculation.) It is a very special property of the (untwisted) finite group modular data that this SL$`{}_{2}{}^{}()`$ representation is actually a permutation representation. For general modular data, usually the matrix $`T`$ won’t even be conjugate to a permutation matrix. Two examples are the simplest affine data, i.e. $`A_1^{(1)}`$ at level 1, and the simplest twisted group data, $`G=_2`$ with twist $`\alpha _1`$ (see §6.1), whose matrices $`T`$ are respectively
$$\mathrm{diag}(\mathrm{exp}[\pi \mathrm{i}/12],\mathrm{exp}[5\pi \mathrm{i}/12])\mathrm{and}\mathrm{diag}(1,1,\mathrm{i},\mathrm{i}).$$
(3.18)
The first cannot be similar to a permutation matrix because it does not have 1 as an eigenvalue, while the second cannot because an order 4 permutation matrix has $`1`$ as an eigenvalue.
Incidentally, the analogue of this permutation representation for the twisted finite group data is known , and will be discussed in §5.3.
A total of 32 physical invariants for such a small number of primaries is completely unprecedented from the more familiar WZW situation. The orthogonal algebras at level 2 are the worst behaved affine cases, but e.g. $`D_{16}^{(1)}`$ at level 2 has 23 primaries but only 22 physical invariants. But $`𝔖_3`$, being a dihedral group, is nearly abelian so should be especially bad in this respect.
It seems that the twisted data is better behaved in this respect than the untwisted. For example, we find, combining the discussion of §6.3 with the results of , that the twisted modular data for $`𝔖_3`$ has only 9 physical invariants.
## 4 Making sense of all the physical invariants
We learned in the previous section that there is a surprising number of physical invariants associated to finite group modular data. In this section we try to tame the zoo!
The conventional wisdom in RCFT is that all physical invariants are constructed in two ways: as extensions of chiral algebras, and as automorphisms of those chiral algebras (called automorphism invariants in the unextended case). In the affine case, the physical invariants are almost always ‘obvious’ in hindsight, as symmetries of the appropriate Dynkin diagram (e.g. simple currents and charge conjugation) are directly responsible for almost all WZW physical invariants. It would be nice to find the analogous statement for the finite group modular data.
A rich supply of physical invariants always comes from simple currents . As these are well-understood, we won’t say any more than we did in §2.
### 4.1 Automorphism invariants
The outer automorphism group Out($`G`$) provides a systematic way of constructing automorphism invariants. Choose any $`\pi \mathrm{Out}(G)`$. Then $`\pi `$ induces an invertible homomorphism $`C_G(a)C_G(\pi a)`$ between centralisers. Define $`\chi ^\pi `$ by the formula $`\chi ^\pi (g)=\chi (\pi ^1g)`$ — if $`\chi \mathrm{Irr}(C_G(a))`$ then $`\chi ^\pi \mathrm{Irr}(C_G(\pi a))`$. Consider the permutation of $`\mathrm{\Phi }`$ defined by $`(a,\chi )(\pi a,\chi ^\pi )`$. Then it commutes with $`S`$ and $`T`$ and hence defines an automorphism invariant.
Many (but not all) outer automorphisms can be interpreted in the following way: Any time a given group $`G`$ is a normal subgroup of another group $`\widehat{G}`$, then any element $`\widehat{g}\widehat{G}`$ defines an automorphism of $`G`$ by conjugation: $`g\widehat{g}g\widehat{g}^1`$.
Examples of these groups are Out($`_n)^\times _n`$; Out$`(𝔇_{2k+1})_{2k+1}^\times /\{\pm 1\}`$; for $`n3`$, Out$`(𝔖_n)=\{1\}`$ and Out$`(𝔄_n)_2`$, except Out$`(𝔖_6)_2`$ and Out$`(𝔄_6)_2\times _2`$.
Another systematic source are the Galois automorphism invariants — there is one of these for every $`\sigma _{\mathrm{}}\mathrm{Gal}((S)/)`$ with $`\mathrm{}^21`$ modulo the exponent $`e(G)`$ of $`G`$, and the permutation is simply given by the Galois permutation, which we may write $`\sigma _{\mathrm{}}(a,\chi )=(a^{\mathrm{}},\sigma _{\mathrm{}}\chi )`$. If there are $`s`$ distinct primes which divide $`e(G)`$, then there will be precisely
$$\{\begin{array}{cc}2^{s1}& \mathrm{if}e(G)2(\mathrm{mod}4)\\ 2^{s+1}& \mathrm{if}e(G)0(\mathrm{mod}8)\\ 2^s& \mathrm{otherwise}\end{array}$$
(4.1)
such $`\mathrm{}`$, and hence that number of Galois automorphism invariants (though these won’t necessarily be distinct, if $`(S)`$ is smaller than $`(\xi _{e(G)})`$).
A final source of automorphism invariants is discrete torsion . This involves the language of cohomology — see §5.1 for the appropriate definitions. Take any 2-cocycle $`\beta Z^2(G,U(1))`$ for $`G`$. This $`\beta `$ is entirely independent of the 2-cocycles $`\beta _a`$ we discuss in §5.2. For each conjugacy class representative $`aR`$, define $`e_a(b):=\beta (a,b)\beta (b,a)^1`$. This will be a 1-dimensional representation of $`C_G(a)`$. Define the permutation of primary fields $`(a,\chi )\mathrm{\Phi }`$ sending $`(a,\chi )`$ to $`(a,e_a\chi )`$. It is easy to check that this commutes with $`S`$ and $`T`$ and thus defines an automorphism invariant.
When is this permutation trivial ? Iff each $`e_a(b)=1`$, for all $`bC_G(a)`$. In other words, iff each $`aG`$ is $`\beta `$-regular (see §5.1 for the definition). One thing this means is that cohomologous $`\beta `$ give the same discrete torsion. So the possibilities for discrete torsion are given by the classes in the finite abelian group $`H^2(G,U(1))=M(G)`$, known as the Schur multiplier of $`G`$. Each class in $`M(G)`$ will usually but not always give rise to a different automorphism invariant. Incidentally, this construction applies to untwisted, CT twisted, or non-CT twisted, modular data (see next section for the twisted modular data).
So discrete torsion will always give $`|M(G)|`$ automorphism invariants, although these are not necessarily all distinct. They are all distinct for $`_n^2`$, $`_n^3`$, and $`𝔇_{even}`$.
### 4.2 Chiral extensions
Making sense of the large number of physical invariants also requires finding the “generic” chiral extensions. Many will come from simple currents. It is tempting to suspect that another rich source could be from certain normal subgroups $`NG`$.
In particular, Clifford theory (which is concerned with the theory of induced and restricted characters) can be used to explicitly relate the modular data of a group $`G`$ to that of its normal subgroups $`H`$. The formulas we have obtained however are complicated enough that at this point we have been unable to determine explicit relations between the physical invariants of $`G`$ and $`H`$. Nevertheless, the situation is sufficiently analogous to that of conformal embeddings in affine algebras that we expect this to likewise be a rich source of chiral extensions. Incidentally, there are also relations between the modular data of $`G`$ and $`G/N`$.
Nevertheless we have found some interesting generic chiral extensions. Choose any central elements $`z,z^{}Z(G)`$ and any degree-1 characters $`\phi ,\psi \mathrm{Irr}(G)`$. Define the combinations
$`s_{z,z^{}}:=`$ $`{\displaystyle \underset{\chi \mathrm{Irr}(G)}{}}\chi (z^{})\mathrm{ch}_{(z,\chi )}`$ (4.2)
$`s_{\phi ,\psi }^{}:=`$ $`{\displaystyle \underset{gR}{}}\psi (g)\mathrm{ch}_{(g,\phi )}`$ (4.3)
Then it is easy to verify, using (2.17), Frobenius reciprocity, and the orthogonality relations for characters, that $`s_{z,z^{}}(1/\tau )=s_{z^{},z^1}(\tau )`$ and $`s_{\phi ,\psi }^{}(1/\tau )=s_{\psi ,\phi ^{}}^{}(\tau )`$, while $`s_{z,z^{}}(\tau +1)=s_{z,zz^{}}(\tau )`$ and $`s_{\phi ,\psi }^{}(\tau +1)=s_{\phi ,\phi \psi }^{}(\tau )`$. To see this, consider the coefficient of ch$`{}_{(a,\chi )}{}^{}(\tau )`$ in $`s_{\phi ,\psi }^{}(1/\tau )`$: it will be
$$\underset{gR}{}\psi (g)\frac{1}{|G|}\phi (a)^{}\chi _{C_G(a)}^G(g)^{}$$
(4.4)
which is $`\phi (a)^{}`$ times the coefficient of $`\psi `$ in $`\chi _{C_G(a)}^G`$, i.e. $`\phi (a)^{}`$ times the coefficient of $`\chi `$ in $`\psi |_{C_G(a)}`$, i.e. $`\phi (a)^{}\delta _{\psi ,\chi }`$.
Choose any subgroups $`AZ(G)`$, $`BG/G^{}`$, and define the sums
$`s(A)`$ $`=`$ $`{\displaystyle \frac{1}{|A|}}{\displaystyle \underset{z,z^{}A}{}}s_{z,z^{}}={\displaystyle \underset{zA}{}}{\displaystyle \underset{\chi :\mathrm{ker}(\chi )A}{}}\chi (e)\mathrm{ch}_{z,\chi }`$ (4.5)
$`s^{}(B)`$ $`=`$ $`{\displaystyle \frac{1}{|B|}}{\displaystyle \underset{\phi ,\psi B}{}}s_{\phi ,\psi }^{}={\displaystyle \underset{\psi B}{}}{\displaystyle \underset{g\mathrm{ker}(B)R}{}}\mathrm{ch}_{g,\psi }`$ (4.6)
By ker$`(\chi )`$ we mean all $`gG`$ for which $`\chi (g)=\chi (e)`$, and by ker$`(B)`$ we mean the intersection of all ker$`(\psi )`$, where $`\psi B`$ is identified with a degree-1 character of $`G`$. Note that the sums $`s(A),s^{}(B)`$ are all invariant under $`S`$ and $`T`$. Thus for any $`G,A,A^{},B,B^{}`$ we get the remarkable physical invariants
$$s(A)^{}s(A^{}),s(A)^{}s^{}(B),s^{}(B)^{}s(A),s^{}(B)^{}s^{}(B^{}).$$
(4.7)
In the case of $`𝔖_3`$ which we worked out in §3.3, $`s(e)=s_2`$, $`s^{}(\psi _0)=s_5`$, and $`s^{}(\psi _0,\psi _1)=s_3`$. This alone accounts for 9 of the 32 physical invariants for $`𝔖_3`$.
Incidentally, taking $`A`$ and $`B`$ to be the trivial groups completes the proof of Proposition 1(h): the fifth physical invariant of course is the diagonal sum. For the second claim there, there is a natural degree-preserving bijection (see §3.5 of ) between the $`\chi \mathrm{Irr}(G)`$ with ker$`(\chi )Z(G)`$, and Irr$`(G/Z(G))`$, so if $`G/Z(G)`$ is nonabelian there will always be degree $`>1`$ characters appearing in each $`s(A)`$ and so they will be different from any $`s^{}(B)`$.
## 5 Twisting, Group Cohomology, and Projective Representations
As advertised in the introduction, one way to generalize the group data described in Section 2 is by introducing some “twisting”. This twisting has a cohomological origin, as in the theory of affine algebras , where the infinitely many possible twists are labelled by the level $`k`$, an integer. In constrast, the twisting of the finite group modular data offers but a finite number of possibilities.
The twisting of this modular data was first described in the most generality by (see also ), although to our knowledge explicit expressions for the modular matrices $`S`$ and $`T`$ in the most general case have not appeared until now (though the most general fusions appear in (6.44) of ). We will recall here their construction, as concretely as possible, and then we will compute explicit examples, making contact with known structures (most notably affine algebras).
### 5.1 Cohomological preliminaries
As a twisting of the finite group modular data is effected by elements of cohomology groups $`H^i(G,U(1))H^i(G,^\times )H^{i+1}(G,)`$, we will first review the relevant properties and give some examples. For our purposes it is not very important to know how these are defined. We refer the reader to standard textbooks (like ) for a more complete treatment. For projective representations, see .
For all $`i>0`$, $`H^i(G,U(1))`$ is a finite abelian group, which we will usually write additively, obeying $`|G|H^i(G,U(1))=0`$ (i.e. all elements have order dividing the order of $`G`$). For any $`G`$, $`H^0(G,U(1))=0`$, while $`H^1(G,U(1))=G/G^{}`$ is the group of one-dimensional representations of $`G`$ ($`G^{}`$ is the commutator subgroup). The next group $`M(G):=H^2(G,U(1))`$, called the Schur multiplier (or multiplicator), classifies the (projectively) inequivalent projective representations, and for that reason, it will play a central role in the whole construction. The only other group we will be interested in is $`H^3(G,U(1))`$.
The following results can be useful: the square of the exponent of $`M(G)`$ divides $`|G|`$; if $`G`$ is a $`p`$-group (i.e. its order is a power of a prime), then $`H^3(G,U(1))0`$; if $`e`$ is the exponent of $`G`$ and $`e_i`$ is the exponent of $`H^i(G,U(1))`$, then $`ee_2`$, $`e_1e_2`$ and $`e_2e_3`$ all divide $`|G|`$.
Computing cohomology groups, even $`M(G)`$, is usually difficult. They are known however for several familiar groups. For a cyclic group, one has $`M(_n)=0`$ and $`H^3(_n,U(1))=_n`$. For products of identical cyclic groups,
$$M(_n^k)=_n^{k(k1)/2},H^3(_n^k,U(1))=_n^{k(k^2+5)/6}.$$
(5.1)
More generally, the Schur multiplier for any abelian group is as follows: write $`G=_{d_1}\times _{d_2}\times \mathrm{}\times _{d_s}`$ where $`d_1|d_2|\mathrm{}|d_s`$, then
$$M(G)=\underset{j=1}{\overset{s}{}}_{d_j}^{j1}.$$
(5.2)
Other known groups are (see e.g. Ch.6 of )
$`M(𝔖_3)=0,H^3(𝔖_3,U(1))=_6,M(𝔖_n)=_2\mathrm{for}n4,`$ (5.3)
$`M(𝔄_n)=_2\mathrm{for}n4,n6,7,M(𝔄_n)=_6\mathrm{for}n=6,7,`$ (5.4)
$`M(𝔇_n)=0,H^3(𝔇_n,U(1))=_{2n}\mathrm{for}n\mathrm{odd},`$ (5.5)
$`M(𝔇_n)=_2,H^3(𝔇_n,U(1))=_n\times _2\times _2\mathrm{for}n\mathrm{even},`$ (5.6)
$`M(𝔔_n)=0,H^3(𝔔_4,U(1))=_8,`$ (5.7)
$`M(\mathrm{SL}_n(𝔽_q))=0,`$ (5.8)
$`M(\mathrm{PSL}_n(𝔽_q))=_{\mathrm{gcd}(q1,n)},`$ (5.9)
where in (5.8) and (5.9), $`(n,q)\{(2,4),(2,5),(2,7),(2,9),(3,2),(3,3),(3,4),(4,2)\}`$.
For odd prime $`p`$, there are precisely two different non-abelian groups of order $`p^3`$: one of these (a split extension of cyclic groups, the $`p2`$ analogue of $`𝔇_4`$) has $`M=0`$ and $`H^3=_p\times _p`$; the other has $`M=_p\times _p`$ and $`H^3=_p\times _p\times _p\times _p`$. (All groups of order $`p^2`$ are abelian.)
This gives some taste of what $`M(G)`$ and $`H^3(G)`$ look like for nice groups. The Schur multiplier is known for all simple groups. For instance it is trivial for the Monster.
As mentioned before, the Schur multiplier plays a central role in the theory of projective representations. Indeed a normalised 2-cocycle $`\beta Z^2(G,U(1))`$ is a map $`G\times GU(1)`$ satisfying $`\beta (x,1)=\beta (1,x)=1`$ and the cocycle condition $`\beta (x,y)\beta (xy,z)=\beta (y,z)\beta (x,yz)`$ for all $`x,y,zG`$. For any such $`\beta `$, one may consider the projective $`\beta `$-representations, i.e. the maps $`\stackrel{~}{\rho }:G\mathrm{GL}(V)`$ obeying $`\stackrel{~}{\rho }(x)\stackrel{~}{\rho }(y)=\beta (x,y)\stackrel{~}{\rho }(xy)`$. The cocycle condition corresponds to associativity. If $`\beta `$ is identically 1, $`\stackrel{~}{\rho }`$ will be an ordinary representation and will be called linear.
If $`\beta ,\beta ^{}`$ are cohomologous (i.e. $`\beta ^1\beta ^{}`$ is a 2-coboundary – a 2-coboundary is any $`\beta Z^2`$ of the form $`\beta =\gamma (x)\gamma (y)\gamma (xy)^1`$), then any $`\beta ^{}`$-representation will be projectively equivalent to some $`\beta `$-representation, and there will be the same number of $`k`$-dimensional $`\beta `$-representations as $`k`$-dimensional $`\beta ^{}`$-representations, for each $`k=1,2,\mathrm{}`$. Moreover, a $`\beta `$-representation can be one-dimensional only if $`\beta `$ is a coboundary.
A natural question is to classify the projective representations belonging to a given cocycle. So let $`r(G,\beta )`$ denote the number of linearly inequivalent irreducible $`\beta `$-representations of $`G`$. We know that $`r(G,\beta )`$ is a cohomology class invariant. In order to compute this number, one introduces the notion of a $`\beta `$-regular group element: $`gG`$ is $`\beta `$-regular if $`\beta (g,h)=\beta (h,g)`$ for all $`h`$ in $`C_G(g)`$. One may check that $`g`$ is $`\beta `$-regular if and only if all its conjugates are, so that a whole conjugacy class is $`\beta `$-regular or not. Then
$$r(G,\beta )=\mathrm{number}\mathrm{of}\beta \mathrm{regular}\mathrm{conjugacy}\mathrm{classes}\mathrm{of}G.$$
(5.10)
As an immediate consequence, one has the inequality $`r(G,\beta )k(G)=r(G,1)`$ for any 2-cocycle $`\beta `$, with equality if (but not only if) $`\beta `$ is a coboundary.
The projective characters $`\stackrel{~}{\chi }\beta `$-Irr$`(G)`$ (defined as usual by the trace of the representation) share many properties with the usual characters, except that they are in general not class functions. Schur’s lemma still holds, from which orthogonality and completeness relations follow: for any $`\stackrel{~}{\chi },\stackrel{~}{\chi }^{}\beta `$-Irr$`(G)`$ and any $`\beta `$-regular $`aG`$,
$`{\displaystyle \frac{1}{|G|}}{\displaystyle \underset{gG}{}}\stackrel{~}{\chi }(g)^{}\stackrel{~}{\chi }^{}(g)=\delta _{\stackrel{~}{\chi },\stackrel{~}{\chi }^{}},`$ (5.11)
$`{\displaystyle \frac{|K_a|}{|G|}}{\displaystyle \underset{\stackrel{~}{\chi }\beta \mathrm{Irr}}{}}\stackrel{~}{\chi }(a)^{}\stackrel{~}{\chi }(b)=\delta _{bK_a}.`$ (5.12)
The dimensions of the irreducible projective representations divide the order of the group, and their squares sum up to $`|G|`$. All $`\beta `$-characters vanish at non-regular classes.
Examples of projective representation data include the following. Writing $`H^2(_n^2,U(1))=\beta _1_n`$ and $`H^2(_n^3,U(1))=\beta _1,\beta _2,\beta _3_n^3`$, one finds
$$r(_n^2,\beta _1^x)=[\mathrm{GCD}(x,n)]^2,r(_n^3,\beta _1^x\beta _2^y\beta _3^z)=n[\mathrm{GCD}(x,y,z,n)]^2.$$
(5.13)
for any $`1x,y,zn`$. For the dihedral groups, one has
$$r(𝔇_{2n+1},\beta )=n+2,r(𝔇_{2n},\beta )=\{\begin{array}{cc}n+3\hfill & \text{if }\beta \text{ is coboundary,}\hfill \\ n\hfill & \text{otherwise.}\hfill \end{array}$$
(5.14)
These numbers are known also for $`𝔖_n`$ and $`𝔄_n`$.
### 5.2 General construction
The possible twistings are parametrised by the finitely many elements $`\alpha H^3(G,U(1))`$. The 3-cocycle condition is $`\alpha (g,h,k)\alpha (g,hk,\mathrm{})\alpha (h,k,\mathrm{})=\alpha (gh,k,\mathrm{})\alpha (g,h,k\mathrm{})`$. Different 3-cocycles give rise to different modular data, with in general different numbers of primary fields (never more than in the untwisted case), and with matrices $`S^\alpha `$ and $`T^\alpha `$.
The construction starts from a normalised<sup>§</sup><sup>§</sup>§That is, it satisfies $`\alpha (e,h,g)=\alpha (h,e,g)=\alpha (h,g,e)=1`$. This implies that all 2-cocycles are accordingly normalised, $`\beta _e(h,g)=\beta _h(e,g)=\beta _h(g,e)=1`$ for all $`h,g`$. element $`\alpha `$ of $`H^3(G,U(1))`$. We can and will assume for convenience that the values of $`\alpha `$ are always roots of 1 – in fact if $`\alpha `$ has cohomological order $`n`$, then we can require $`\alpha `$ to take the values of $`n`$th roots of 1 (proof: Write $`\alpha ^n=\delta \beta `$; choose any $`\gamma =\beta ^{1/n}`$, then $`\alpha \gamma `$ is cohomologous to $`\alpha `$ and has the desired property.) Because $`|G|H^3(G,U(1))=0`$, $`n`$ will necessarily divide $`|G|`$.
For all $`a,g,hG`$, we define auxiliary quantities
$$\beta _a(h,g)=\alpha (a,h,g)\alpha (h,h^1ah,g)^1\alpha (h,g,(hg)^1ahg).$$
(5.15)
It follows from this definition that the $`\beta _a`$’s are normalised twisted cocycles on $`G`$, namely they satisfy
$$\beta _a(x,y)\beta _a(xy,z)=\beta _a(x,yz)\beta _{x^1ax}(y,z),x,y,zG.$$
(5.16)
Furthermore, the restriction of each $`\beta _a`$ to $`C_G(a)`$ clearly is a normalised 2-cocycle. As such they define projective representations of $`C_G(a)`$.
The primary fields $`\mathrm{\Phi }^\alpha `$ in the model twisted by a given 3-cocycle $`\alpha `$ will consist of all pairs $`(a,\stackrel{~}{\chi })`$ where $`aR`$ (as before) and $`\stackrel{~}{\chi }\beta _a`$-Irr$`(C_G(a))`$. As a consequence of the inequality $`r(H,\beta )k(H)`$, we find
$$|\mathrm{\Phi }^\alpha |=\underset{aR}{}r(C_G(a),\beta _a)|\mathrm{\Phi }|.$$
(5.17)
A simplification seems to occur when the 3-cocycle $`\alpha `$ is such that each 2-cocycle $`\beta _a`$ is a coboundary on $`C_G(a)`$, which is the case considered in . We call the resulting twisting “CT” (cohomologically trivial). Note that when $`M(C_G(a))=0`$ for all $`a`$, any twist $`\alpha `$ will automatically be CT. By no means though are CT twistings restricted to the groups whose centralisers have trivial Schur multipliers — see §6.2 for a class of examples. A CT-twisted theory has the same number of primaries as the untwisted one considered in the previous sections (but different modular matrices).
For CT twistings, proposed explicit formulae for the modular matrices that resemble the untwisted case except with additional phases. Each $`\beta _a`$ being a coboundary on $`C_G(a)`$ by hypothesis, (5.16) can be used to show We thank Peter Bántay for correspondence on this point. that one can find 1-cochains $`ϵ_a:C_G(a)U(1)`$ for which $`ϵ_a(e)=1`$ and both
$`\beta _a(h,g)=(\delta ϵ_a)(h,g)=ϵ_a(h)ϵ_a(g)ϵ_a(hg)^1,`$ (5.18)
$`ϵ_{x^1ax}(x^1hx)={\displaystyle \frac{\beta _a(x,x^1hx)}{\beta _a(h,x)}}ϵ_a(h),`$ (5.19)
for all $`g,hC_G(a)`$ and $`xG`$. Now, if $`\stackrel{~}{\rho }`$ is a $`\beta _a`$-representation with character $`\stackrel{~}{\chi }`$, then clearly $`\rho (g)=ϵ_a^1(g)\stackrel{~}{\rho }(g)`$ is a linear representation with character $`\chi =ϵ_a^1\stackrel{~}{\chi }`$. The modular matrices then become
$`S_{(a,\chi ),(a^{},\chi ^{})}^\alpha ={\displaystyle \frac{1}{|C_G(a)||C_G(a^{})|}}{\displaystyle \underset{gG(a,a^{})}{}}\chi ^{}(ga^{}g^1)\chi ^{}(g^1ag)\sigma ^{}(a|ga^{}g^1),`$ (5.20)
$`T_{(a,\chi ),(a^{},\chi ^{})}^\alpha =\delta _{a,a^{}}\delta _{\chi ,\chi ^{}}{\displaystyle \frac{\chi (a)}{\chi (e)}}ϵ_a(a),`$ (5.21)
where the function $`\sigma (|)`$ is
$$\sigma (h|g)=ϵ_h(g)ϵ_g(h).$$
(5.22)
(Since $`gC_G(h)`$ if and only if $`hC_G(g)`$, this definition makes sense.) It is easy to see that (5.20),(5.21) are (essentially, i.e. up to a relabelling of the characters $`\chi `$) independent of the choice of 1-cochains $`ϵ_a`$ in (5.18),(5.19). These equations permit CT twists to be analysed as thoroughly as the untwisted data.
The interpretation involving 3-cocycles was developed in . Though they give the fusion coefficients for arbitrary $`\alpha `$, neither they nor to our knowledge anyone else has given $`S^\alpha `$ and $`T^\alpha `$ for nonCT $`\alpha `$, explicitly in terms of quantities directly associated with $`G`$ (the closest is , which gives $`S^\alpha `$ in terms of $`D^\alpha (G)`$ characters). The formulae in the most general case can be obtained by going back to first principles.
The quantum double $`D^\alpha (G)`$ is a finite dimensional quasi-Hopf quasi triangular algebra. Its representations form a braided monoidal modular category with explicitly known universal braiding morphisms $`R_{12}`$ , $`R_{21}`$. The point is that (up to normalisation) the mapping class group representations, in our case the matrices $`S`$ and $`T`$, can be identified with Markov traces of intertwiners defined from coloured ribbon links. In particular, $`S_{ij}`$ corresponds to the $`i,j`$ coloured Hopf link and $`T_i`$ to the twist $`\theta `$ (or $`v^1`$ in the convention). We then obtain (as explained in the Appendix)
$`S_{(a,\stackrel{~}{\chi }),(b,\stackrel{~}{\chi }^{})}^\alpha `$ $`=`$ $`S_{(e,1),(e,1)}^\alpha \mathrm{Tr}_{(a,\stackrel{~}{\chi }),(b,\stackrel{~}{\chi }^{})}\left(R_{21}R_{12}\right)^{}`$
$`=`$ $`{\displaystyle \frac{1}{|G|}}{\displaystyle \underset{gK_a,g^{}K_bC_G(g)}{}}\left({\displaystyle \frac{\beta _g(g^{},x^1)\beta _g^{}(g,y^1)}{\beta _g(x^1,h)\beta _g^{}(y^1,h^{})}}\right)^{}\stackrel{~}{\chi }(h)^{}\stackrel{~}{\chi }^{}(h^{})^{},`$
$`=`$ $`{\displaystyle \frac{1}{|G|}}{\displaystyle \underset{gK_a,g^{}K_bC_G(g)}{}}\left({\displaystyle \frac{\beta _a(x,g^{})\beta _a(xg^{},x^1)\beta _b(y,g)\beta _b(yg,y^1)}{\beta _a(x,x^1)\beta _b(y,y^1)}}\right)^{}\stackrel{~}{\chi }(h)^{}\stackrel{~}{\chi }^{}(h^{})^{},`$
where $`g=x^1ax=y^1h^{}y,g^{}=y^1by=x^1hx,hC_G(a),h^{}C_G(b)`$, and
$$T_{(a,\stackrel{~}{\chi }),(b,\stackrel{~}{\chi }^{})}^\alpha =\delta _{a,b}\delta _{\stackrel{~}{\chi },\stackrel{~}{\chi }^{}}\frac{\stackrel{~}{\chi }(a)}{\stackrel{~}{\chi }(e)}T_{(e,1),(e,1)}^\alpha ,$$
(5.24)
where $`T_{(e,1),(e,1)}^\alpha `$ can equal any third root of 1 (i.e. $`c`$ is a multiple of 8), as for the untwisted data. The normalisation $`S_{(e,1),(e,1)}^\alpha =\frac{1}{|G|}`$ can be obtained from the orthogonality relations (5.11),(5.12) of projective characters.
The phases $`\beta _g`$ here are defined by (5.15). Note that they are evaluated in (LABEL:tws) on elements which are not in $`C_G(a)`$ or $`C_G(b)`$. Unfortunately this makes the derivation of (5.20) from (LABEL:tws) more difficult — see question (1) in §7.
If we let $`n`$ be the cohomological order of $`\alpha `$, then the $`\beta _a`$ will also have $`n`$th roots of 1 as its values. Thm. 6.5.15 in then implies that the projective $`\beta _a`$-characters will have values in $`[\xi _{ne(G)}]`$. Hence the entries of $`S^\alpha `$ and $`T^\alpha `$ will also lie in that field. Note that this field specialises to $`[\xi _{e(G)}]`$ in the untwisted ($`n=1`$) case, which was our previous result.
That $`S^\alpha `$ and $`T^\alpha `$ depend only on the cohomology class $`\alpha H^3(G,U(1))`$, is clear from the $`D^\alpha (G)`$ interpretation. A direct derivation of this for CT $`\alpha `$ is sketched in .
### 5.3 Analysis of twisted modular data
It is important to realise that the 2-cocycle $`\beta _e`$ in (5.15) is identically 1. Thus $`(e,\chi )\mathrm{\Phi }^\alpha `$ for any $`\chi \mathrm{Irr}(G)`$, and we obtain the useful formula
$$S_{(e,\chi ),(b,\stackrel{~}{\chi }^{})}^\alpha =\frac{1}{|C_G(b)|}\stackrel{~}{\chi }^{}(e)\chi (b)^{}$$
(5.25)
We immediately see from this that once again all quantum dimensions will be integers, and $`(a,\stackrel{~}{\chi })\mathrm{\Phi }^\alpha (G)`$ will be a simple current iff $`aZ(G)`$ and $`\stackrel{~}{\chi }`$ is degree-one (which implies $`\beta _a`$ is coboundary).
Rationality of the entries $`S_{(e,1),(b,\stackrel{~}{\chi }^{})}`$ implies all Galois parities $`ϵ_\sigma (a,\stackrel{~}{\chi })=+1`$, and also that the vacuum $`(e,1)`$ is fixed by all Galois automorphisms, exactly as before.
From (5.25) we also learn about the Galois action on arbitrary primaries. Choose $`\mathrm{}_{|G|^2}^\times `$, then $`\sigma _{\mathrm{}}(a,\stackrel{~}{\chi })=(a_{\mathrm{}},\stackrel{~}{\chi }_{\mathrm{}})`$, where $`a_{\mathrm{}}`$ denotes the element in $`K_a^{\mathrm{}}R`$ as before, and where $`\stackrel{~}{\chi }_{\mathrm{}}`$ is some projective $`\beta _a_{\mathrm{}}`$-character with dimension equal to that of $`\stackrel{~}{\chi }`$. To see this, consider
$$\chi (a_{\mathrm{}})^{}=\sigma _{\mathrm{}}\frac{S_{(e,\chi ),(a,\stackrel{~}{\chi })}^\alpha }{S_{(e,1),(a,\stackrel{~}{\chi })}^\alpha }=\sigma _{\mathrm{}}\chi (a)^{}=\chi (a^{\mathrm{}})^{}$$
(5.26)
for all $`\chi \mathrm{Irr}(G)`$, and hence $`a_{\mathrm{}}K_a^{\mathrm{}}`$. In particular, specialising to $`\mathrm{}=1`$ tells us about charge conjugation.
Proposition 1(a),(c),(e),(f) are thus exactly as before. As mentioned before, the order of $`T^\alpha `$ will divide $`ne`$, where $`n`$ is the order of $`\alpha `$, so in particular the order of $`T^\alpha `$ will always divide $`|G|^2`$. We also see directly from (LABEL:tws) that $`S_{(a,\stackrel{~}{\chi }),(b,\stackrel{~}{\chi }^{})}^\alpha =0`$ unless $`K_bC_G(a)`$ has $`\beta _a`$-regular elements and $`K_aC_G(b)`$ has $`\beta _b`$-regular elements. Thm. 1 becomes
Theorem 3. Let $`S`$ and $`T`$ be the Kac-Peterson matrices corresponding to an affine algebra $`X_r^{(1)}`$ at some level $`k1`$ (where $`X_r`$ is simple). Let $`G`$ be a finite group with $`S^\alpha (G)=S`$ and $`T^\alpha (G)=\phi T`$ for some third root $`\phi `$ of 1. Then either:
* as before, either $`(X_r,k)=(E_8,1)`$ and $`G=\{e\}`$, or $`(X_r,k)=(D_{8n},1)`$ and $`G=_2`$;
* $`(X_r,k)=(A_{n^21},1)`$ and $`G=_n`$, $`n`$ odd, for a specific twist;
* $`(X_r,k)=(B_{(m^21)/2},2)`$ and $`G=𝔇_m`$, $`m`$ odd, for a specific twist.
The proof is very similar to that of Theorem 1, the only difference being the specific handling of the finitely many algebras and levels which survive the Galois and quantum dimension arguments. For example, use the formulae $`S_{00}=\frac{1}{\sqrt{r+1}}`$ and $`c=r`$ for $`A_r^{(1)}`$ level 1. The demonstration of (ii) and (iii) is made explicit in section 6.
We would also like an analogue of Thm.2. This is more difficult, but a key observation is that $`|\mathrm{\Phi }^\alpha |2k(G)1`$. Indeed, $`\beta _e1`$ gives us $`k(G)`$ primaries of the form $`(e,\chi )`$, and the remaining $`k(G)1`$ conjugacy classes $`K_a`$ will each contribute $`r(a,\beta _a)1`$ primaries. Also important is the observation made in §6.2 that $`\beta _a`$ will always be coboundary when $`C_G(a)_n^2`$ for some $`n`$.
Theorem 4. The only groups with at most 20 primaries are $`_1`$, $`_2`$, $`_3`$, $`𝔖_3`$, $`𝔄_4`$, $`_4`$, $`_2\times _2`$, $`𝔇_5`$, $`𝔖_4`$, $`𝔇_4`$, and the order 48 Frobenius group $`_2^4\times _f_3`$ (defined in ), with at least 1, 4, 9, 8, 14, 16, 16, 16, 18, 19, and 19 primaries.
The proof is like that of Thm.2, using the tables of . For instance, we know it is sufficient to consider up to class number $`k(G)=8`$. Consider e.g. $`G=𝔖_4`$: it has $`k(G)=5`$ and centralisers $`𝔖_4`$, $`𝔇_4`$, $`_4`$, $`_2\times _2`$, and $`_3`$. Thus a lower bound for $`|\mathrm{\Phi }^\alpha |`$ is $`5+2+4+4+3=18`$.
In §3.3 we gave a basis in terms of which the untwisted $`S`$ and $`T`$ become permutation matrices. The analogue of this for the twisted data is as follows . Let $`C^\alpha (G_{comm})`$ denote the space of all functions $`f:G\times G`$ for which $`f(a,b)=0`$ unless $`a`$ and $`b`$ commute, and which obey the formula
$$f(x^1ax,x^1bx)=\frac{\beta _a(x,x^1bx)}{\beta _a(b,x)}f(a,b)$$
(5.27)
Then $`S`$ and $`T`$ act on $`C^\alpha (G_{comm})`$ by $`(Sf)(a,b)=\beta _b(a,a^1)^{}f(b,a^1)`$ and $`(Tf)(a,b)=\beta _a(a,b)f(a,ab)`$. See Questions 5 and 7 of §7. Incidentally, this action is completely natural in the case of twisted partition functions which involve projective representations of the symmetry group in some twisted sectors, and follows from the action of the modular group on the homological cycles of the torus — see for examples in WZW models.
## 6 Twisted examples
We give in this final section a few examples of twisted finite group modular data, in order to give a flavour as to how they differ from the untwisted ones.
### 6.1 Abelian cyclic groups
One can easily illustrate the previous formalism in the case of a cyclic group $`G=_n`$. Write $`:\{0,1,\mathrm{},n1\}`$ for reduction modulo $`n`$. One has $`H^3(_n,U(1))=_n`$, and the following explicit representatives
$$\alpha _q(g_1,g_2,g_3)=\mathrm{exp}\left\{2\mathrm{i}\pi qg_1(g_2+g_3g_2+g_3)/n^2\right\},$$
(6.1)
where $`q_n`$ parametrizes the different classes.
One easily computes that $`\beta _a(h,g)=\alpha _q(a,h,g)`$ is a coboundary for every $`q`$ (expected since $`M(_n)=0`$). One finds $`\sigma (h|g)=e^{4\mathrm{i}\pi qhg/n^2}`$.
The linear characters of $`_n`$ are $`\chi _{\mathrm{}}(a)=e^{2\mathrm{i}\pi a\mathrm{}/n}`$ for $`\mathrm{}_n`$, and the modular matrices take the simple forms
$`S_{(a,\chi _{\mathrm{}}),(a^{},\chi _{\mathrm{}^{}})}^{\alpha _q}={\displaystyle \frac{1}{n}}\mathrm{exp}\left\{2\mathrm{i}\pi [2qaa^{}+n(a\mathrm{}^{}+a^{}\mathrm{})]/n^2\right\},`$ (6.2)
$`T_{(a,\chi _{\mathrm{}}),(a,\chi _{\mathrm{}})}^{\alpha _q}=\mathrm{exp}\left\{2\mathrm{i}\pi [qa^2+na\mathrm{}]/n^2\right\}.`$ (6.3)
Note that the charge conjugation $`C=S^2`$ is given $`C(0,\chi _{\mathrm{}})=(0,\chi _{\mathrm{}})`$ and $`C(a,\chi _{\mathrm{}})=(na,\chi _{\mathrm{}2q})`$ if $`a0`$.
The identity corresponds to $`(0,\chi _0)`$, and as in the untwisted case, all primary fields are simple currents. The Verlinde formula yields the fusion coefficients
$$N_{(a,\chi _{\mathrm{}}),(a^{},\chi _{\mathrm{}^{}})}^{(a^{\prime \prime },\chi _{\mathrm{}^{\prime \prime }})}=\delta _{a^{\prime \prime },a+a^{}}\delta _{\mathrm{}^{\prime \prime },\mathrm{}+\mathrm{}^{}+2q(a+a^{}a^{\prime \prime })/n}.$$
(6.4)
This is in agreement with the charge conjugation, if one thinks of the conjugate of a field $`\varphi `$ as the unique field $`\varphi ^{}`$ such that the fusion $`\varphi \times \varphi ^{}`$ contains the identity. The fusion group (the group of simple currents) is isomorphic to $`_f\times _{n^2/f}`$ with $`f=\mathrm{GCD}(2q,n)`$.
The entries of $`S`$ and $`T`$ lie in $`(\xi _{n^2})`$, which has Galois group $`_{n^2}^\times `$. It is not difficult to see that the Galois action on the primaries is by fusion powers (as is always the case for simple currents):
$$\sigma _h(a,\chi _{\mathrm{}})=(a,\mathrm{})^{\times h},h_{n^2}^\times .$$
(6.5)
The physical invariants are known in all cases, since all primaries are simple currents. Their number varies much with the value of $`q`$ (of $`f`$). Two extreme cases are $`f=1`$ (‘maximal’ twisting) for which the number of physical invariants is equal to $`\sigma _0(n^2)`$, the number of divisors of $`n^2`$ , and $`f=n`$ (no twisting), for which their number is $`2(n+1)`$ if $`n`$ is odd prime .
We close this simple example by showing that it gives, for a specific twisting, the affine modular data of su$`(n^2)`$, level 1, if $`n`$ is an odd integer.
One may first make a few simple observations. The central charge of su$`(n^2)_1`$ is equal to $`cn^210`$ (mod 8) for $`n`$ odd. The affine quantum dimensions $`S_{0,j}/S_{0,0}=1`$ all equal 1, so all affine primaries are simple currents, and form a group isomorphic to $`_{n^2}`$. Thus one may hope for a relation with twisted $`G=_n`$ data where the twist obeys $`f=\mathrm{GCD}(q,n)=1`$.
The affine primaries can be labelled by integers $`j=0,1,2,\mathrm{},n^21`$ modulo $`n^2`$. The affine matrices $`S`$ and $`T`$ are
$`S_{j,j^{}}^{\mathrm{aff}}={\displaystyle \frac{1}{n}}e^{2\mathrm{i}\pi jj^{}/n^2},`$ (6.6)
$`T_{j,j}^{\mathrm{aff}}=T_{0,0}e^{2\mathrm{i}\pi j(n^2j)/2n^2},`$ (6.7)
where $`T_{0,0}=e^{2\mathrm{i}\pi c/24}`$ is some third root of unity, which we will ignore.
It is now a simple matter to see that the two sets of matrices exactly coincide provided one chooses the twisting parameter as $`q=\frac{n^21}{2}`$. The bijection $`j(a,\chi _{\mathrm{}})`$ between the two sets of primary fields is given by $`j=an\mathrm{}`$. Note that for this specific value of $`q`$, the fusion coefficients (6.4) amount to the addition modulo $`n^2`$.
### 6.2 Abelian non-cyclic groups
The simplest non-cyclic group is $`G=_n^2`$, but it leads to nothing really new. The cohomology group $`H^3(_n^2,U(1))=_n^3`$ has three generators, but all 3-cocycles $`\alpha `$ lead to $`\beta `$’s which are all coboundaries. Thus all twistings are CT, despite the fact that the Schur multiplier $`M(_n^2)=_n`$ is not trivial. (This fact was important for the proof of Thm.4.)
More interesting is the case $`G=_n^3`$, for which $`M(_n^3)=_n^3`$ and $`H^3(_n^3,U(1))=_n^7`$. Following , the generators of $`H^3`$ can be taken to be (same notations as above, the group elements are triplets $`a=(a_1,a_2,a_3)`$)
$`\alpha _I^{(j)}(a,b,c)=\mathrm{exp}\left\{2\mathrm{i}\pi a_j(b_j+c_jb_j+c_j)/n^2\right\},1j3,`$ (6.8)
$`\alpha _{II}^{(jk)}(a,b,c)=\mathrm{exp}\left\{2\mathrm{i}\pi a_j(b_k+c_kb_k+c_k)/n^2\right\},1j<k3,`$ (6.9)
$`\alpha _{III}(a,b,c)=\mathrm{exp}\left\{2\mathrm{i}\pi a_1b_2c_3/n\right\}.`$ (6.10)
An arbitrary 3-cocycle is a monomial in the generators, but only those which involve a non-trivial power of $`\alpha _{III}`$ define non-CT twistings. In other words, all $`\alpha `$ which contain a fixed cocycle of type III give rise to 2-cocycles $`\beta _a`$ which are cohomologically equivalent, and hence lead to theories with the same number of primaries. In order to give a first feeling for non-CT twistings, we will compute the number of primary fields. It is sufficient to take $`\alpha `$ of type III, namely $`\alpha =\alpha _{III}^q`$, for $`q_n`$. The 2-cocycles one obtains are then
$$\beta _a(b,c)=\mathrm{exp}\left\{2\mathrm{i}\pi q(a_1b_2c_3b_1a_2c_3+b_1c_2a_3)/n\right\}.$$
(6.11)
Given $`a`$, we want to count the number of classes $`b`$ (elements here) which are $`\beta _a`$-regular, i.e. which satisfy $`\beta _a(b,c)=\beta _a(c,b)`$ for all $`c`$. Taking successively $`c=(1,0,0),(0,1,0)`$ and $`(0,0,1)`$, the $`\beta _a`$-regular elements $`b`$ are those which satisfy
$$a_2b_3a_3b_2a_1b_3a_3b_1a_1b_2a_2b_10(\mathrm{mod}f),$$
(6.12)
where $`f=n/\mathrm{GCD}(q,n)`$. The number of solutions $`(b_1,b_2,b_3)_n^3`$ to this modular linear system is equal to $`n^3[\mathrm{GCD}(a_1,a_2,a_3,f)/f]^2`$, which is the result announced in (5.13).
It remains to sum those numbers for all $`a`$ to obtain the number of primaries. The result is an arithmetical function, best expressed in terms of the prime decomposition of $`f=_pp^{k_p}`$:
$$|\mathrm{\Phi }^\alpha |=\frac{n^6}{f^3}\underset{\genfrac{}{}{0pt}{}{p|f}{p\mathrm{prime}}}{}\left[(p^{k_p}1)(1+p^1+p^2)+1\right].$$
(6.13)
The modular matrices can be given quite explicitly in the general case, for all $`n`$ and for any type of 3-cocycle. However, they are complicated arithmetic functions of the various parameters, something that obscures the structure. To simplify, we consider here the case when $`n`$ is an odd prime number, and when the 3-cocycle is $`\alpha _{III}`$.
When $`G`$ is abelian, all factors in the formula (LABEL:tws) for $`S^\alpha `$ that involve the cocycles drop out, and we are left with the simple expressions:
$$S_{(a,\stackrel{~}{\chi }),(b,\stackrel{~}{\chi }^{})}^\alpha =\frac{1}{|G|}\stackrel{~}{\chi }^{}(b)\stackrel{~}{\chi }^{}(a),T_{(a,\stackrel{~}{\chi }),(b,\stackrel{~}{\chi }^{})}^\alpha =\delta _{a,b}\delta _{\stackrel{~}{\chi },\stackrel{~}{\chi }^{}}\frac{\stackrel{~}{\chi }(a)}{\stackrel{~}{\chi }(e)},$$
(6.14)
where $`\stackrel{~}{\chi }`$ and $`\stackrel{~}{\chi }^{}`$ are respectively $`\beta _a`$\- and $`\beta _b`$-projective characters, for the cocycles given above in (6.11) with $`q=1`$.
It remains to compute the projective characters. To simplify, consider $`n`$ an odd prime. One then finds $`n`$ inequivalent irreducible $`\beta _a`$-projective representations of dimension $`n`$ if $`a`$ is not the identity, while there are of course $`n^3`$ representations of dimension 1 if $`a=e`$. Depending on the value of $`a=(a_1,a_2,a_3)`$, the characters are given in the following table, where it is implicit that the element $`g=(g_1,g_2,g_3)`$ must be $`\beta _a`$-regular for the character not to vanish. In the first three cases, the character label $`u`$ runs over $`_n`$, and in the last column, $`\stackrel{}{u}`$ takes all values in $`_n^3`$.
| | $`a_10`$ | $`a_1=0,a_20`$ | $`a_1=a_2=0,a_30`$ | $`a_1=a_2=a_3=0`$ |
| --- | --- | --- | --- | --- |
| $`\stackrel{~}{\chi }(g)`$ | $`n\xi _n^{a_1^1ug_1a_1^1a_2a_3g_1^2/2}`$ | $`n\xi _n^{a_2^1ug_2}`$ | $`n\xi _n^{a_3^1ug_3}`$ | $`\xi _n^{\stackrel{}{u}\stackrel{}{g}}`$ |
The condition that $`g`$ must be $`\beta _a`$-regular makes the components of $`a`$ and $`g`$ play a symmetrical role. If $`a_2`$ is also invertible for instance, then (6.12) yields $`a_1^1g_1=a_2^1g_2`$, so that the first character value is also equal to $`\stackrel{~}{\chi }(g)=n\xi _n^{a_2^1ug_2a_1a_2^1a_3g_2^2/2}`$.
The primary fields are thus $`(e,\chi _\stackrel{}{u})`$ and $`(a,\stackrel{~}{\chi }_u)`$, for a total of $`|\mathrm{\Phi }^\alpha |=n^3+(n^31)n=n^4+n^3n`$.
The formulae for $`S`$ and $`T`$ are now straightforward to establish. Taking the condition of $`\beta `$-regularity into account, one finds that $`S`$ is almost block-diagonal:
$`S_{(a,\stackrel{~}{\chi }_u),(b,\stackrel{~}{\chi }_u^{})}^\alpha =`$
$`{\displaystyle \frac{1}{n}}\left(\begin{array}{cccc}\frac{1}{n^2}& \frac{1}{n}\xi _n^{u_1b_1u_2b_2u_3b_3}& \frac{1}{n}\xi _n^{u_2b_2u_3b_3}& \frac{1}{n}\xi _n^{u_3b_3}\\ \frac{1}{n}\xi _n^{u_1^{}a_1u_2^{}a_2u_3^{}a_3}& \genfrac{}{}{0pt}{}{\xi _n^{ua_1^1b_1u^{}b_1^1a_1+(a_2a_3b_1+b_2b_3a_1)/2}}{\times \delta (b_2a_1^1a_2b_1)\delta (b_3a_1^1a_3b_1)}& 0& 0\\ \frac{1}{n}\xi _n^{u_2^{}a_2u_3^{}a_3}& 0& \genfrac{}{}{0pt}{}{\xi _n^{ua_2^1b_2u^{}b_2^1a_2}}{\times \delta (b_3a_2^1a_3b_2)}& 0\\ \frac{1}{n}\xi _n^{u_3^{}a_3}& 0& 0& \xi _n^{ua_3^1b_3u^{}b_3^1a_3}\end{array}\right),`$
where the blocks correspond to the subsets $`\{a=e\}`$, $`\{a_10\}`$ , $`\{a_1=0,a_20\}`$, and $`\{a_1=a_2=0`$, $`a_30\}`$.
The $`T`$ matrix is particularly simple
$$T_{(a,\stackrel{~}{\chi }),(a,\stackrel{~}{\chi })}=\{\begin{array}{cc}1\hfill & \text{for }a=e=(0,0,0)\text{,}\hfill \\ \xi _n^{ua_1a_2a_3/2}\hfill & \text{otherwise.}\hfill \end{array}$$
(6.16)
One may check that they satisfy the expected relations $`S^2=(ST)^3=C`$ with the charge conjugation given by $`C(e,\chi _\stackrel{}{u})=(e,\chi _\stackrel{}{u})`$ and $`C(a,\stackrel{~}{\chi }_u)=(a^1,\stackrel{~}{\chi }_{ua_1a_2a_3})`$ for $`ae`$. More generally, the Galois transformations on the primary fields take a somewhat unusual formThe unusual factor $`\mathrm{}^2`$ in front of $`u`$ (instead of $`\mathrm{}`$) is a consequence of the insertion of factors $`a_i^1`$ in front of $`u`$ in the projective characters. Those insertions are purely conventional and help make the symmetry in the components $`a_i`$ manifest.
$$\sigma _{\mathrm{}}(a,\stackrel{~}{\chi }_u)=\{\begin{array}{cc}(e,\chi _\mathrm{}\stackrel{}{u})\hfill & \text{for }a=e\text{,}\hfill \\ \multicolumn{2}{c}{}\\ (a^{\mathrm{}},\stackrel{~}{\chi }_{\mathrm{}^2u+a_1a_2a_3\mathrm{}^2(\mathrm{}1)/2})\hfill & \text{for }ae\text{,}\hfill \end{array}\mathrm{}_n^\times .$$
(6.17)
All Galois parities are equal to $`+1`$. One also checks the relation $`\sigma _\mathrm{}^2T_{(a,\stackrel{~}{\chi }),(a,\stackrel{~}{\chi })}=T_{\sigma _{\mathrm{}}(a,\stackrel{~}{\chi }),\sigma _{\mathrm{}}(a,\stackrel{~}{\chi })}`$.
Finally the fusion algebra can be computed, which shows a structure radically different from the untwisted or CT case. Here too, the fusion coefficients generically involve the group law and the structure constants for the irreducible characters. Since the latter have degree 1 or $`n`$, the fusion of two primary fields may contain 1, $`n`$ or $`n^2`$ primary fields, with possible multiplicities (they turn out to be 1 or $`n`$ only). The resulting formulae are tedious to write in full form as various cases need be distinguished. As an illustration, we give the coefficients when $`a,b,ce`$:
$$N_{(a,\stackrel{~}{\chi }_u),(b,\stackrel{~}{\chi }_u^{})}^{(c,\stackrel{~}{\chi }_{u^{\prime \prime }})}=\delta (a+bc)\{\begin{array}{cc}1\text{for }c_1=0\text{ and }a_1,b_10\text{,}\hfill & \\ [n\delta (a\text{ is }\beta _b\text{-reg})\delta (a_1^1u+b_1^1u^{}+a_2b_3c_1^1u^{\prime \prime })\hfill & \\ +\delta (a\text{ is not }\beta _b\text{-reg})]\text{for }c_10\text{ and }a_1,b_1\text{ not both 0,}\hfill & \\ [n\delta (a\text{ is }\beta _b\text{-reg})\delta (a_2^1u+b_2^1u^{}c_2^1u^{\prime \prime })\hfill & \\ +\delta (a\text{ is not }\beta _b\text{-reg})]\text{for }a_1,b_1=0\text{ and }a_2,b_20\text{,}\hfill & \\ [n\delta (a\text{ is }\beta _b\text{-reg})\delta (a_3^1u+b_3^1u^{}c_3^1u^{\prime \prime })\hfill & \\ +\delta (a\text{ is not }\beta _b\text{-reg})]\text{for }a_1,a_2,b_1,b_2=0\text{ and }a_3,b_30\text{.}\hfill & \end{array}$$
(6.18)
An intriguing observation made in (what he called electric/magnetic duality) is that the modular data for $`_2^3`$ twisted by $`\alpha _{III}`$ equals that of untwisted $`𝔇_4`$ (for an appropriate identification of primary fields), while the twist $`\alpha _I^{(1)}\alpha _{III}`$ yields the $`𝔔_4`$ modular data. We will address this again in Question (8) in §7.
### 6.3 Odd dihedral groups
The simplest non-abelian groups are the dihedral groups $`𝔇_m`$. Their Schur multipliers are equal to $`0`$ or $`_2`$ for $`m`$ odd or even respectively. For $`m`$ odd, all centralisers of elements of $`𝔇_m`$ also have trivial Schur multipliers, implying that all twistings of the modular data will be CT. Despite that fact, we will precisely consider $`m`$ odd here<sup>\**</sup><sup>\**</sup>\**The specific case $`m=3`$ has been treated in ., since we want to show that a particular CT twisting of the $`𝔇_m`$ modular data yields nothing but the affine modular data of the odd orthogonal series $`B_{\mathrm{}}`$ at level 2, and for $`m=\sqrt{2\mathrm{}+1}`$.
The relevant group theoretic data for $`𝔇_m`$ have been recalled in section 3.2. The number of primary fields is the same for all twistings, and given by $`|\mathrm{\Phi }|=\frac{m^2+7}{2}`$.
The third cohomology group $`H^3(𝔇_m,U(1))=_{2m}`$ is cyclic and so all 3-cocycles are powers of some generator. They have been very explicitly determined in . Write the elements of $`𝔇_m`$ as $`g=s^Ar^a`$ for $`A=0,1`$ and $`a=0,1,\mathrm{},m1`$. The group law then takes the form
$$(A,a)(B,b)=(A+B_2,(1)^Ba+b_m)$$
(6.19)
where the notation $`x_n`$ means taking the residue of $`x`$ modulo $`n`$ between 0 and $`n1`$. Then the 3-cocycles are given by
$$\alpha ((A,a),(B,b),(C,c))=\mathrm{exp}\left\{\frac{2\mathrm{i}\pi p}{m^2}\left[(1)^{B+C}a[(1)^Cb+c(1)^Cb+c_m]+\frac{m^2}{2}ABC\right]\right\},$$
(6.20)
where $`p=0,1,2,\mathrm{},2m1`$ labels the cohomology classes.
We now proceed to compute the matrices $`S`$ and $`T`$ from the formulas (5.20) and (5.21). We first compute
$$G(e,g)=𝔇_m,G(r^k,r^l)=𝔇_m,G(s,s)=\{e,s\},G(s,r^a)=\mathrm{}.$$
(6.21)
In particular, the last equality implies $`S_{(s,\chi ),(r^k,\chi ^{})}^\alpha =0`$. The remaining entries of $`S^\alpha `$ only require knowing the following values of $`\sigma `$, which easily follow from (5.15), (5.18) and (5.22),
$$\sigma (e|g)=1,\sigma (s|s)=(1)^p,\sigma (r^a|r^b)=\mathrm{exp}\left(\frac{4\mathrm{i}\pi pab}{m^2}\right).$$
(6.22)
The rest is just a matter of a few calculations. We will write the two modular matrices with their rows and columns indexed by
$$(e,\psi _0),(e,\psi _1),(s,1),(s,\chi 1),(e,\chi _i),(r^k,\chi _\gamma ),$$
(6.23)
where $`\chi _\gamma `$ are characters of the group $`_m`$, with values $`\chi _\gamma (a)=\mathrm{e}^{2\mathrm{i}\pi a\gamma /m}`$. The indices $`i`$ and $`\gamma `$ run from 1 to $`\frac{m1}{2}`$ and $`m`$ respectively.
One finds
$$S^\alpha =\frac{1}{2m}\left(\begin{array}{cccccc}1& 1& m& m& 2& 2\\ 1& 1& m& m& 2& 2\\ m& m& (1)^pm& (1)^{p+1}m& 0& 0\\ m& m& (1)^{p+1}m& (1)^pm& 0& 0\\ 2& 2& 0& 0& 4& 4\mathrm{cos}\frac{2\pi i\gamma }{m}\\ 2& 2& 0& 0& 4\mathrm{cos}\frac{2\pi i\gamma }{m}& 4\mathrm{cos}\frac{2\pi (2pkk^{}+\gamma k^{}+\gamma ^{}k)}{m^2}\end{array}\right),$$
(6.24)
and
$$T^\alpha =\mathrm{diag}[1,1,\mathrm{e}^{4\mathrm{i}\pi p/8},\mathrm{e}^{4\mathrm{i}\pi p/8},1,\mathrm{e}^{2\mathrm{i}\pi (pk^2mk\gamma )/m^2}].$$
(6.25)
On the affine side, the alcôve of $`B_{\mathrm{}}`$ level 2 contains $`\mathrm{}+4`$ primary fields, corresponding to the weights: 0, $`2\omega ^1`$, $`\omega ^1+\omega ^{\mathrm{}}`$, $`\omega ^{\mathrm{}}`$ and $`\nu ^j`$, defined as $`\nu ^j=\omega ^j`$ for $`1j\mathrm{}1`$, and $`\nu ^{\mathrm{}}=2\omega ^{\mathrm{}}`$. The conformal central charge is equal to $`2\mathrm{}`$, which is multiple of 8 if $`\mathrm{}`$ is a multiple of 4. For simplicity, we will use the height variable, $`n=2\mathrm{}+1`$.
The affine $`S`$ matrix, with the primary fields labelled as above, is equal to
$$S=\frac{1}{2\sqrt{n}}\left(\begin{array}{ccccc}1& 1& \sqrt{n}& \sqrt{n}& 2\\ 1& 1& \sqrt{n}& \sqrt{n}& 2\\ \sqrt{n}& \sqrt{n}& \sqrt{n}& \sqrt{n}& 0\\ \sqrt{n}& \sqrt{n}& \sqrt{n}& \sqrt{n}& 0\\ 2& 2& 0& 0& 4\mathrm{cos}\frac{2\pi jk}{n}\end{array}\right),$$
(6.26)
while the affine $`T`$ is
$$T=T_{0,0}\mathrm{diag}[1,1,\mathrm{e}^{2\mathrm{i}\pi \mathrm{}/8},\mathrm{e}^{2\mathrm{i}\pi \mathrm{}/8},\mathrm{e}^{\mathrm{i}\pi j(nj)/n}].$$
(6.27)
The comparison of the two pictures is now easy. As far as the first four primary fields are concerned, the two sets of modular data coincide provided $`m=\sqrt{n}=\sqrt{2\mathrm{}+1}`$ and $`p0`$ (mod 2) (the individual identifications among the third and fourth fields depend on the value of $`\mathrm{}`$ (mod 8)). It implies that the finite group and the affine theories have the same number of primaries, $`\mathrm{}+4=\frac{m^2+7}{2}`$.
The remaining $`\mathrm{}`$ fields, on the affine side, are the $`\nu ^j`$. They can be set in correspondence with the finite group primary fields $`(e,\chi _i)`$ and $`(r^k,\chi _\gamma )`$, depending on whether $`j`$ is a multiple of $`m`$ or not, via the following formula:
$$\nu ^{im}(e,\chi _i),\nu ^{k+m\gamma }(r^k,\chi _\gamma ).$$
(6.28)
When $`i,k`$ and $`\gamma `$ run over their domain, the index $`j`$ indeed takes all integer values from 1 to $`\mathrm{}=\frac{n1}{2}`$.
One may then check that the two sets of modular matrices coincide for a specific choice of $`p`$. For $`j=i\sqrt{n}`$, one has $`j(nj)0`$ (mod $`2n`$), while for $`j=k+\sqrt{n}\gamma `$, one finds
$$j(nj)\frac{n1}{2}k^2k\gamma \sqrt{n}pk^2mk\gamma (\mathrm{mod}2n),$$
(6.29)
provided one makes the choice $`p\frac{n1}{2}`$ (mod $`2n`$). It gives the unique twisting for which the finite group modular data and the affine data coincide. That the $`S`$ matrices are equal is done in the same way.
Hence infinitely many physical invariant classifications for CT-twisted nonabelian $`G`$ were done in . If we let $`d=\sigma _0(m^2)1`$ denote the number of divisors $`d^{}m`$ of $`m^2`$, then the number of physical invariants of $`𝔇_m`$ for the given twist $`\alpha `$ is $`d(d+3)/2+4`$. Since $`𝔇_3𝔖_3`$, we get ‘only’ 9 physical invariants for twisted $`𝔖_3`$ – still a large number considering the small number of primaries, but dwarfed by the 32 ones for the untwisted data.
## 7 Questions
We conclude by collecting a small number of the questions raised in this paper.
(1)<sup>††</sup><sup>††</sup>†† We thank Peter Bántay for correspondence regarding this point. We have been unable to derive the CT formula (5.20), appearing in e.g. , from our general formula (LABEL:tws), except in special cases such as when $`G`$ is abelian. Though this isn’t strictly necessary, it would make a nice consistency check of the modular data. Our formula (LABEL:tws) for $`S^\alpha `$ has the strength that it is given explicitly in terms of quantities directly associated with $`G`$, but it has the weakness that it involves the 2-cocycles $`\beta _a`$ away from $`C_G(a)`$, and this is what complicates our attempt to derive (5.20). The derivations in involve considering the $`\beta _a`$’s at the centralisers only.
(2) It should be possible to generalise the observations in §4.2 by considering the relations of the modular data for $`G`$ with that of normal subgroups and quotient groups. This should yield an analogue of “conformal embeddings” for this data.
(3) Can we recover the character table from the matrices $`S`$ and $`T`$? Do non-isomorphic groups have different $`S`$ and $`T`$? These are big questions. Probably the answer to the first is yes, and to the second is no. It turns out to be very difficult to identify a group from its character table together with nice additional information – perhaps the modular data provides a means? A natural place to look for nonisomorphic groups with identical modular data are the order 16 groups with identical group algebras, or Brauer pairs (i.e. groups with identical character tables and identical power maps $`K_aK_{a^n}`$).<sup>‡‡</sup><sup>‡‡</sup>‡‡ We thank John McKay for bringing Brauer pairs to our attention. Perhaps relevant is , which proves that two groups have the same character table iff their group algebras are isomorphic as quasi-Hopf algebras.
(4) We see in places a tantalising hint of some sort of duality between the group element component of the primary field, and its character component (see e.g. §4.2). Is there any way to make this precise?
(5) Does the SL$`{}_{2}{}^{}()`$ representation obtained from the finite group modular data, factor through a congruence subgroup? Presumably the answer is always yes. Certainly it is true for untwisted data. The easiest way to see this uses the permutation-like representation of , so a natural starting point for the twisted data would involve the basis given at the end of §5.3.
(6) An important fact for affine modular data is the Kac-Peterson formula, which provides a useful interpretation for the eigenvalues $`S_{\lambda \mu }/S_{0\mu }`$ of the fusion matrices. It would be highly desirable to find out what form if any that takes here.
(7) What is the analogue for the affine modular data of the basis discussed at the end of §5.3, in which $`S`$ and $`T`$ appear as generalised permutation matrices?
(8) As mentioned at the end of §6.2, twisted $`_2^3`$ modular data yields that of untwisted $`𝔇_4`$ and $`𝔔_4`$ modular data. It is natural to expect that there are many more such examples: e.g. circumstantial evidence (such as quantum dimensions and numbers of primaries) suggests that appropriately twisted $`_p^3`$ would yield the modular data for the Heisenberg group (consisting of all $`3\times 3`$ upper triangular matrices with 1’s down the diagonal and entries in $`_p`$), or the order $`p^3`$ generalisation of $`𝔇_4`$ (presentation $`a,b|a^{p^2}=b^p=b^1aba^{1p}=e`$). This is probably the analogue of “rank-level duality” for this finite group data. Note that it is not a coincidence that $`_2^3`$ and $`𝔇_4`$ both have the same order — if the matrices $`S`$ are to be equal, their entries $`S_{0,0}`$ must agree and hence the two groups must have equal order. Again, perhaps relevant is , which may supply a starting point for a general theory.
Acknowledgements. T.G. thanks F. A. Bais, P. Bántay, J. McKay, D. Stanley, M. Walton, and B. Westbury; his research was supported in part by NSERC. A. C. thanks D. Altschuler, J. Lascoux, V. Pasquier, J.B. Zuber. This paper was initiated at Oberwolfach and partially written at IHES, and we thank both for their hospitality.
## Appendix A Appendix
We sketch here the derivation of formula (5.24) for $`T^\alpha `$. A basis of $`D^\alpha (G)`$ is labelled by pairs $`(g,x)`$ of group elements with algebra product
$$(g,x)(k,y):=\delta _{g,xkx^1}\beta _g(x,y)(g,xy).$$
(A.1)
Now, $`D^\alpha (G)`$ is semi-simple and finite-dimensional over $``$, so its irreducibles $`R(a,\stackrel{~}{\rho })`$ are subrepresentations of the regular one. They can be described as follows . The representation space for $`R_{(a,\stackrel{~}{\rho })}`$ is spanned by vectors $`|x_j|w`$, and the action is give by
$$R_{(a,\stackrel{~}{\rho })}(g,x)|x_j|w=\delta _{g,x_kax_k^1}\frac{\beta _g(x,x_j)}{\beta _g(x_k,h)}|x_j\stackrel{~}{\rho }(h)|w,$$
(A.2)
where $`x_j`$ are coset representatives for $`G/C_G(a)`$ and $`(x_k,h)G/C_G(a)\times C_G(a)`$ are uniquely defined by $`xx_j=x_kh`$. Here $`\stackrel{~}{\rho }`$ denotes a projective irreducible $`\beta _a`$-representation of $`C_G(a)`$ obtained by restriction of the regular representation of $`D^\alpha (G)`$.
Contact with the regular representation has been made by Altschuler and Coste . Let us give here an account of it. The central element $`v^1=_{kG}(k,k)`$ is easily diagonalised: For each conjuguacy class $`K_a`$ of $`G`$ denote by $`e(a)`$ the common order of its elements, then
$$\omega _a:=\underset{j=0}{\overset{e(a)1}{}}\alpha (g,g^jx,x^1gx)$$
(A.3)
is independent of the choice of $`gK_a`$ and $`xG.`$
Then all eigenvalues of $`v^1`$ are the $`e(a)`$-th roots of the $`\omega _a`$’s. For each such root $`\lambda `$, each $`gK_a`$ and each class $`\{g^jx\}`$ of $`G/g`$ , an eigenvector $`\psi _\lambda [g,x]`$ is easily constructed.
That these eigenvalues of projective $`\beta _a`$-representations are given in terms of (roots of) values of a 3-cocycle raises the interesting group theoretic question: is this a clever way of classifying or putting together all projective representations of a finite group in terms of 3-cocycles for extensions inside which it is a centraliser ?
The central element $`v`$ is a constant on each $`R_{(a,\stackrel{~}{\rho })}`$, for convenience let us rather focus on $`v^1`$, which has a simpler expression and on its eigenvalues: they are necessarily $`e(a)`$-th roots of the important quantities $`\omega _a`$, numbers which should be considered as tabulation data of any 3-cocycle. All of their $`e(a)`$-th roots are eigenvalues of $`v^1`$.
The following nice identity satisfied by the twisted non abelian 2-cocycle and valid for any $`a,xG`$, is due to Altschuler:
$$\beta _{xax^1}(xax^1,x)=\beta _{xax^1}(x,a)=\alpha (xax^1,x,a)$$
(A.4)
and is proved by direct evaluation in terms of the 3-cocycle $`\alpha `$. From it we get the remarkably simple expression: $`R_{(a,\stackrel{~}{\rho })}(v^1)|x_j|w=|x_j\stackrel{~}{\rho }(a)|w=\lambda |x_j|w`$ (here $`|w`$ spans the representation space of $`\stackrel{~}{\rho }`$. Because of the expression of $`v^1`$ the quotient of cocycles which appear in $`R_{(a,\stackrel{~}{\rho })}`$ becomes here independent of $`x=x_j=x_k`$ and in fact equal to $`1`$.
Since for $`hC_G(a)`$,
$$\beta _a(h,a)=\beta _a(a,h)=\alpha (a,h,a)$$
(A.5)
we easily get, using an induction on $`j`$ for $`h=a^j`$: $`\stackrel{~}{\alpha }(a)^{e(a)}=\omega _aI`$, $`\stackrel{~}{\alpha }(a)`$ central and equal to $`\lambda I`$. |
warning/0001/nucl-th0001041.html | ar5iv | text | # Dissipative dynamics of fission in the framework of asymptotic expansion of Fokker-Planck equation
## I introduction
At present, it is commonly agreed upon that the fission process is a dissipative phenomena, where initial energy of the collective variables get dissipated into the internal degrees of freedom of nuclear fluid giving rise to the increase in internal excitation energy. As dissipation is referred to the interaction of the system coordinate with the large number of degrees of freedom of the surrounding reservoir, this process is always associated with the fluctuations of relevant physical observables. Thus, the dynamics of fission process resembles the standard Brownian motion problem, where the collective variables such as shape degrees of freedom act as ’Brownian particles’ interacting stochastically with large number of internal nucleonic degrees of freedom constituting the surrounding ’bath’. This mesoscopic description is inevitable once the fluctuations of the observables are amenable to experimental observation.
There have been several attempts in the past to study the dynamics of fission by solving either the Langevin equation , or multidimensional Fokker-Planck equation , which is a differential version of Langevin equation. In the case of fission, it is experimentally observed that the variances of the physical observables are, in general, small compared to their respective mean values ( typically, the ratio of the root mean square deviation and the mean of the kinetic energy is $``$ 0.1). The question naturally arises whether one can utilise this simple fact in the theoretical scheme instead of solving the Langevin equation (LE) or corresponding Fokker-Planck equation in detail. In this spirit, we present an alternative theoretical prescription for the calculation of various moments of the physical observables related to the fission process based on the assumption that the full solution of the Fokker-Planck equation (FPE) admits an asymptotic expansion in terms of strength of the fluctuations. The asymptotic expansion method was first developed by van Kampen for the stochastic processes having constant diffusion coefficients. However, a generalisation of the above prescription is necessary in the case of fission where the dissipation is usually assumed to depend on the instantaneous shape of the fissioning system and therefore the diffusion coefficients are also shape dependent. To the best of our knowledge, such an application in the case of fission is not available in the literature.
In the present paper, we report a generalised formulation of the asymptotic expansion of the Fokker-Planck equation where the diffusion coefficient depends on the stochastic variables explicitly. In this formulation the dynamics of the stochastic processes reduces to a set of linear ordinary differential equations which are far simpler to solve as compared to either multidimensional partial differential ( Fokker-Planck) equations or stochastic differential (Langevin) equations. Presently, we apply this formulation to calculate the various moments of the relevent physical observables of the fission process.
The paper is organised as follows.The generalised formulation and its application to the dynamics of fission is given in Sec. II. The calculations and numerical results are discussed in Sec.III. Finally, concluding remarks are given in Sec.IV.
## II Asymptotic expansion of the Fokker-Planck equation
### A The Formalism
The mesoscopic description of the fission process begins with a set of Langevin equations:
$`\dot{X_i}`$ $`=`$ $`h_i(\{X\},\{Y\})+\eta _i(t)`$ (2)
$`\dot{Y_i}`$ $`=`$ $`H_i(\{X\},\{Y\});i=1,\mathrm{},N`$ (3)
where $`h_i`$ and $`H_i`$ are given functions of the stochastic collective variables $`X_1,X_2,\mathrm{},X_N`$ and $`Y_1,Y_2,\mathrm{},Y_N`$ in the fission process and $`\eta _i(t)`$ refers to the driving noise term associated with the interaction of the ith collective variable with the reservoir constituting nucleonic degrees of freedom. For simplicity, we assume the noise to be a gaussian white with zero mean and decoupled for different degrees of freedom with auto-correlation functions given by
$$<\eta _i(t)>=0,<\eta _i(t)\eta _j(t^{})>=D_i(y_i)\delta (tt^{})\delta _{ij},$$
(4)
where $`D_i(y_i)`$ is the diffusion coefficient associated with ith variable, depending only on the sample space $`y_i`$ for the stochastic variable $`Y_i`$.
The Fokker-Planck equation corresponding to the Langevin equation (2.1) is
$$\frac{f(\{x\},\{y\},t)}{t}=\underset{i}{}[\frac{(h_if)}{x_i}+\frac{(H_if)}{y_i}(1/2)D_i(y_i)\frac{^2f}{x_i^2}].$$
(5)
The quantity $`f(\{x\},\{y\},t)`$ is the probability density function depending on the variables $`x_1,x_2,\mathrm{},x_N,y_1,y_2,\mathrm{},y_N`$ and time $`t`$ explicitly. If we are interested in finding the time evolution of the conditional probability distribution function then we have to solve Eq.(2.3) with initial values $`x_i(0)=x_i^0`$, $`y_i(0)=y_i^0`$, $``$$`i`$, at $`t=0`$. That is, we have to solve Eq.(2.3) for those realisations which are known to start from these specific points in the whole sample space.
In the cases where diffusion coefficient is constant the asymptotic expansion method of van Kampen consists of writing the stochastic variables as the sum of deterministic value and a fluctuating part at each time $`t`$ with root of the diffusion constant as a strength of the fluctuating part. In the present paper, we generalise this method for the situations where the diffusion coefficients depend on the stochastic variables explicitly. Such a situation is encountered in the case of fission process, where the friction coefficient depends explicitly on the collective variable or shape of the nucleus at each instant of time. In this case, we further assume that, in the asymptotic expansion, the strengths of the fluctuating parts of the stochastic variables depend only on the deterministic values of the respective $`y`$ variables:
$`x_i`$ $`=`$ $`\overline{x_i}+\sqrt{D}(\overline{y_i})\zeta _i`$ (7)
$`y_i`$ $`=`$ $`\overline{y_i}+\sqrt{D}(\overline{y_i})\xi _i`$ (8)
The quantities $`\{\zeta _i\},\{\xi _i\}`$ refer to the fluctuations of the stochastic variables $`\{x_i\}`$ and $`\{y_i\}`$ around their deterministic values $`\{\overline{x_i}\},\{\overline{y_i}\}`$. Next, we introduce the new distribution function $`Q`$ depending only on the variables $`\{\zeta _i\}`$,$`\{\xi _i\}`$ and $`t`$. The normalisation condition suggests that the $`f`$ and $`Q`$ will be related by
$$f(\{x\},\{y\},t)=\underset{i=1}{\overset{N}{}}[D_i(\overline{y_i})]^1Q_i(\zeta _i,\xi _i,t)$$
(9)
Substituting Eq.(2.4) in the Fokker-Planck equation(2.3), making Taylor expansion of $`h(\{x\},\{y\}),H(\{x\},\{y\})`$ around $`\{\overline{x}\},\{\overline{y}\}`$ and collecting coefficients of various order of $`D(\overline{y_i})`$,we could generate a hierarchy of equations. As expected, the first set would give rise to the equation of motion for $`\{\overline{x}\}`$ and $`\{\overline{y}\}`$.
$`\dot{\overline{x_i}}`$ $`=`$ $`h_i(\{\overline{x}\},\{\overline{y}\})`$ (11)
$`\dot{\overline{y_i}}`$ $`=`$ $`H_i(\{\overline{x}\},\{\overline{y}\});i`$ (12)
Eqs.(2.6) are the Euler-Lagrange equation for deterministic motion. These equations are to be solved with initial conditions $`\{\overline{x}(0)\}=\{x^0\},\{\overline{y}(0)\}=\{y^0\}`$. Next, we are going to calculate the conditional probability distribution $`f(\{x\},\{y\},t\{x^0\},\{y^0\},0)`$ or $`Q(\{\zeta \},\{\xi \},t0,0,0)`$.
Assuming the variation of diffusion coefficient over the narrow width of the distribution function at any instant of time to be $`(D)`$, we could replace the second Fokker-Planck coefficient $`D(y)`$ by $`D(\overline{y})`$ at each instant of time. This assumption makes the calculation extremely simple. Collecting coefficients $`(D^0)`$, we get back quasilinear Fokker-Planck equation for $`Q`$:
$$\frac{Q}{t}+\underset{i}{}(\frac{\dot{D}(\overline{y}_i)}{D(\overline{y}_i)})Q=\underset{i}{}[a_i\frac{(\zeta _iQ)}{\zeta _i}+b_i\frac{(\xi _iQ)}{\zeta _i}+c_i\frac{(\xi _iQ)}{\xi _i}+d_i\frac{(\zeta _iQ)}{\xi _i}(1/2)\frac{^2Q}{\zeta _i^2}]$$
(13)
where $`a_i,b_i,c_i,d_i`$ are given by
$`a_i`$ $`=`$ $`({\displaystyle \frac{h}{\overline{x}_i}})({\displaystyle \frac{\dot{D}(\overline{y}_i)}{2D(\overline{y}_i)}})`$ (15)
$`b_i`$ $`=`$ $`({\displaystyle \frac{h}{\overline{y}_i}})`$ (16)
$`c_i`$ $`=`$ $`({\displaystyle \frac{H}{\overline{y}_i}})({\displaystyle \frac{\dot{D}(\overline{y}_i)}{2D(\overline{y}_i)}})`$ (17)
$`d_i`$ $`=`$ $`({\displaystyle \frac{H}{\overline{x}_i}})`$ (18)
Eq.(2.7) suggests that
$$Q(\{\zeta \},\{\xi \},t)=\underset{j}{}Q_j(\zeta _j,\xi _j,t)$$
(19)
where the distribution function $`Q_j`$ for each $`j`$ satisfies the similar equation written below without the subscript:
$$\frac{Q}{t}+(\frac{\dot{D}(\overline{y})}{D(\overline{y})})Q=[a\frac{(\zeta Q)}{\zeta }+b\frac{(\xi Q)}{\zeta }+c\frac{(\xi Q)}{\xi }+d\frac{(\zeta Q)}{\xi }(1/2)\frac{^2Q}{\zeta ^2}]$$
(20)
subject to the initial condition
$$Q(\zeta ,\xi ,t=0)=\delta (\zeta )\delta (\xi )$$
(21)
The solution of Eq.(2.10) is given by
$$Q(\zeta ,\xi ,t)=[\frac{1}{(2\pi )^2}]exp\{ik\zeta +il\xi +\frac{[g(t)k^2+G(t)l^2+2C(t)kl]}{2D(t)}\}dkdl$$
(22)
where $`g(t),G(t),C(t)`$ satisfy the set of coupled first order differential equations :
$`{\displaystyle \frac{\dot{g}}{2}}`$ $`=`$ $`({\displaystyle \frac{h}{x}})g+({\displaystyle \frac{h}{y}})C+{\displaystyle \frac{D}{2}}`$ (24)
$`{\displaystyle \frac{\dot{G}}{2}}`$ $`=`$ $`({\displaystyle \frac{H}{y}})G+({\displaystyle \frac{H}{x}})C`$ (25)
$`\dot{C}`$ $`=`$ $`({\displaystyle \frac{h}{x}})C+({\displaystyle \frac{h}{y}})G+({\displaystyle \frac{H}{y}})C+({\displaystyle \frac{H}{x}})g`$ (26)
with the initial conditions
$$g(0)=G(0)=C(0)=0$$
(27)
Once $`Q(\zeta ,\xi ,t)`$ is known, from Eq.(2.9) and Eq.(2.5) the full conditional probability distribution function $`f(\{x\},\{y\},t\{x^0\},\{y^0\},0)`$ is known. Integrating this function over all variables except one, say $`x_i`$, one identifies $`g_i(t)`$ as the variance of the stochastic variable $`X_i`$.
$$<(X_i<X_i>)^2>=g_i(t)$$
(28)
We note that the homogeniety of Eq.(2.10) suggests that $`<\zeta (t)>=<\xi (t)>=0`$, or the average of the variables $`X`$ and $`Y`$ at any time will be determined by their deterministic values obtained by solving Euler-Lagrange equation (2.6). Similarly, one observes from Eq.(2.12),
$`<(X_i<X_i>)(Y_i<Y_i>)>`$ $`=`$ $`C_i(t)`$ (30)
$`<(Y_i<Y_i>)^2>`$ $`=`$ $`G_i(t)`$ (31)
### B Application to the fission process
In the fission process, in accordance with our previous work , the shape of the fissioning nucleus is described in terms of the elongation axis (the neck parameter of taken equal to zero). Thus, in the dynamical description we have the elongation axis, its relative orientation with respect to an inertial system and respective velocities associated with them as the stochastic variables interacting with a large number of internal nucleonic degrees of freedom constituting a heat bath at temperature $`T`$ determined by the excitation energy available to it. We further assume that the ’collisional’ time scale of the nucleonic degrees of freedom is much shorter than the time scale of the macroscopic evolution of the collective variable so that at each instant of time the heat bath is assumed to be in quasi-stationary equilibrium.
The Euler-Lagrange equations (2.6) were solved in our earlier works . To avoid repetition we deliberately omit the procedure and scheme to solve those equations. For the sake of completeness we merely write those equations and refer to our previous papers to clarify the details.
Giving correspondence to the terminology used in this paper, we associate
$`Y_1=r,X_1=\dot{r},`$ (33)
$`Y_2=\theta ,X_2=\dot{\theta }.`$ (34)
Thus we have
$`H_1(\{x,y\})`$ $`=`$ $`x_1=\dot{r}`$ (36)
$`h_1(\{r,\dot{r}\})`$ $`=`$ $`[{\displaystyle \frac{L^2}{\mu r^3}}\gamma \dot{r}{\displaystyle \frac{(V_C+V_N)}{r}}]/\mu ,`$ (37)
$`H_2(\{x,y\})`$ $`=`$ $`x_2=\dot{\theta },`$ (38)
$`h_2(\{\theta ,\dot{\theta }\})`$ $`=`$ $`(I_1\ddot{\theta _1}+I_2\ddot{\theta _2})/I,`$ (39)
$`I_1\ddot{\theta _1}`$ $`=`$ $`\gamma _t[g_2(\dot{\theta _2}\dot{\theta })+g_1(\dot{\theta _1}\dot{\theta })]g_1,`$ (40)
$`I_2\ddot{\theta _2}`$ $`=`$ $`\gamma _t[g_2(\dot{\theta _2}\dot{\theta })+g_1(\dot{\theta _1}\dot{\theta })]g_2.`$ (41)
The quantities $`V_C`$, $`V_N`$ represent the Coulomb and nuclear interaction potentials and $`\gamma `$, $`\gamma _t`$ are the radial and tangential components of friction, respectively. The nuclear part of the interaction is approximated by the proximity interaction . $`I_1,I_2`$ are the moments of inertia of the two lobes and $`L`$ refers to the relative angular momentum. $`g_1`$ and $`g_2`$ are the distances of the centres of mass of the two lobes from the centre of mass of the composite dinuclear system and the term $`[g_2(\dot{\theta _2}\dot{\theta })+g_1(\dot{\theta _1}\dot{\theta })]`$ represents the relative tangential velocity of the two lobes. The quantities $`I`$ and $`\mu `$ are the moment of inertia and the reduced mass associated with the fissioning liquid drop, respectively .
It has already been shown that the tangential friction which causes dissipation of relative angular momentum $`L`$ into the angular momenta $`I_1,I_2`$ of the two fragments does not have any significant effect on the physical observables . Besides, no experimental observation of angular momentum dispersion of fission fragments are available in the litterature. Therefore, in the following the calculations of higher moments are restricted to the radial degree of freedom only. For the sake of convenience we omit the subscripts in the functions $`H`$ and $`h`$ below.
The variances are obtained by solving Eqs.(2.13). The diffusion coefficient $`D`$ is evaluated employing Einstein’s fluctuation dissipation theorem. Thus, the Eqs.(2.13) now becomes,
$`\dot{g}(t)`$ $`=`$ $`2({\displaystyle \frac{h_1}{\dot{r}}})g(t)+2({\displaystyle \frac{h_1}{r}})C(t)+2\gamma (r)T(r)/\mu ^2`$ (43)
$`\dot{G}(t)`$ $`=`$ $`2C(t)`$ (44)
$`\dot{C}(t)`$ $`=`$ $`({\displaystyle \frac{h_1}{\dot{r}}})C(t)+2({\displaystyle \frac{h_1}{r}})G(t)+g(t)`$ (45)
with the initial conditions(2.14). The initial conditions of $`r`$ and $`\dot{r}`$ for solving Eq.(2.18) are
$$r_0=r(t=0)=r_{min}\pm \delta r_0,\dot{r}_0=\dot{r}(t=0)=(\frac{E_0^{}R_N}{2\mu })^{1/2}$$
(46)
where the potential energy surface around the minimum is approximated as harmonic oscillator with $`\omega `$ being the oscillator frequency. At each instant of time, it is assumed that the state of the nucleus is ameanable to a thermodynamic description with temperature $`T`$. Therefore, $`\delta r_0`$ in Eqn. (2.20), which is taken as the root of the thermal average of mean quantum dispersion around the minimum of the potential, is expressed as $`\delta r_0=(\frac{\mathrm{}}{2\omega \mu }\mathrm{coth}\frac{\mathrm{}\omega }{2T(r=r_{min})})^{1/2}`$. The quantity $`R_N`$ is a random number between 0 and 1 from uniform probability distribution and $`E_0^{}`$ is the initial available energy. The temperature $`T(r)`$ in Eqn. (2.19a) has been calculated from the instantaneous excitation energy $`E^{}(r)`$ using the relation $`T(r)=\sqrt{(}E^{}(r)/a)`$ with $`a=A/10`$. At each instant, the dissipated energy is added to, and the energy carried away by the prescission particles (if any) is subtracted from, the excitation energy which is then used to calculate the temperature at the next instant.
Solving Eq.(2.18) and Eqs.(2.19) simultaneously with initial conditions (2.14) and (2.20) we generate the conditional probability distribution function $`f(r,\dot{r},tr(t=0),\dot{r}(t=0),0)`$. The probability distribution function $`f(r,\dot{r},t)`$ could be obtained as
$$f(r,\dot{r},t)=f(r,\dot{r},tr(t=0),\dot{r}(t=0),0)f(r(t=0),\dot{r}(t=0),0)𝑑r(t=0)𝑑\dot{r}(t=0)$$
(47)
where $`f(r(t=0),\dot{r}(t=0),0)`$ is the probability distribution of position and velocity of the stochastic variables at the initial time. As described by the initial condition(2.20), this can be represented as
$$f(r(t=0),\dot{r}(t=0),0)=\delta (r(t=0)r_{min}\delta r_0)\times f(\dot{r}(t=0))$$
(48)
Here, we assumed that each fissioning nucleus in the ensemble starts from a fixed initial position but with different partioning of initial excitation energy. Finally, substitution of Eq.(2.22) in Eq.(2.21) would give
$$f(r,\dot{r},t)=\underset{R_N}{}f(r,\dot{r},tr_{min},(\frac{E_0^{}R_N}{2\mu })^{1/2},0)$$
(49)
The asymptotic expansion in our model thus provides the following picture: In the zeroth order approximation, the motion is described by the Euler - Lagrange equation. This requires the initial momentum as a generator of motion, which is supplied by a random fraction of initial available energy $`E_0^{}`$ of the system. This initial randomness restricts the trajectories to have fission fate thus providing the crosssection of the residue. The first order approximation provides mostly the other transport property, namely the variance of the physical variable. As the approximation of the distribution function is over the solution of the Euler - Lagrange equation of motion, this part provides the observables of the escape part of the distribution. In this way, this model could describe the bifurcation of the total distribution function if one would solve the full Fokker - Planck equation or the Langevin equation.
## III Numerical calculation and results
The applicability of the generalised formalism developed in Sec. II has been tested quite rigorously by confronting it with a wide range of experimental data on various physical observables of the fission process. The details of such calculation procedure has been reported elsewhere (Ref. ), and is given here in brief.
### A The shape, friction and dynamics of the fissioning system
For the present calculation, instantaneous shape of the fissioning nucleus is taken to be of the form ,
$$\rho ^2(z)=c^2(c^2z^2)(A+Bz^2+\alpha zc),$$
(50)
where the coefficients $`A`$ and $`B`$ are given by, $`A=c^1Bc^2/5`$, and $`B=(c1)/2`$, respectively. The variable $`c`$ corresponds to the elongation and $`\alpha `$ is a parameter which depends upon the asymmetry ($`a_{asy}`$) defined as $`a_{asy}=(A_1A_2)/A_{CN}`$, where $`A_{CN}`$ is the compound nucleus mass, and $`A_1,A_2`$ correspond to the masses of the two fragments. The parameter $`\alpha `$ is related to the asymmetry $`a_{asy}`$ through the relation $`\alpha =.11937a_{asy}^2+.24720a_{asy}`$ . As the shape changes gradually, the coordinates of the two maxima and that of the minimum of the surface Eq. (50) change. The scission point is defined when the minimum point touches the $`z`$-axis and it is given by $`Ac^2\alpha ^2/4B=0`$ . Therefore, the value of $`c`$ at which scission occurs depends on $`\alpha `$ and the dependence is given by $`c_{sc}=2.0\alpha ^2+.032\alpha +2.0917`$.
The variable $`r`$ is defined as the centre to centre distance between the two lobes. From the generalised shape given by Eqn. (50), we first construct the centres of mass of left and right lobes, and call them $`z_l`$ and $`z_r`$ respectively. Then $`r`$ is defined as $`r=|z_lz_r|`$ . The reduced mass parameter $`\mu `$, is obtained from the calculated masses of the two lobes.
The temporal evolution of shape of the fissioning nucleus is assumed to start from the minimum of the potential energy surface eventually leading to scission. The fission trajectories are obtained by solving the Euler-Lagrange equations with conservative forces derived from the nuclear and Coulomb potentials . For the non-conservative part of the interaction, we would consider viscous drag arising not only due to two body collision but also due to the collisions of the nucleons with the wall or surface of the nucleus. Hence $`\gamma `$ in Eqn.(2.18b) contains two parts; $`\gamma ^{TB}`$ and $`\gamma ^{OB}`$, for two-body and one-body dissipative mechanisms, respectively. Assuming the nucleus as an incompressible viscous fluid, and for nearly irrotational hydrodynamical flow, $`\gamma ^{TB}`$ is calculated by use of the Werner-Wheeler method and is given by
$$\gamma ^{TB}=\pi \mu _0R_{CN}h(\alpha )f(\frac{c}{x})_c^{+c}𝑑z\rho ^2[3A_c^{}_{}{}^{}2+\frac{1}{8}\rho ^2A_c^{{}_{}{}^{\prime \prime }2}]$$
(52)
where the factor $`h(\alpha )=\mathrm{exp}(K\alpha ^2)`$ is included in order to explain the observed fragment asymmetry dependence of neutron multiplicity (for details, see Ref. ), and,
$$A_c(z)=\frac{1}{\rho ^2(z)}\frac{}{c}_c^z𝑑z^{}\rho ^2(z^{}).$$
(53)
The quantities $`A_c^{},A_c^{\prime \prime }`$ are the first and second derivatives of $`A_c(z)`$ with respect to $`z`$. $`\mu _0`$ is the two body viscosity coefficient. The factor $`f(\frac{c}{x})`$ is taken to be
$$f(\frac{c}{x})=(\frac{c}{x})^2+2(\frac{c}{x}),$$
(54)
where $`x=r/R_{CN}`$, $`R_{CN}`$ being the radius of the compound nucleus.
The tangential friction $`\gamma _t^{TB}`$ is calculated using the following relation ,
$$\gamma _t^{TB}=(\frac{c}{n})^2\gamma _r^{TB},$$
(55)
where $`n`$ (the value of $`\rho `$ at the minima of $`\rho ^2`$ in Eqn. 50) is the instantaneous neck radius of the fissioning system.
One body dissipative force, $`F_{dis}`$, is obtained from the rate of energy dissipation, $`E_{dis}`$, by
$$F_{dis}=\frac{}{\dot{x}}E_{dis}(x)$$
(56)
where $`\dot{x}`$ refers to the rate of change of $`x`$ with respect to time and $`E_{dis}(x)`$ is the rate of energy dissipation at $`x`$ given by
$$E_{dis}=\frac{1}{2}\rho _m\overline{v}𝑑S\dot{\stackrel{}{e}_n}^2,$$
(57)
where $`\stackrel{}{e}_n`$ is the unit normal direction at the surface. The integration is done over the whole surface. $`\rho _m`$ is the nuclear density and $`\overline{v}`$ is the average nucleonic speed obtained from the formula
$$\overline{v}=(\frac{8k}{m\pi })(E_{av}/a)^{1/4}$$
(58)
with $`E_{av}`$ is the available energy and the level density parameter, $`a`$, is taken to be $`A_{CN}/10`$. For the generalised shape (50), one-body friction, $`\gamma ^{OB}`$, is obtained as
$$\gamma ^{OB}=2\pi \rho _m\overline{v}R_{CN}^2f(c/x)_c^{+c}dz\rho [1+\rho ^2]^{1/2}[A_c\rho +(1/2)\rho A_c^{}]^2$$
(59)
where $`\rho ,A_c^{}`$ are the derivatives of $`\rho ,A_c`$ with respect to $`z`$ and all other quantities are defined earlier. The tangential part of the one-body friction is calculated in a similar manner as in Eqn. 55.
The friction forces used in the calculation are taken as follows . One-body ’wall’ friction has been used in the ground state to saddle region, where nuclear shapes are nearly mononuclear. The strength of the one-body friction used was attenuated to 10% of the original ’wall’ value. This weakening of the wall friction has also been confirmed from the study of the role of chaos in dissipative nuclear dynamics . In the saddle to scission region, on the other hand, the nuclear dissipation was taken to be of two-body origin and the value of the viscosity coefficient $`\mu _0`$ used in the present calculation was (4 $`\times 10^{23}MeVsecfm^3`$). This value of $`\mu _0`$ corresponds to 0.06 TP ($`1TP=6.24\times 10^{22}MeVsecfm^3`$).
### B Prescission neutron emission
#### 1 Prescission Neutron Multiplicities
The emission of the prescission neutrons is simulated in the following way. During the temporal evolution of the fission trajectory the intrinsic excitation of the system, and vis-a-vis, the neutron decay width at each instant,$`\mathrm{\Gamma }_n`$, is calculated using the relation $`\mathrm{\Gamma }_n=\mathrm{}W_n`$. The decay rate $`W_n`$ is given by,
$$W_n=_0^{E_{max}}𝑑E\frac{d^2\mathrm{\Pi }_n}{dEdt},$$
(60)
where, $`d^2\mathrm{\Pi }_n/dEdt`$ is the rate of decay $`AA1+n`$ in an energy interval $`[E,E+dE]`$ and a time interval $`[t,t+dt]`$. The quantity $`d^2\mathrm{\Pi }_n/dEdt`$ may be evaluated using standard expression .
The emission of neutrons during the temporal evolution of the trajectory is simulated as follows. At each time step, the probability of emission of a neutron, $`\tau /\tau _n`$ (where $`\tau _n(=\mathrm{}/\mathrm{\Gamma }_n)`$, $`\tau `$ are the neutron decay time and the time step of the calculation, respectively), is computed and compared with a random number $`R_N`$ from a uniform probability distribution. The emission of a neutron is assumed to take place, if it satisfies the following criterion ;
$$\tau /\tau _n>R_N.$$
(61)
If the condition (61) is not satisfied, no emission of neutron takes place. The time step $`\tau `$ is chosen in such a way that it satisfies the condition $`\tau /\tau _n1`$. Consequently the probability of emission of two or more neutrons in time $`\tau `$ would be extremely small. The calculation is continued over the whole trajectory for a number of times at each angular momentum $`\mathrm{}`$ to estimate the average prescission multiplicity at each $`\mathrm{}`$. The calculation is then repeated for all allowed values of angular momentum to compute the aveage value of prescission neutron multiplicity $`n_{pre}`$ .
The calculated values of $`n_{pre}`$ have been displayed in Fig. 1 alongwith the respective experimental data as a function of the initial excitation energy of the compound nucleus for two different mass regions. The solid curves are the results of the present calculations and the symbols correspond to experimental data . It is seen that for heavier systems ($`A_{CN}200`$) (lower half), the theoretical predictions are in good agreement with the corresponding experimental data. For lighter systems ($`A_{CN}150`$) (upper half), the experimental values of $`n_{pre}`$ have larger uncertainties and fluctuations, and the theory is seen to reproduce quite well the average trend of the data. A part of this fluctuation in neutron emission here may be due to specific structure effects of different compound systems; for example, $`{}_{}{}^{162}Yb`$ (filled diamond) is quite neutron deficient compared to $`{}_{}{}^{168}Yb`$ (open triangle), and neutron emission from the former is therefore expected to be somewhat less. Similarly, at high incident energies ($`>`$ 10 MeV/nucleon) the observed multiplicity (open diamond) was found to be lower than the average theoretical trend, which may be due to the noninclusion of the effect of preequilibrium emission in the present calculation.
The fragment mass asymmetry dependence of neutron multiplicity is displayed in Fig.2 for $`{}_{}{}^{18}O(E_{lab}=158.8MeV)`$ induced reactions on $`{}_{}{}^{154}Sm`$, $`{}_{}{}^{197}Au`$ and $`{}_{}{}^{238}U`$ . The solid circles correspond to the experimental data and the solid lines are the theoretical predictions of the same. It is found that the present calculations agree quite well with the experimental data in all the cases. The value of the constant $`K`$ (Eqn. III A) was found to be $`161\pm 3`$ which is independent of the mass of the compound system. It is, therefore, interesting to note that with the inclusion of the term $`h(\alpha )`$ in the friction form factor (Eqn. III A), we are able to explain the prescission neutron multiplicity data for both symmetric as well as asymmetric fission with the same value of the viscosity coefficient, $`\mu _0`$ (= $`4\times 10^{23}MeVsecfm^3`$).
#### 2 Energy of emitted neutrons
The kinetic energy of the emitted neutron is extracted through random sampling technique . Assuming that the system is in thermal equilibrium at each instant of time $`t`$, the energy distribution of the emitted neutrons is represented by a normalised Boltzmann distribution corresponding to the instantaneous temperature of the system. From a uniformly distributed random number sequence {$`x_n`$} in the interval , another random number sequence {$`y_n`$} with probability distribution $`f(y)`$ is constructed, where $`f(y)\mathrm{exp}(\beta (t)y)`$ is a normalised Boltzmann distribution corresponding to the temperature $`\beta (t)`$ at any instant of time $`t`$. Then, the sequence {$`y_n`$} is obtained from the sequence {$`x_n`$} by the relation,
$$y(x)=F^1(x).$$
(62)
Here, $`F^1`$ is the inverse of the function $`F(y)=x=_0^yf(y)𝑑y`$, which is computed numerically by forming a table of integral values. The energy of the emitted neutron is given by $`E_n=yE_n^{max}`$, where $`E_n^{max}`$ is chosen in such a way that the Boltzmann probability at that energy is negligible for all instants of time $`t`$. After the emission of the neutron, the intrinsic excitation energy is recalculated and the trajectory is continued.
The average energy of the prescission neutrons, $`<E_n>`$ has been plotted as a function of the compound nuclear mass, A<sub>CN</sub>, in Fig. 3. It is seen from the figure that the theoretical predictions of $`<E_n>`$ (solid curve) are in good agreement with the respective experimental data (filled circles).
### C Average and variance of TKE
The temporal evolutions of the variables $`g(t)`$, $`C(t)`$, $`G(t)`$ along the fission trajectory have been computed for a representative system <sup>16</sup>O + <sup>124</sup>Sn and the results are plotted in Fig. 4. It is seen from the figure that, initially, all of them increase steeply and then their magnitudes become nearly constant throughout the rest of the trajectory. Furthermore, the calculation shows that $`C^2(t)/g(t)G(t)1`$, which implies that the correlation of position and velocity of the elongation variable $`(r)`$ is much smaller compared to their respective variances. The variance of energy and average of total kinetic energy (TKE) at scission point are given by,
$`\sigma _E^2`$ $`=`$ $`(\mu \dot{r})^2g(t)+[(V_C+V_N)/r]^2G(t),`$ (64)
$`<E(t)>`$ $`=`$ $`\mu g(t_{sc})/2+E_{det}.`$ (65)
The contribution of term (typically $`2\mu \dot{r}((V_C+V_N)/r)C(t)`$ ) involving the correlation between position and velocity has been neglected in Eq. (64) as it is quite small compared to the other terms invoving the variances of position and velocity. The quantity $`t_{sc}`$ is the time at scission point and $`E_{det}`$ is the deterministic value of total fragment kinetic energy (TKE) after scission and $``$ 100 - 200 MeV. It is assumed that the variation of the potential over the narrow width of the probability distribution is small so that the average of the potential is approximated as the value of the potential at the mean position. The variation of the kinetic energy variance $`\sigma _E^2`$ as a function of time has also been displayed in Fig. 4. The value of $`\sigma _E^2`$ is also seen to increase steeply at the beginning and then it becomes nearly constant throughout the rest of the time. As envisaged earlier, the result clearly shows that $`\sigma _E/<E>1`$, which demonstrates the validity of asymptotic expansion in deriving the result instead of solving the Fokker-Planck equation in detail.
The theoretical predictions of $`\sigma _E(th)`$ and mean total kinetic energy (TKE) (solid curves) for the fission of several compound systems produced in the 158.8 MeV <sup>18</sup>O, 288 MeV <sup>16</sup>O induced reactions on various targets have been displayed in Figs. 5a, 5b, respectively, alongwith the experimental data (filled circles). From the figure it is observed that theoretical predictions of TKE agree quite well with the respective experimental data for all the systems studied. However, it may be noted here, that the experimental values of $`\sigma _E(exp)`$ are usually obtained by averaging over the full mass yield spectrum. Therefore, $`\sigma _E(exp)`$ consists of two terms, viz., (i) contributions arising due to stochastic fluctuations in the dynamics of fission process,$`\sigma _E`$, and (ii) contributions from the variation of the mean kinetic energy with the fragment mass asymmetry, $`\sigma _E(kin)`$. So, $`\sigma _E(exp)`$ may be written as ,
$`\sigma _E^2(exp)`$ $`=`$ $`\sigma _E^2+\sigma _E^2(kin),`$ (67)
$`\sigma _E^2`$ $`=`$ $`{\displaystyle \underset{A_1}{}}\sigma _E^2(A_1,A_2)Y(A_1),`$ (68)
$`\sigma _E^2(kin)`$ $`=`$ $`{\displaystyle \underset{A_1}{}}[\overline{E}<E(A_1,A_2)>]^2Y(A_1).`$ (69)
Here $`\sigma _E^2(A_1,A_2)`$ and $`<E(A_1,A_2)>`$ are the variances and mean values of the total kinetic energy of two fission fragments with mass numbers $`A_1`$ and $`A_2`$ (compound nucleus mass $`A_{CN}=A_1+A_2)`$, $`\overline{E}`$ being the average of $`<E(A_1,A_2)>`$ over the normalised fragment mass yield, $`Y(A_1)`$ with $`_{A_1}Y(A_1)=1`$. Thus, the calculated value of $`\sigma _E^2(th)`$ is then compared with the stochastic component of the experimental variance, i.e., $`\sigma _E^2`$, which is obtained after substracting $`\sigma _E^2(kin)`$ from $`\sigma _E^2(exp)`$ (as mentioned above).
We have extracted $`\sigma _E^2(kin)`$ for a few systems for which the experimental fragment mass yield data are available , taking $`<E(A_1,A_2)>`$ from Viola systematics . The values $`\sigma _E`$, i.e., $`\sqrt{(\sigma _E^2(exp)\sigma _E^2(kin))}`$ , are shown in Fig.5 as open triangles and they agree very well with the predicted values of TKE variance. It is seen from Fig. 5a that when the projectile energy (and vis-a-vis the excitation energy of the fused composite) is relatively lower, the calculated values are in fair agreement with the data. However, the calculation underpredicts the experimental value of $`\sigma _E`$ for the heaviest target considered (<sup>238</sup>U in the present case). With the increase in the projectile energy (and the excitation energy of the composite), the theoretical predictions are found to underestimate the corresponding experimental values and the discrepancy between the two increases with the increase in mass number (Fig. 5b),.
We have also studied the fragment mass asymmetry dependence of energy variance, $`\sigma _E^2(A_1,A_2)`$ for some representative systems and the results are displayed in Fig. 6. It is seen from Fig. 6 that the theoretical values of variances have only a weak dependence on the fragment mass asymmetry.
## IV summary and conclusions
We have developed a generalised formulation of asymptotic expansion of the Fokker-Planck equation for the systems where the diffusion coefficient depends on the stochastic variable explicitly. With the assumption that the relative fluctuation of collective variable is small we have derived the equation for various moments. The formalism is applied to the case of fission where the fluctuation in total kinetic energy is small as compared to its mean value. We have taken only one degree of freedom, namely the elongation axis in our calculation. However, one could incorporate neck degree of freedom also in a more realistic calculation based on the present formalism. The primary motivation of the present work is to show that this formalism could explain the basic features of the fission dynamics quite satisfactorily without invoking the solution of Fokker- Planck equation or Langevin equation in detail.
The present model is found to explain fairly well the observed neutron multiplicities and their fragment mass asymmetry dependence as well as the average energy of the evaporated neutrons over a wide range of mass and excitation energies of the compound system with a single value of the viscosity coefficient, $`\mu _0`$. The predicted values of TKE are found to be in good agreement with the experimental data and the theoretical estimates of the associated TKE variances are also found to agree quite well with the respective numbers extracted from the experimental data for the systems where the fragment mass yield data are available. For a more direct test of theoretical models it is necessary that experimental estimation of variances should not have admixture of other contributions arising due to the variation of mean kinetic energy over different mass yields. This may be achieved if measurements are done in smaller mass bins.
In the present studies, the correlation of the position and velocity of the elongation axis has been found to be small. However, in the cases where such condition is not valid the energy variance still can be calculated by adding a term $`2\mu \dot{r}((V_C+V_N)/r)C(t)`$. The procedure developed here could systematically generate higher order hierarchies for relatively larger fluctuations than the ones encountered in the present studies. In those cases one may have to solve the higher order equation which would involve higher order derivatives of the functions $`h(x,y)`$ and$`H(x,y)`$, in general. |
warning/0001/astro-ph0001464.html | ar5iv | text | # THE ROLE OF ELECTRON CAPTURES IN CHANDRASEKHAR MASS MODELS FOR TYPE IA SUPERNOVAE
## 1 Introduction
Electron capture is an important phenomenon in the late phases of stellar evolution, during stellar collapse, and in explosive events like Type I supernovae (SNe Ia), Type II supernovae (SNe II), and possibly in X-ray bursts (rp-process). Its takes place in high density matter, where the Fermi energy of a degenerate electron gas is sufficiently large to overcome the energy thresholds given by the negative Q-values of such reactions. The Fermi energy exceeds a fraction of an MeV in late burning stages, allowing electron capture initially only for a few selected nuclei like <sup>33</sup>S and <sup>35</sup>Cl (with small energy thresholds of 0.247 MeV or <sup>35</sup>Cl, respectively), and goes beyond an MeV during Fe-core collapse or SNe Ia explosions.
In the following we discuss the effects of electron capture on nuclei during the flame propagation in SNe Ia. There are strong observational and theoretical indications that SNe Ia (a classification based on the absence of hydrogen lines and the presence of a specific SiII line in their spectra) are thermonuclear explosions of accreting white dwarfs (e.g., Nomoto et al., 1994; Wheeler et al., 1995; Höflich & Khokhlov, 1996; Nomoto, Iwamoto, & Kishimoto, 1997; Nomoto et al., 1997; Höflich et al., 1997; Nugent et al., 1997; Höflich, Wheeler, & Thielemann, 1998; Branch, 1998) with high accretion rates, which permit relatively stable H- and He-shell burning and lead to a growing C/O white dwarf. When the white dwarf mass grows close to the Chandrasekhar mass, contraction sets in and the central density becomes high enough to ignite carbon fusion under degenerate conditions. The environment of a degenerate electron gas provides a pressure which depends only on the density. Therefore, the initial heat generation does not lead to pressure increase and expansion, which would result in controlled and stable burning. Instead, a thermonuclear runaway occurs. The burning front propagates through the whole star, causing complete disruption without a remnant.
The high Fermi energy of the degenerate electron gas in the white dwarf leads to efficient electron capture in the high density burning regions and reduces $`Y_e=<Z/A>`$, the electron fraction or equivalently the average proton to nucleon ratio, during explosive burning in the center. This is an important factor, controlling the isotopic composition ejected from such explosions (i.e., how neutron-rich is the matter produced). If the central density exceeds a critical value, electron capture can cause a dramatic reduction in the pressure of degenerate electrons and can therefore induce collapse (“accretion induced collapse”, AIC) of the white dwarf (Nomoto & Kondo, 1991). Thus, electron capture on intermediate mass and Fe-group nuclei plays a crucial role for the burning front propagation in SNe Ia. When $`Y_e`$’s are attained which correspond to the $`Z/A`$ ratios of nuclei more neutron-rich than stability, the reverse beta-decays are also relevant.
Weak interactions describing electron/positron capture or beta-decay are either Fermi or Gamow-Teller transitions. Fermi transitions are only populating the isobaric analog state. Gamow-Teller transitions are distributed over many final states, with the maximum strength centered around the Gamow-Teller giant resonance. Folding these distributions with the thermal energy distribution of electrons (and the thermal population of target states) gives Gamow-Teller transitions the dominant role in burning at high temperatures and densities. Thus, in order to unravel the dynamics of the burning front propagation in SNe Ia, it is important to have an understanding of the Gamow-Teller strength functions in both the electron-capture and beta-decay reactions for unstable pf-shell nuclei. Up to present, astrophysical tabulations based on shell model matrix elements have been only available for nuclei in the sd-shell (A=17-40) (Fuller, Fowler, & Newman, 1980). For heavier nuclei, more simplified approaches, based on average positions of the Gamow-Teller giant resonance and average matrix elements, were applied by the same authors for nuclei up to A=60, supplemented by existing experimental information (Fuller, Fowler, & Newman, 1982, 1985, hereinafter denoted FFN). Revisions for sd-shell nuclei with accurate shell model wave functions and experimental transition strengths where available were calculated (Takahara et al., 1989; Oda et al., 1994), but for pf-shell nuclei the more appropriate shell model methods are only now becoming available. Aufderheide et al. (1994) performed a detailed study, in order to understand which nuclei are of primary importance for a variety of densities and $`Y_e`$ values. They found <sup>55-68</sup>Co, <sup>56-69</sup>Ni, <sup>53-62</sup>Fe, <sup>53-63</sup>Mn, <sup>64-74</sup>Cu, <sup>49-54</sup>Sc, <sup>50-58</sup>V, <sup>52-59</sup>Cr, <sup>49-54</sup>Ti, <sup>74-80</sup>Ga, <sup>77-80</sup>Ge, <sup>83</sup>Se, <sup>80-83</sup>As, and <sup>75</sup>Zn to be important. These nuclei have recently been addressed with Quasi-particle Random Phase Approxomation (QRPA) methods (Nabi & Klapdor-Kleingrothaus, 1999), but more importantly, shell model diagonalization and shell model Monte Carlo approaches have also recently become available, which allow sufficiently accurate calculations in the pf-shell and at finite temperatures (Koonin, Dean, & Langanke, 1997). First applications seem to reproduce the measured GT-distributions well and differ significantly from FFN (Dean et al., 1998; Caurier et al., 1999a, b).
The unfortunate situation is that until present there exist two sources of uncertainties in SNe Ia, related to either (i) the nuclear physics input discussed above or (ii) astrophysical modeling of the central ignition density $`\rho _{ign}`$ and the flame propagation speed $`v_{def}`$ in connection with hydrodynamic instabilities. Clear constraints for the latter can only be obtained when former is known with high accuracy. Though the white dwarf models can successfully account for the basic observational features of SNe Ia, the exact binary evolution that leads to SNe Ia has not yet been identified (see, however, Hachisu, Kato, & Nomoto, 1999; Hachisu et al., 1999). High accretion rates onto the white dwarf progenitor cause a stronger heating and thus a higher central temperature and pressure, which favor earlier ignition at lower densities $`\rho _{ign}`$. Carbon fusion apparently starts with a deflagration, i.e. a subsonic burning front (Nomoto, Thielemann, & Yokoi, 1984). The propagation of the burning front occurs initially via heat conduction in the degenerate electron gas (with a burning front thickness of the order $`10^4`$-$`10^5`$cm). Instabilities of various scales lead to burning front propagation via convection and can accelerate the effective burning front speed. Multi-dimensional hydrodynamical simulations of the flame propagation have been attempted by several groups, though the results are still preliminary (Livne, 1993; Arnett & Livne, 1994; Khokhlov, 1995; Niemeyer & Hillebrandt, 1995; Niemeyer & Woosley, 1997; Hillebrandt & Niemeyer, 1997). These simulations have suggested that a carbon deflagration wave might initially propagate at a speed $`v_{\mathrm{def}}`$ as slow as a few percent of the sound speed $`v_\mathrm{s}`$ in the central region of the white dwarf. For example, Niemeyer & Hillebrandt (1995) obtained $`v_{\mathrm{def}}/v_\mathrm{s}`$ 0.015. After an initial deflagration in the central layers, the deflagration can turn into a detonation at lower densities $`\rho _{tr}`$ (Khokhlov, 1991; Woosley & Weaver, 1994; Niemeyer, 1999).
When summarizing the preceding discussion, we not notice that present modeling uncertainties in type Ia supernovae are related to ignition densities $`\rho _{ign}`$ (progenitor evolution), the treatment of the burning front propagation with hydrodynamic instabilities ($`v_{def}`$ and $`\rho _{tr}`$), and nuclear uncertainties for the electron capture rates on Fe-group nuclei in this high density and temperature environment. At temperatures exceeding $`5\times 10^9`$K, nuclear reactions involving strong plus electromagnetic forces are fast enough to attain a chemical equilibrium (in this context also referred to as Nuclear Statistical Equilibrium, NSE) which determines nuclear abundances on timescales much shorter than the typical burning front propagation times of the order of seconds. This reduces abundance uncertainties from the knowledge of reaction cross sections to those of masses and partition functions (Clayton, 1983). But weak interactions act on longer timescales and their uncertainties enter directly. SNe Ia are the main producers of Fe-peak elements in the Galaxy (see e.g. the discussion in Iwamoto et al., 1999) . Electron capture on nuclei in the incinerated material is responsible for the total neutron to proton ratio of matter and thus are crucial to the isotopic composition of Fe-group nuclei. The amount of electron capture depends on both $`v_{\mathrm{def}}`$ and $`\rho _{ign}`$. The central density of the white dwarf during ignition $`\rho _{ign}`$ affects the electron chemical potential. The burning front speed $`v_{def}`$ affects the time duration of matter at high temperatures, and with it the availability of free protons which can experience electron capture and the shape of the high energy tail of the electron energy distributions. Thus, the existing constraints for the production of neutron-rich Fe-group nuclei in SNe Ia can be translated into constraints for these parameters describing the burning front propagation.
In a recent paper we (Iwamoto et al., 1999) have attempted to find such constraints for $`\rho _{ign}`$, $`v_{def}`$ and $`\rho _{tr}`$ via comparison with the solar Fe-group composition and chemical evolution models, but were still using the FFN electron capture rates. In the present paper we will test how dependent the conclusions are on variations and improvements to the set of weak interactions employed.
## 2 Weak Interactions in the Fe-Group
The systematic study of stellar weak interaction rates in the mass range of concern here ($`A=4560`$) was pioneered by Fuller, Fowler and Newman in a series of papers in the early eighties (Fuller, Fowler, & Newman, 1980, 1982, 1985). These authors noticed the extraordinary role played by the Gamow-Teller (GT) giant resonance for stellar electron capture and, more strikingly, also for beta-decay. Unlike in the laboratory, $`\beta `$-decay under stellar conditions is significantly increased due to thermal population of the GT back resonances in the parent nucleus; the GT back resonances are the states reached by the strong GT transitions in the inverse process (electron capture) built on the ground and excited states (Fuller, Fowler, & Newman, 1980, 1982, 1985), allowing for a transition with a large nuclear matrix element and increased phase space. Indeed, Fuller, Fowler and Newman concluded that the $`\beta `$-decay rates under collapse conditions are dominated by the decay of the back resonance. The relevant momentum transfers in type Ia supernovae is low enough to safely neglect the contributions of forbidden transitions to the weak interaction rates. Furthermore, the $`Y_e`$ values encountered in type Ia supernovae stay large enough to involve only nuclei in NSE for which the GT transition is not Pauli-blocked; the latter is expected to happen for nuclei at the neutron shell closure $`N=40`$ (Fuller, 1982).
The GT contribution to the electron capture and $`\beta `$-decay rates has been parametrized by FFN on the basis of the independent particle model. To complete the FFN rate estimate, the GT contributions were supplemented by a contribution simulating low-lying transitions, using experimental data wherever possible. The FFN rates were updated and extended to heavier nuclei by Aufderheide et al. (1994). In recent years, however, the parametrization of the GT contribution, as adopted in FFN, became questionable when comparisons were made to upcoming experimental information about the GT distribution in pf-shell nuclei. These data clearly indicate that the GT strength is both quenched and fragmented over several states at modest excitation energies in the daughter nucleus (Alford et al., 1990, 1993; Vetterli et al., 1989; El-Kateb et al., 1994; Williams et al., 1995). Thus the need for an improved theoretical description was soon realized (Aufderheide, 1991; Aufderheide et al., 1993; Aufderheide, Bloom, & Mathews, 1993). It also became apparent that a reliable reproduction of the GT distribution in nuclei requires large shell model calculations which account for all correlations among the valence nucleons in a major oscillator shell.
Such calculations in a complete major shell (usually referred to as $`0\mathrm{}\omega `$ shell model calculations) are now possible using the recently developed Shell Model Monte Carlo (SMMC) (Johnson et al., 1992; Lang et al., 1993; Alhassid et al., 1994; Dean et al., 1994). Rather than solving the many-body problem by diagonalization of the Hamiltonian $`H`$, the SMMC method describes the nucleus by a canonical ensemble at temperature $`T=\beta ^1`$ and employs a Hubbard-Stratonovich linearization (Hubbard, 1959; Stratonovich, 1957) of the imaginary-time many-body propagator, $`e^{\beta H}`$, to express observables as path integrals of one-body propagators in fluctuating auxiliary fields (Lang et al., 1993). Since Monte Carlo techniques avoid an explicit enumeration of the many-body states, they can be used in model spaces far larger than those accessible to conventional methods. The Monte Carlo results are in principle exact and in practice are subject only to controllable sampling and discretization errors. A comprehensive review of the SMMC method, a detailed description of the underlying ideas, its formulation, and numerical realization can be found in Koonin, Dean, & Langanke (1997).
Langanke et al. (1995) reported on the first complete $`pf`$-shell calculation of nuclei in the mass range $`A=5062`$. Most important for the present context, it reproduced all experimentally available total Gamow-Teller strengths GT<sub>+</sub> well, that is after scaling the spin operator with the universal quenching factor which accounts for the contribution of intruder states from outside the model space and appears to be $`A`$-independent within the pf-shell. \[The GT<sub>+</sub> transitions describe the direction where a proton is changed into a neutron, like in electron capture or $`\beta ^+`$-decay.\] However, stellar weak interaction rates have a strong phase space dependence and hence are more sensitive to the GT strength distribution in nuclei than to the total strength. The calculation of strength distributions within the SMMC method is in principal possible, but it involves a numerical inverse Laplace transform which is notoriously difficult to perform. Nevertheless Radha et al. (1997) succeeded in extracting SMMC GT<sub>+</sub> strength distributions for nuclei in the mass range $`A=5064`$ and again the agreement with data has been quite satisfactory. However, it became already apparent in Radha et al. (1997) that the SMMC model yields only an “averaged” GT strength distribution, as the statistical noise inherent in the Monte Carlo data allows only to determine the first moments of the distribution. Thus, the total strength, centroid and width are well reproduced via the inverse Laplace transform, but weak transitions to individual states outside the GT centroid distribution could not be resolved.
Motivated by the successful reproduction of all experimental GT<sub>+</sub> strength distributions, the SMMC approach has subsequently been used to calculate stellar electron capture rates for several nuclei in the mass range $`A=5064`$ (Dean et al., 1998). That study included those nine nuclei for which experimental data are available (<sup>54,56</sup>Fe, <sup>58,60,62,64</sup>Ni, <sup>51</sup>V, <sup>55</sup>Mn, <sup>59</sup>Co), but it also predicted rates for other nuclei of interest for supernovae (<sup>45</sup>Sc, <sup>55,57</sup>Co, <sup>56</sup>Ni, <sup>50,52</sup>Cr, <sup>55,58</sup>Fe, and <sup>50</sup>Ti). We note that these calculations were the first which considered the complete $`0\mathrm{}\omega `$ model space, and they also were consistently performed at finite temperature. The latter issue had been circumvented in earlier studies which assumed that the GT strength distributions on excited states are identical to the one built on the ground state, only shifted upwards in energy by the excitation energy of the parent state (FFN, Aufderheide et al., 1994).
When compared to the FFN parametrization of the GT centroids, the SMMC calculations showed some systematic deviations. Firstly, for even-even parent nuclei the GT<sub>+</sub> strength generally peaks at lower excitation energies in the daughter than was assumed by FFN. As a consequence one would intuitively expect the SMMC rates to be larger than the FFN rates for electron capture on even-even nuclei. However, they turned out to be approximately the same, since FFN often intuitively compensated for the smaller GT contribution (due to the shift in centroid) by an added low-lying transition strength. Secondly, for odd-$`A`$ nuclei FFN have placed the GT centroid at significantly lower energies than found in the SMMC results and in the data. Consequently for these nuclei the GT contribution to the electron capture rate has been noticeably overestimated in FFN. Moreover for many odd-$`A`$ nuclei the GT resonance part in the FFN parametrization dominates the capture rates, with the added low-lying strength component being rather unimportant. The SMMC calculations, on the other hand, indicate that the GT contribution to the rate should be reduced by nearly two orders of magnitude, making the rate sensitive to the weak transitions at low excitation energies in the daughter nucleus. This is a rather non-trivial situation for the SMMC approach, since these weak components in the GT distribution at low excitation energies are difficult to resolve, as mentioned above.
As the SMMC calculations suggest significant modifications of the stellar electron capture rates, we are motivated to investigate potential effects of these modifications on the dynamics and the nucleosynthesis. Unfortunately the SMMC rates available are not complete (Dean et al., 1998), as beta-decay rates are missing and the capture rates on odd-$`A`$ nuclei should be supplemented by the contributions to low-lying states. These shortcomings can be overcome in large-scale shell model diagonalization calculations. These approaches have recently made significant progress and, combined with improved computer technologies, currently allow for diagonalization in model spaces large enough (involving typically 10 million or more configurations) to guarantee that the GT strength distribution is reasonably converged (Caurier et al., 1999a). Nevertheless shell model diagonalization is still a computationally formidable task and a complete compilation of weak stellar interaction rates, although possible, is a rather time-consuming project.
Recently stellar electron and beta-decay rates have been calculated by shell model diagonalization for several key nuclei (Martinez-Pinedo, Langanke, & Dean, 1999; Langanke & Martinez-Pinedo, 1998, 1999) and confirm the trend already observed in the SMMC studies. Systematic deviations from the GT parametrization assumed in the FFN compilation lead to significantly smaller electron capture rates on odd-$`A`$ nuclei and odd-odd nuclei (even if the weak low-energy components are properly included). The diagonalization calculations yield, on average, slightly smaller capture rates on even-even nuclei than the FFN and the SMMC approaches. The latter is due to the fact that the diagonalization studies employed a slightly improved version of the residual interaction used in Dean et al. (1998). This correction removed the slight overestimation in the shell gap at the nucleon number $`N=28`$, discussed in Langanke et al. (1995). The modified interaction reproduces quite nicely the ground state and prolate deformed bands in <sup>56</sup>Ni (Rudolph et al., 1999).
What consequences do the misplacement of the GT centroids have for the competing $`\beta `$ decays? In odd-A and even-even nuclei (the daughters of electron capture on odd-odd nuclei) experimental data and shell model studies place the back-resonance at higher excitation energies than assumed by FFN. Correspondingly, its population becomes less likely at temperatures prevailing in a SN Ia. Hence the contribution of the back-resonance to the $`\beta `$ decay rates for even-even and odd-A nuclei decreases. In contrast, the shell model $`\beta `$ decay rate for odd-odd nuclei often are slightly larger than the FFN rates, because for these nuclei all available data, and all shell model calculations indicate that the back-resonance resides actually at lower excitation energies than previously parametrized.
To incorporate the modifications of the FFN rates, as suggested by the large shell model diagonalization studies, we follow the approximate procedure suggested in Martinez-Pinedo, Langanke, & Dean (1999). These authors compared the FFN and shell model rates for several typical nuclei and, based on this comparison, suggested to multiply the FFN electron capture rates by 0.2 (for even-even nuclei), 0.1 (odd-$`A`$), and 0.04 (odd-odd), while the FFN beta-decay rates might be scaled by 0.05 (even-even), 0.025 (odd-$`A`$) and 1.7 (odd-odd). In the following we will use these simple scalings to simulate potential modifications of the rates not provided by the SMMC approach. We emphasize here, however, that these scalings (denoted in the further discussion SMFA) are rather crude, and in principle are different for each nucleus and depend on temperature and density.
In Figures 1 and 2 the different versions of electron capture rates are plotted as a function of temperature for each nucleus for which SMMC electron capture rates are available. As the rates are a function of temperature and density, this includes implicitely the temporal evolution of the density up to the maximum temperatures attained, taken from the trajectory ($`T(t),\rho (t))`$ of the innermost zone of the SN Ia model WS15 discussed in the following section. For the SMMC rates the systematic deviation from FFN are seen as mentioned earlier. For the even-even parent nuclei (Figure 1) both rates are approximately the same, at least when approaching higher temperatures. For the odd-A nuclei (Figure 2) SMMC rates are definitely smaller. The SMFA electron capture rates are also smaller than the FFN rates for both kinds of parent nuclei. When comparing SMMC and SMFA we see, that for odd-A nuclei the SMFA electron capture rates usally range (with the exception of <sup>51</sup>V) between FFN and SMMC. The fact that the SMFA rates are larger than the SMMC rates shows the importance of the low-lying transitions unresolved in SMMC approach as discussed above. For the even-even nuclei the SMFA rates are on average smaller than the SMMC rates. One reason for this change is the improved version of the residual interaction employed in Martinez-Pinedo, Langanke, & Dean (1999) in comparison to Dean et al. (1998), as discussed above. We do not show a comparison for odd-odd nuclei, because these rates are not available from the SMMC studies. But we refer to the discussion in the previous paragraph that there one expects the largest deviations.
## 3 SNe Ia Explosion Calculations
As shown in Thielemann, Nomoto, & Yokoi (1986) and reanalyzed in great detail in our recent paper (Iwamoto et al., 1999), electron capture is active on free protons and Fe-group nuclei during the early burning stage of a thermonuclear SN Ia explosion, when the burning front passes through the central region. Thus, electron capture neutronizes matter and reduces $`Y_e`$ from its original value close to 0.5 (0.4989 if the abundances of nuclei other than <sup>12</sup>C and <sup>16</sup>O are due to a solar metallicity). This leads to the production of nuclei in the range between $`N`$=$`Z`$ and stability ($`N`$$`>`$$`Z`$). Only in exceptional cases also nuclei are produced which are more neutron-rich than stable species. This is also the reason why, opposite to conditions in core collapse supernovae (Martinez-Pinedo, Langanke, & Dean, 1999), $`\beta ^{}`$ decay does not play a prominent role. Thus, the most neutron-rich nuclei encountered already before $`\beta ^+`$-decay of unstable isotopes include species such as <sup>48</sup>Ca, <sup>50</sup>Ti, <sup>54</sup>Cr, and <sup>58</sup>Fe. Less neutron-rich (but also stable) nuclei like <sup>54</sup>Fe and <sup>58</sup>Ni are produced for more moderate $`Y_e`$ values in the central zones of the SN Ia models. In Iwamoto et al. (1999) we made use of the FFN electron capture rates to predict the nucleosynthesis yields of Chandrasekhar mass models of SNe Ia. Those models employed variations in $`\rho _{ign}`$, $`v_{def}`$, and $`\rho _{tr}`$. As the outer (lower density) layers, where the deflagration-detonation transition can occur, are not affected by electron capture, we can neglect the third parameter $`\rho _{tr}`$ in the present discussion. Here we show how the new electron capture rates affect the nucleosynthesis yields of the models WS15 and CS15. Those two models have the same burning front velocity, S15 denoting a slow deflagration of 1.5% of the local sound velocity, and differ in the ignition density at thermonuclear runaway, 1.7 x10<sup>9</sup> gcm<sup>-3</sup> (C) and 2.1 x10<sup>9</sup> gcm<sup>-3</sup> (W).
Thielemann, Nomoto, & Yokoi (1986) showed that electron capture on free protons (which are not affected by uncertainties of pf-shell nuclei) dominates for the thermodynamic conditions in explosive burning zones of SNe Ia. In the case of the FFN rates they amount to about 60%. Thus, if electron capture rates of Fe-group nuclei are reduced by a factor of 10, this affects only the remaining 40%, and the full effect of a change in electron capture rates is a reduction from 100% to 64%. The difference in $`Y_e`$ between the initial (almost symmetric) value of 0.4989 and the final value after explosive burning and electron captures is therefore reduced with respect to the FFN calculations by about a factor 0.64. This point is the key to understanding results from calculations with different sets of electron capture rates.
In our previous studies we noted that the ignition density is a quantity which greatly influences the amount of electron capture in the central layers. The higher ignition density of WS15 increases the Fermi energy and therefore the electron capture rates, which leads to a smaller $`Y_e`$ when compared to CS15. Therefore, WS15 synthesizes more neutron-rich nuclei than CS15. With the FFN rates used in Iwamoto et al. (1999) this led to a strong overproduction of <sup>50</sup>Ti and <sup>54</sup>Cr in comparison to the corresponding solar values for WS15. Consequently model CS15 seemed to be preferrable in avoiding overabundances of the neutron-rich nuclei. While $`\rho _{ign}`$ shifts the average $`Y_e`$-value of the central layers, the burning front speed $`v_{def}`$ determines the gradient of $`Y_e(r)`$. Information passes with sound speed to the outer layers. Here a small $`v_{def}`$ permits a longer time for expansion to lower densities before the arrival of the burning front. This reduces the effect of electron capture in the outer layers of the central core and steepens the $`Y_e`$ gradient. Thus, while $`\rho _{ign}`$ is mostly responsible for the minimum $`Y_e`$-values which are attained in the central layers, $`v_{def}`$ controls the amount of matter with intermediate $`Y_e`$-values (like e.g. <sup>54</sup>Fe and <sup>58</sup>Ni) by determining the $`Y_e`$-gradient. We will analyze here how variations in electron capture rates influence the conclusions drawn earlier for $`\rho _{ign}`$ and $`v_{def}`$.
The rates employed in our calculations were as follows: (i) FFN rates as a benchmark for the further comparison (these rates were taken from Fuller, Fowler, & Newman (1982a) and hence do not incorporate any quenching of the GT strength); (ii) inclusion of the electron captures rates calculated within the SMMC method by replacing the corresponding FFN rates. SMMC rates were used for the parent nuclei <sup>45</sup>Sc,<sup>48,50</sup>Ti, <sup>51</sup>V,<sup>50,52</sup>Cr,<sup>55</sup>Mn,<sup>54-56,58</sup>Fe, and <sup>55,57,59</sup>Co, <sup>56,58,60</sup>Ni. For nuclei not mentioned above (where no SMMC calculations were available), the rates were taken from FFN; (iii) to simulate potential modification of the rates not provided by the SMMC method, we also multiplied the FFN electron capture and beta-decay rates within the Fe-group nuclei by these factors, derived from comparison between FFN and shell model rates (see section 2). These modified SN Ia models are labeled with SMFA; (iv) A further option is to treat even-even (ee), odd-A (oa), and odd-odd (oo) nuclei in different ways, in order to test the sensitivity of the models and the importance of certain rates in particular nuclei. Such calculations are denoted by SMFA with the corresponding extension ee, oa, oo or by combinations, e.g. ee+oa. With these modifications of the electron capture rates we recalculated the nucleosynthesis for the SN Ia models WS15 and CS15. Resulting deviations from the FFN models of Iwamoto et al. (1999) are discussed in the following two subsections.
### 3.1 Influence on Abundances and $`Y_e`$-Patterns
In general, the updated electron capture rates are smaller than the FFN rates. Thus the central region of the exploding white dwarf experiences less electron captures and the SN Ia nucleosynthesis yields should be less neutron-rich. Therefore, $`Y_e^{SMMC}`$ and $`Y_e^{SMFA}`$ should be larger than $`Y_e^{FFN}`$ in the central layers and the overabundances of the neutron-rich nuclei <sup>54</sup>Cr and <sup>50</sup>Ti in WS15 should be reduced. The central $`Y_e`$-value, $`Y_{e,c}`$, of different models and different electron capture rate sets are listed in the Table 1. In the case of SMMC the final $`Y_{e,c}`$ value of the model WS15 increased from 0.440 (FFN) to 0.441. For the model CS15, which has a smaller ignition density leading to a higher $`Y_{e,c}`$ than WS15, the final $`Y_{e,c}`$-value changed from 0.449 (FFN) to 0.451 (see Figure 3a and c). On average the $`Y_e^{SMMC}`$-values for the central layers are about 0.002 larger than $`Y_e^{FFN}`$ for both models (Figure 3d).
Bearing in mind that SMMC electron capture rates are available for certain even-even and odd-A nuclei only, and that for the latter it is difficult to resolve the transitions at low-lying excitations in the SMMC approach, it is important to test which type of nuclei are mostly responsible for the resulting $`Y_e`$-shift. One of the tests involves the application of SMMC rates only for even-even nuclei, while using FFN rates for all other nuclei. This is denoted by the label SMMCee. It is evident from the $`Y_e`$-curve in Figure 3a that this case is almost identical with FFN, implying that the major cause for the difference between FFN and SMMC is due to capture on odd-A nuclei. This underlines that electron capture on even-even nuclei seems unimportant despite their large abundances in nuclear statistical equilibrium. The reason is that rates for even-even nuclei (with which these abundances have to be multiplied) are very small due to large energy thresholds.
In order to investigate the size of the $`Y_e`$-changes resulting from uncertainties between SMMC and the average factors (SMFA) deduced from large-scale shell model calculations, we replaced the 17 SMMC electron capture rates by the corresponding scaled FFN rates (labeled SMFAtest). Figure 3a shows that both $`Y_e`$-curves are very similar. Therefore, it seems that the SMFA and SMMC odd-A rates yield comparable $`Y_e`$-results, indicating a similar behavior. This can be explained by the fact that most of the electron captures occur at high temperatures where the low-lying GT strength (which differs in both SMMC and SMFA approaches) is less important. As a result, for odd-A nuclei the use of SMFA factors or the Monte Carlo shell model (SMMC) leads to similar results. (The same holds true for even-even rates, as shown above).
When scaling all FFN rates that are used in the network as suggested by the shell model diagonalization calculations (label SMFA), i.e. not only those for which SMMC rates were available, we see in Figure 3b, c, and d that $`Y_e^{SMFA}`$ is about 0.008 larger than $`Y_e^{FFN}`$ for WS15 as well as CS15. The central $`Y_e`$-value increased from 0.440 to 0.451 (WS15) and from 0.449 to 0.459 (CS15), as listed in Table 1. The deviation from FFN is much larger than for SMMC. This could have two possible causes. (i) A more complete set of modified electron capture rates is used, 17 (SMMC) versus 79 (SMFA). (ii) Odd-odd parent nuclei are missing in the SMMC calculations and could be important. In order to test which aspect plays the more important role, we chose a subset where only even-even and odd-A nuclei were multiplied with the average SMFA factors (labeled SMFAee+oa in Figure 3b). Thus, this case ignores modifications for odd-odd nuclei, while the multiplcation by SMFA factors for even-even and odd-A nuclei should differ little from the use of SMMC rates as shown in the previous paragraph. Therefore, the comparison of SMFAee+oa with SMMC measures the impact of the increased number of modified electron capture rates, and the comparison to SMFA shows the influence of odd-odd nuclei. The resulting $`Y_e`$-curve (Figure 3b) displays a small $`Y_e`$ shift between SMMC and SMFAee+oa, and a larger $`Y_e`$-shift between SMFAee+oa and SMFA. Therefore, the inclusion of odd-odd nuclei has the largest influence on the $`Y_e`$ difference between SMFA and SMMC.
Thus, we have shown that the rate change for odd-A nuclei is mostly responsible for the $`Y_e`$-shift between FFN and SMMC, and that the inclusion of odd-odd nuclei causes the largest part of the $`Y_e`$-shift between SMMC and SMFA. This makes clear that the changes in the electron capture rates for odd-A and odd-odd nuclei are responsible for the $`Y_e`$ difference between SMFA and FFN, while the contribution of even-even nuclei is negligible, an assertion which was directly tested by case SMFAee (Figure 3b). As odd-odd nuclei are difficult to treat within the shell model Monte Carlo approach, a further improvement would be the direct use of large-scale shell model diagonaliztion calculations. In the present paper we provide preliminary results by applying average factors (SMFA) derived from detailed calculations of a few key nuclei (Martinez-Pinedo, Langanke, & Dean, 1999)
To examine the impact of these changes in weak rates on individual species, we show in Figure 4 the radial distribution of a few key abundances for the three select cases FFN, SMMC, and SMFA. The abundance pattern is very similar, but each abundance curve is shifted inwards in the sequence FFN, SMMC, and SMFA. This makes clear that FFN reaches the smallest central $`Y_e`$’s, resulting in abundance peaks of <sup>50</sup>Ti, <sup>54</sup>Cr, and <sup>58</sup>Fe close to the center, while these peaks are cut off for SMFA. Neglecting this very central behavior, one can recognize, however, that the total amount of intermediate $`Y_e`$ nuclei like <sup>54,56</sup>Fe and <sup>58</sup>Ni is essentially unaffected (see also Table 1). This is in accordance with the results of Figure 3, where we see that the $`Y_e`$-gradient is almost idential and the $`\mathrm{\Delta }Y_e`$’s close to constant for models which apply different sets of electron capture rates. Note that only the onset of the $`Y_e`$-reduction due to electron captures is shifted as a function of $`M(r)`$. This leaves the same amount of mass composed of these intermediate $`Y_e`$ nuclei. The main difference is in the central $`Y_e`$ values attained and as a result in the amount of the most neutron-rich nuclei.
As the $`Y_e`$ gradient is determined by $`v_{def}`$ (see Iwamoto et al., 1999) and apparently is not changed by different sets of electron capture rates, we can conclude that the consequences for the permitted range of burning front speeds remain the same. In Iwamoto et al. (1999) we determined this range $`v_{def}/v_s`$ to be of the order 0.015-0.03. The central neutronization is however dependent on $`\rho _{ign}`$ and, as shown here, on the set of electron capture rates employed. Thus, we have to expect that our previous conclusions for the $`\rho _{ign}`$-range might have to be changed. We will discuss this further in the following subsection.
### 3.2 Comparison to Solar Abundances
The solar element abundances are a snapshot of the local galactic abundance distribution at the formation of the solar system 4.5 x10<sup>9</sup> years ago. The heavy elements in the Galaxy originate from the ejected matter of supernovae, with SN Ia. SNe Ia being responsible for 55% or more of the Fe-group elements in the Galaxy (see the discussion in Iwamoto et al., 1999). Thus, the ejecta of SNe Ia can contain an overabundance in comparison with the solar values of no more than a factor of two among the Fe-group nuclei. This is the maximum for species which have no other production site than SNe Ia and would have to be reduced accordingly if alternative sources contribute as well. This provides constraints for the nucleosynthesis results of SNe Ia models. In Iwamoto et al. (1999), where we used the FFN electron capture rates only, we concluded that CS15 was a better model compared to WS15 in terms of avoiding overproduction of neutron-rich nuclei. This would indicate that for the majority of white dwarfs undergoing a thermonuclear runaway and SNe Ia events, the central density should be lower than $``$2x10<sup>9</sup>gcm<sup>-3</sup>, though the exact constraint depends somewhat on the flame speed.
Now, with the new sets of electron capture rates, the situation has changed. The new smaller rates reduce the production of neutron-rich nuclei. In Figures 5, 6, and 7 and in Table 1 the ratios to solar abundances (normalized to <sup>56</sup>Fe) are displayed for WS15 and CS15 employing different types of electron capture rates. Here the results of the central slow deflagration studies have been merged with (fast deflagration) W7 compositions for the outer layers (Nomoto et al., 1994; Thielemann, Nomoto, & Yokoi, 1986; Thielemann et al., 1997; Iwamoto et al., 1999). In the outer layers the densities are sufficiently low that electron capture does not modify the pre-explosion value of $`Y_e`$. ($`Y_e`$ in these layers is only a witness of the initial metallicity of the white dwarf, manifesting itself in the amount of <sup>22</sup>Ne, which resulted in H and He-burning from the initial CNO isotopes.) Thus, the same model results for these outer layers can be added for different sets of electron capture rates.
For SMMC the overabundances of the most neutron-rich nuclei in WS15 is reduced to 75% in comparison to the FFN calculations. <sup>50</sup>Ti and <sup>54</sup>Cr are still significantly overabundant though. <sup>58</sup>Fe is now reduced to about the limit of a factor 2. All three nuclei originate from the very center. The small overabundance of <sup>58</sup>Ni and <sup>62</sup>Ni remains (being due to the $`Y_e`$-gradient and thus $`v_{def}`$ rather than $`\rho _{ign}`$ and the choice of electron capture rates). In CS15 the abundance of <sup>54</sup>Cr is reduced strongly. Again, a slight overabundance of <sup>58</sup>Ni is noticed. Thus, the effect of the use of SMMC over FFN is the same in both models, while the difference between WS15 and CS15 remains that the former is more neutron-rich in the center, due to a higher $`\rho _{ign}`$). For SMFA the overabundance of the neutron-rich nuclei is reduced to about 20% of the results obtained with FFN. In model WS15 the nuclei <sup>50</sup>Ti,<sup>58</sup>Fe, and <sup>62</sup>Ni are now produced within a factor of 2 of solar values. Only a very slight overproduction of <sup>54</sup>Cr and <sup>58</sup>Ni remains, the latter being mostly dependent on the $`Y_e`$-gradient (due to $`v_{def}`$) and unaffected by the rate change.
<sup>50</sup>Ti,<sup>54</sup>Cr, and <sup>58</sup>Fe, which are the dominant species in matter with a $`Y_e`$-value below 0.452, are strongly reduced in WS15 for the rate set SMFA, because the central $`Y_{e,c}`$ of 0.451 is larger than 0.440 found using FFN. The number of mass zones with $`Y_e`$ below 0.452 is therefore much smaller. This radial shift and central cut-off of the $`Y_e`$-curve and its result on abundances have already been discussed in relation to Figure 4 in section 3.1. The nuclei <sup>58</sup>Ni and <sup>54</sup>Fe are the dominant products for $`Y_e`$ between 0.470 and 0.485, which extends over a very similar range of integrated masses for all rate sets. The same is true for <sup>56</sup>Fe, which is produced for $`Y_e`$ values between 0.46 and 0.47. The total <sup>62</sup>Ni abundance stems partially from <sup>62</sup>Ni synthezised in the very center but is also partly due to the decay of <sup>62</sup>Zn in the alpha-rich freeze-out zones of the outer core layers whose $`Y_e`$ is dominated by metallicity rather than electron capture (Thielemann, Nomoto, & Yokoi, 1986; Thielemann et al., 1997; Iwamoto et al., 1999). Therefore, the reduction of the abundance of this nucleus in the central sites does not affect the total value as much as is the case of <sup>54</sup>Cr and <sup>50</sup>Ti, which both originate from central regions.
In comparison to the previous calculations employing FFN rates, the model WS15 experiences strong improvement (i.e. reduction) in the overproduction of neutron-rich nuclei when applying the new sets of electron capture rates. Model CS15, which showed no significant overproduction for the neutron-rich nuclei with FFN rates, still exhibits this same behavior. In fact, the reduced electron capture rates cause a strong underproduction of neutron-rich nuclei like <sup>50</sup>Ti and <sup>54</sup>Cr in CS15. Thus, the modified electron capture rates change the outcome of SN Ia models. They certainly permit the higher ignition densities of model W ($`2.1\times 10^9`$ g cm<sup>-3</sup>). If some of these neutron-rich nuclei originate only from SNe Ia, a shift for the average SN Ia close to this higher $`\rho _{ign}`$ of model W might even be needed. We have not yet addressed a possible upper limit for $`\rho _{ign}`$ when utilizing the present SMFA rate set. A rough estimate can be obtained from Figure 8, where we show the central $`Y_e`$ as a function of $`\rho _{ign}`$ obtained with different electron capture rate sets, making use of models CS15 ($`\rho _{ign}=1.7\times 10^9`$ g cm<sup>-3</sup>) and WS15 ($`\rho _{ign}=2.1\times 10^9`$ g cm<sup>-3</sup>). If the trend continues in a similar way as experienced between models C and W, we would expect a central $`Y_e`$-value comparable to that of WS15 with FFN rates for $`\rho _{ign}=2.6\times 10^9`$ g cm<sup>-3</sup> when utilizing SMFA. This corresponds to an increased ignition density by about a factor of 1.24 when shifting from FFN to SMFA rates.
## 4 Summary
The need for an improved theoretical description of electron capture rates for pf-shell nuclei beyond the early phenomenological tabulations by Fuller, Fowler, & Newman (1980, 1982, 1985) was realized by Aufderheide (1991) and Aufderheide et al. (1993); Aufderheide, Bloom, & Mathews (1993), calling for large shell model calculations which account for all correlations among the valence nucleons in a major oscillator shell. Motivated by the successful reproduction of all experimental GT<sub>+</sub> strength distributions, the Shell Model Monte Carlo approach (SMMC) was recently applied to calculate stellar electron capture rates for several nuclei in the mass range $`A=5064`$ (Dean et al., 1998). The resulting significant modifications of stellar electron capture rates motivated the present investigation into potential effects on the dynamics and the nucleosynthesis of SNe Ia.
The SMMC approach has, however, some limitations and requires supplemental input. It makes use of a continuous strength distribution while the capture rates on odd-$`A`$ nuclei should be supplemented by the contributions to low-lying states. In addition, rates for odd-odd nuclei are currently not available. Thus, although SMMC calculations are generally substantiated by large-scale shell model diagonalization calculations, information concerning this low lying GT strength requires presently the use of the latter approach. These approaches have recently made significant progress (Caurier et al., 1999a). For a preliminary and approximate treatment we followed the procedure outlined by Martinez-Pinedo, Langanke, & Dean (1999), who suggested to multiply the FFN electron capture rates with averaged factors for even-even, odd-A, and odd-odd nuclei.
These electron capture rate modifications affect the early burning stage of a thermonuclear SN Ia explosion, being mostly responsible for the formation of neutron-rich nuclei such as <sup>48</sup>Ca,<sup>50</sup>Ti, <sup>54</sup>Cr, <sup>54,58</sup>Fe, and <sup>58</sup>Ni in the innermost zones of the SN Ia models. Our nucleosynthesis calculations show that, when the rates are multiplied with nuclear abundances, the odd-odd and odd-A nuclei cause the largest contribution to the neutronization of nucleosynthesis ejecta and are essentially responsible for the $`Y_e`$-change, while the contribution of even-even nuclei is negligible. The present investigation focuses on the question whether our earlier conclusions drawn for model parameters like central ignition density $`\rho _{ign}`$, speed of the (deflagration) burning front $`v_{def}`$, and the transition density from deflagrations to detonations $`\rho _{tr}`$ (Iwamoto et al., 1999), based on FFN electron capture rates, would be affected.
The transition density is always of the order $`10^7`$g cm<sup>-3</sup>, where electron capture rates are too slow on the dynamical timescales involved. Thus, earlier conclusions drawn for this parameter are unaffected. We found in the present analysis that the $`Y_e`$-gradient is only determined by $`v_{def}`$ and apparently does not change with the set of electron capture rates. Therefore, the conclusions for the permitted range of burning front velocities also remain the same. In Iwamoto et al. (1999) we determined this range $`v_{def}/v_s`$ to be of the order 0.015-0.03.
The central neutronization, however, is dependent on $`\rho _{ign}`$ and - as shown here - on the rate set of electron captures employed. Thus the modified electron capture rates change the outcome of SN Ia yields. In comparison to the previous calculations with FFN rates, the model W ($`\rho _{ign}`$=$`2.1\times 10^9`$ g cm<sup>-3</sup>) experienced a strong reduction in the overproduction of neutron-rich nuclei when applying the new sets of electron capture rates. In fact, they lie within the permitted uncertainties of solar Fe-group abundances. Model C ($`\rho _{ign}`$=$`1.7\times 10^9`$ g cm<sup>-3</sup>), which showed no significant overproduction for the neutron-rich nuclei with FFN rates, still exhibits the same behavior. In fact, the reduced electron captures rates cause a strong underproduction of neutron-rich nuclei like <sup>50</sup>Ti and <sup>54</sup>Cr. The rate modifications thus permit higher ignitions densities than previously expected, by about a factor of 1.24. If some of these nuclei originate only from SNe Ia, the a shift to these higher $`\rho _{ign}`$ might be needed for the average SN Ia.
This work should, however, be completed using a full set of shell model weak interaction rates. In addition, strong Coulomb coupling between ions and electrons lowers the electron capture Q-values and thus the threshold densities (Cough & Arnett, 1973; Bravo & Garcia-Senz, 1999). Such a behavior, which is similar to the screening of charged particle capture rates, has not yet been taken into account in nucleosynthesis studies, but its importance should be tested. Some of the conclusions drawn here could be reversed, as its effect would cause an enhancement of electron capture rates.
This work has been supported in part by the Swiss Nationalfonds (2000-53798.98), the US Department of Energy (DOE contracts DE-AC05-96OR22464 and DE-FG02-96ER40983), the Danish Research Council, the grant-in-Aid for COE research (07CE2002) of the Ministry of Education, Science, and Culture in Japan, a fellowship of the Japan Society for the Promotion of Science for Japanese Junior Scientists (6728), Some of us (KN and FKT) thank the Aspen Center for Physics for hospitality and inspiration during the 1999 Type Ia supernova program. |
warning/0001/math0001080.html | ar5iv | text | # Les espaces duaux pour les ensembles ordonnés arbitraires
## 1 Introduction
En 1982 R. Mayet a établi la dualité entre les ensembles ordonnés orthocomplémentés et certains espaces de fermeture (dites C-espaces). Suivant tout ensemble ordonné orthocomplémenté peut être representé comme l’ensembles des parties à la fois fermées et ouvertes.
Dans cet article cette dualité est étendu aux ensembles ordonnés arbitraires. Le résultat a la forme suivante. Avec tout ensemble ordonné $`P`$ on associe un espace à deux fermetures $`X`$ tel que $`P`$ est isomorphique à la collection des parties de $`X`$ fermées par rapport d’une fermeture et ouvertes par rapport d’autre fermeture.
L’idée principale est d’utiliser la procedure de duplication de l’ensemble ordonné $`P`$. On construit la somme horizontale de $`P`$ et son inverse $`P^{op}`$ (9), la munit avec la complémentation à le façon canonique, et alors utilise les résultats de .
## 2 Espaces de fermeture
Un espace de fermeture est un couple $`(X,𝐂)`$, X étant un ensemble et $`𝐂:\mathrm{exp}X\mathrm{exp}X`$ une fermeture sur $`X`$. Les parties de $`X`$ de la forme $`A=𝐂A`$ sont dites $`𝐂`$-fermés et leurs complémants sont dites $`𝐂`$-ouverts. Désignons
$$C(X)=\{AXA\text{ est }𝐂\text{-fermé}\}$$
$$O(X)=\{BXB\text{ est }𝐂\text{-ouvert}\}$$
$$CO(X)=C(X)O(X)$$
Une collection $`K\mathrm{exp}X`$ des parties de $`X`$ est dite la base de la fermeture $`𝐂`$, noté
$$𝐂=\mathrm{𝚌𝚕𝚘𝚜}(K)$$
si tout $`𝐂`$-fermé $`A`$ est une intersection des éléments de $`K`$:
$$AC(X)IA=_{iI}K_i\text{ , }K_iK$$
Pour deux espaces à femeture $`(X,𝐂)`$, $`(X^{},𝐂^{})`$, une application $`f:XX^{}`$ est dite continue si pour tout $`𝐂^{}`$-fermé $`A^{}`$ son preimage $`f^1(A^{})`$ est $`𝐂`$-ouvert-fermé. Deux espaces à fermeture $`(X,𝐂)`$ et $`(X^{},𝐂^{})`$ sont dites homéomorphiqiue s’il existe un couple des bijections continues $`XX^{}`$ et $`X^{}X`$.
Un espace à deux fermetures est un triple $`(X,𝐂_1,𝐂_2)`$ tel que $`(X,𝐂_1)`$ aussi que $`(X,𝐂_2)`$ sont des espaces de fermeture. Désignons pour $`i,j=1,2`$:
$$C_i(X)=\{AXA\text{ est }𝐂_i\text{-fermé}\}$$
$$O_j(X)=\{BXB\text{ est }𝐂_i\text{-ouvert}\}$$
$$C_iO_j(X)=C_i(X)O_j(X)$$
les espaces à deux fermetures $`(X,𝐂_1,𝐂_2)`$ et $`(X^{},𝐂_1^{},𝐂_2^{})`$ sont dites homéomorphique si les couples des espaces de fermetures $`(X,𝐂_1)`$, $`(X^{},𝐂_1^{})`$ aussi que $`(X,𝐂_2)`$, $`(X^{},𝐂_2^{})`$ sont homéomorphiques.
## 3 Ensembles ordonnés
Un ensemble ordonné (EO) est un ensemble non-vide $`P`$ muni d’une relation d’ordre. Un EO $`P`$ est dit borné (EOB) s’il possède le plus grand élément $`1`$ est le plus petit élément $`0`$. Un EOB $`E`$ est dit ensemble ordonné complémenté (EOC) s’il est muni d’une loi unaire $`pp^{}`$ telle que, quels que soient $`p,qE`$
$$p^{}=p$$
(1)
$$pp^{}=1pp^{}=0$$
(2)
$$pq\text{ entraîne }q^{}p^{}$$
(3)
Soient $`P,Q`$ deux EO. Une application $`f:PQ`$ est dite croissante si pour tous $`p,qP`$ $`pq`$ implique $`f(p)f(q)`$, et anti-croissante si $`pq`$ implique $`f(q)f(p)`$. On designe
$$\mathrm{𝙼𝚘𝚛}_{EO}(P,Q)=\{f:PQf\text{ est croissante}\}$$
(4)
Pour tout EO $`P`$ on définit son inverse $`P^{op}`$ étant une copie de l’ensemble $`P`$ avec l’ordre inverse. La bijection naturelle
$$\rho :PP^{op}$$
(5)
est anti-croissante.
Pour deux EOC $`E,F`$, une application croissante $`f:EF`$ est dite orthocroissante si $`f`$ préserve les compléments: $`f(p^{})=(f(p))^{}`$. Désignons
$$\mathrm{𝙼𝚘𝚛}_{EOC}(E,F)=\{f:EFf\text{ est orthocroissante}\}$$
(6)
On remarque que pour tout espace à deux fermetures $`(X,𝐂_1,𝐂_2)`$ l’ensemble $`C_1O_2(X)`$ est un EO, et pour tout espace de fermeture $`(X,𝐂)`$ l’ensemble $`CO(X)`$ est un EOC par rapport de complémentation des parties de $`X`$.
## 4 Espaces duaux de Mayet
Soit $`𝐁_2`$ un EOC à deux éléments: $`𝐁_2=\{0,1\}`$, $`1^{}=0,0^{}=1`$. Soit $`E`$ un EOC, et introduisons son espace dual
$$X=\mathrm{𝙼𝚘𝚛}_{EOC}(P,𝐁_2)$$
(7)
Pour tout $`pE`$ posons
$$\sigma (p)=\{xXx(p)=1\}$$
et munissons l’ensemble $`X`$ avec la fermeture $`𝐂`$ engendrée par $`\sigma (E)`$
$$𝐂=\mathrm{𝚌𝚕𝚘𝚜}(\sigma (E))$$
(8)
###### Théorème 1
Soit $`E`$ un EOC et $`X`$ son espace dual (7). Alors
1. $`(X,𝐂)`$ et le C-espace
2. Les EOC $`E`$ est $`CO(X)`$ sont isomorphique. Cet isomorphisme est réalisé par l’application $`\sigma :E\mathrm{exp}X`$ et son inverse
### Epreuve.
Voir . $`\mathrm{}`$
### Corollaire.
Les parties $`CO(X)`$ ne sont que les images $`\sigma (p)`$ des éléments $`pE`$.
## 5 La dualité pour les ensembles ordonnés arbitraires
Maintenant soit $`P`$ un ensemble ordonné arbitraire, et soit $`Q=P^{op}`$ son inverse avec l’anti-isomorphisme canonique $`\rho `$ (5). Formons l’EOC engendré par $`P`$:
$$E=PQ\{0,1\}$$
(9)
avec l’ordre suivant. 1 est le plus grant élément de $`E`$, 0 est le plus petit, et pour tous $`p,p^{}Ppp^{}`$ dans $`E`$ si et seulement si $`pp^{}`$ dans $`P`$, pour tous $`q,q^{}Qqq^{}`$ dans $`E`$ si et seulement si $`\rho ^1(q)_P\rho ^1(q^{})`$ dans $`P`$ et tout couple $`pP,qQ`$ n’est pas comparable. Munissons l’espace $`X=\mathrm{𝙼𝚘𝚛}_{EOC}(E,B_2)`$ (6) avec la fermeture $`𝐂`$ (8). Désignons
$$Y=\mathrm{𝙼𝚘𝚛}_{EO}(P,B_2)$$
Soient pour tout $`pP`$:
$$\begin{array}{ccc}\hfill \sigma _1(p)& =& \{yYy(p)=1\}\hfill \\ \hfill \sigma _2(p)& =& \{yYy(p)=0\}\hfill \end{array}$$
(10)
et munissons l’espace $`Y`$ avec un couple des fermetures $`𝐂_1,𝐂_2`$ et avec la fermeture $`𝐂`$:
$$\begin{array}{ccc}\hfill 𝐂_1& =& \mathrm{𝚌𝚕𝚘𝚜}\{\sigma _1(P)\}\hfill \\ \hfill 𝐂_2& =& \mathrm{𝚌𝚕𝚘𝚜}\{\sigma _2(P)\}\hfill \\ \hfill 𝐂=& 𝐂_1𝐂_2=& \mathrm{𝚌𝚕𝚘𝚜}\{\sigma _2(P)\sigma _2(P)\}\hfill \end{array}$$
(11)
###### Lemma 2
Les espaces de fermeture $`X,𝐂`$ et $`Y,𝐂`$ sont homéomorphiques.
### Epreuve.
Premièrement établissons la bijection entre les ensembles $`X`$ et $`Y`$. Pour tout $`xX`$ sa restriction $`x^P=x_P:PB_2`$ est un élement de $`Y`$. De contraire, soit $`yY`$. Posons $`y^E(0)=0`$ et $`y^E(1)=1`$, pour tout $`pPE`$ soit $`y^E(p)=y(p)`$ et pour tout $`qQ`$ (9) posons $`y^E(q)=1y(\rho ^1(q))`$, alors cet expansion $`y^E`$ de $`y`$ devient l’élément de $`X`$ étant orthocroissant.
Pour établir que les bijections $`xx^P`$ et $`yy^E`$ sont bicontinues il faut vérifier que les préimages des éléments des bases des fermetures appropriées sont fermés. Commençons avec $`\varphi :xx^P:XY`$. Les éléments de la base de $`𝐂(Y)`$ sont les parties de $`Y`$ de deux types (10). Pout tout $`\sigma _1(p)`$ nous avons $`\varphi ^1(\sigma _1(p))=\sigma (p)C(X)`$, pour tout $`\sigma _2(p)`$ nous avons $`\varphi ^1(\sigma _2(p))=\{xXx(p)=0\}=\sigma (p^{})C(X)`$.
Considérons $`\psi :yy^E:YX`$. Notons que, suvant le corollaire de la théorème 1, les éléments de la base de $`X,𝐂`$ ne sont que les $`\sigma (e)`$, $`eE=PQ\{0,1\}`$. Ainsi, il faut considérer les cas suivants: $`e=0`$ ou $`e=1`$, $`eP`$, et $`eQ`$. On a
$$\begin{array}{ccccc}\hfill \psi ^1(\sigma (0))& =& \{y_1\}& =& \{\sigma _1(p)pP\}C(Y)\hfill \\ \hfill \psi ^1(\sigma (1))& =& \{y_0\}& =& \{\sigma _0(p)pP\}C(Y)\hfill \\ \hfill \psi ^1(\sigma (p))& =& \sigma _1(p)& & pP\hfill \\ \hfill \psi ^1(\sigma (q))& =& \sigma _0(\rho ^1(q))& & qQ\hfill \end{array}$$
(12)
et on voit que les espaces de fermeture $`X,𝐂`$ et $`Y,𝐂`$ sont en effet homéomorphiques. $`\mathrm{}`$
Il reste de souligner les éléments de $`P`$ entre les parties $`CO(Y)`$. Rappelons que $`Y`$ est encore muni de la couple des fermetures $`𝐂_1,𝐂_2`$ (11).
###### Lemma 3
L’ensemble ordonné $`P`$ est isomorhique à la famille des parties propres à la fois $`𝐂_1`$-fermées et $`𝐂_2`$-ouvertes de l’espace $`Y`$:
$$(P,)(C_1O_2(Y)\{\mathrm{},Y\},)$$
### Epreuve.
On montra que cet isomorhisme est accompli par $`\sigma _1:P\mathrm{exp}Y`$ et son inverse. Rappelons encore que les éléments de la base de $`X,𝐂`$ ne sont que les $`\sigma (e)`$, $`eE=PQ\{0,1\}`$. Il s’ensuit de (12) les preimages des éléments de $`P`$ ne sont que les $`\sigma _1(p)`$, $`pP`$. Mais pour tout $`pP`$ la partie $`Y\sigma _1(p)=\{yYy(p)=0\}=\sigma _0(p)`$, alors $`\sigma _1(p)O_2(X)`$. Pour montrer que c’est l’isomorphisme notons que $`\sigma _1`$ est la restriction de l’isomorphisme (Théorème 1) $`\sigma `$ sur une partie $`P`$ de $`E`$. $`\mathrm{}`$
## 6 Le cas particulier: EOC
Etudions la relation de la représentation introduite ici avec telle concernante les EOC. Soit $`P`$ un EOC avec la complémentation $`pp^c`$. Notons que la complémentation $`()^c`$ est aussi définite sur l’EO inverse $`Q=P^{op}`$ comme $`q^c=\rho ((\rho ^1(q))^c)`$. Introduisons l’EOC $`E`$ (9) et posons pour tout $`xX`$ (6)
$$\pi (x)=1x(p^c)$$
(13)
###### Lemma 4
Pour tout $`xX`$, $`\pi (x):EB_2`$ est un élément de $`X`$, c’est à dire, $`\pi (x)`$ est orthocroissante par rapport de la complḿentation canonique $`()^{}`$ sur $`E`$.
### Epreuve.
Pour tout $`xX`$, $`\pi (x)`$ est évidemment croissante étante la composition des applications anticroissantes. Pour tout $`pP`$, $`p^{}{}_{}{}^{c}=\rho ((\rho ^1(p^{})))^c=p^c^{}`$, ainsi $`\pi (x)(p)+\pi (x)(p^{})=1x(p^c)+1x((p^{})^c)=1+1(x(p^c)+x^((p^c)^{}))=1`$ et $`\pi (x)`$ est en effet orthocroissante. $`\mathrm{}`$
###### Lemma 5
L’application $`\pi :(X,C_1,C_2)(X,C_2,C_1)`$ des éspaces à deux fermetures est bicontinue.
### Epreuve.
Vérifions cela sur les bases des des fermetures appropriées. Soit $`A=\sigma _1(p)`$ pour quelconque $`pP`$, alors $`\pi ^1(A)=\{x\pi (x(p))=1\}=\{xx(p^c)=0\}=\sigma _2(p^c)`$. Ça signifie que pour tout $`AC_1O_2(X)`$ nous avons $`\pi ^1(A)C_2O_1(X)`$. $`\mathrm{}`$
L’espace $`X=\mathrm{𝙼𝚘𝚛}_{EO}(P)`$ est plus grand que $`Y=\mathrm{𝙼𝚘𝚛}_{EOC}(P)`$, et on obtient la charactérization suivante:
###### Lemma 6
$`Y`$ est l’ensemble des points fixées $`\mathrm{𝙵𝚒𝚡}(\pi )`$ de l’application $`\pi :XX`$.
### Epreuve.
Soit $`yY`$, alors pour tout $`pP`$ on a $`\pi (y)(p)=1y(p^c)=1(1y(p))=y(p)`$. Conversement, soit $`y\mathrm{𝙵𝚒𝚡}(\pi )`$, alors pour tout $`pP`$ on a $`y(p)+y(p^c)=y(p)+1\pi (y)(p)=1`$. $`\mathrm{}`$
Comme nous avons déjà mentionné, l’espace $`X`$ possède la troisième fermeture $`𝐂=𝐂_1𝐂_2`$ (11), qu’on peût restreindre à $`YX`$. Un objet de notre intérêt sera l’espace de fermeture $`(Y,𝐂)`$.
###### Lemma 7
Si $`P`$ est un EOC, les EOC $`P`$ et $`CO(Y)`$ sont isomorphiques.
### Epreuve.
Il suffit de vérifier que les fermetures $`𝐂_Y=\mathrm{𝚌𝚕𝚘𝚜}(\sigma (P))`$ est $`𝐂=𝐂_1𝐂_2`$ (11) coïncident. Mais c’est évident car ils ont les mêmes bases (ça s’ensuit de lemma 5). $`\mathrm{}`$
Alors, tout est prêt pour formuler le théorème suivant.
###### Théorème 8
Soit $`P`$ un EO avec l’opération involutive $`()^c:PP`$, et soit $`X=\mathrm{𝙼𝚘𝚛}_{EO}(P,B_2)`$. Ce $`P`$ est un EOC si et seulement si l’application $`\pi `$ (13) est le homéomorphisme des espaces $`(X,𝐂_1,𝐂_2)`$ et $`(X,𝐂_2,𝐂_1)`$.
### Epreuve.
La nécessité étante déjà établi dans les lemmas précédents, et il reste de vérifier que la condition du lemma est suffisante. Soit $`pP`$ et $`q=pp^c`$, alors $`\sigma _2(q)\sigma _2(p)\sigma _2(p^c)`$. Mais $`\sigma _2(p^c)=\pi (\sigma _1(p))`$, alors $`\sigma _2(q)\sigma _1(p)\sigma _2(p)=\mathrm{}`$, ainsi $`q=1`$ – le plus grand élément de $`P`$. Au même façon on montre que $`pp^c=0`$, et on vérifie que $`()^c:PP`$ fournit les compléments. $`\mathrm{}`$
## 7 Conclusions
Dans cet article on a étendu la notion de l’espace dual pour un ensemble ordonné complémenté dans le cas le plus général des ensembles ordonnés arbitraires. Les techniques introduites ici peuvent être considérées comme la representation dans un sense ”naturelle” des EO: on les représente avec les parties de l’universe approprié. De plus, la condition pour une involution sur un EO d’être complémentation est introduite ici.
On exprime la reconnaissance à Georges Chevalier et René Mayet pour les discussions.
Départment des Mathématiques, SPb UEF,
Griboyedova 30/32,
191023, St.Petersbourg, Russie |
warning/0001/astro-ph0001465.html | ar5iv | text | # Optical/Multiwavelength Observations of GRB Afterglows
## I Introduction
Fireball-plus-relativistic blast-wave models predict low-energy radiation following GRBs (see, e.g, mr97 ). This radiation has been dubbed the ‘afterglow’. The basic model is that of a point explosion: a large amount of energy, $`10^{5253}`$ ergs is released in a compact region (less than a light millisecond across), which leads to a ‘fireball’, an optically thick radiation-electron-positron plasma with initial energy much larger than its rest mass that expands ultra-relativistically (see, e.g., pir99 for an extensive review). The GRB may be due to a series of ‘internal shocks’ that develop in the relativistic ejecta before they collide with the ambient medium. When the fireball runs into the surrounding medium a ‘forward shock’ ploughs into the medium and heats it, and a ‘reverse shock’ does the same to the ejecta. As the forward shock is decelerated by increasing amounts of swept-up material it produces a slowly fading ‘afterglow’ of X rays, followed by ultraviolet, optical, infrared, millimetre, and radio radiation. As the reverse shock travels through the ejecta it may give rise to a bright optical flash.
Models for the origin of GRBs that (in principle) can provide the required energies, are the neutron star-neutron star (e.g., eic+89 ) and neutron star-black hole mergers moc+93 ; ls74 ; npp92 , white dwarf collapse uso92 , and core collapses of very massive stars (‘failed’ supernovae or hypernovae woo93 ; pac98 ).
This review consists of two parts. In the first part, I discuss several confirmations of the relativistic nature of GRB events and discuss the generally good agreement between the ‘standard’ fireball plus relativistic blast wave model and the observations of GRB afterglows. In the second part I then proceed to discuss the ‘devious’ deviations of some GRB afterglows from this standard model, and discuss the wealth of information that we can gather from them. In particular I discuss what such deviations may tell us about the nature of the progenitor and about the physics of GRB production.
## II Confirmation of the relativistic blast-wave model
### II.1 The forward shock
Let us first concentrate on the forward shock and assume slow cooling (the bulk of the electrons do not radiate a significant fraction of their own energy and the evolution is adiabatic); this appears applicable to some observed GRB afterglows at late times ($`t>`$ 1 hr).
The electrons are assumed to be accelerated, in the forward shock, to a power-law distribution of electron Lorentz factors, $`N(\gamma _\mathrm{e})\gamma _\mathrm{e}^p`$, with some minimum Lorentz factor $`\gamma _\mathrm{m}`$. Then, the synchrotron spectrum of such a distribution of electrons is a power law with $`F_\nu \nu ^{1/3}`$ up to a maximum, $`F_\mathrm{m}`$, at the peak frequency $`\nu _\mathrm{m}`$ (corresponding to the minimum Lorentz factor $`\gamma _\mathrm{m}`$). Above $`\nu _\mathrm{m}`$ it is a power law, $`F_\nu \nu ^{(p1)/2}`$, up to the cooling frequency, $`\nu _\mathrm{c}`$. Electrons with energies $`\gamma _\mathrm{e}m_\mathrm{e}c^2>\gamma _\mathrm{c}m_\mathrm{e}c^2`$, where $`\gamma _\mathrm{c}`$ is the electron Lorentz factor associated with the cooling frequency $`\nu _\mathrm{c}`$, radiate a significant fraction of their energy and thereby cause a spectral transition; above $`\nu _\mathrm{c}`$ we have $`F_\nu \nu ^{p/2}`$. Synchrotron self absorption causes a steep cutoff of the spectrum at low frequencies, $`\nu <\nu _\mathrm{a}`$ ($`F_\nu \nu ^2`$ if $`\nu _\mathrm{a}<\nu _\mathrm{m}`$), where $`\nu _\mathrm{a}`$ is the synchrotron self absorption frequency. Thus, the spectrum consists of four distinct power-law regimes, seperated by three break frequencies: (i) the self absorption frequency, $`\nu _\mathrm{a}`$, (ii) the peak frequency, $`\nu _\mathrm{m}`$, and (iii) the cooling frequency, $`\nu _\mathrm{c}`$ (see Fig. 2).
The simplest assumption is that of spherical symmetry and a constant ambient density. For example, if GRBs are the result of the merger of a compact binary system (such as a double neutron star or a neutron star-black hole binary system), then we would expect the fireball to encounter a homogeneous ambient medium. In that case the afterglow can be described by the spectral shape described above combined with the following scalings $`\nu _\mathrm{m}t_{\mathrm{obs}}^{3/2}`$, $`\nu _\mathrm{c}t_{\mathrm{obs}}^{1/2}`$, $`\nu _\mathrm{a}t_{\mathrm{obs}}^0=\mathrm{constant}`$, $`F_\mathrm{m}t_{\mathrm{obs}}^0=\mathrm{constant}`$ (see spn98 and wg99 for details).
#### II.1.1 The first X-ray and optical counterparts
As both the afterglow’s spectrum and the temporal evolution of the break frequencies $`\nu _\mathrm{a}`$, $`\nu _\mathrm{m}`$, $`\nu _\mathrm{c}`$ are, in this model, power laws, the evolution of the flux is also a power law in time. For example, for $`\nu _\mathrm{m}\nu \nu _\mathrm{c}`$, the decay of the flux is $`F_\nu t_{\mathrm{obs}}^{3\left(p1\right)/4}`$, and the power law spectral slope $`\alpha `$ relates to the spectral slope $`\beta `$ as $`\alpha =3/2\beta `$. A stringent test of the relativistic blast-wave model came with the discovery of the first X-ray cfh+97 and optical pgg+97 counterparts to GRB 970228. Several authors wrm97 ; rei97 ; wax97 showed that to first order the model describes the X-ray and optical afterglow very well (see Fig. 1).
Detection of absorption features in the OT’s spectrum of GRB 970508 mdk+97 established that this event was at a redshift greater than $`z=0.835`$, showing that GRBs are located at cosmological distances and are thus extremely powerful events. This was also the first GRB with a radio counterpart fkn+97 . The radio light curves (8.5 and 4.9 GHz) show large variations on time scales of less than a day, but these damp out after one month. This finds a viable explanation in interstellar scintillation (irregular plasma refraction by the interstellar medium between the source and the observer). The damping of the fluctuations can then be understood as the effect of source expansion on the diffractive interstellar scintillation. Thus a source size of roughly 10<sup>17</sup> cm was derived (at 3 weeks), corresponding to a mildly relativistic expansion of the shell fkn+97 .
GRB 970508 remains one of the best observed afterglows: the radio afterglow was visible at least 368 days (and at 2.5 sigma on day 408.6 fwk99 ), and the optical afterglow up to $``$ 450 days (e.g. fpg+99 ; bdg+98 ; ggv+98a ; cas+98 ). In addition millimeter bkg+98 , infrared and X-ray pir+98 counterparts were detected, and it is the first GRB for which a spectral transition in the optical/near IR range was found ggv+98a ; gwb+98 ; this transition is interpreted as the effect of the passage of the cooling frequency through the optical/near IR passbands. These multiwavelength observations allowed the reconstruction of the broad radio to X-ray spectrum for this GRB gwb+98 (see Fig. 2). It is found that the ‘standard’ model provides a successful and consistent description of the afterglow observations over nine decades in frequency, ranging in time from the event until several months later gwb+98 . The synchrotron afterglow spectrum of this GRB allows measurement of the electron energy spectrum $`p`$, the three break frequencies ($`\nu _\mathrm{a}`$, $`\nu _\mathrm{m}`$ and $`\nu _\mathrm{c}`$), and the flux at the peak, $`F_\mathrm{m}`$. For GRB 970508 the redshift, $`z`$, is also known, and all blast wave parameters could be deduced: the total energy (per unit solid angle) E = 3.5$`\times 10^{52}`$ erg, the ambient (nucleon) density $`n=0.030`$, the fraction of the energy in electrons $`ϵ_\mathrm{e}=0.12`$ and that of the magnetic field $`ϵ_B`$= 0.089 wg99 . The numbers themselves are uncertain by an order of magnitude (see e.g., gps+99 ), but the result shows that the ‘standard’ model fits the expectations very well.
### II.2 The reverse shock
The ROTSE telescope obtained its first images only 22 seconds after the start of GRB 990123 (i.e. during the GRB), following a notification received from the BATSE aboard the Compton-satellite. The ROTSE observations show that the optical light curve peaked at m$`{}_{V}{}^{}9`$ magnitudes some 60 seconds after the event abb+99 . After maximum a fast decay follows for at least 15 minutes. The late-time afterglow observations show a more gradual decline gbw+99 ; kul+99 ; cas+99 ; fat+99 ; sp99b (see Fig. 3).
The redshift $`z=1.6`$, inferred from absorption features in the OT’s spectrum, implies that the optical flash would have been as bright as the full moon had the GRB occured in the nearby galaxy M31 (Andromeda). If one assumes that the emission detected by ROTSE comes from a non-relativistic source of size $`ct`$, then the observed brightness temperature $`T_b>10^{17}`$ K of the optical flash exceeds the Compton limit of $`10^{12}`$ K, confirming the highly relativistic nature of the GRB source gbw+99 .
The ROTSE observations show that the prompt optical and $`\gamma `$-ray light curves do not track each other abb+99 . In addition, detailed comparison of the prompt optical emission with the BATSE spectra of GRB 990123 (at three epochs for which both optical and gamma-ray information is available) shows that the ROTSE emission is not a simple extrapolation of the GRB spectrum to much lower energies gbw+99 ; bri+99 .
Emission from the reverse shock is predicted to peak near the optical waveband during or just after the GRB mr97 ; sp99a . The observed properties of GRB 990123 appear to fit this model quite well gbw+99 ; sp99b ; mr99 . If this interpretation is correct, GRB 990123 would be the first burst in which all three emitting regions have been seen: internal shocks causing the GRB, the reverse shock causing the prompt optical flash, and the forward shock causing the afterglow. The emissions thus arise from three different emitting regions, explaining the lack of correlation between the GRB, the prompt optical and the late-time optical emission gbw+99 (but see men+99 ).
## III Deviations
As discussed in the previous Section, the ‘standard’ model explains the multiwavelength observations of GRB afterglows very well. Now that we have a basic understanding of GRB afterglows it is interesting to consider what we can learn (and what we have learned in the past year) from the observational departures from the ‘standard’ model.
### III.1 The GRB/Supernova connection
A direct consequence of the collapsar model is that GRBs are expected to be accompanied by supernovae (SNe).
The first evidence for a possible GRB/SN connection was provided by the discovery by Galama et al. gvv+98 of SN 1998bw in the error box of GRB 980425. The temporal and spatial coincidence of SN 1998bw with GRB 980425 suggest that the two phenomena are related gvv+98 ; kul+98 . GRB 980425 is most certainly not a typical GRB: the redshift of SN 1998bw is 0.0085 and the corresponding $`\gamma `$-ray peak luminosity of GRB 980425 and its total $`\gamma `$-ray energy budget are about a factor of $``$ 10<sup>5</sup> smaller than those of ‘normal’ GRBs. Such SN-GRBs may well be the most frequently occuring GRBs in the Universe.
Bloom et al. bkd+99 realized that the late-time red spectrum and the late-time rebrightnening of the light curve of GRB 980326 are possible evidence that at late times the emission is dominated by an underlying supernova. The authors find that a template supernova light curve, provided by the well-studied type I<sub>b/c</sub> SN 1998bw provides an adequate description of the observations (see Fig. 4).
In fact, the behavior of GRB 970228 already showed first indications that the standard model was not sufficient to describe the observations in detail ggv+97 . The early-time decay of the optical emission is faster than that at later times and, as the source faded, it showed an unexpected reddening ggv+97 . Indeed, Galama et al. ggv+97 conclude that although the initial behavior is in agreement with the ‘standard’ model, the subsequent behavior is harder to explain. It was not until Bloom et al. bkd+99 discussed evidence for a supernova-like emission acompanying GRB 980326 that the behavior of GRB 970228 was better understood. Also for GRB 970228 the late-time light curve and reddening of the transient can be well explained by an initial power-law decay modified at late times by SN 1998bw-like emission rei99 ; gtv+99 (see Fig. 4).
The relation between distant GRBs like GRB 980326 and GRB 980425/SN 1998bw is unclear. Is SN 1998bw a different phenomenon or a more local and lower energy equivalent? Are all afterglows consistent with such a phenomenon? The answer to the latter question requires detailed analysis of existing data on GRB afterglows, but more convincing evidence may be provided by future observations of GRB afterglows around the time of the SN emission maximum.
### III.2 Collimated outflow (jet) and/or circumstellar wind model
If, as suggested by the evidence for a GRB/SN connection (see Sect. III.1), at least some GRBs are produced by the core collapse of massive stars to black holes, then the circumburst environment will have been influenced by the strong wind of the massive progenitor star. For a constant wind speed the circumstellar density falls as $`nr^2`$, where $`r`$ is the radial distance. In this, so called, circumstellar wind model, the afterglow can be described by the same synchrotron spectral shape (see Sect. II.1), but with different scalings for the break frequencies and the peak flux: $`\nu _\mathrm{m}t_{\mathrm{obs}}^{3/2}`$, $`\nu _\mathrm{c}t_{\mathrm{obs}}^{+1/2}`$, $`\nu _\mathrm{a}t_{\mathrm{obs}}^{3/5}`$, $`F_\mathrm{m}t_{\mathrm{obs}}^{1/2}`$ (see cl99a ; cl99b for details).
Due to relativistic beaming only a small portion of the emitting surface with opening angle 1/$`\gamma `$ is visible. As the fireball evolves $`\gamma `$ decreases and the beaming angle will eventually exceed the angular size of the collimated outflow (the size of the jet). In this jet model, we then expect to see an increase in the decay rate. Slightly later the jet begins a lateral expansion, which causes a further steepening of the light curve. In this case the scalings for the break frequencies are: $`\nu _\mathrm{m}t_{\mathrm{obs}}^2`$, $`\nu _\mathrm{c}t_{\mathrm{obs}}^0=\mathrm{constant}`$, $`\nu _\mathrm{a}t_{\mathrm{obs}}^{1/5}`$, $`F_\mathrm{m}t_{\mathrm{obs}}^1`$ (see for details rho99 ; sph99 ; pm99 ). At late times, when the evolution is dominated by the spreading of the jet the decay is as fast as F$`{}_{\nu }{}^{}(t)t^pt^{2.2}`$, where $`p`$ is the power-law index of the electron energy spectrum.
Non ‘standard’ behavior: The optical and X-ray light curves of GRB 970508 show a maximum that is reached around 1 day and is followed by characteristic power-law decaying light curves. The onset of the X-ray flare roughly coincides with that of the optical bump pir+98 . This behavior is not yet well understood. Panaitescu et al. pan+98 have tested several possible models to explain the flare: (i) by continued energy injection from the central source, (ii) by ejecta with a range of Lorentz factors. (iii) as the effect of a jet that is observed slightly off-center, and (iv) by the encounter of a shell of dense ambient material.
The afterglow peak flux F<sub>m</sub> of GRB 970508 decays with time; it is $``$ 1700 $`\mu `$Jy at 86 GHz at $``$ 12 days, while only $``$ 700 $`\mu `$Jy at 8.5 GHz at $``$ 60 days fkn+97 ; bkg+98 ; gwb+98 . Also, the self-absorption frequency $`\nu _\mathrm{a}`$ evolves to lower frequencies. However, in the ‘standard’ model the peak flux and the self-absorption frequency would remain constant in time. Again, these features have several possible explanations: (i) the effect of collimated outflow (ii) the effect of a circumstellar wind, or (iii) the transition from an ultra-relativistic to a non-relativistic evolution fwk99 . Note however, that the ‘standard’ model and the circumstellar wind model predict a distinctively different evolution of the cooling break $`\nu _\mathrm{c}`$; the observed evolution for GRB 970508 fits the ‘standard’ model well and is hard to reconcile with the wind model.
Fast decaying afterglows: GRB 980326 was the first example of a rapidly decaying afterglow ggv+98b . Unfortunately, no attempt was made to observe the X-ray afterglow, and the optical spectral information is only sparse. It was not until GRB 980519 that it was decisively found that the rapidly decaying afterglow could not be understood in the terms of the ‘standard’ model; the relation between the spectral slope and the temporal decay is not as expected from the ‘standard’ model. The observations can either be explained by a jet sph99 ; hkp+99 or by a circumstellar wind model cl99a . Radio observations of GRB 980519 are well described by a wind model, but cannot decisively reject the jet model fks+99 . The reason that it is hard to distinguish the different models is because of the absense of high quality data; afterglows are faint. Future radio observations at early and late times may allow to decisivly distinguish the models.
Perhaps the actual light-curve transition (from a regular to a fast decay caused by ‘seeing’ the edge of the jet) has been observed in the optical afterglow of GRB 990123 kul+99 ; cas+99 ; fat+99 . However, no evidence for such an increase of the decay rate was found in near-infrared K-band observations kul+99 . A similar transition was better sampled in afterglow data of GRB 990510; optical observations of GRB 990510, show a clear steepening of the rate of decay of the light between $``$ 3 hours and several days hbf+99 ; sgk+99 to roughly F$`{}_{\nu }{}^{}(t)t^{2.2}`$. Together with radio observations, which also reveal a transition, it is found that the transition is very much frequency-independent; this virtually excludes explanations in terms of the passage of the cooling frequency, but is what is expected in case of beaming hbf+99 . Harrison et al.hbf+99 derive a jet opening angle of $`\theta =0.08`$, which for this burst would reduce the total energy in $`\gamma `$ rays to $`10^{51}`$ erg.
### III.3 The early afterglow and the reverse shock
The radio observations of GRB 990123 show a brief flare at one day after the event gbw+99 ; kfs+99 . Such radio behavior is unique, both for its early appearance as well as its rapid decline. The flare has been suggested to be due to the reverse shock sp99b ; fks+99 . However, understanding the full evolution still requires interpretation in terms of the forward shock and a jet in addition to the reverse shock. An alternative interpretation in terms of emission by the forward shock only is also consistent with the observations gbw+99 . This interpretation is also not without problems; the spectrum is required to be relatively flat around the maximum. In this interpretation the energy density of the magnetic field is very low $`ϵ_B`$$`<10^6`$, similar to what is derived for GRB 980703 vgo+99 . The differences in afterglow behavior may thus reflect variations in the magnetic-field strength in the forward shock gbw+99 . Other possibilities have been put forward: an explanation in terms of the forward shock and a jet wdl99 and an explanation in terms of the forward shock and a dense ambient medium dl99 . Interestingly, observations of the light curve at times between 15 min. and several hours could distinguish between some of the models; this is the region of transition from early times, where the emission is believed to be due to the reverse shock, to late times where the emission of the forward shock is dominant. The imminent launch of HETE-2 will provide the unique possibility to study this time window, by providing accurate localizations to the community within minutes after the events.
## IV Conclusions
Although the ‘standard’ model describes the afterglow observations well, a wealth of information is provided by the deviations of GRB afterglows from the ‘standard’ model; in particular, by the possible connection of GRBs to supernovae, by possible evidence for collimated outflow and circumstellar winds, by the early-time afterglow and by the emission from the reverse shock. |
warning/0001/hep-ph0001159.html | ar5iv | text | # 1 Introduction
## 1 Introduction
The possibility of having $`s(x)\overline{s}(x)`$ has been advocated to explain the conflict between two different determinations of the strange quark sea in the nucleon. The CTEQ global analysis obtained the strange quark distribution on the assumption of $`s(x)=\overline{s}(x)`$. Actually, the measured quantity was the following combination of nucleon structure functions on an isoscalar target, $`N`$:
$$\frac{5}{12}\left(F_2^{\nu N}+F_2^{\overline{\nu }N}\right)3F_2^{\mu N}=\frac{x}{2}[s(x)+\overline{s}(x)],$$
(1)
where the sum of $`F_2`$ neutrino structure function came from CCFR DIS data from neutrino and antineutrino beams and $`F_2^{\mu N}`$ from the NM Collaboration . The result of this mean strange-antistrange quark distribution was found to be quite different from the strange quark distribution extracted from dimuon events of CCFR . Since the neutrino events dominate the CCFR data set, one should consider the latter result as $`s(x)`$. Therefore one may consider the conflict as a first evidence for the difference between $`s(x)`$ and $`\overline{s}(x)`$. Note that as a result of the reanalysis by CCFR , including the effect of higher-order QCD corrections, the observed discrepancy is reduced, but it is still significant. An interesting contribution to this problem would be represented by an independent evidence of $`s(x)\overline{s}(x)`$. New neutrino and antineutrino data on $`F_2`$ and $`F_3`$ have been measured and they are quantities (especially $`F_3`$) sensitive to $`s(x)\overline{s}(x)`$. Therefore a global analysis of nucleon structure functions, including $`F_2`$ and $`F_3`$ from neutrino and antineutrino beams rather than the dimuon events of CCFR measurement, may provide this kind of independent confirmation.
On the theoretical side, with the heuristic argument that $`m_\mathrm{\Lambda }/3>m_K/2`$ a broader distribution for $`s(x)`$ (expected to combine with the valence $`u`$ and $`d`$ quarks to give a $`\mathrm{\Lambda }`$) than for $`\overline{s}(x)`$ (expected to combine with the same quarks to give a $`K`$) was advocated. This is just the property that could explain the previously mentioned data conflict.
In another scenario, a different shape for $`s(x)`$ and $`\overline{s}(x)`$ may be naturally understood in the framework of an approach developed in the last years . With the motivation of keeping into account the role played by Pauli principle in explaining several experimental facts, the parton distributions were described in terms of the sum of a gas component, given by a Fermi-Dirac function for quarks ($`i=u^{}`$, $`u^{}`$, $`d^{}`$, $`d^{}`$, $`\overline{u}`$, $`\overline{d}`$),
$$p_{i,gas}(x)=\frac{Ax^\alpha (1x)^\beta }{\mathrm{exp}\left(\frac{x\stackrel{~}{x}_i}{\overline{x}}\right)+1},$$
(2)
and a liquid term, unpolarized and isoscalar, given by
$$L(x)=0.12x^{1.19}(1x)^{9.6}.$$
(3)
For the gluons a Bose-Einstein function was taken ($`i=g^{}`$, $`g^{}`$),
$$p_{i,gas}(x)=\frac{8}{3}\frac{Ax^\alpha (1x)^\beta }{\mathrm{exp}\left(\frac{x\stackrel{~}{x}_i}{\overline{x}}\right)1}.$$
(4)
In Eq.s (2) and (4) $`\overline{x}`$ plays the role of a temperature, $`\stackrel{~}{x}_i`$ of a thermodynamic potential, depending on the flavour and the spin of each parton, and the function in the numerator is a weight function for the density levels of the quarks in the $`P_z=\mathrm{}`$ frame of reference. In Ref. this statistical parametrization was applied for describing both polarized and unpolarized data and compared with a standard one, obtaining a very good agreement between the first, second, and third moment of the distributions.
However, it is rather natural to assume different weight functions for $`q`$ and $`\overline{q}`$, since in the nucleon, which is not a $`C`$ invariant object, the quarks (transforming as a 3 under $`SU(3)_c`$) dominate over the antiquark (transforming as a $`\overline{3}`$). Indeed, inspired by the previously mentioned heuristic argument ($`m_\mathrm{\Lambda }/3>m_K/2`$), we expect a broader weight function for the quarks than for the antiquarks. The strange quark is the best one to test this idea, since it is the lightest not valence parton.
With respect to the analysis of Ref. , that was performed at Leading Order (LO) in the strong coupling, $`\alpha _s`$, here we include the Next to Leading Order (NLO) corrections. We study a large class of polarized and unpolarized data within the framework just described, with the important modification of taking different weight functions for quarks and antiquarks.
The paper is organized as follows. In Section 2 the input parametrizations of the parton distributions are presented, Section 3 is devoted to the description of the experimental data used in our analysis and of the method of resolution of evolution equations, and Section 4 reports our results and conclusions.
## 2 Parton Parametrizations
According to the hypothesis of a role of Pauli principle for quark parton distributions, we take, at $`Q_0^2=3GeV^2`$, Fermi-Dirac functions for $`u`$ and $`d`$ quarks ($`i=u^{}`$, $`u^{}`$, $`d^{}`$, $`d^{}`$),
$$p_i(x,Q_0^2)=\frac{f_q(x)}{\mathrm{exp}\left(\frac{x\stackrel{~}{x}_i}{\overline{x}}\right)+1}+\frac{1}{2}f_L(x),$$
(5)
where the last term,
$$f_L(x)=A_Lx^{\alpha _L}(1x)^{\beta _L},$$
(6)
represents an unpolarized and isoscalar part which takes into account the large diffractive contribution in the small $`x`$ region ($`2<\alpha _L1`$).
With the aim of allowing different shapes for $`s(x)`$ and $`\overline{s}(x)`$, we take a different form for the weight function of antiquarks. Since at small $`x`$ the single parton contribution is overwhelmed by the diffractive one, it is very difficult to determine the difference in the exponents of $`x`$. So, we assume them equal for quarks and antiquarks, allowing, instead, different values for the exponents of $`(1x)`$, which is sensitive to the large $`x`$ behaviour where the diffractive contribution becomes negligible. In conclusion we have
$`f_q(x)`$ $`=`$ $`A_qx^\alpha (1x)^{\beta _q},`$ (7)
$`f_{\overline{q}}(x)`$ $`=`$ $`A_{\overline{q}}x^\alpha (1x)^{\beta _{\overline{q}}},`$ (8)
with $`\alpha >1`$.
In the analysis of Ref. we found rather negative values for the potentials of the partons in the sea, which correspond to the Boltzmann limit for their distributions. We then parametrize $`s`$, $`\overline{u}`$, and $`\overline{d}`$ in the following way:
$`\overline{u}(x,Q_0^2)`$ $`=`$ $`k_{\overline{u}}f_{\overline{q}}(x)e^{\frac{x}{\overline{x}}}+f_L(x),`$ (9)
$`\overline{d}(x,Q_0^2)`$ $`=`$ $`k_{\overline{d}}f_{\overline{q}}(x)e^{\frac{x}{\overline{x}}}+f_L(x),`$ (10)
$`s(x,Q_0^2)`$ $`=`$ $`k_sf_q(x)e^{\frac{x}{\overline{x}}}+{\displaystyle \frac{2}{4.2}}f_L(x).`$ (11)
Note that the different coefficient in front of $`f_L(x)`$ in Eq. (11) takes into account the results of Ref. in the relative size of the strange sea with respect to the non-strange one. This result is also used to decrease the number of parameters, in writing
$$\overline{s}(x,Q_0^2)=\frac{\overline{u}(x,Q_0^2)+\overline{d}(x,Q_0^2)}{4.2},$$
(12)
with, however, the requirement that the first moments of s and $`\overline{s}`$ be equal, since the nucleons have no strangeness.
The defect in the Gottfried sum rule implies a non trivial sea in the nucleons, with $`\overline{d}>\overline{u}`$, as confirmed also by the experiments NA51 at CERN and E866 at FNAL . Along this line, we should also consider the possibility of polarization in the quark sea, as advocated to account for the large defect in the Ellis and Jaffe sum rule for the polarized structure function of the proton, $`g_1^p`$, first shown in the EMC experiment and confirmed by the following ones. We expect the distributions to be proportional to the gas component of the unpolarized ones,
$`\mathrm{\Delta }\overline{u}(x,Q_0^2)`$ $`=`$ $`\mathrm{\Delta }k_{\overline{u}}[\overline{u}(x,Q_0^2)f_L(x)],`$ (13)
$`\mathrm{\Delta }\overline{d}(x,Q_0^2)`$ $`=`$ $`\mathrm{\Delta }k_{\overline{d}}[\overline{d}(x,Q_0^2)f_L(x)],`$ (14)
$`\mathrm{\Delta }s(x,Q_0^2)+\mathrm{\Delta }\overline{s}(x,Q_0^2)`$ $`=`$ $`\mathrm{\Delta }k_{s\overline{s}}\left[s(x,Q_0^2)+\overline{s}(x,Q_0^2){\displaystyle \frac{4}{4.2}}f_L(x)\right],`$ (15)
with $`|\mathrm{\Delta }k_i|1`$ and for simplicity we have taken the same proportionality constant for $`s`$ and $`\overline{s}`$. The isovector combination $`\mathrm{\Delta }\overline{u}\mathrm{\Delta }\overline{d}`$ is thus proportional to the gas component of $`\overline{u}+\overline{d}`$ by a factor, which is less than one in modulus for the positivity constraints on polarized distributions, and reaches that value only in the extreme cases of full and opposite polarization for $`\overline{u}`$ and $`\overline{d}`$. For the isoscalar combination we have a part proportional to $`f_{\overline{q}}`$, $`\mathrm{\Delta }\overline{u}+\mathrm{\Delta }\overline{d}`$ and $`\mathrm{\Delta }\overline{s}`$, and another one, $`\mathrm{\Delta }s`$, proportional to $`f_q`$. In conclusion, we have three parameters, $`\mathrm{\Delta }k_{\overline{u}}`$, $`\mathrm{\Delta }k_{\overline{d}}`$, and $`\mathrm{\Delta }k_{s\overline{s}}`$ to describe the sea contribution to the two polarized structure functions of the nucleons, $`g_1^p`$ and $`g_1^n`$.
For the gluon distribution we take the Bose-Einstein form ($`i=g^{}`$, $`g^{}`$),
$$p_i(x,Q_0^2)=\frac{f_g(x)}{\mathrm{exp}\left(\frac{x\stackrel{~}{x}_i}{\overline{x}}\right)1},$$
(16)
with $`f_g`$ given by
$$f_g(x)=\frac{8}{3}A_gx^{\alpha _g}(1x)^{\beta _g},$$
(17)
but with the constraint $`\alpha _g\alpha `$. Note that a more divergent term, similar to the second one in the r.h.s. of Eq. (5), seems to be excluded by data; so, we chose not to include it in Eq. (16).
We impose that the total momentum of the partons be unity. Other constraints on the distributions concern the values of the following unpolarized sum rules:
$`I_{Adler}`$ $`=`$ $`1.01\pm 0.20,`$ (18)
$`I_{GLS}`$ $`=`$ $`2.5\pm 0.08,`$ (19)
$`I_{Gottfried}`$ $`=`$ $`0.235\pm 0.026.`$ (20)
As far as the Adler sum rule is concerned, we consider this constraint as an exact one, while we use the experimental errors for the other ones. Moreover, in calculating the theoretical value of the Gross-Llewellin-Smith sum rule we include the QCD corrections up to $`O\left(\alpha _s^3\right)`$ ,
$$I_{GLS}(Q^2)=I_{GLS}^{(0)}(Q^2)\left[1\frac{\alpha _s(Q^2)}{\pi }3.25\left(\frac{\alpha _s(Q^2)}{\pi }\right)^212.20\left(\frac{\alpha _s(Q^2)}{\pi }\right)^3\right],$$
(21)
where
$$I_{GLS}^{(0)}(Q^2)=_0^1𝑑x[u\overline{u}+d\overline{d}+s\overline{s}](x,Q^2).$$
(22)
Finally, we constrain the ratio $`(\overline{u}/\overline{d})(x=0.18)`$ to the value $`0.51\pm 0.06`$ measured by the experiment NA51 .
## 3 Description of Data and Parton Evolution
We perform a NLO description, in the $`\overline{MS}`$ scheme, of the unpolarized data on $`F_2^\nu `$ and $`F_3^\nu `$ from CCFR , $`F_2^{p,d}`$ from NMC , and of the polarized structure functions measured at SLAC in the E142 , E143 , and E154 experiments, at HERA in the HERMES experiment , and at CERN in the SMC experiment . All the unpolarized data were subjected to the cuts $`Q^22GeV^2`$ and $`W^210GeV^2`$. We add a $`1.5\%`$ uncertainty to the statistical errors of CCFR data since no global systematic errors are given.
For solving the DGLAP evolution equations we use the Jacobi polynomial method , which some of us already used in an analysis of polarized structure functions . Here, we briefly recall the procedure. The given structure function is expressed in terms of a truncated series of Jacobi polynomials, $`\mathrm{\Theta }_k^{\alpha \beta }(x)`$,
$$F(x,Q^2)=x^\alpha (1x)^\beta \underset{k=0}{\overset{N}{}}a_k^{(\alpha \beta )}(Q^2)\mathrm{\Theta }_k^{\alpha \beta }(x),$$
(23)
where $`\mathrm{\Theta }_k^{\alpha \beta }`$ satisfy the orthogonality condition
$$_0^1x^\alpha (1x)^\beta \mathrm{\Theta }_k^{\alpha \beta }\mathrm{\Theta }_l^{\alpha \beta }𝑑x=\delta _{kl}.$$
(24)
By using the definition of the coefficients, $`a_k^{(\alpha \beta )}`$,
$$a_k^{(\alpha \beta )}(Q^2)=_0^1F(x,Q^2)\mathrm{\Theta }_k^{\alpha \beta }(x)𝑑x,$$
(25)
with a little algebra it is possible to obtain for $`F(x,Q^2)`$ the following expression,
$$F(x,Q^2)=x^\alpha (1x)^\beta \underset{k=0}{\overset{N}{}}\mathrm{\Theta }_k^{\alpha \beta }(x)\underset{j=0}{\overset{k}{}}c_j^{(k)}(\alpha ,\beta )F_{j+1}(Q^2),$$
(26)
where $`c_j^{(k)}(\alpha ,\beta )`$ are the coefficients of the expansion of the Jacobi polynomials, $`\mathrm{\Theta }_k^{\alpha \beta }(x)`$, in power of $`x`$, and $`F_n(Q^2)`$ are the Mellin moments of $`F(x,Q^2)`$,
$$F_n(Q^2)=_0^1x^{n1}F(x,Q^2)𝑑x.$$
(27)
In this way, the $`Q^2`$ dependence of $`F(x,Q^2)`$ is factorized in its moments, for which the solution of the evolution equations up to NLO is well known.
In this analysis we reconstructed the unpolarized structure functions with $`N=12`$ and the polarized ones with $`N=9`$. Moreover, we used different values of $`\alpha `$ and $`\beta `$ for the different data sets. Table 1 reports the values of the parameters which give the best convergence of the Jacobi expansion.
The unpolarized parton distributions at $`Q_0^2`$ are combined to give the following non-singlet ($`Q_i`$), singlet ($`\mathrm{\Sigma }`$) and gluon terms ($`G`$) (we suppress for brevity the $`x`$ and $`Q_0^2`$ dependence of the various terms),
$`Q_p`$ $`=`$ $`2(u+\overline{u})(d+\overline{d})(s+\overline{s}),`$ (28)
$`Q_n`$ $`=`$ $`2(d+\overline{d})(u+\overline{u})(s+\overline{s}),`$ (29)
$`Q_3`$ $`=`$ $`u\overline{u}+d\overline{d}+s\overline{s},`$ (30)
$`Q_s`$ $`=`$ $`s\overline{s},`$ (31)
$`\mathrm{\Sigma }`$ $`=`$ $`u+\overline{u}+d+\overline{d}+s+\overline{s},`$ (32)
$`G`$ $`=`$ $`g,`$ (33)
while in the polarized case we have
$`\delta Q_p`$ $`=`$ $`a_3+{\displaystyle \frac{a_8}{3}}={\displaystyle \frac{4}{3}}(\mathrm{\Delta }u+\mathrm{\Delta }\overline{u}){\displaystyle \frac{2}{3}}(\mathrm{\Delta }d+\mathrm{\Delta }\overline{d}+\mathrm{\Delta }s+\mathrm{\Delta }\overline{s}),`$ (34)
$`\delta Q_n`$ $`=`$ $`a_3+{\displaystyle \frac{a_8}{3}}={\displaystyle \frac{4}{3}}(\mathrm{\Delta }d+\mathrm{\Delta }\overline{d}){\displaystyle \frac{2}{3}}(\mathrm{\Delta }u+\mathrm{\Delta }\overline{u}+\mathrm{\Delta }s+\mathrm{\Delta }\overline{s}),`$ (35)
$`\delta \mathrm{\Sigma }`$ $`=`$ $`a_0=\mathrm{\Delta }u+\mathrm{\Delta }\overline{u}+\mathrm{\Delta }d+\mathrm{\Delta }\overline{d}+\mathrm{\Delta }s+\mathrm{\Delta }\overline{s},`$ (36)
$`\delta G`$ $`=`$ $`\mathrm{\Delta }g.`$ (37)
The moments of the previous quantities at $`Q_0^2`$ are evolved to the $`Q^2`$ of data (see for the complete expressions of the evolved moments). The relation between the evolved moments of the combinations in Eq.s (28)-(37) and the structure function moments, to be used in Eq. (26), comes from the expression of the unpolarized and polarized structure functions. Neglecting for the moment the charm contribution, we have for the first ones (for neutrino structure functions we give the expressions for isoscalar targets)
$`{\displaystyle \frac{F_2^{ep}(x,Q^2)}{x}}`$ $`=`$ $`\left\{C_2^q\left({\displaystyle \frac{1}{9}}Q_p+{\displaystyle \frac{2}{9}}\mathrm{\Sigma }\right)\right\}(x,Q^2)+(C_2^gG)(x,Q^2),`$ (38)
$`{\displaystyle \frac{F_2^{en}(x,Q^2)}{x}}`$ $`=`$ $`\left\{C_2^q\left({\displaystyle \frac{1}{9}}Q_n+{\displaystyle \frac{2}{9}}\mathrm{\Sigma }\right)\right\}(x,Q^2)+(C_2^gG)(x,Q^2),`$ (39)
$`F_2^{ed}(x,Q^2)`$ $`=`$ $`{\displaystyle \frac{1}{2}}(F_2^{ep}(x,Q^2)+F_2^{en}(x,Q^2)),`$ (40)
$`{\displaystyle \frac{F_2^{CCFR}(x,Q^2)}{x}}`$ $`=`$ $`{\displaystyle \frac{1}{x}}[F_2^{(\nu +\overline{\nu })}+(2\alpha 1)F_2^{(\nu \overline{\nu })}]=\{C_2^q[{\displaystyle \frac{1+|V_{ud}|^2}{6}}(2\mathrm{\Sigma }+Q_p+Q_n)+`$ (41)
$`{\displaystyle \frac{|V_{us}|^2}{3}}(\mathrm{\Sigma }Q_pQ_n)+(2\alpha 1)({\displaystyle \frac{|V_{us}|^2}{2}}(Q_3Q_s)+|V_{us}|^2Q_s)]\}(x,Q^2)+`$
$`(C_2^gG)(x,Q^2),`$
$`F_3^{CCFR}(x,Q^2)`$ $`=`$ $`F_3^{(\nu +\overline{\nu })}=\left\{C_3^q\left[{\displaystyle \frac{1+|V_{ud}|^2}{2}}(Q_3Q_s)+|V_{us}|^2Q_s\right]\right\}(x,Q^2).`$ (42)
In the previous equations $`C_i^q`$ and $`C_2^g`$ are the coefficient functions for quarks and gluons, which at LO are given by
$$C_i^q(x)=\delta (1x),C_2^g(x)=0,$$
(43)
and at NLO can be found, for example, in . The convolution $``$ is defined as
$$(fg)(x)_x^1\frac{dz}{z}f\left(\frac{x}{z}\right)g(z)=_x^1\frac{dz}{z}f(z)g\left(\frac{x}{z}\right).$$
(44)
In the neutrino structure function the Cabibbo-Kobayashi-Maskawa elements appear, for which we use the following values: $`|V_{ud}|^2=0.9508`$, $`|V_{us}|^2=1|V_{ud}|^2`$, $`|V_{cd}|^2=0.0488`$, $`|V_{cs}|^2=0.9493`$. Moreover, $`\alpha =0.828`$ is the fraction of $`\nu `$ with respect to $`\overline{\nu }`$ in the CCFR experiment and a term with $`\alpha `$ in the r.h.s. of Eq. (42) does not appear since the CCFR data have already been corrected for the $`s+\overline{s}`$ contribution . The polarized structure functions are
$`g_1^{p,n}(x)`$ $`=`$ $`{\displaystyle \frac{1}{12}}\left[\left(\delta C^q\delta Q_{p,n}\right)(x,Q^2)+{\displaystyle \frac{4}{3}}\left(\delta C^g\delta \mathrm{\Sigma }\right)(x,Q^2)\right],`$ (45)
$`g_1^d(x)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(1{\displaystyle \frac{3}{2}}\omega _D\right)\left[g_1^p(x)+g_1^n(x)\right],`$ (46)
where $`\delta C^i`$ are the polarized coefficient functions for quarks and gluons (see, for example, for their expression) and $`\omega _D=0.058`$ is the D-wave component in the deuteron ground state. Note, however, that, when experimentally available, we fit the asymmetries
$$A_1^{p,n}(x,Q^2)=\frac{g_1^{p,n}(x,Q^2)}{F_1^{p,n}(x,Q^2)}=\frac{g_1^{p,n}(x,Q^2)}{F_2^{p,n}(x,Q^2)}2x(1+R^{p,n}(x,Q^2)),$$
(47)
with $`R=F_L/(2xF_1)`$.
As stressed in , a consistent treatment of heavy flavours can be carried out in the Fixed Flavour Scheme (FFS), where the heavy quarks are not considered as intrinsic partons, but produced by the interactions of the other partons (light quarks and gluons). To this aim, we fix the number of active flavours in the splitting functions to be 3 and add the charm contributions to neutral and charged current $`F_2`$ and $`xF_3`$ (we neglect the small $`b`$ quark contribution and the $`c`$ contribution to the polarized structure function $`g_1`$),
$`F_{2NC}^{(c)}(x,Q^2)`$ $`=`$ $`e_c^2{\displaystyle \frac{\widehat{\alpha _s}}{\pi }}x{\displaystyle _\xi ^1}{\displaystyle \frac{dy}{y}}\widehat{C}_2^{g(c)}({\displaystyle \frac{x}{y}},Q^2)\widehat{G}(y),`$ (48)
$`F_{2CC}^{(c)}(x,Q^2)`$ $`=`$ $`2\xi \widehat{q}^{}(\xi )+{\displaystyle \frac{\widehat{\alpha _s}}{\pi }}\xi {\displaystyle \underset{p=q^{},g}{}}{\displaystyle _\xi ^1}{\displaystyle \frac{dy}{y}}\widehat{H}_2^p({\displaystyle \frac{\xi }{y}},Q^2)\widehat{p}(y),`$ (49)
$`F_3^{(c)}(x,Q^2)`$ $`=`$ $`2\widehat{q}^{}(\xi )+{\displaystyle \frac{\widehat{\alpha _s}}{\pi }}{\displaystyle \underset{p=q^{},g}{}}{\displaystyle _\xi ^1}{\displaystyle \frac{dy}{y}}\widehat{H}_3^p({\displaystyle \frac{\xi }{y}},Q^2)\widehat{p}(y).`$ (50)
In the previous equations the hat indicates that we are calculating a quantity at $`Q^2=\mu ^2`$ and
$$\widehat{C}(x,Q^2)C(x,Q^2,\mu ^2),\widehat{H}(x,Q^2)H(x,Q^2,\mu ^2),$$
(51)
where $`\mu `$ is the factorization scale, equal to $`4m_c^2`$ and $`Q^2+m_c^2`$ in the neutral and charged current processes, respectively; the expressions of the $`C`$ and $`H`$’s can be found, for example, in and ; $`\xi (x,Q^2)=xa(Q^2)`$, where
$$a(Q^2)=\{\begin{array}{cc}1+\frac{4m_c^2}{Q^2},\hfill & \mathrm{for}\mathrm{NC},\hfill \\ 1+\frac{m_c^2}{Q^2},\hfill & \mathrm{for}\mathrm{CC}.\hfill \end{array}$$
(52)
Furthermore, in Eq.s (49) and (50) we have
$$q^{}=\{\begin{array}{cc}\frac{1}{2}\left[\frac{|V_{cd}|^2}{6}(2\mathrm{\Sigma }+Q_p+Q_n)+\frac{|V_{cs}|^2}{3}(\mathrm{\Sigma }Q_pQ_n)\right],\hfill & \mathrm{for}\mathrm{F}_2^{\nu +\overline{\nu }},\hfill \\ \frac{1}{2}\left[\frac{|V_{cd}|^2}{2}(Q_3Q_s)+|V_{cs}|^2Q_s\right],\hfill & \mathrm{for}\mathrm{F}_2^{\nu \overline{\nu }},\hfill \\ \frac{1}{2}\left[\frac{|V_{cd}|^2}{2}(Q_3Q_s)+|V_{cs}|^2Q_s\right],\hfill & \mathrm{for}\mathrm{F}_3.\hfill \end{array}$$
(53)
Differently from the charm quark treatment, in the expression of the QCD coupling constant, we include the usual active flavours, $`n_f`$, below each threshold,
$$\begin{array}{ccc}\hfill \frac{\alpha _s^{NLO}(Q^2)}{4\pi }& =& \frac{1}{\beta _0ln\frac{Q^2}{\mathrm{\Lambda }^2}}\frac{\beta _1}{\beta _0^3}\frac{lnln\frac{Q^2}{\mathrm{\Lambda }^2}}{ln^2\frac{Q^2}{\mathrm{\Lambda }^2}},\hfill \\ \hfill \beta _0=11\frac{2}{3}n_f,& & \beta _1=102\frac{38}{3}n_f,\hfill \end{array}$$
(54)
where $`\mathrm{\Lambda }_{NLO}^{(5)}`$ is fixed to the value 0.2263, so to have $`\alpha _s(M_Z^2)=0.118`$ . Whenever is necessary we use the following values for the heavy quark masses:
$$m_c=1.5GeV,m_b=4.5GeV.$$
(55)
## 4 Results and Conclusions
We consider the three following cases:
Fit 1: $`\mathrm{\Delta }\overline{u}`$, $`\mathrm{\Delta }\overline{d}`$, $`\mathrm{\Delta }s+\mathrm{\Delta }\overline{s}0`$
Fit 2: $`\mathrm{\Delta }\overline{u}`$, $`\mathrm{\Delta }\overline{d}0`$, $`\mathrm{\Delta }s+\mathrm{\Delta }\overline{s}=0`$
Fit 3: $`\mathrm{\Delta }\overline{u}=\mathrm{\Delta }\overline{d}=0`$, $`\mathrm{\Delta }s+\mathrm{\Delta }\overline{s}0`$
In Table 2 the values of the parameters for Fit 1 are reported. We do not show the results for Fits 2 and 3 because they look very similar to Fit 1 in the parameter values and $`\chi _{red}^2`$ (1.76 and 1.80, respectively), with a very small difference in the gluon contribution, which results in a negligible positive polarization ($`\mathrm{\Delta }g=0.058`$) for Fit 2 and a slightly larger one ($`\mathrm{\Delta }g=0.113`$) for Fit 3. Table 3 shows the comparison between the polarization of antiquarks in Fit 1, 2, and 3. Interestingly enough, $`\overline{u}`$ in Fit 2 and $`s+\overline{s}`$ in Fit 3 come out fully negative polarized to confirm that, as supposed in the interpretation of the EMC result in the gauge-invariant factorization schemes, the sea is negatively polarized. It is however difficult to disentangle the sea contribution to the polarization from the valence one, expecially since sea partons are mostly present at small $`x`$, where the large diffractive contribution makes more unprecise the determination of the polarized structure functions. Indeed, one has to find the polarized cross-section, which is expected to vanish in the limit $`x0`$, from the difference of two cross-sections, which go to infinity in the same limit. The values of $`a_8\mathrm{\Delta }u+\mathrm{\Delta }\overline{u}+\mathrm{\Delta }d+\mathrm{\Delta }\overline{d}2(\mathrm{\Delta }s+\mathrm{\Delta }\overline{s})`$, which are related from $`SU(3)`$ symmetry to the combination $`3FD=0.579\pm 0.025`$ , are very different for Fit 2 (0.373) and 3 (0.884), while Fit 1 is similar to Fit 3 (0.956). This shows that at the moment we cannot provide a test for this $`SU(3)`$ prediction.
In Table 3 the values of the polarized sum rules, Bjorken , Ellis-Jaffe for the proton and for the neutron, are also reported in correspondence of the three considered cases. The values for the Bjorken sum rule are consistent with the $`O(\alpha _{s}^{}{}_{}{}^{3})`$ theoretical prediction at $`Q^2=3GeV^2`$, $`0.174\pm 0.002`$.
The quark distributions at $`Q_0^2`$ are plotted in Fig. 1. In Fig. 2 we compare $`Q_p`$, $`Q_n`$, $`\mathrm{\Sigma }`$, and $`g`$, evolved to $`Q^2=1GeV^2`$, with the same quantities obtained from the global fit of Ref. . Note, however, that in Ref. a different prescription for the charm quark treatment, instead of the FFS, was used<sup>*</sup><sup>*</sup>*Actually, in Ref. a variant of the ACOT scheme was implemented. See Ref. for an extensive review on this issue. and the value $`m_c=1.35GeV`$. Fig.s 3-13 show the comparison with experimental data of the structure functions calculated for the values of parameters of Fit 1 (solid lines). We get a very good description of polarized data, which, however, have larger errors than the unpolarized ones. As far as the latter are concerned, a similar good quality is exhibited by the neutrino structure function $`xF_3`$, while the description of $`F_2^\nu `$ is not so accurate at low $`x`$. To some extent this can be observed for the high-$`x`$ description of $`F_2^p`$ and $`F_2^d`$ too. Note, however, that if the CCFR data are not included in the analysis, the high-$`x`$ behaviour of $`F_2^p`$ and $`F_2^d`$ drastically improves ($`\chi _{red}^2=0.97`$ for the values of parameters reported in Table 2 as Fit 1a), as is evident from the comparison with data of the dashed lines in the figures. On one side, this suggests that, even with our hypothesis on strange quarks, the discrepancy between NMC neutral current data and CCFR charge current ones remains unresolved, and one has to consider other effects like charge asymmetry . On the other side, the high-$`x`$ difference between solid and dashed lines in Fig. 3 and 4 is also justified by the fact that if the experimental ratio between $`F_2^p`$ and $`xF_3`$ at high-$`x`$ is different from 4/9 (the value implied by the dominance of $`u^{}`$ in that region) one cannot describe in a fully satisfactory way both the structure functions unless allowing more freedom in the quark parametrizations.
With respect to the results found in our previous LO analysis we can confirm the pattern of the ratios $`p_i^{(2)}/p_i^{(1)}`$ between the second and the first moments of the gas component of the distributions of $`u^{}`$, $`u^{}`$, $`d^{}`$, and $`d^{}`$ quarks, and we get similar values for the temperature, $`\overline{x}`$. Moreover, in agreement with the conclusions by Brodsky and Ma , we find a broader $`s`$ distribution than $`\overline{s}`$, as shown by the higher value of the second moment of $`s`$ with respect to $`\overline{s}`$. More precisely, we have for Fit 1 (similar values result for Fit 2 and 3)
$$p^{(2)}+\frac{2}{4.2}p_L^{(2)}=\{\begin{array}{cc}0.0421\hfill & \mathrm{for}s,\hfill \\ 0.0395\hfill & \mathrm{for}\overline{s},\hfill \end{array}$$
(56)
($`p_L^{(2)}`$ is the second moment of the liquid component) with a relative difference of $`7\%`$, compared to the value of $`10\%`$ obtained in .
Finally, we can conclude that the fact that with the present NLO analysis we find $`\chi _{red}^2<2`$ (and $`<1`$ for Fit 1a), which is smaller than the value found in our previous approach , is a good point in favour of statistical distributions.
## Acknowledgments
We thank Bo-Qiang Ma for stimulating our interest in studying the strange parton distribution and for valuable and interesting observations. |
warning/0001/astro-ph0001382.html | ar5iv | text | # Chemical enrichment and star formation in the Milky Way disk
## 1 Introduction
In the general picture for the evolution of our Galaxy, the stars form from gas enriched by previous stellar generations, and eject new metals to the interstellar medium after their death. Due to this continuing enrichment, old stars are likely to be metal-poorer than younger stars.
The age–metallicity relation (hereafter AMR) has been the subject of many studies in the literature. The first systematic attempt to determine this relation was made by Twarog (twar (1980)). He presented photometric metallicities and isochrone ages for 329 F dwarfs, finding a smooth increasing relation with an average scatter of 0.12 dex. Twarog’s sample was reanalysed subsequently by two different groups. Carlberg et al. (carl (1985)) have found a very flat AMR, probably because they have cut from the sample all stars with metallicities lower than $`0.50`$ dex. On the other hand, Meusinger et al. (meu (1991)) used updated isochrones and a metallicity calibration and found an AMR very similar to that of Twarog. Other attempts to derive this relation using photometric metallicities were made by Ann & Kang (annkang (1985)) and Marsakov et al. (marsakov (1990)), but these works suffer from the lack of an unbiased sample selection.
By far the most common approach to study the AMR is the use of photometric metallicities and isochrone ages, since this allows for a large sample which can compensate for a poor accuracy in these quantities. However, some studies make use of spectroscopic metallicities. Nissen et al. (nissen (1985)) have presented \[Fe/H\] and ages for 29 F dwarfs taken from the larger sample that was investigated later in more detail by Edvardsson et al. (Edv (1993), hereafter Edv93). Their data agrees well with Twarog’s AMR, although the scatter seems to be higher. Lee et al. (lee (1989)) give a spectroscopic AMR for 559 disk stars whose metallicities are given in the catalogue of Cayrel de Strobel et al. (cayrel85 (1985)). The authors measure ages from isochrones in five different diagrams, some of which are likely to be independent of the stellar distance, which is one of the major sources of error in the isochrone age determination (see for example Ng & Bertelli ng (1998)). However, their sample is highly heterogeneous, not only regarding the metallicity sources, but also the spectral types used for the study.
Presently, the most significant work on the AMR was done by Edv93. They measured accurate spectroscopic metallicities on 189 carefully selected disk stars. Ages were found by VandenBerg’s (VandenBerg (1985)) isochrones. Their result is rather surprising: while the mean AMR is similar to Twarog’s AMR, the metallicity dispersion is so high that it casts doubts about the real meaning of the age–metallicity relation. The same data were recently reanalysed by Ng & Bertelli (ng (1998)), using updated isochrones as well as HIPPARCOS parallaxes, and the high dispersion in metallicity was confirmed. A high metallicity dispersion can also be found in the AMR of open clusters (Strobel strobel (1991); Janes & Friel friel (1993); Carraro & Chiosi carchi (1994); Carraro et al. carraro (1998)).
Although this seemed puzzling with respect to the previous well-marked photometric AMR, it has given rise to a new era in studies about the chemical evolution of the disk in which the gas is not very well mixed so that local inhomogeneities would obscure the overall growth of the metallicity.
Nevertheless, the AMR is still a poorly known function. A critical review of the literature shows that only two independent carefully selected samples of field disk stars were ever used in its study: Twarog’s and Edv93’s samples. And the conclusions that can be drawn from both samples, mainly on the metallicity dispersion, are in remarkable disagreement, strongly motivating the present study. One other aspect that deserves further investigation is the apparent lack of metal rich objects in the age range 3–5 Gyr as pointed out by Carraro et al. (carraro (1998)), since a similar feature is also marginally visible in the data of Carlberg et al. (carl (1985)).
This work is the first of a series in which we revisit some fundamental constraints on chemical evolution, by using an independent and extensive sample of long-lived dwarfs. The main novelty of these papers is an attempt to explore an independent tool to measure stellar ages: the chromospheric activity level, which can be even more accurate to measure ages of late-type stars than isochrones (Lachaume et al. lach (1999)). The only study ever published using this approach is that of Barry (barry (1988)) but the sample selection prevents his AMR to be taken as representative. There are several chromospheric indices in the literature. Here, we will use both $`S`$ and $`\mathrm{log}R_{\mathrm{HK}}^{}`$ indices, as defined by Noyes et al. (noyes (1984)). The first is a measure of the line intensity in the H and K Ca II related to the continuum (Baliunas et al. baliunas (1995)). From its definition, $`S`$ depends upon the stellar colour. Noyes et al. provide equations for the transformation of this into $`\mathrm{log}R_{\mathrm{HK}}^{}`$, which is a colour-independent index.
The paper is organized as follows: section 2 describes in detail the data, where we pay special attention to the estimate of errors in age and to the representativeness of our sample. In section 3, the AMR is derived and a comparison with previous relations in the literature is presented. A detailed discussion about the magnitude of the metallicity dispersion is given in section 4. The final conclusions follow in section 5.
## 2 The sample
### 2.1 Selection criteria
The criteria we have followed for the construction of the sample were based on the requirement to have a number, as large as possible, of disk stars for which reliable metallicities and ages could be determined. This was done by taking the common stars in the photometric catalogues of Olsen (olsen83 (1983), olsen93 (1993), olsen94 (1994)) and the chromospheric activity surveys of Soderblom (soder (1985), hereafter S85) and Henry et al. (HSDB (1996), hereafter HSDB). This procedure yielded an initial sample composed by 729 late-type dwarfs with $`0.307<(by)<0.622`$ and $`5.40<\mathrm{log}R_{\mathrm{HK}}^{}<3.78`$. Here, $`(by)`$, as well as $`m_1`$ and $`c_1`$ refer to the standard $`uvby`$ indices (Crawford crau (1975)).
According to HSDB, the late-type dwarfs in the solar neighbourhood can be divided according to four chromospheric populations, namely the very active stars ($`\mathrm{log}R_{\mathrm{HK}}^{}`$ $`4.20`$), the active stars ($`4.20>\mathrm{log}R_{\mathrm{HK}}^{}4.75`$), the inactive stars ($`4.75>\mathrm{log}R_{\mathrm{HK}}^{}5.10`$) and the very inactive stars ($`\mathrm{log}R_{\mathrm{HK}}^{}<5.10)`$. We will refer to these groups, hereafter, as VAS, AS, IS and VIS, respectively.
In Figure 1a, the diagram $`(by)\times c_1`$ for these 729 stars is shown. The polygon in this figure corresponds to the area of the diagram occupied mostly by subgiants, according to Olsen (olsen84 (1984)). As much as 11% of the sample is probably composed of subgiants. Figure 1b shows a histogram of chromospheric activity levels for these stars. Many of them have $`\mathrm{log}R_{\mathrm{HK}}^{}<5.00`$, corresponding to a chromospheric age greater than 5.6 Gyr, according to the age calibration by Soderblom et al. (soder91 (1991)), an additional evidence for their evolved status.
One of these supposed subgiants (HD 119022, shown in Figure 1a as an open triangle) is a VAS ($`\mathrm{log}R_{\mathrm{HK}}^{}=4.03`$), and presumably should be a very young star, not a subgiant. Note that the star is quite near the limit of the subgiant area, and could rather be considered a slightly evolved dwarf. Its nature is still uncertain, since it is located far beyond the zero-age main sequence. Soderblom et al. (SKH (1998)) have studied this star in more detail, and have found spectral features typical of youth (strong Li and broad-line spectrum), but its high luminosity prevented them from classifying it unambiguously as a young star. Other trends in its spectrum (strong H$`\alpha `$ in absorption, a discrepancy between colour and spectral type, and deep sharp features inside the Na D profiles) suggest that it could be a heavily reddened star. We will return to this star later, and show that the reddening does affect it substantially.
These ‘subgiant’ stars are probably a mix of thick disk and old thin disk stars. We choose to keep all of them in the initial sample since their number is relatively small and because they most probably represent the older epochs of the disk evolution we are trying to recover. However, it is not presently known whether their chromospheric properties can be related to that of main-sequence stars. At least, as will be demonstrated in the next pages, there is good agreement between their isochrone ages and chromospheric ages.
### 2.2 Metallicities and colour indices
The calibrations of Schuster & Nissen (schuniss (1989)) were used for the determination of the metallicity of each star. The metallicities for 3 stars redder than $`(by)=0.599`$ were given by the calibration of Olsen (olsen84 (1984)) for K2-M2 stars. To obtain the colours $`\delta m_1`$ and $`\delta c_1`$, we have adopted the standard curves $`(by)\times m_1`$ and $`(by)\times c_1`$ given by Crawford (crau (1975)) for late F and G0 dwarfs, and by Olsen (olsen84 (1984)) for mid and late G dwarfs. The error in the metallicity from these calibrations is expected to be around 0.16 dex (Schuster & Nissen schuniss (1989)).
To account for the $`m_1`$ deficiency in active stars (Giménez et al. gimenez (1991), and references therein), the photometric metallicity of the active and very active stars ($`\mathrm{log}R_{\mathrm{HK}}^{}4.75`$) needs to be corrected by adding to it an amount $`\mathrm{\Delta }[\mathrm{Fe}/\mathrm{H}]`$, given by the equation proposed by Rocha-Pinto & Maciel (RPM98 (1998)):
$$\mathrm{\Delta }[\mathrm{Fe}/\mathrm{H}]=2.613+0.550\mathrm{log}R_{\mathrm{HK}}^{}.$$
(1)
Since this correction is still rather uncertain, we will always present the uncorrected metallicity (which is the quantity that comes directly from the photometric data) in all plots, tables and references in the text, except when mentioned otherwise.
### 2.3 Chromospheric ages
Chromospheric ages were calculated using the age calibration developed by Soderblom et al. (soder91 (1991); their Equation 3). Besides this calibration, we have tested the calibration by Donahue (1993, as quoted by HSDB). This last calibration gives ages very similar to those of Soderblom et al. (soder91 (1991)), except for stars with $`\mathrm{log}R_{\mathrm{HK}}^{}>4.40`$, for which it predicts ages systematically lower. We have not used it in our final results for the sake of consistency, as some corrections applied to the chromospheric ages were based on the calibration by Soderblom et al. (soder91 (1991)). Moreover, only 6% of the sample stars have $`\mathrm{log}R_{\mathrm{HK}}^{}>4.40`$. We have also verified that our conclusions are not dependent on the difference between these age calibrations.
The adopted age calibration was further corrected for the dependence on the metallicity proposed by Rocha-Pinto & Maciel (RPM98 (1998)). In Figure 2, we show a comparison between the uncorrected age calibration, and the same curve corrected for three values of \[Fe/H\], namely $`1.2`$, $`0.23`$ and $`+0.4`$, which corresponds to the lowest, the average and the highest metallicity of our sample. Also presented in the same plot are the age calibrations by Soderblom et al. (soder91 (1991); their Equation 1) and that by Donahue. Most important in this plot is that it shows that the majority of our stars will have an age not very different from that given by the uncorrected Soderblom et al. (soder91 (1991))’s age calibration. This can be seen from the close agreement between the uncorrected age calibration and that for the average metallicity of the sample.
Figure 3 shows the resulting age distribution for all these stars, excluding 54 stars that present ages greater than 15 Gyr. The unrealistically high age of these 54 stars could be caused by one of these reasons: (i) the star is experiencing a Maunder-minimum phase (see Baliunas et al. baliunas (1995)); (ii) the errors in the chromospheric index and in \[Fe/H\] worked together to produce a spuriosly high age; and (iii) the age calibration could be overestimated for large $`\mathrm{log}R_{\mathrm{HK}}^{}`$ values, since at that range it is given by an extrapolation of data for younger stars.
Several errors contribute to the error in age, coming from the procedures of corrections and transformation of indices into age. We consider two error sources, namely the error in the index $`\mathrm{log}R_{\mathrm{HK}}^{}`$ and the error in the photometric metallicity which enters in the metallicity-dependent correction. Rigorously speaking we should also consider the error in Soderblom et al. (soder91 (1991))’s calibration and the error in the metallicity correction itself. However, these are not independent from the former, since the scatter in the calibration reflects mainly the neglecting of the metallicity correction, as well as the uncertainty in the index.
The average error in $`\mathrm{log}R_{\mathrm{HK}}^{}`$ was estimated from the data published by Duncan et al. (duncan (1991)). They present data for the variation of the $`S`$ index in several late-type stars, for a time interval of 17 years. We have calculated the corresponding values for $`\mathrm{log}R_{\mathrm{HK}}^{}`$ using the equations by Noyes et al. (noyes (1984)). The index shows much variation for some stars, but the average error is around $`\pm 0.05`$. This error estimate agrees closely with that made by S85. The uncertainty introduced in the age by the photometric metallicity was estimated by propagating the error in \[Fe/H\], using the metallicity-corrected age calibration given by Rocha-Pinto & Maciel (1998).
A further complication arises if we consider other error sources: flaring, rotational modulation of active regions, and the stellar magnetic cycles. A small part of this error is already incorporated into the error in $`\mathrm{log}R_{\mathrm{HK}}^{}`$, but some stars show much variation in the chromospheric indices. Donahue (don98 (1998)) shows that the age of the Sun could be miscalculated within an error of several Gyr if its chromospheric age were derived from observations in an epoch of maximum or minimum activity. S85 remarks that the most serious problem is with the stellar magnetic cycles, and the effects of the other sources of variability are smaller. This uncertainty is the major problem of the chromospheric ages. It can be much decreased provided that we have a good determination of the mean stellar activity, which is still not the case for the majority of the stars in the solar neighbourhood. The promising accuracy of this technique was presented also by Donahue (don98 (1998)), who has shown that the age discrepancy between binaries is usually lower than 0.5 Gyr for systems younger than 2 Gyr, and does not exceed 1.0 Gyr for older pairs.
We have investigated this error with more detail in the data published by Duncan et al. (duncan (1991)), for 85 stars that have been continuously monitored from 1966 to 1983. The $`\mathrm{log}R_{\mathrm{HK}}^{}`$ index for each of these stars was calculated, and an average error was found. The results are presented in Figure 4, where we have separated the stars according to their colours. The Sun is also shown in this diagram (in the bottom-left panel). To calculate its position, we have used the $`S`$ indices for the maximum and minimum activity during cycles 20-22, given by Donahue (don98 (1998)).
Note that there is a small tendency to find the biggest errors in the redder stars. This pattern follows more or less closely the findings by Baliunas et al. (baliunas (1995)), who have shown that F dwarfs do not show much magnetic variability, while the redder dwarfs present very well defined magnetic cycles. This can increase the error in $`\mathrm{log}R_{\mathrm{HK}}^{}`$ beyond the value we have adopted, since from only one observation it is impossible to know exactly in what part of the cycle the star is. On the other hand, it is evident from the figure that no single law can be used to estimate the error in the index, given the chromospheric activity level and the stellar colour.
The $`\mathrm{log}R_{\mathrm{HK}}^{}`$ error for the Sun is one of the greatest. It is not clear yet whether it is caused by our more accurate knowledge of the solar magnetic activity (for instance, the time span for the solar $`S`$ measurements in this figure is about 3 times longer than that of the stars), or to a real more pronounced magnetic variability in the Sun.
Around 80% of our sample is composed of stars having only one $`\mathrm{log}R_{\mathrm{HK}}^{}`$ measure. Their ages are most subject to the errors due to stellar magnetic cycles. Nevertheless, the incorporation of this kind of error is very difficult, and we have decided to use a conservative value of 0.05 dex calculated as described above. This error is 0.01 dex greater than that estimated by S85 for 33 dwarfs. According to this author, on the average the star will present an uncertainty around 10% in $`\mathrm{log}R_{\mathrm{HK}}^{}`$ (0.04 dex), due to the stellar magnetic cycles. This procedure will not affect significantly our conclusions, since the error in $`\mathrm{log}R_{\mathrm{HK}}^{}`$ is small compared to that due to the photometric metallicity.
The impact of the individual error sources on the age is shown in Figure 5, which shows relative errors ($`\epsilon _{\mathrm{age}}/\mathrm{age}`$), as a function of age. The final error in age, shown as a solid line, was calculated by adding those two individual errors in quadrature. This is the error estimate used throughout this paper. As can be seen from the error trends in the plot, the positive error in the age is greater than the negative error. This is due to the logarithmic nature of the age calibration and the metallicity corrections. We expect that many stars will show ages scattered over a large range of values above the real stellar age. This is one of the reasons why some stars present unreasonable ages greater than 15 Gyr.
Since the chromospheric age depends not only on the activity level of the star but also on its metallicity, the task of finding a chromospheric age is analogous to find an ‘isochrone’ age in the metallicity–activity diagram, as shown in Figure 6. This figure shows lines of equal chromospheric age, expressed in Gyr. The dotted vertical lines are used to separate the four chromospheric populations, as defined section 2.1. An interesting result is that while for G dwarfs the younger isochrones are crowded in the colour–magnitude diagram, preventing one from obtaining accurate isochrone ages for very young stars, they are much more spaced in the metallicity–activity diagram. The opposite occurs for the older isochrones being more crowded in this last diagram. From this we can see that chromospheric ages are most useful for younger stars, losing part of their accuracy as we consider older stars.
### 2.4 Parallaxes, absolute magnitudes and reddening
Parallaxes and absolute magnitudes were obtained from the HIPPARCOS data for 714 of these stars. The histogram in Figure 7 shows the distribution of distances of the stars from the Sun. The majority of the stars are located within 60 pc, but 5% of them have distances greater than 100 pc.
We have calculated the reddening for 13 of these stars located beyond 100 pc, using $`\beta `$ indices from Hauck & Mermilliod (HM98 (1998)) and the intrinsic colour calibration of Schuster & Nissen (schuniss (1989)). The results are presented in Table 1 where we list the HD number, the distance from the Sun, $`\mathrm{log}R_{\mathrm{HK}}^{}`$, the colour excess $`E(by)`$, the dereddened Strömgren indices $`(by)_0`$, $`m_0`$ and $`c_0`$, the photometric metallicity calculated with the dereddened indices, and the difference between the previous \[Fe/H\] calculated without and with reddening correction. Four of these stars present $`E(by)<0`$ and should not be reddened. Thus, dereddened indices are not provided for them in the Table.
The Table shows that there is considerable reddening for some stars, and this can seriously affect the stellar metallicity. Provided that we had $`\beta `$ for all the stars located beyond 100 pc, we could deredden their indices and find more reliable estimates for \[Fe/H\], and consequently age, but this index is available only for a few stars. To avoid reddened stars, in the next sections we will consider generally only those stars located within 80 pc, for which reddening is expected to be negligible (Olsen olsen84 (1984)).
Note that the reddening for HD 119022 is appreciable, confirming the suggestion by Soderblom et al. (SKH (1998)). Moreover, taking the dereddened colours in Table 1, we see that the star resides outside the subgiant polygon in Figure 1a, right in the bulk of main-sequence stars. This can be taken as additional evidence for a lower age.
Five objects amongst the 13 VAS of our sample have distances greater than 100 pc. We expect that they are mildly to strongly reddened. The straightforward consequence of this is that their photometric metallicities would seem lower than they really are. This can be seen from Table 1 where there are two VAS listed: HD 39917 and HD 119022, with a metallicity difference of around $`0.4`$ dex. Rocha-Pinto & Maciel (RPM98 (1998)) showed that the photometric metallicity distribution of the VAS is peculiarly concentrated at lower \[Fe/H\], in strong contrast with the expected youth of such stars. We have explained this trend as the result of the $`m_1`$ deficiency, which makes stars with strong chromospheres resemble metal-poor stars from a photometric point of view. This deficiency can originate from the filling in of the line cores due to a chromosphere-driven photospheric activity (Basri, Wilcots & Stout basri (1989)).
However, these new results suggest that the low photometric metallicities of the VAS could be explained as an effect of the reddening. At least, the difference in the metallicity, $`\mathrm{\Delta }[\mathrm{Fe}/\mathrm{H}]`$, is large enough to make the photometric metallicity of the VAS very similar to the metallicity of the AS, in the $`[\mathrm{Fe}/\mathrm{H}]\times \mathrm{log}R_{\mathrm{HK}}^{}`$ diagram. We need to know if the reddening can explain the ‘activity strip’ found in this diagram (Rocha-Pinto & Maciel RPM98 (1998)), since our procedure to correct \[Fe/H\] in the AS and VAS, for the effects of the $`m_1`$ deficiency, depends on the meaning of this strip.
Only one other VAS has a published $`\beta `$ in the literature. It is HD 123732 which shows a very small reddening, $`E(by)=0.002`$, in agreement with its distance from the Sun (around 63 pc). However, its photometric metallicity is not very low ($`[\mathrm{Fe}/\mathrm{H}]=0.220`$) compared to other VAS. If we were to trust its youth, we would need to explain its subsolar \[Fe/H\] as an evidence towards the $`m_1`$ deficiency. Notwithstanding, Soderblom et al. (SKH (1998)) have found features in its spectrum that classify it as a W UMa star, so that its chromospheric activity must not come from youth. On the other hand, Soderblom et al. measured spectroscopic \[Fe/H\] in two VAS which are most probably very young single stars, and the difference between these metallicities and the photometric metallicities are in very good agreement with our prediction in Equation (1). Both are located within 50 pc, and therefore are unreddened. The difference between the spectroscopic and photometric \[Fe/H\] can only be understood as resulting from the $`m_1`$ deficiency.
It is important to bear in mind that what Rocha-Pinto & Maciel (RPM98 (1998)) have found seems to be a systematic trend depending on $`\mathrm{log}R_{\mathrm{HK}}^{}`$: the more active the star is, the more metal-deficient it looks. This trend makes the $`m_1`$ deficiency hypothesis very appealing, since it can produce a similar effect. If this behaviour is likely to be produced instead by reddening, then we need to consider a correlation between distance and $`\mathrm{log}R_{\mathrm{HK}}^{}`$. Figure 8 shows that such a correlation probably does not exist. The most distant VAS are not the most active. In fact, even disregarding the most distant VAS, the $`[\mathrm{Fe}/\mathrm{H}]\times \mathrm{log}R_{\mathrm{HK}}^{}`$ diagram still presents the ‘activity strip’. The average metallicity of the VAS within and beyond 80 pc (our chosen distance cutoff) is $`0.318`$ and $`0.480`$ dex, respectively, showing that while reddening can explain part of the low photometric metal-content of the VAS, there is still another effect to account for, and the $`m_1`$ deficiency seems the most promising one.
Since the proposed correction for the $`m_1`$ deficiency was empirically determined using only AS stars, and they do not seem to be affected by reddening, we have no reason to disregard them. Indeed, the agreement of our proposed correction with the two VAS studied by Soderblom et al. (SKH (1998)) is good evidence that the extrapolation of the relation for the VAS is reasonable.
### 2.5 Effects of unresolved binarity
According to Duquennoy & Mayor (mayor (1991)), 65% of the G dwarfs in the solar neighbourhood are presently unresolved binaries. They are expected to present colours contaminated by the unresolved secondary, which would introduce errors in their metallicities and ages. We are here primarily concerned in the age errors, that can be more easily estimated. Since there is no set of chromospheric measurements for combined and resolved binaries, this discussion is predominantly theoretical.
In principle, for two stars with the same age and metallicity, $`\mathrm{log}R_{\mathrm{HK}}^{}`$ are equal. The index that depends on the colour is the $`S`$ index. For two coeval stars, born from the same parental cloud, $`S`$ will be greater in the cooler one. The index is very dependent on the stellar colour, since the chromospheric flux is much greater in the late type stars. When two stars are observed as one star, the $`S`$ index of the primary will be contaminated by that of the secondary. The combined index will be always greater than that of the primary, and the star would appear more active and younger than it really is.
We have calculated the $`S`$ index that would correspond to a certain $`\mathrm{log}R_{\mathrm{HK}}^{}`$ for several binary pairs, with $`(BV)`$ varying from 0.4 to 1.0, by inverting the equations provided by Noyes et al. (noyes (1984)). A larger colour range could not be used due to the limit of the $`S`$ calibration to colours higher than $`(BV)=1.0`$. The $`(BV)`$ colour was also used to estimate roughly the effective temperature and mass of the star. We thus can calculate the mass ratio for each pair (secondary to primary).
To combine the $`S`$ index of the two stars in the pair, we used a weighted mean. The weight is the Planck function integrated from $`\lambda \lambda `$ 3880 to 4020 Å, which correspond to the spectral range where the Ca II lines are found. In this way, we can found an average $`S`$ for the unresolved pair, and the corresponding $`\mathrm{log}R_{\mathrm{HK}}^{}`$. We compared the difference between this average $`\mathrm{log}R_{\mathrm{HK}}^{}`$ and the real index, known a priori. Basically, the difference is greater for the active stars, since the $`S`$ index of the secondary becomes much greater than that of the primary. For the inactive stars, it is lower than 0.04 dex which is smaller than the error for the index presented in Figure 5. The difference depends also on the mass ratio, and on the primary mass. A larger mass ratio tends to increase the difference. That means that a pair of stars composed of a G+K dwarf will appear more active than that composed by two G dwarfs. But at a certain mass ratio, around 0.55, the behaviour changes and the difference diminishes. That is, a pair composed of a G+M dwarf would be much less contaminated than that composed of a G+K dwarf. This reflects the fact that the intensity of the spectrum of the hotter star becomes much more important than that of the fainter. The dependence on the primary mass is simpler: the more massive is the primary, the weaker is the contamination by the secondary, and the smaller is the difference in $`\mathrm{log}R_{\mathrm{HK}}^{}`$.
Since these are just rough estimates, we decided to keep the qualitative approach, instead of deriving numerical corrections. We have calculated the number of stars in each age bin that can have a wrong age due to unresolved binaries. This number is estimated as
$$N_\mathrm{b}=\mathrm{\Delta }Nf_{\mathrm{bin}}f_{m_{<1.2}}f_q,$$
(2)
where $`\mathrm{\Delta }N`$ is the number of stars in each age bin; $`f_{\mathrm{bin}}`$ is the fraction of unresolved binaries in the sample, taken as 0.65; $`f_{m_{<1.2}}`$ is the fraction of stars with masses lower than $`1.2M_{}`$, which are expected to be much influenced to contamination by a secondary, according to our calculations; and $`f_q`$ is the percentage of mass ratios in which the primary $`S`$ colour are affected by that of the secondary. From a Salpeter IMF, we estimate that $`f_{m_{<1.2}}0.67`$. The fraction $`f_q`$ is conservatively estimated as 0.50 from our calculations. In this last estimate entered the fact that two stars with mass ratio around 1 will not affect the results: they would have the same index; and stars much fainter will not contaminate the index of the primary.
Figure 9 shows the number of stars with probably wrong ages due to duplicity. The solid line in this plot gives the expected relative age error for those stars. It uses the maximum error in $`\mathrm{log}R_{\mathrm{HK}}^{}`$, after varying the primary mass and the mass ratio. The error is always positive, since unresolved stars appear younger than they really are.
It can be seen that the error is greater for the youngest stars. However, its magnitude is negligible in view of the age errors already considered in Figure 5. The number of stars subject to this errors is also small, so that we can conclude that it does not affect the main results of this paper.
### 2.6 Representativeness of the sample
An additional sample, consisting of 267 stars, was built in order to complement our initial sample. The sample consists of stars initially in the surveys of S85 and HSDB, but not having photometric data in Olsen’s catalogues, as well as other stars scattered amongst several papers by the Mount Wilson group (Soderblom et al. soder91 (1991); Duncan et al. duncan (1991); Baliunas et al. baliunas (1995); Saar & Donahue saar (1997)), including the Sun itself which has not entered in the initial sample. In some cases, only the $`S`$ index was provided, and we calculated the corresponding $`\mathrm{log}R_{\mathrm{HK}}^{}`$ indices using the formalism of Noyes et al. (noyes (1984)). Photometric data for these stars were taken from the catalogue of Hauck & Mermilliod (HM98 (1998)).
In figure 10 we show the main characteristics of both the initial and the additional sample: the metallicity and $`\mathrm{log}R_{\mathrm{HK}}^{}`$ distributions and the metallicity–activity diagram. In all three aspects considered, both samples differ somewhat. The metallicity distribution of the additional sample is broader, and the metallicity–activity diagram seems more scattered than that for the initial sample. Part of this scatter probably reflects the heterogeneity of the photometric data in the catalogue of Hauck & Mermilliod (HM98 (1998)). Moreover, there are also significant differences between the chromospheric activity distribution of the two samples. One of these differences is the excess of stars with $`4.75<\mathrm{log}R_{\mathrm{HK}}^{}<4.60`$, where the Vaughan-Preston gap is supposed to be located. Far from being evidence for the non existence of this feature, this excess must be understood as a bias, due to the preferential publication of data for objects with certain activity levels, since they were gathered from scattered papers of the Mount Wilson group aimed at the study of small samples built from different selection criteria. Thus, we cannot join the two samples since the representativeness would be lost. This problem is very important to our study as long as our ultimate goal is counting stars with certain activity levels, after having converted them to ages, to find the star formation history (see Paper II). Since the photometric and chromospheric data come from heterogeneous sources, we decided to use this sample only as an additional tool for our study, in those topics where its inclusion is not likely to change the representativeness of the sample.
In practice, we have to ask whether the initial sample itself is representative since to the present moment the $`\mathrm{log}R_{\mathrm{HK}}^{}`$ indices for many stars observed by the Mount Wilson group have not been published. We can only base our suppositions about the shape of the stellar chromospheric activity distribution on the two surveys already published: S85 and HSDB. The first of these surveys includes data for 177 nearby stars in the northern hemisphere, while HSDB gives data for 817 southern hemisphere stars. In Figure 11, we have compared the activity distribution of both surveys. Inspection of this plot shows that the agreement between these distributions is only fair. It is possible to see a separation between active and inactive stars in both surveys, but the relative number of stars in the activity levels seems to be different in them.
The HSDB survey has selected stars from the combination of the two-dimensional MK spectral types in the surveys by Houk and collaborators (Houk & Cowley HC (1975); Houk houk78 (1978); Houk houk82 (1982); Houk & Smith-Moore HSM (1988)) with the photometric data by Olsen (olsen88 (1988), olsen93 (1993)). A secondary sample composed by 119 stars, not present in Olsen’s papers was also observed by them to compensate for the incompleteness of these (see below).
Houk’s surveys includes all stars in the Henry Draper Catalogue, from which Olsen also has constructed his database for photometric observations. The Henry Draper Catalogue is supposed to be nearly complete to magnitude $`V<9`$, but Olsen’s catalogue has some biases towards more massive stars, as explained in Olsen (olsen93 (1993)). However, these biases are not expected to depend upon any age-related quantity. Thus, the only biases expected for our southern hemisphere stars are those present in Olsen’s catalogues. The limiting magnitude for completeness is $`V=8.3`$ mag, which is the brighter cutoff present in Olsen’s catalogues (Olsen olsen83 (1983)). For northern hemisphere stars, the sample is based upon the Catalogue of stars within Twenty-five Parsecs of the Sun (Wooley et al. wooley (1970)), which also constitutes a complete sample of nearby solar-like stars.
We are inclined to assume that the HSDB survey best represents the real galactic chromospheric activity distribution, since it includes the largest sample. A comparison between the primary and secondary sample in the HSDB survey (see their Figure 5), for example, shows that the secondary sample (119 stars) present a broader chromospheric acticity distribution between $`4.80<\mathrm{log}R_{\mathrm{HK}}^{}<5.10`$, agreeing more with the the S85 survey. However, a definitive answer to this question can only be given when data for a sample of northern hemisphere stars, as extensive as that of HSDB, is published.
Around 87% of our sample is composed of southern hemisphere stars, and this makes our chromospheric activity distribution very similar to that of the HSDB survey. But this does not warrant the representativeness of ours, since we would be comparing very similar samples. At least, we can look for some biases if we divide our sample and verify whether both subsamples keep the same characteristics. We have done this by separating the stars according to right ascension: stars with R.A. from 0$`\stackrel{h}{.}`$ to 12$`\stackrel{h}{.}`$ compose the west sample (410 stars), while that with R.A. greater than 12$`\stackrel{h}{.}`$ compose the east sample (319 stars). In Figure 12 we show the metallicity and $`\mathrm{log}R_{\mathrm{HK}}^{}`$ distributions and the metallicity–activity diagram for the west and east subsamples. Note that the agreement between them is much better in all three characteristics we have considered. According to this, we can assume that probably there is a representative disk chromospheric activity distribution.
### 2.7 Spatial Velocities and Orbital Parameters
For 460 stars from the initial and the additional sample, a radial velocity measurement was found in the literature. These stars compose the ‘kinematical sample’. Each star had its spatial velocities ($`U`$, $`V`$ and $`W`$) calculated from the data in the literature, using the equations provided by Johnson & Soderblom (JS (1987)). Their orbits were then determined by numerical integration within a model of the Galactic potential, for the calculations of the peri- and apo-Galactic distances, $`R_p`$ and $`R_a`$ and the mean Galactocentric radius, $`R_m=(R_p+R_a)/2`$ for the orbit (cf. Edv93), eccentricity and height above the galactic plane.
The kinematical sample is particularly used in a future paper of this series aimed to the study of kinematical constraints related to age. Details on this subsample is to be given in that papers.
## 3 The chromospheric age–metallicity relation
For the derivation of the age–metallicity relation, we have to correct the metallicity of the AS and VAS for the $`m_1`$ deficiency. Figure 13 shows the age–metallicity diagram for the whole initial sample, up to 15 Gyr. The stars seem to fall along a very smooth relation just like what is expected from chemical evolution theory: the rich stars are the youngest, and the poor ones are the oldest. A surprising result is that the scatter is much smaller than that found by Edv93 using isochrone ages. The significance of this will be discussed later.
To find a more refined and unbiased AMR, the sample needs further selection. First, we have eliminated 72 stars more distant than 80 pc. Taking into account also 11 stars that do not have parallaxes measured by HIPPARCOS, our sample is reduced to 645 stars. As we want to apply a volume correction to the AMR (Twarog twar (1980)), the sample was further limited to apparent $`V`$ magnitudes lower than 8.3 mag, by the elimination of 42 stars.
Eight remaining VAS were also eliminated, since many of them may be old close binaries, in which the high activity is produced by highly synchronized rotation, and is not related with age. This can explain why some stars with ages lower than 0.5 Gyr still present subsolar \[Fe/H\] in Figure 13. Rigorously speaking, one may ask why we have not discarded the VIS since their very low activity might also be unconnected with age and could reflect an evolutionary phase analogous to the Maunder Minimum through which the Sun passed during the 17th-18th centuries (Baliunas et al. baliunas (1995); HSDB). We keep the VIS in our sample as the effects of the metallicity on the $`\mathrm{log}R_{\mathrm{HK}}^{}`$ index make the richer stars resemble older IS, or VIS. Many stars amongst the VIS can be normal stars, and there is presently no way to separate them from the Maunder-mininum stars. The same kind of contamination by normal stars does not significantly affect the VAS group, as can be seen from Figure 6 of Rocha-Pinto & Maciel (RPM98 (1998)).
Seven active stars are known to present greater velocity components (Soderblom soder90 (1990)), and they probably are not young stars (Rocha-Pinto, Castilho & Maciel RPCM (2000)). All of these stars were eliminated from the sample. Finally, disregarding 37 stars older than 15 Gyr, we arrive at a sample with 552 stars. The criteria for elimination are summarized in Table 2.
### 3.1 Magnitude-limited AMR
Since our sample is not volume-limited, we have to apply a correction to account for the dependence on \[Fe/H\] of the apparent magnitudes. This procedure, called volume correction, was already used by some authors (Twarog twar (1980); Ann & Kang annkang (1985); Meusinger et al. meu (1991)). After binning the stars, each metallicity is weighted by $`d^3`$, where $`d`$ is the maximum distance at which the star would still have an apparent magnitude lower than the magnitude limit, which for our sample is 8.3 mag. It is given by
$$8.3M=5\mathrm{log}d5,$$
(3)
where $`M`$ is the absolute magnitude of the star.
This magnitude-limited AMR is presented in Table 3, where we give the number of stars in each metallicity bin, the average-weighted \[Fe/H\], corrected for the $`m_1`$ deficiency (see section 2.2), and the metallicity dispersion. The metallicity of the last two bins is presented between parenthesis, since they are expected to be upper limits (see next section). For the calculation of the metallicity dispersion, we have used the same weights, given by Equation (3). These data are presented also in Figure 14, compared with previous relations published in the literature. In spite of having found a somewhat lower metallicity dispersion, we see a good agreement with the mean points of the Edv93’s AMR. The agreement with the AMRs by Twarog (twar (1980)) and Meusinger et al. (meu (1991)) is marginal. These AMRs predict a steady growth of \[Fe/H\] with time, but with a significant flattening in the last 5 Gyr. Instead, we have found a steepening in the growth of \[Fe/H\] at that same epoch, a feature also apparent in Edv93. In the oldest age bin, our AMR gives an average metallicity of $`0.48`$ dex which is $`0.14`$ dex higher than the average metallicity in Edv93. We believe that this discrepancy results from the errors in the chromospheric ages (see discussion on section 3.2).
We have not found an absence of metal-rich stars with ages between 3 and 5 Gyr (Carraro et al. carraro (1998)). In fact, our metal-rich stars are very concentrated at the younger bins, since this AMR does not show the large scatter present in other studies.
### 3.2 The initial metallicity of the disk
The AMR presented in Table 3 indicates a high estimate for the initial metallicity of the disk. According to it, we should expect an average \[Fe/H\] $`0.48`$ dex at around 13.5 Gyr ago. This metallicity is somewhat higher than the corresponding values found by Twarog (twar (1980)) and Edv93.
A high initial metallicity is indicative of significant pre-enrichment of the gas before the formation of the first stars in the disk. That the disk has had some previous enrichment can be easily seen from the lower cuttoff in its metallicity distribution in \[Fe/H\] $`0.8`$ dex (Rocha-Pinto & Maciel RPM96 (1996)). Even in the framework of an infall model, the disk initial metallicity must be non-zero in order to match the G-dwarf problem.
Our AMR has a peculiar behaviour towards greater ages. It flattens while the other relations (as well as the theoretical models) generally becomes steeper, indicating a rapid enrichment in the early galactic phases. That flatenning is the major difference between the mean points of our AMR and the mean points of that by Edv93.
The behaviour of our AMR in the oldest age bins are probably very affected by the age errors discussed in section 2. The chromospheric activity yields more accurate ages for younger stars, and we expect that the AMR at the youngest bins is fairly well reproduced. For the older bins, however, we have to estimate the mean deviation from the real AMR that we expect to find from using chromospheric ages. This can be done by simulating the scattering of the stars in the AMR due to the age errors.
The procedure follows closely that used in Paper II to compute the statistical confidence levels for the star formation history (hereafter SFH) features, and we refer to that paper for more detail. We simulate a constant SFH composed by 3000 stars. For each star, a metallicity is assigned by a pre-adopted AMR. After that, the stellar age and its metallicity are used to derive the corresponding $`\mathrm{log}R_{\mathrm{HK}}^{}`$ index the star would present if it is not in a Maunder-minimum phase. This is done by inverting the equations presented by Rocha-Pinto & Maciel (RPM98 (1998)). A database composed by 3000 stars with $`\mathrm{log}R_{\mathrm{HK}}^{}`$ and \[Fe/H\] is then built. The stars in this database are binned in 0.2 Gyr intervals, and we discard randomly in each interval the number of stars expected to have died or to have left the galactic plane at that corresponding age (see Paper II). The remaining stars compose a sample of around 600-700 stars. For these stars, we randomly shift their corresponding $`\mathrm{log}R_{\mathrm{HK}}^{}`$ and \[Fe/H\] according to the corresponding errors in these quantities. The final catalogue then resembles very much the real data sample used in this study.
The final simulated catalogue is used to derive the AMR in the same form we did for the real data. For the sake of simplicity, we assume a simple linear law for the AMR:
$$[\mathrm{Fe}/\mathrm{H}]=0.440.10t.$$
(4)
where $`t`$ is the stellar age in Gyr.
The simulations were repeated 20 times. The results are very similar from one simulation to the other, and one sample simulation is shown in Figure 15. It can be seen that the AMR found with the chromospheric ages follows closely the real AMR of the disk up to 9 Gyr ago, when it begins to deviate. The deviation is always in the sense of an increased dispersion and higher mean AMR. This is exactly the same that is observed in the AMR we have found for the disk. On the other hand, these simulations show that even in face of great age errors, the AMR can be fairly well recovered from a sample with chromospheric ages.
The increase of metallicity dispersion at the older age bins, as well as the greater deviation from the real AMR, are all consequences of the age errors. The older bins tend to be populated by the poorer stars, and the corrections to the chromospheric ages (Rocha-Pinto & Maciel RPM98 (1998)) increase very much for metal-poor stars. A small error in \[Fe/H\] or $`\mathrm{log}R_{\mathrm{HK}}^{}`$ reflects in a substantial error in age, which most probably will push the star to greater chromospheric ages. Due to this effect, the oldest age bins are more likely to be depopulated by metal-poor stars than the other bins. That is why the recovered AMR fails to match the original AMR as we consider ages progressively older. And the metallicity dispersion increase because the absolute age errors increases as a function of age.
In our simulations we have found that the average metallicity of the oldest bin is invariably around 0.20-0.23 dex higher than the real average metallicity, due to the age errors. If we apply this value to the Milky Way AMR derived previously, we get a disk initial metallicity around $`0.70`$ dex, which agrees very well with Edv93’s AMR and with the G dwarf metallicity distribution.
## 4 Metallicity dispersion
### 4.1 Some Evidences for a Non-Homogeneous Interstellar Medium
The metallicity dispersion we have found is about 0.13 dex as shown by the error bars of Figure 14 and from Table 3. It is much lower than that found by Edv93. At first sight, this result seems to revitalize old ideas about the chemical evolution of our Galaxy, in which the interstellar medium has been continuously and homogeneously enriched by metals ejected by the stars. Previous works on the AMR (Twarog twar (1980); Meusinger et al. meu (1991)) have consolidated this view by finding $`\sigma _{[\mathrm{Fe}/\mathrm{H}]}`$ around 0.12-0.18 dex.
This picture was strongly questioned after Edv93 published their detailed work on the chemical evolution of the disk. They found a larger dispersion in the AMR, varying from 0.18 to 0.26 dex. A number of hypotheses to explain it were considered, and the main conclusion of the authors is that a significant part of this scatter could be physical. Infall is quoted as one of the best mechanisms that could drive such an intrinsically large metallicity dispersion at all epochs, if the time scale for the mixing of the infalling gas is greater than that of star formation. The viability of the infall hypothesis requires star formation to be much more efficient in the material that has just fallen onto the disk than in the already well-mixed gas. This would occur if infall could drive star formation. It is interesting to see that a number of theoretical and observational evidences favour this process (Lépine & Duvert lep94 (1994); Lépine et al. lep99 (1999)), although a detailed study of this star formation mechanism connected with a chemical evolution model has never been made.
An alternative explanation was proposed by Wielen et al. (WFD (1996)) and Wielen & Wilson (wiewil (1997)) according to which the metallicity dispersion in Edv93’s AMR originated from the diffusion of the stellar orbits (Wielen wielen (1977)). According to this hypothesis, the Sun was born 1.9 kpc closer to the galactic center in comparison with its present position. This could solve a long-lasting puzzle about the fact that the Sun is richer than some younger neighbour objects (Cunha & Lambert cunha (1992); de Freitas Pacheco camisa12 (1993)). Clayton (clayton (1997)) also used this scenario to explain the meteoritic abundance ratios of the isotopes <sup>29</sup>Si and <sup>30</sup>Si, related to <sup>28</sup>Si.
Recently, Binney & Sellwood (binney (2000)) reconsidered the diffusion of stellar orbits and found that, a typical star is unlikely to migrate from the galactocentric radius of its birthplace by more than 5% over its lifetime. These authors say that Wielen et al. (WFD (1996)) calculated the diffusion of stellar orbits in velocity space, adopting isotropic and constant diffusion coefficients. When the diffusion is calculated in integral space, it becomes very anisotropic. As a result, the star does not change significantly the guiding-center radius of its orbit, which should be similar to $`R_m`$, as in Edv93. This recent work concludes that the metallicity scatter in Edv93 is probably real.
The existence of some scatter in the interstellar medium is not questioned. The Sun-Orion abundance discrepancy and the existence of young stars with subsolar abundance (Grigsby, Mulliss & Baer grigsby (1996)) are classical puzzles that point to the existence of an intrinsic metallicity dispersion in the galactic gas. The real problem is its quantification, since these anomalies can be outliers.
For instance, Binney & Sellwood (binney (2000)) show data measured by other authors, which indicate that the intrinsic scatter in \[O/H\] should be around 0.10 dex. Garnett & Kobulnicky (garnett (2000)) also conclude that, from measurements in nearby galaxies and the local ISM (Kennicutt & Garnett KG96 (1996); Kobulnicky & Skillman KS96 (1996); Meyer, Jura & Cardelli meyer (1998)), the metallicity scatter is lower than 0.15 dex.
### 4.2 Isochrone-spectroscopic data vs. chromospheric-photometric data
The average metallicity dispersion we have found is very close to that found by Twarog (twar (1980); $`0.12`$ dex). Twarog’s sample is greater than Edv93’s and has a good statistical significance, but his metallicities are less accurate. Moreover, his ages were found by old, now outdated, isochrones. The problem can be summarized as follows: photometric AMRs show a small, well-behaved metallicity scatter (however, see Marsakov et al. marsakov (1990)), while the only one based on a spectroscopic sample indicate the opposite. Note that Ng & Bertelli (ng (1998)) only revisit Edv93’s ages, so that their AMR cannot be taken as an independent evidence for a real greater scatter.
It is important to show that there is no significant difference in the quality of our data compared to those of Edv93, even taking into account that our metallicities are photometric and our ages are chromospheric. In Figure 17, we show the comparison between the 16 stars in common between ours and Edv93’s sample, before and after the application of the metallicity corrections to the chromospheric ages (Rocha-Pinto & Maciel RPM98 (1998)). Note that these corrections improve substantially the matching between both methods to measure the stellar ages. The exceptions are few, and will be discussed separately.
The agreement is also good for metallicities. In Figure 18, the position of our stars in the age–metallicity diagram is shown. Lines connect these stars with their position in the same diagram using Edv93’s data. With only one exception, all stars present differences in metallicities that are within the expected error in the photometric calibration of \[Fe/H\].
Sixteen stars is a small number to test if our method to estimate ages and \[Fe/H\] is good. We have chosen to compare directly these methods to estimate stellar ages and metallicities, using the stars in Edv93’s sample.
The first of these comparisons is shown in Figure 16, where we show the correlation of photometric and spectroscopic metallicities for the 189 stars in Edv93 sample. The photometric metallicity was estimated as described in the subsection 2.2. The agreement is typical of that expected from a photometric calibration. The standard deviation of the data is 0.10 dex.
Chromospheric indices were published only for 81 stars from those of Evd93 sample, and 40 of them were used in the determination of the metallicity correction to the chromospheric age (Rocha-Pinto & Maciel RPM98 (1998)). We present, in Figure 19, a comparison between the isochrone and the chromospheric ages, before and after the application of the metallicity corrections. The stars are distinguished by symbol (according to their spectroscopic metallicity) and style (if it was already used by Rocha-Pinto & Maciel RPM98 (1998) or not). The Figure shows clearly that the metallicity corrections improve substantially the chromospheric ages. The scatter is comparable to the expected error in both methods (we use here a formal average error of 0.1 dex for Edv93 ages, although Lachaume et al. lach (1999) have shown that this error can be easily underestimated). Panel c of Figure 19 shows the same comparison, now using Ng & Bertelli (ng (1998)) ages. The agreement is somewhat better, although a greater isochrone age is still found for some stars. Panel d shows a comparison, in the same scale, between the isochrone age determinations by Edv93 and Ng & Bertelli (ng (1998)).
Isochrone ages are better compared to chromospheric ages, at least for early G dwarfs (Lachaume et al. lach (1999) showed that this is not true for intermediate and late G darfs). The difference can be large, but in general, it is of the same order as the difference between two isochrone age determination made using different isochrones (see panel d of Figure 19). This Figure shows that the error estimate in Fig. 5 is fairly reasonable. They are considerably large, but they are not expected to destroy the AMR, as shown by our simulation in Figure 15.
There are only three stars that were classified as subgiants in Figure 1, that have both a chromospheric and isochrone age. For two of them (HD 9562 and HD 131117), the ages agree remarkably to within 0.15 dex. The third star (HR 4734 = HD 108309) is investigated in more detail in what follows. On the other hand, Edv93’s sample has some slighlty evolved subgiants, which are represented by the oldest stars in Figure 19. The good agreement between their chromospheric and isochrone ages shows that the chromospheric activity–age relation can be extrapolated to slightly evolved subgiants.
### 4.3 Anomalies to the chromospheric activity–age relation
Few stars deviated significantly from the expected relation in panels b and c of Figure 19. With two exceptions (HR 1780 and HD 165401), all of them have metallicities greater than $`0.05`$ dex. The deviation is in the same direction: stars that appear to be very young, according to their chromospheres, are found to be much older from their position in the HR diagram. Three of these stars (HR 4734, HR 7232 and HD 165401) were measured only once by the Mount Wilson group, according to Duncan et al. (duncan (1991)). While their high chomospheric activity could be caused by a periodic active phase in their magnetic cycles, all of the other stars were observed more than a hundred times, over a time span of 12 years or more, and errors in the chromospheric indices cannot be invoked to explain their different ages.
Some of the deviating stars in panel b are chromospherically young, kinematically old stars (hereafter referred as CYKOS), that have been recently investigated by some of us (Rocha-Pinto, Castilho & Maciel RPCM (2000)). Their origin is presently unknown. Poveda et al. (allen (1996)) have also found objects like these amongst UV Ceti stars, and they proposed they could be low-mass blue stragglers, formed by the coalescence of close binaries. Other explanation could be that these stars are themselves close, unresolved binaries. The high rotation rates of these systems tend to keep the chromospheric activity well beyond the normal age where we would expect it to have been diminished. Moreover, systematic chemical variations between them and the other normal stars could be a cause for some deviations from the relation. However, we have found no such difference, using the abundance ratios provided by Edv93. We can but conclude that these stars do not follow the chromospheric activity–age relation. A possibility to be explored by future investigations is whether the metallicity correction to the chromospheric ages of the metal-rich stars have been overestimated. It is apparent from Figure 1 of Rocha-Pinto & Maciel (RPM98 (1998)) that some metal-rich stars present great difference between their chromospheric and isochrone ages.
The existence of anomalies to the chromospheric activity–age calibration does not throw doubt about the use of chromospheric indices to measure stellar ages. The exceptions are few. There are also exceptions to the use of photometric indices to measure stellar parameters, for instance in peculiar stars, but these do not rule out the validity and quality of photometrically calculated parameters. The difference is that there are ways to photometrically distinguish between a normal from a peculiar star. But this is not possible for CYKOS from chromospheric indices alone. We are not sure whether it could be done by photometry. The only way to discover a CYKOS presently is by comparing their activity levels with their isochrone ages and their kinematical characteristics.
### 4.4 The problem of the metallicity scatter
A more instructive way to compare the metallicity scatter of the two AMR is presented in Figure 20, where we superpose both AMR’s. The differences occur mainly in two regions, which we have marked by dotted lines, and named as Region I and II. Region I has also other interesting characteristic: it is well detached from the bulk of stars in both samples. Note that four stars amongst those that have deviated from the mean relation in Figure 19 are also present in Region I. It suggests that the other stars in this location do not follow the chromospheric activity–age relation. We have chromospheric indices for five other stars in this region (HR 3176, HR 3951, HR 5423, HR 8041 and HR 8729). All of them also present chromospheric ages lower than their isochrone ages, although the age excess is smaller than that found for the stars in Figure 19. Table 4 presents the logarithmic isochrone age of these stars ($`\mathrm{log}I_{\mathrm{age}}`$), in Gyr, taken from Edv93, and the age excess ($`\mathrm{\Delta }`$), which we define as the logarithmic difference between the isochrone and the chromospheric age of a star (see Rocha-Pinto & Maciel RPM98 (1998)). For other star, HR 2354, chromospheric indices were not found in the literature, but emission in the Ca II K line was observed by Hagen & Stencel (hagen (1985)). Significant X-ray emission was also observed by the ROSAT observatory (Hünsch, Schmitt & Voges hunsch (1998)), confirming that it is chromospherically active. Its spectral type is G3 III-IV. Although Micela, Maggio & Vaiana (micela (1992)) showed that the X-ray activity can be used as an age indicator in giants, no study has ever aimed to calibrate an age relation for them. We have used the relation proposed by Kunte, Rao & Vahia (kunte (1988)) to estimate an X-ray age for it. We alert that this relation was calibrated only for main-sequence stars, and its use here is merely illustrative. Using the value for the X-ray luminosity over bolometric luminosity given by (Hünsch, Schmitt & Voges hunsch (1998)), we have an X-ray age of 2.5 Gyr to HR 2354, which is lower than the isochrone age found by Edv93, just like for the other stars with chromospheric ages.
The presence of CYKOS in this region also points to a wrong age determination (both isochrone and chromospheric), since as a coalesced star, as an unresolved close binary would have both chromospheric activity and position in the HR diagram uncorrelated with its real age. This can explain why there is a gap between Region I and the other stars. Chromospheric indices for other stars in this region could test more properly this hypothesis.
The other region marked in Figure 20 corresponds to the metal-poor stars with young to intermediate ages. None of such stars are present in our AMR. This could be explained if there were some systematic error in the metallicity corrections to the chromospheric ages that would avoid locating stars in this region. Unfortunately, there are chromospheric measurements for only three stars in Region II. Their age excesses do not follow a systematic trend, as for the stars in Region I, as can be verified in Table 4.
We have checked if the scatter in our AMR could have been partially destroyed due to the use of the metallicity corrections. Rocha-Pinto & Maciel (RPM98 (1998)) have proposed such a correction from their finding that the difference between chromospheric and isochrone ages were related to the stellar metallicity. The correction itself disregards the scatter in the data. If this scatter is real, probably reflecting different chemical compositions, the use of a calibrated metallicity correction could remove partially the dispersion in the chromospheric AMR. We have used a simulation analogous to that used in the previous section. This time, we have used a ‘AMR’ composed only by scatter, that is, 730 stars were randomly distributed in age (from 0 to 16 Gyr) and metallicity (from $`1.2`$ to 0.4 dex). We have taken explicitly into account the dispersion in the metallicity correction, taken from Figure 1 of Rocha-Pinto & Maciel (RPM98 (1998)), as well as the errors in $`\mathrm{log}R_{\mathrm{HK}}^{}`$ and \[Fe/H\]. We have found that the chromospheric AMR preserves closely the real metallicity dispersion of the data, even with the greatest possible scatter for the disk AMR.
We have found no indication that the differences in the AMR are due to difference in the methods used to estimate age and metallicity. We are left with the hypothesis that one of the samples (Edv93’s or ours) is not suitable to investigate this constraint.
There are arguments to suspect that Edv93’s sample selection has biased their results. Their sample was selected very carefully to allow the study of the abundance ratios evolution. It is not suitable to other studies such as, for instance, the metallicity distribution. Part of the scatter in Edv93’s AMR comes from their selection procedure to have nearly equal number of stars in predetermined $`\delta m_1`$ intervals, to assure a good coverage of \[Fe/H\] values in their sample. The authors themselves make a correction for this, using a metallicity distribution of 446 dwarfs, after which the metallicity dispersion diminishes to around 0.21 dex. While this value is closer to previous estimates of the metallicity dispersion in the solar vicinity, it is still greater than ours. What is generally not recognized is that the same kind of problem can occur in the investigation of the metallicity dispersion inside each age bin.
We have tested this with a number of artificial samples. We have deliberately selected randomly nearly 25 stars in each of the metallicity bins that Edv93 used, amounting 189 stars just like their sample, from a set of 2000 artificial stars. These pre-selected AMRs were compared with other AMRs composed by 189 stars randomly selected from the same parent population. We have verified that contrary to the expectation, this kind of selection procedure does not necessarily imply a metallicity scatter greater than what would be found with a more unbiased selection procedure. However, there is a significant difference between these simulations and the procedure made by Edv93. According to them, they had observed the 25 brightest stars in each metallicity box, after disregarding binaries and stars rotating faster than 25 km/s. This probably causes a bias that was not taken into account by the authors. If there was a one-to-one relation between metallicity and age, the age of the 25 brightest stars would be the same as that of the 25 faintest stars. On the other hand, if there is a real metallicity scatter in the interstellar medium, at the same metallicity, the brightest stars would not have the same age dispersion as the faintest stars, or the age dispersion of a subsample randomly selected. The brightest stars will be generally the nearer stars and the most evolved, which are higher in the HR-diagram. From stellar evolutionary theory we also know that these are generally the older stars, or the hotter stars. Since Edv93 also avoid faster rotating stars (which corresponds to the hotter stars), the majority of these stars will be old. Therefore, Edv93’s metallicity bins have probably non-representative age distributions, which changes the whole dispersion in the AMR.
This selection effect was introduced by intrinsic observational limitations. Other selection effects are also present in their sample due to this problem. For instance, Garnett & Kobulnicky (garnett (2000)) have shown that there is a distance bias in Edv93’s sample. Stars at distances 30-80 pc from the Sun are systematically metal-poor. The explanation for this trend is provided by Edv93 themselves. To have equal number of stars in each metallicity bin, they observed the metal-poor stars at a large volume. Garnett & Kobulnick conclude that the real scatter in the AMR should be lower than 0.15 dex, which favours our results. Edmunds eddy (1998) favours the same conclusion.
However, the puzzle cannot be considered solved. It is highly necessary to have an independent study of the spectroscopic AMR, preferably using a sample as large as that of Twarog. It is also important to make a more detailed investigation of the link between age and stellar activity, especially for the CYKOS and other deviating stars. Presently, we can conclude that the photometric, chromospheric AMR does not give support to the great scatter in the AMR as found by Edv93. Therefore, the AMR can be still regarded as a strong constraint to chemical evolution models, just like the G dwarf metallicity distribution and the radial abundance gradients (see Chiappini, Matteucci & Gratton chiappini (1997)).
## 5 Conclusions
We have used an extended sample composed of 552 late-type dwarfs, with chromospheric ages and photometric metallicities, to address the AMR of the solar neighbourhood. Our main conclusions can be summarized as follows:
1. The AMR is found to be a smooth function of time. The average metallicity has increased by at least 0.56 dex in the last 12-15 Gyr. No absence of rich stars ageing 3 to 5 Gyr, as suggested by Carraro et al. (carraro (1998)), was found. The results are in fairly good agreement with the mean points of Edv93’s and Ng & Bertelli (ng (1998))’s AMR.
2. The initial metallicity of the disk was around $`0.70`$ dex. This suggests some previous enrichment of the gas which gave rise to the thin disk.
3. A number of very metal rich stars in Edv93 could be composed by chromospherically young, kinematically old stars (CYKOS). These stars could originate from coalesced stars or unresolved close binaries. This may indicate that their isochrone ages, as measured by Edv93, are wrong. This can, at least, explain why Edv93 have found some old stars more metal rich than the Sun.
4. An average intrinsic metallicity dispersion of 0.13 dex was found. Several hypotheses were tested to explain this scatter compared to that found by Edv93. We have found no indication that it could be produced by our method to estimate ages and metallicities. On the other hand, this dispersion agrees closely with the recent conclusions by Garnett & Kobulnicky (garnett (2000)) that the real scatter in the AMR should be lower than 0.15 dex. Nevertheless, additional independent determinations of the AMR are strongly encouraged to confirm this view.
Some important bias in the sample can be investigated with the aid of kinematical data. A third paper on this series addressing this topic is being planned.
###### Acknowledgements.
We acklowledge critical reading of the manuscript and suggestions made by Eric Bell. The referee, Dr. David Soderblom has raised several important points, which contributed to improve the paper. This research made extensive use of the SIMBAD database, operated at CDS, Strasbourg, France. We acklowledge support by FAPESP and CNPq to WJM and HJR-P, NASA Grant NAG 5-3107 to JMS, and the Finnish Academy to CF. |
warning/0001/hep-th0001074.html | ar5iv | text | # I Introduction
## I Introduction
The Calogero-Moser systems () were extended to any semi-simple Lie algebras by Olshanetsky and Perelomov () at the classical level. It was later generalized by Bordner, Corrigan and Sasaki () to any root system (including the non-crystallographic case). The rational Calogero-Moser system displays a perturbation of special interest whose solutions are all periodic of the same period. Such a type of perturbation was considered for any root system by Bordner, Corrigan and Sasaki and they proved the existence of a Lax pair which generalizes the one introduced by Olshanetsky-Perelomov () for the $`A_{m1}`$ case. In this article, we follow the method introduced in Caseiro-Françoise () to prove an explicit algebraic linearization of several systems of Calogero-Moser or Ruijsenaars-Schneider type. This techniques together with the general Lax matrix introduced by Bordner-Corrigan-Sasaki allows to show the full periodicity of all the orbits of the rational system perturbed by a confining quadratic potential. A proof of the involution of the eigenvalues of the Lax matrix is given by generalizing the original proof by Françoise () for the $`A_{m1}`$ case. We show next that the flow associated to each eigenvalue has all orbits periodic of the same period.
In the third part of the article, we consider perturbations of quartic type which are still integrable as shown (in the $`A_{m1}`$ case) by Françoise-Ragnisco () and we show the existence of a Lax pair for all Coxeter groups. In the fourth part, we extend the algebraic linearization of the trigonometric or hyperbolic systems (Sutherland systems) () to any root system having the minimal representation.
We postpone to further studies the semi-classical analysis of the associated quantum systems.
## II Superintegrability of the rational Calogero-Moser system for any Coxeter group
The rational Calogero-Moser system for any Coxeter group was first considered by Bordner, Corrigan and Sasaki (). They proved the classical integrability by constructing a universal Lax pair (see also ). The quantum case was discussed by Dunkl (). In this article, we use the techniques of algebraic linearization discussed in () for the $`A_{m1}`$ case. This yields the superintegrability of the rational Calogero-Moser system for any Coxeter group.
Let us denote by $`\mathrm{\Delta }`$ a root system of rank $`r`$. The dynamical variables are (as before) the coordinates $`q_i,i=1,\mathrm{},r`$ and their canonically conjugate momenta $`p_i,i=1,\mathrm{},r`$. The Hamiltonian for the classical Calogero-Moser model is:
$$=\frac{1}{2}p^2+\frac{1}{2}\underset{\rho \mathrm{\Delta }_+}{}\frac{g_{|\rho |}^2|\rho |^2}{(\rho q)^2},$$
(2.1)
in which the coupling constants $`g_{|\rho |}`$ are defined on orbits of the corresponding Coxeter group. That is, for the simple Lie algebra cases $`g_{|\rho |}=g`$ for all roots in simply-laced models and $`g_{|\rho |}=g_L`$ for long roots and $`g_{|\rho |}=g_S`$ for short roots in non-simply laced models. Choose a representation $`𝒟`$ of dimension $`D`$ of the Coxeter group (see appendix), then define the $`D\times D`$ matrix:
$$p\widehat{H}:(p\widehat{H})_{\alpha \beta }=(p\alpha )\delta _{\alpha \beta },$$
(2.2)
where $`\alpha `$ and $`\beta `$ are vectors belonging to the representation.
Introduce next the $`D\times D`$ matrices $`X`$, $`L`$ and $`M`$:
$`X`$ $`=`$ $`\mathrm{i}{\displaystyle \underset{\rho \mathrm{\Delta }_+}{}}g_{|\rho |}(\rho \widehat{H}){\displaystyle \frac{1}{(\rho q)}}\widehat{s}_\rho ,`$ (2.3)
$`L`$ $`=`$ $`p\widehat{H}+X,`$ (2.4)
$`M`$ $`=`$ $`{\displaystyle \frac{\mathrm{i}}{2}}{\displaystyle \underset{\rho \mathrm{\Delta }_+}{}}g_{|\rho |}{\displaystyle \frac{|\rho |^2}{(\rho q)^2}}\widehat{s}_\rho ,`$ (2.5)
and a diagonal matrix:
$$Q=q\widehat{H};(Q)_{\alpha \beta }=(q\alpha )\delta _{\alpha \beta }.$$
(2.6)
The time evolution of the matrix $`L`$ along the flow of the Hamiltonian displays the following equations:
$`\dot{L}`$ $`=`$ $`[L,M],`$ (2.7a)
$`\dot{Q}`$ $`=`$ $`[Q,M]+L.`$ (2.7b)
Introduce now the functions
$`F_k`$ $`=`$ $`\mathrm{Tr}(L^k);k=1,\mathrm{},D,`$ (2.8)
$`G_k`$ $`=`$ $`\mathrm{Tr}(QL^k);k=0,\mathrm{},D1,`$ (2.9)
whose time-evolution displays:
$`\dot{F}_k`$ $`=`$ $`0,`$ (2.10)
$`\dot{G}_k`$ $`=`$ $`F_{k+1}.`$ (2.11)
This provides the algebraic linearization.
Proposition II.1
The generalized Calogero-Moser system (2.1) is superintegrable for any Coxeter group.
Proof.
Introduce together with the $`D`$ first integrals $`F_k`$ the $`D(D1)/2`$ extra first integrals $`H_{k,k^{}}=F_kG_k^{}F_{k^{}+1}G_{k1}`$. Independent conserved quantities $`F_k`$ to be obtained from the Lax equation (2.7a) occur at such $`k=1+\mathrm{𝐞𝐱𝐩𝐨𝐧𝐞𝐧𝐭}`$ of the corresponding crystallographic root systems. For the non-crystallographic root systems, they arise at $`(k=2,m)`$ for the dihedral group $`I_2(m)`$, $`(k=2,6,10)`$ for $`H_3`$ and $`(k=2,12,20,30)`$ for $`H_4`$. These are the degrees at which Coxeter invariant polynomials exist ().
## III Full periodicity of the confining potential case
Integrable systems related to any Coxeter group first considered by Bordner, Corrigan and Sasaki () are obtained by adding to generalized rational Calogero-Moser systems a confining potential. We recall here the notations and results of this article concerned with the confining potential.
The Hamiltonian is now:
$$_\omega =\frac{1}{2}p^2+\frac{1}{2}\omega ^2q^2+\frac{1}{2}\underset{\alpha \mathrm{\Delta }_+}{}\frac{g_{|\alpha |}^2|\alpha |^2}{(\alpha q)^2}.$$
(3.1)
With the same matrices introduced above in the first paragraph, the time evolution displays:
$`\dot{L}`$ $`=`$ $`[L,M]\omega ^2Q,`$ (3.2a)
$`\dot{Q}`$ $`=`$ $`[Q,M]+L.`$ (3.2b)
Introduce the matrices:
$$L^\pm =L\pm \mathrm{i}\omega Q.$$
(3.3)
These matrices undergo the time evolution:
$$\dot{L}^\pm =\pm \mathrm{i}\omega L^\pm +[L^\pm ,M].$$
(3.4)
It was then observed that the matrix $`=L^+L^{}`$ defines Lax matrix for the system:
$$\dot{}=[,M].$$
(3.5)
Consider then the functions:
$`F_k`$ $`=`$ $`\mathrm{Tr}(L^+^k),`$ (3.6a)
$`G_k`$ $`=`$ $`\mathrm{Tr}(L^{}^k).`$ (3.6b)
The time evolution yields:
$`\dot{F}_k`$ $`=`$ $`\mathrm{i}\omega F_k,`$ (3.7a)
$`\dot{G}_k`$ $`=`$ $`\mathrm{i}\omega G_k.`$ (3.7b)
Thus these functions provide the algebraic linearization of the system. The existence of this algebraic linearization relies on the fact that the Lax equation is supplemented by an extra-equation which provides the full dynamics. Another consequence of this extra-equation is the involution of the first integrals displayed by the Lax pair.
Indeed, the formal structure of the equations \[(3.2), (3.5)\] is the same for any Coxeter group. So the same line of arguments developed in () for the special case $`A_{m1}`$ shows the following: (which is also of interest in the rational case)
Theorem III.1
The Hamiltonian flows generated by the functions
$$H_k=\mathrm{Tr}(^k),k=1,\mathrm{},D$$
Poisson commute.
Proof.
Consider the symplectic form:
$$\mathrm{\Omega }=\mathrm{Tr}(dQdL)=C_𝒟\underset{j=1}{\overset{r}{}}dq_jdp_j,$$
(3.8)
defined on the product of two copies of the representation. The constant $`C_𝒟`$ depends actually on the representation. We can in the following forget about this factorizing constant and simply consider the Hamiltonian system defined by:
$$\mathrm{\Omega }=\mathrm{Tr}(dQdL),$$
(3.9a)
and the Hamiltonian:
$$_\omega =(1/2C_𝒟)\mathrm{Tr}().$$
(3.9b)
Let $`\mathrm{\Lambda }`$ be an eigenvalue of the matrix $``$ and let $`T`$ be the matrix of the projection onto the eigenspace corresponding to this eigenvalue. Classical result of linear perturbation theory yields:
$$d\mathrm{\Lambda }=\mathrm{Tr}(dT).$$
(3.10)
The Hamiltonian flow generated by the function $`\mathrm{\Lambda }`$ and the symplectic form $`\mathrm{\Omega }`$ displays:
$$\mathrm{Tr}(\dot{Q}dL\dot{L}dQ)=\mathrm{Tr}(dT).$$
(3.11)
This yields:
$`\dot{Q}`$ $`=`$ $`[Q,M]+\mathrm{i}\omega [T,Q]+(LT+TL),`$ (3.12a)
$`\dot{L}`$ $`=`$ $`[L,M]+\mathrm{i}\omega [T,L]\omega ^2(QT+TQ),`$ (3.12b)
and thus:
$$\dot{}=[,M]+2\mathrm{i}\omega [T,]=[,M].$$
(3.13)
This shows that the eigenvalues of the Lax matrix $``$ are constants of motion for the Hamiltonian flow generated by any of its eigenvalues. In particular this proves that the Hamiltonian flows generated by the eigenvalues of the Lax matrix $``$ Poisson commute.
Proposition III.2
The Hamiltonian flows generated by any eigenvalues of the Lax matrix $``$ have all orbits periodic of the same period $`\pi /\omega `$.
Proof.
The time evolution along the Hamiltonian flow displays:
$`\dot{L}^+`$ $`=`$ $`[L^+,M]+2\mathrm{i}\omega TL^+,`$ (3.14a)
$`\dot{L}^{}`$ $`=`$ $`[L^{},M]2\mathrm{i}\omega L^{}T.`$ (3.14b)
Introduce $`U`$ the (time dependent) matrix solution of the Cauchy problem:
$$\dot{U}=UM,U(0)=1.$$
(3.15)
The conjugated matrix $`UU^1`$ is then a constant of motion. Denote $`V`$ a time-independent matrix which diagonalizes this matrix. Conjugate all the matrices $`UL^\pm U^1`$ $`UTU^1`$ by the matrix $`V`$ yields:
$`\dot{L}^+`$ $`=`$ $`2\mathrm{i}\omega \tau L^+,`$ (3.16a)
$`\dot{L}^{}`$ $`=`$ $`2\mathrm{i}\omega L^{}\tau ,`$ (3.16b)
where $`L^\pm =VUL^\pm U^1V^1`$ and $`\tau `$ is the constant diagonal matrix whose entries are equal to zero except the diagonal term equals to $`1`$ in the position corresponding to the eigenvalue. Equations (3.16) can be easily integrated and they yield the periodicity of the eigenvalues of the matrix $`Q=(1/2\mathrm{i}\omega )(L^+L^{})`$ (the conservation of the Hamiltonian prevents collisions). This clearly implies that the positions $`q`$ are periodic in time of period $`\pi /\omega `$.
## IV The generalized rational Calogero-Moser system with an external quartic potential
The rational Calogero-Moser can be deformed into an integrable system by adding a quartic potential (cf. ()). We include now a proof of the existence of a Lax matrix for the generalized rational Calogero-Moser system with an external quartic potential. Define again the same matrices $`L`$, $`Q`$, $`X`$ and $`M`$. Let $`h(Q)=aQ+bQ^2`$ be a matrix quadratic in $`Q`$; $`(a,b)`$ are just two new independent parameters. The perturbed Hamiltonian is now (up to the normalization constant $`2C_𝒟`$):
$$_h\mathrm{Tr}(L^2+h(Q)^2),$$
(4.1)
Theorem IV.1
The time evolution of the quartic type Hamiltonian system (4.1) can be cast into a Lax pair.
Proof.
Define the matrices:
$$L^\pm =L\pm \mathrm{i}h(Q),$$
(4.2)
and
$$=L^+L^{}.$$
(4.3)
The time evolution equations (3.4) of the matrices $`L^\pm `$ get modified as follows:
$`\dot{L}^+`$ $`=`$ $`[L^+,M\mathrm{i}h^{}(Q)/2]+\mathrm{i}L^+h^{}(Q),`$ (4.4a)
$`\dot{L}^{}`$ $`=`$ $`[L^{},M\mathrm{i}h^{}(Q)/2]\mathrm{i}h^{}(Q)L^{}.`$ (4.4b)
This yields the Lax pair equation:
$$\dot{}=[,M\mathrm{i}h^{}(Q)/2].$$
(4.5)
In the special limit $`b=0`$, $`a=\omega `$, the quartic system reduces to the confining quadratic potential considered in the paragraph III.
## V The trigonometric (hyperbolic) Calogero-Sutherland system
The Hamiltonian of the trigonometric Calogero-Sutherland model writes:
$$=\frac{1}{2}p^2+\frac{1}{2}\underset{\alpha \mathrm{\Delta }_+}{}\frac{g_{|\alpha |}^2|\alpha |^2}{\mathrm{sin}^2(\alpha q)}.$$
(5.1)
In order to get the hyperbolic case it suffices to change $`\mathrm{sin}`$ into $`\mathrm{sinh}`$. In the following, we only demonstrate the algebraic linearization of the trigonometric case. The hyperbolic case can be deduced easily by the above replacement. We consider the matrices:
$`L`$ $`=`$ $`p\widehat{H}+X,`$ (5.2a)
$`X`$ $`=`$ $`\mathrm{i}{\displaystyle \underset{\rho \mathrm{\Delta }_+}{}}g_{|\rho |}(\rho \widehat{H}){\displaystyle \frac{1}{\mathrm{sin}(\rho q)}}\widehat{s}_\rho ,`$ (5.2b)
$`M`$ $`=`$ $`{\displaystyle \frac{\mathrm{i}}{2}}{\displaystyle \underset{\rho \mathrm{\Delta }_+}{}}g_{|\rho |}{\displaystyle \frac{|\rho |^2\mathrm{cos}(\rho q)}{\mathrm{sin}^2(\rho q)}}\widehat{s}_\rho ,`$ (5.2c)
and diagonal matrices:
$`Q`$ $`=`$ $`q\widehat{H};(Q)_{\alpha \beta }=(q\alpha )\delta _{\alpha \beta },`$ (5.2d)
$`R`$ $`=`$ $`\mathrm{e}^{2\mathrm{i}Q}.`$ (5.2e)
Theorem V.1
In the case when the root system admits a minimal representation, the time evolution along the flow of the Hamiltonian (5.1) displays:
$`\dot{L}`$ $`=`$ $`[L,M],`$ (5.3a)
$`\dot{R}`$ $`=`$ $`[R,M]+\mathrm{i}(RL+LR).`$ (5.3b)
The algebraic linearization of the system (5.1) follows with the functions:
$$a_k=\mathrm{Tr}(L^k),k=1,\mathrm{},D,$$
(5.4a)
and
$$b_k=\mathrm{Tr}(RL^k),k=1,\mathrm{},D,$$
(5.4b)
whose time evolution reads:
$`\dot{a}_k`$ $`=`$ $`0,`$ (5.5a)
$`\dot{b}_k`$ $`=`$ $`2\mathrm{i}b_{k+1}.`$ (5.5b)
Proof.
It can be easily checked that:
$$\dot{R}=2\mathrm{i}p\widehat{H}R=\mathrm{i}(p\widehat{H}R+Rp\widehat{H}),$$
(5.6)
$$\dot{R}=\mathrm{i}[(LX)R+R(LX)]=\mathrm{i}(LR+RL)\mathrm{i}(XR+RX).$$
(5.7)
We only need to show that:
$$[R,M]=\mathrm{i}(XR+RX).$$
(5.8)
Let us first evaluate the bracket $`[R,M]`$:
$$[R,M]=\frac{\mathrm{i}}{2}\underset{\rho \mathrm{\Delta }_+}{}g_{|\rho |}\frac{|\rho |^2\mathrm{cos}(\rho q)}{\mathrm{sin}^2(\rho q)}[\mathrm{e}^{2\mathrm{i}q\widehat{H}},\widehat{s}_\rho ].$$
(5.9)
The commutation relations:
$$[\widehat{H}_j,\widehat{s}_\alpha ]=\alpha _j(\alpha ^{}\widehat{H})\widehat{s}_\alpha $$
(5.10)
yield
$$[R,M]=\frac{\mathrm{i}}{2}\underset{\rho \mathrm{\Delta }_+}{}g_{|\rho |}\frac{|\rho |^2\mathrm{cos}(\rho q)}{\mathrm{sin}^2(\rho q)}\mathrm{e}^{2\mathrm{i}q\widehat{H}}(1\mathrm{e}^{2\mathrm{i}\rho q\rho ^{}\widehat{H}})\widehat{s}_\rho .$$
(5.11)
The minimal representation (cf. ) is such that for all roots $`\rho `$:
$$\rho ^{}\widehat{H}=0,\pm 1.$$
(5.12)
For each fixed positive root $`\rho `$, three different cases have to be considered:
i) In case $`\rho ^{}\widehat{H}=0`$, then the right hand side of the equation (5.11) is zero. In this case, the contribution from $`XR+RX`$ is zero as well because $`X`$ itself is zero.
ii) In case $`\rho ^{}\widehat{H}=1`$, the contribution of $`\rho `$ to the sum in (5.11) reads:
$$\frac{1}{2}g_{|\rho |}\frac{|\rho |^2}{\mathrm{sin}(\rho q)}(\mathrm{e}^{2\mathrm{i}q\widehat{H}}+\mathrm{e}^{2\mathrm{i}q\widehat{H}2\mathrm{i}\rho q\rho ^{}\widehat{H}})\widehat{s}_\rho .$$
(5.13)
Since $`\rho ^{}\widehat{H}=1`$, we have:
$$(1/2)|\rho |^2=\rho \widehat{H}.$$
(5.14)
Then the above expression (5.13) reads:
$$g_{|\rho |}\rho \widehat{H}\frac{1}{\mathrm{sin}(\rho q)}(\mathrm{e}^{2\mathrm{i}q\widehat{H}}\widehat{s}_\rho +\widehat{s}_\rho \mathrm{e}^{2\mathrm{i}q\widehat{H}}).$$
(5.15)
which is exactly the same as the contribution of $`\rho `$ to the expression of $`\mathrm{i}(XR+RX)`$.
iii) The third case $`\rho ^{}\widehat{H}=1`$ can be treated analogously.
## Acknowledgements
The Authors warmly thank the organizers of NEEDS conference where this research project started. R. S. thanks the Université P.-M. Curie, Paris VI for hospitality. J.-P.F. is partially supported by a grant from the French Ministry of Education and Research to the Laboratory “Géométrie différentielle, Systèmes dynamiques et Applications”, Université P.-M. Curie, Paris VI. R. S. is partially supported by the Grant-in-aid from the Ministry of Education, Science and Culture, Japan, priority area (#707) “Supersymmetry and unified theory of elementary particles”.
## Appendix. Root systems and finite reflection groups
We now review some facts about root systems and their reflection groups in order to introduce notation (cf. ). We consider only reflections in Euclidean space. A root system $`\mathrm{\Delta }`$ of rank $`r`$ is a set of vectors in $`𝐑^r`$ which is invariant under reflections in the hyperplane perpendicular to each vector in $`\mathrm{\Delta }`$:
$$\mathrm{\Delta }s_\alpha (\beta )=\beta (\alpha ^{}\beta )\alpha ,\alpha ^{}=\frac{2\alpha }{|\alpha |^2},\alpha ,\beta \mathrm{\Delta }.$$
Once chosen a representation $`𝒟`$, the reflection is represented by the operator $`\widehat{s}_\alpha `$.
The set of positive roots $`\mathrm{\Delta }_+`$ may be defined in terms of a vector $`V𝐑^r`$, with $`V\alpha 0,\alpha \mathrm{\Delta }`$, as those roots $`\alpha \mathrm{\Delta }`$ such that $`\alpha V>0`$.
The set of reflections $`\{s_\alpha ,\alpha \mathrm{\Delta }\}`$ generates a group, known as a Coxeter group.
The root systems for finite reflection groups may be divided into two types: crystallographic and non-crystallographic root systems. Crystallographic root systems satisfy the additional condition
$$\alpha ^{}\beta 𝐙,\alpha ,\beta \mathrm{\Delta }.$$
These root systems are associated with simple Lie algebras: $`(A_r,r1)`$, $`(B_r,r2)`$, $`(C_r,r2)`$, $`(D_r,r4)`$, $`E_6`$, $`E_7`$, $`E_8`$, $`F_4`$, and $`G_2`$ and $`(BC_r,r2)`$. The Coxeter groups for these root systems are called Weyl groups. The remaining non-crystallographic root systems are $`H_3`$, $`H_4`$, and the dihedral group of order $`2m`$, $`(I_2(m),m4)`$. |
warning/0001/cond-mat0001091.html | ar5iv | text | # Overlapping of the characteristic regions in the decay on heterogeneous centers with equal number density
## 1 General remarks
The difference between two types of heterogeneous centers is induced by some abstract charge $`q`$. In the situation of ions it is a real electric charge, in other situations it is the abstract charge.
Let us suppose that we can vary $`q`$ starting from the zero value<sup>1</sup><sup>1</sup>1In the case of ions there is an elementary charge of an electron but we use this way only for a formal derivation.. When $`q=0`$ we have $`\mathrm{\Delta }_+F=\mathrm{\Delta }_{}F`$ and $`\mathrm{\Gamma }_+=\mathrm{\Gamma }_{}`$. When $`q`$ is increasing then $`\delta _r\mathrm{\Gamma }`$ and $`\delta \mathrm{\Delta }F`$ are increasing also. Let us stop when
$$\delta \mathrm{\Delta }F=1$$
(1)
We mark this value of $`q`$ as $`q_h`$.
Having introduced parameter
$$\delta _r\mathrm{\Delta }F\frac{\delta \mathrm{\Delta }F}{\mathrm{\Delta }_+F+\mathrm{\Delta }_{}F}$$
one can note that
$$\delta _r\mathrm{\Delta }F|_{q_h}1$$
(2)
The activation barrier height $`\mathrm{\Delta }F`$ can be presented as
$$\mathrm{\Delta }F=_\zeta ^{\zeta _0}\frac{\mathrm{\Gamma }}{\zeta }𝑑\zeta $$
where $`\zeta _0`$ is the supersaturation when the activation barrier disappears. One can present the last integral as
$$\mathrm{\Delta }F(\zeta )=\frac{\mathrm{\Gamma }(\zeta ^{})}{\zeta ^{}}(\zeta _0\zeta )$$
where $`\zeta ^{}`$ is some value between $`\zeta `$ and $`\zeta _0`$. Then
$$\mathrm{\Delta }F=\frac{\mathrm{\Gamma }(\zeta )}{\zeta }\mathrm{\Delta }\zeta $$
where
$$\mathrm{\Delta }\zeta (\zeta _0\zeta )\frac{\mathrm{\Gamma }(\zeta ^{})}{\mathrm{\Gamma }(\zeta )}\frac{\zeta }{\zeta ^{}}$$
The value $`\mathrm{\Delta }\zeta `$ has the sense of the characteristic distance from $`\zeta `$ until the value where the essential activation barrier disappears in comparison with initial value (this value isn’t $`\zeta _0`$ ). The function $`(\zeta _0\zeta )/\mathrm{\Delta }\zeta `$ is a smooth function of $`\zeta `$.
Two types of heterogeneous centers induces two values $`\mathrm{\Delta }_+\zeta `$ and $`\mathrm{\Delta }_{}\zeta `$.
One can easily show that
$$\mathrm{\Delta }_+\zeta |_{q<q_h}\mathrm{\Delta }_{}\zeta |_{q<q_h}$$
(3)
We shall show the last estimate very qualitatively.
Really, the barrier character of condensation implies that
$$\mathrm{\Delta }_+F1$$
$$\mathrm{\Delta }_{}F1$$
This leads also to<sup>2</sup><sup>2</sup>2It is necessary for continious description of the nearcritical region.
$$\frac{d\mathrm{\Delta }_+F}{d\zeta }=\frac{\mathrm{\Gamma }_+}{\zeta }1$$
$$\frac{d\mathrm{\Delta }_{}F}{d\zeta }=\frac{\mathrm{\Gamma }_{}}{\zeta }1$$
Then the violence of the required condition leads to the violence of (1). So, one can now directly see (3).
One can keep in mind that the most sharp function of the supersaturation is $`\mathrm{\Gamma }`$ and the smooth functions are $`\mathrm{\Delta }F`$ and $`\mathrm{\Delta }\zeta `$. Then it is reasonable to transform this picture into the dependence on $`q`$. Namely, one can consider that for the given supersaturation $`\zeta `$ the value $`\mathrm{\Gamma }`$ is the sharp function of $`q`$ and the values $`\mathrm{\Delta }F`$ and $`\mathrm{\Delta }\zeta `$ are more smooth functions. This can not be rigorously proven but seems to be a reliable qualitative picture. In the second section the similar facts will be justified for concrete types of heterogeneous centers.
The mentioned approximate coincidence of $`\mathrm{\Delta }_+\zeta `$ and $`\mathrm{\Delta }_{}\zeta `$ allows to introduce
$$\mathrm{\Delta }\zeta \frac{1}{2}(\mathrm{\Delta }_+\zeta +\mathrm{\Delta }_{}\zeta )$$
and approximately substitute $`\mathrm{\Delta }_+\zeta `$ and $`\mathrm{\Delta }_{}\zeta `$ by $`\mathrm{\Delta }\zeta `$.
Then one can rather approximately show that
$$|\mathrm{\Delta }_+F\mathrm{\Delta }_{}F||\frac{\mathrm{\Gamma }_+}{\zeta _+}\frac{\mathrm{\Gamma }_{}}{\zeta _{}}|\mathrm{\Delta }\zeta $$
(4)
and as far as
$$\mathrm{\Delta }\zeta /\zeta 1$$
one can come to
$$|\frac{\mathrm{\Gamma }_+}{\zeta _+}\frac{\mathrm{\Gamma }_{}}{\zeta _{}}|\mathrm{\Delta }\zeta \frac{|\mathrm{\Gamma }_+\mathrm{\Gamma }_{}|}{\zeta _p}\mathrm{\Delta }\zeta $$
where $`\zeta _p=(\zeta _++\zeta _{})/2`$. In the last relation one can take as $`\zeta _p`$ approximately both $`\zeta _+`$ and $`\zeta _{}`$ with a rather small relative error.
Now one can express $`\mathrm{\Delta }\zeta `$ through $`\mathrm{\Delta }F`$ and substitute it into the last relation. Then it comes to
$$|\mathrm{\Delta }F_+\mathrm{\Delta }F_{}|\frac{|\mathrm{\Gamma }_+\mathrm{\Gamma }_{}|}{\zeta _p}\frac{\zeta _p\mathrm{\Delta }_\pm F}{\mathrm{\Gamma }_\pm }=\frac{|\mathrm{\Gamma }_+\mathrm{\Gamma }_{}|}{\mathrm{\Gamma }_\pm }\mathrm{\Delta }_\pm F$$
The last estimate solves the problem of overlapping of the mentioned regions. Really, as far as $`\mathrm{\Delta }_\pm F1`$ we see that at $`q_h`$ where $`|\mathrm{\Delta }_+F\mathrm{\Delta }_{}F|1`$ the small value $`|\mathrm{\Gamma }_+\mathrm{\Gamma }_{}|/\mathrm{\Gamma }_\pm `$ is guaranteed.
We have to note that the validity of (4) is the matter of question. Certainly, one can adopt $`\mathrm{\Delta }_\pm F\mathrm{\Gamma }_\pm \frac{\mathrm{\Delta }\zeta }{\zeta }`$, but when we coming to the difference $`\mathrm{\Gamma }_+\mathrm{\Gamma }_{}`$ the relative error increases many times. This disadvantage leads to some further remarks.
## 2 Model systems
Here we shall consider three simple models and show the necessary overlapping directly. This will illustrate that the overlapping of the regions $`|\mathrm{\Delta }_+F\mathrm{\Delta }_{}F|1`$ and $`\delta _r\mathrm{\Gamma }1`$ is rather natural.
### 2.1 Pseudo homogeneous model
Suppose that $`R_{c+}=R_c=R_{cq=0}`$ where $`R`$ is the radius of the embryo, index ”c” denotes the critical embryo. This corresponds to the weak influence of the nuclei on the surface region of the nearcritical embryo. Later we shall approximately suppose that $`\nu _{c+}=\nu _c=\nu _{chom}`$ where $`\nu `$ is the number of the molecules inside the embryo and index $`hom`$ corresponds to the homogeneously formed embryo.
Later the index $`hom`$ differs from the subscript $`q=0`$ (Index ”q=0” supposes only that the terms depended on the sign of the charge are put to zero. All other terms depended on the absolute sign of the charge are conserved.) The role of the terms depended on the sign of a charge is rather small in comparison with the role of the terms depended on the absolute value of a charge<sup>3</sup><sup>3</sup>3The homogeneous nucleation rate isn’t between the rates of embryos formation on the ”positive” and ”negative” heterogeneous centers. Both positive and negative centers are the active centers of the condensation.. So, one can use the decomposition starting from $`q=0`$ when all terms independent on the charge sign taken directly into account.
Now we shall return to direct calculations. For $`\mathrm{\Gamma }_+`$ and $`\mathrm{\Gamma }_{}`$ we have
$$\mathrm{\Gamma }_+\nu _{hom}\nu _{e+}$$
$$\mathrm{\Gamma }_{}\nu _{hom}\nu _e$$
Then
$$\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_\pm }=\frac{\nu _e\nu _{e+}}{\nu _{hom}\nu _{e\pm }}$$
For $`|\mathrm{\Delta }_+F\mathrm{\Delta }_{}F|`$ we have a very rough estimate
$$|\mathrm{\Delta }_+F\mathrm{\Delta }_{}F|F_{}(\nu _e)F_+(\nu _{e+})$$
All dependence on sign is in the last difference. We have to estimate the last difference by the smoothest dependence. Let us take the homogeneous dependence for this value. Then
$$F_{}(\nu _e)F_+(\nu _{e+})\frac{a}{3}(\nu _{e+}^{2/3}\nu _e^{2/3})p$$
where $`a`$ is the renormalized surface tension.
Having estimated $`\nu _{hom}\nu _{e\pm }>k\nu _{e\pm }`$ with some parameter $`k`$ close to $`1`$ one can use for $`(\mathrm{\Gamma }_+\mathrm{\Gamma }_{})/\mathrm{\Gamma }_\pm `$ very rough (and smooth) estimate
$$\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_\pm }<\frac{\nu _e\nu _{e+}}{k\nu _{e\pm }}\delta $$
If $`\delta `$ is small then
$$p=\frac{a}{3}(\nu _{e+}^{2/3}(1(1k\delta )^{2/3})A\delta k$$
where
$$A\frac{a}{3}\frac{2}{3}\nu _{e+}^{2/3}1$$
The property $`Ak1`$ guarantees that the regions $`\delta 1`$ and $`p1`$ are overlapped.
### 2.2 Linear approximation model
We shall start from the rigorous formula
$$\mathrm{\Gamma }_\pm \nu _{c\pm }\nu _{e\pm }$$
When $`\zeta =\zeta _{0\pm }`$ the difference in the r.h.s. goes to zero. Now we shall introduce approximation
$$\mathrm{\Gamma }_\pm \gamma _\pm (\zeta \zeta _{0\pm })$$
which implies that the difference $`\nu _{c\pm }\nu _{e\pm }`$ is the linear function of the supersaturation. This approximation has to be valid at some effective supersaturations which makes the main contribution into the activation barrier height<sup>4</sup><sup>4</sup>4Due to $`\frac{d\mathrm{\Delta }F}{d\zeta }\zeta \mathrm{\Gamma }`$ one can imagine $`\mathrm{\Delta }F`$ as the result of growth of $`\mathrm{\Delta }F(\zeta )`$ where $`\zeta `$ is falling from $`\zeta _0`$ to $`\zeta `$.. As it will be seen in the next subsection this approximation isn’t valid when $`\zeta `$ is near $`\zeta _0`$.
Having integrated the suggested approximation we come to
$$\mathrm{\Delta }_\pm F=\frac{\gamma _\pm }{2}(\zeta \zeta _{0\pm })^2$$
For $`q=q_h`$ we have
$$1=|\frac{\gamma _+}{2}(\zeta \zeta _{0+})^2\frac{\gamma _{}}{2}(\zeta \zeta _0)^2|$$
or
$$1=\mathrm{\Delta }_+F|1\frac{\gamma _{}}{\gamma _+}(\frac{\zeta \zeta _0}{\zeta \zeta _{0+}})^2|$$
The value $`(\zeta \zeta _0)/(\zeta \zeta _{0+})`$ has to be close to $`1`$ or it has to be $`\mathrm{\Delta }_+F\mathrm{\Delta }_{}F\mathrm{\Delta }_+F1`$ which solves the situation.
Then
$$1=\mathrm{\Delta }_+F|1\frac{\gamma _{}}{\gamma _+}|$$
or
$$1(\mathrm{\Delta }_+F)^1=|1\frac{\gamma _{}}{\gamma _+}|$$
It can be valid only when
$$|1\frac{\gamma _{}}{\gamma _+}|1$$
One can see that
$$|1\frac{\gamma _{}}{\gamma _+}||\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_\pm }|$$
So,
$$|\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_\pm }|1$$
which shows the overlapping.
### 2.3 Moderate behavior model
Now we shall construct the general model corresponding to the formation and disappearing of the metastable state. The simplest form of the free energy corresponding to the appearance of the gap in the region of the small sizes is following
$$Fb(\nu \nu _0)+c(\nu \nu _0)^3$$
where $`\nu _0`$ is the characteristic value<sup>5</sup><sup>5</sup>5Here we are interested only in behavior of $`F`$ near $`\nu _0`$ and the asymptotic behavior of $`F`$ isn’t essential (it is wrong)..
Here $`b`$ plays the role of the chemical potential (or supersaturation) and $`c`$ is some negative parameter associated with the nuclei and independent (weakly dependent) on the supersaturation.
Denoting $`\nu \nu _0`$ via $`x`$ one can get
$$x_e=x_c=(\frac{b}{3|c|})^{1/2}$$
$$\mathrm{\Delta }F=\frac{4}{3^{3/2}}\frac{b^{3/2}}{|c|^{1/2}}$$
$$\mathrm{\Gamma }\frac{d\mathrm{\Delta }F}{db}=2x_0=\nu _c\nu _e$$
which confirms $`\mathrm{\Gamma }\nu _c\nu _e`$ directly.
The value of $`b`$ is the variable, the value of $`c`$ is supposed to be parameter. Now it is clear that $`\mathrm{\Gamma }_+`$ essentially differs from $`\mathrm{\Gamma }_{}`$ only when $`c_+`$ essentially differs from $`c_{}`$. But it means that $`\mathrm{\Delta }_+F|c|^{1/2}`$ essentially differs from $`\mathrm{\Delta }_{}F`$. As far as $`\mathrm{\Delta }_\pm F1`$ we see that it means that $`|\mathrm{\Delta }_+F\mathrm{\Delta }_{}F|1`$. So the overlapping here can be also observed.
## 3 Real systems
### 3.1 Ions
Now we shall investigate the case of ions. The free energy of the embryo formation on the electric charge $`q`$ can be presented in leading terms as following
$$F=b\nu +a\nu ^{2/3}+c\nu ^{1/3}+(c_2+c_q)\nu ^{1/3}$$
where $`b`$ is the excess of the chemical potential in a liquid phase, $`a`$ is the renormalized surface tension, $`c`$ and $`c_2`$ are some coefficients depended on the absolute value of the nuclei charge, $`c_q`$ is the coefficient proportional to the charge and, thus, depended on the sign of the charge.
It is more convenient to use instead of $`\nu `$ the variable $`\rho \nu ^{1/3}`$ which leads to
$$F=b\rho ^3+a\rho ^2+c\rho +(c_2+c_q)\rho ^1$$
For the critical size one can get
$$3b\rho ^4+2a\rho ^3+c\rho ^2=c_2+c_q$$
We shall present the critical characteristics in the following form
$$\nu _{c\pm }=\nu _{c0}+\delta _\pm \nu _c$$
$$\nu _{e\pm }=\nu _{e0}+\delta _\pm \nu _e$$
$$\rho _{c\pm }=\rho _{c0}+\delta _\pm \rho _c$$
$$\rho _{e\pm }=\rho _{e0}+\delta _\pm \rho _e$$
where index $`0`$ marks the values when $`c_q=0`$ (but $`c`$ and $`c_2`$ are conserved).
For $`\rho _0`$ (both for critical and equilibrium values) we have
$$3b\rho _0^4+2a\rho _0^3+c\rho _0^2=c_2$$
Then for $`\delta \rho `$ (here will be $`\delta _+\rho =\delta \rho \delta \rho `$ in the main order for both critical and equilibrium values) one can get
$$3b(\rho _0+\delta \rho )^4+2a(\rho _0+\delta \rho )^3+c(\rho _0+\delta \rho )^2=c_2+c_q$$
and in the main order
$$\delta \rho =\frac{c_q}{12b\rho _0^3+6a\rho _0^2+2c\rho _0}$$
For the critical value of the free energy one can get
$$FF_0(\rho _0)+F_0^{\prime \prime }(\rho _0)\frac{\delta \rho ^2}{2}+c_q(\rho _0+\delta \rho )^1$$
where
$$F_0=b\rho ^3+a\rho ^2+c\rho +c_2\rho ^1$$
$$F_0^{\prime \prime }=6b\rho +2a+2c_2\frac{1}{\rho _0^3}$$
Then one can come to
$$F_{c+}F_c=2c_q\rho _{0c}^1$$
$$F_{e+}F_e=2c_q\rho _{0e}^1$$
and
$$\mathrm{\Delta }_+F\mathrm{\Delta }_{}F=2c_q(\frac{1}{\rho _{0c}}+\frac{1}{\rho _{0e}})$$
Now we shall turn to get $`\mathrm{\Gamma }=\nu _c\nu _e`$. In the main order $`\mathrm{\Gamma }_+=\mathrm{\Gamma }_{}=\mathrm{\Gamma }_0=\nu _{c0}\nu _{e0}`$. In the first order
$$\mathrm{\Gamma }_\pm =\mathrm{\Gamma }_0\pm (3\rho _c^2\delta \rho _c3\rho _e^2\delta \rho _e)$$
and
$$\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_0}=\frac{6\rho _c^2\delta \rho _c6\rho _e^2\delta \rho _e}{\rho _c^3\rho _e^3}$$
Then one can take for the last value the following estimate<sup>6</sup><sup>6</sup>6If we take here $`\delta \rho _e`$ instead $`\delta \rho _c`$ all consideration cen be repeated even in details. Then we have to take $`V=V(\rho _{e0})1`$.
$$\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_0}\frac{6\delta \rho _c}{\rho _c}$$
When $`qq_h`$ we get
$$1=2c_q(\frac{1}{\rho _{0c}}\frac{1}{\rho _{0e}})\frac{2c_q}{\rho _{0e}}$$
and we see that $`c_q1`$.
Then for $`\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_0}`$ we can find
$$\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_0}\frac{3\rho _{0e}}{\rho _{0c}V(\rho _{c0})}$$
where function $`V`$ is given by
$$V(\rho )=12b\rho ^3+6a\rho ^2+2c\rho $$
As far as $`V(\rho _{c0})1`$ we see that
$$\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_0}1$$
which proves the overlapping.
### 3.2 Generalization for the arbitrary system
Now we can use the last constructions to investigate more general situation.
Suppose we have $`F_+`$, $`F_{}`$ and $`F_0`$. Then
$$F_\pm =F_0+\delta _\pm F$$
For the critical and equilibrium values we have
$$\nu _{c,e\pm }=\nu _{c,e0}+\delta _\pm \nu _{c,e}$$
To find $`\delta _\pm \nu _{c,e}`$ one can use
$$\frac{dF_\pm }{d\nu }=0$$
or
$$\frac{dF_0}{d\nu }+\frac{d\delta _\pm F}{d\nu }=0$$
or
$$\frac{dF_0}{d\nu }|_{\nu =\nu _0}+\frac{d}{d\nu }(\frac{dF_0}{d\nu })|_{\nu =\nu _0}(\nu \nu _0)+\frac{d\delta _\pm F}{d\nu }=0$$
which gives
$$\delta _\pm \nu _{c,e}=\frac{\frac{d\delta _\pm F}{d\nu }|_{\nu =\nu _{c,e0}}}{\frac{d^2F_0}{d\nu ^2}|_{\nu =\nu _{c,e0}}}$$
Ordinary in the leading term $`\delta _\pm F=\pm \delta F`$. Then
$$\delta _\pm \nu _{c,e}=\pm \frac{\frac{d\delta F}{d\nu }|_{\nu =\nu _{c,e,0}}}{\frac{d^2F_0}{d\nu ^2}|_{\nu =\nu _{c,e,0}}}$$
Now we shall find $`\mathrm{\Delta }_+F\mathrm{\Delta }_{}F`$. For $`F(\nu _c)`$ we get
$$F(\nu _c)=F_0(\nu _{c0})+\frac{1}{2}\frac{d^2F_0}{d\nu ^2}\delta \nu _c^2+\delta F|_{\nu =\nu _{0c}}$$
Then
$$F_{c+}F_c=\frac{1}{3}\frac{d^3F_0}{d\nu ^3}\delta \nu _c^3+2\delta F|_{\nu =\nu _{0c}}$$
and
$$\mathrm{\Delta }_+F\mathrm{\Delta }_{}F=\frac{1}{3}\frac{d^3F_0}{d\nu ^3}\delta \nu _c^3+2\delta F|_{\nu =\nu _{0c}}+\mathrm{}.|_{\nu =\nu _e}$$
The first term corresponds to the opportunity missed in the previous section. Here we sgall consider it more correctly.
When $`q=q_h`$ we get
$$1=\frac{1}{3}\frac{d^3F_0}{d\nu ^3}\delta \nu _c^3+2\delta F|_{\nu =\nu _{0c}}+\mathrm{}.|_{\nu =\nu _e}$$
or
$$\frac{1}{3}\frac{d^3F_0}{d\nu ^3}\frac{(\frac{d\delta F}{d\nu })^3}{(\frac{d^2F_0}{d\nu ^2})^3}+2\delta F|_{\nu =\nu _0}+.\mathrm{}|_{\nu =\nu _e}=1$$
(5)
To find $`\mathrm{\Gamma }_\pm `$ we shall use $`\mathrm{\Gamma }\nu _c\nu _e`$. Then
$$\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_0}=2\frac{\delta \nu _c\delta \nu _e}{\nu _{c0}\nu _{e0}}$$
and
$$\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_0}\frac{\delta \nu _c}{\nu _{c0}\nu _{e0}}$$
For further analysis one can express $`\frac{d^2F}{d\nu ^2}`$ in terms of the halfwidht $`\mathrm{\Delta }_c\nu `$ of the nearcritical region. Then
$$\frac{d^2F}{d\nu ^2}\mathrm{\Delta }_c\nu ^2$$
where $`\mathrm{\Delta }_c\nu `$ is the halfwidth of the nearcritical region. Then (5) transforms into
$$\frac{1}{3}\frac{d^3F_0}{d\nu ^3}(\frac{d\delta F}{d\nu }|_{\nu _{0c}})^3(\mathrm{\Delta }_c\nu )^6+2\delta F|_{\nu =\nu _{0c}}+\mathrm{}|_{\nu =\nu _{0e}}1$$
One can easily prove that in the l.h.s. of last relation there is no compensation and get the estimates
$$\frac{1}{3}\frac{d^3F_0}{d\nu ^3}(\frac{d\delta F}{d\nu }|_{\nu _{0c}})^3(\mathrm{\Delta }_c\nu )^61$$
(6)
$$\delta F|_{\nu =\nu _{0c}}1$$
Then as far as
$$\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_0}=\frac{\frac{d\delta F}{d\nu }|_{\nu _{0c}}(\mathrm{\Delta }_c\nu )^2}{\nu _c\nu _e}$$
according<sup>7</sup><sup>7</sup>7 If we choose another opportunity $`\delta F1`$ then having adopted $`\delta Fc_q/\nu ^\alpha `$ with some parameter $`\alpha `$ we repeat the previous section. to (6) one can see that
$$\frac{\mathrm{\Gamma }_+\mathrm{\Gamma }_{}}{\mathrm{\Gamma }_0}\frac{1}{\nu _c\nu _e}(\frac{3}{\frac{d^3F_0}{d\nu ^3}})^{1/3}$$
Having used the estimate
$$\frac{d^3F_0}{d\nu ^3}\frac{d^3F_{hom}}{d\nu ^3}a\nu ^{7/3}$$
one can get
$$\frac{|\mathrm{\Gamma }_+\mathrm{\Gamma }_{}|}{\mathrm{\Gamma }_0}\frac{\nu _c^{7/9}}{\nu _c\nu _e}$$
which solves the problem when the denominator isn’t too small. But the small value of denominator is already investigated in the section ”Moderate behavior model”.
For $`\delta F1`$ we have
$$|\frac{\mathrm{\Gamma }_{}\mathrm{\Gamma }_+}{\mathrm{\Gamma }_0}\frac{\mathrm{\Delta }_c\nu }{\nu _c\nu _e}\alpha \mathrm{\Delta }F(\frac{1}{\nu _c}\frac{1}{\nu _e})$$
which solves as far as here $`\delta F1`$ the problem when $`\nu _c`$ isn’t very close to $`\nu _e`$. But this situation is already investigated in the section ”Moderate behavior model”.
The leading property which allows to justify all necessary estimates is the fundamental condition $`\nu _c1`$ which is necessary for the thermodynamic description of the embryo. |
warning/0001/gr-qc0001078.html | ar5iv | text | # Stability of self-gravitating magnetic monopoles
## I Introduction
Several years ago, Linde and Vilenkin pointed out the possibility that the core of a localized topological defect could inflate under appropriate conditions in a process that was aptly dubbed topological inflation . See also .
A common characteristic of such defects is some non-linear scalar field (the Higgs field) forced up in its core into a constant excited false vacuum state, falling through a transition layer to the true vacuum value remote from the core.
Without further refinement, a configuration of this type will always collapse, with or without gravity. The dynamics of this basic configuration, a so called false vacuum bubble, was studied in detail in the eighties by various groups, perhaps most comprehensively by Blau, Guendelman and Guth (BGG) in Ref. where references to the earlier literature are provided. Their work was motivated, like Linde and Vilenkin’s, by the possibility that a false vacuum bubble could provide a seed for an inflationary universe .
They discovered that the essential radial dynamics of the scalar field is captured extremely accurately by a simple one dimensional mechanical caricature of the field configuration. This led them to consider the dynamics of a spherically symmetric region of false vacuum which is separated by a domain wall from an infinite true vacuum exterior (with zero energy density).
The energy momentum tensor of false vacuum is inherently homogeneous and isotropic. The Birkhoff theorem then constrains the spacetime it occupies to coincide with some patch of de Sitter space; the exterior is simply the Schwarzschild geometry truncated at the false vacuum boundary. In this model, it becomes clear that collapse does not necessarily spell the demise of the false vacuum interior. When gravity is taken into account, there are (at least) two spherically symmetric configurations associated with each sufficiently low value of conserved Arnowitt-Deser-Misner (ADM) mass $`M`$. While the smaller of the two, no matter what its initial radius, will always collapse to a vanishing radius, the other will inflate; but unexpectedly from an euclidean perspective, not at the expense of the exterior. This peculiar state of affairs is possible because the expansion occurs behind a minimal surface (a wormhole) in the Schwarzschild geometry connecting the false vacuum core to the exterior. While false vacuum is destroyed by the motion of the boundary, it is created exponentially faster in the interior. The wormhole itself, however, always collapses into a black hole.
Field theories admitting static configurations when gravity is turned on were first constructed in the eighties. Self-gravitating global monopoles were considered by Barriola and Vilenkin (with additional insight provided in Ref. ). Gauge monopoles were considered by Gibbons , with the subsequent numerical solution of the static Einstein-Yang-Mills-Higgs equations by Ortiz and Breitenlohner, Forgacs and Maison . However, as Gibbons himself realized the balance of forces is not always possible when gravity is acting. As Linde and Vilenkin were later to show, if the symmetry-breaking scale is increased towards the Planck scale, at some point the interior radius will exceed the corresponding cosmological horizon, triggering the inflation of the interior. A bound exists beyond which static configurations necessarily become unstable. This process was studied by Sakai et al. by numerically solving the dynamical Einstein-Higgs and Einstein-Yang-Mills Higgs equations. The inflating core was not unlike an inflating false vacuum bubble. In Ref. two of us showed how the model of a false vacuum bubble could be adapted to imitate the dynamics of a self-gravitating global monopole under these extreme conditions. Technically this was simple, involving the substitution of the Barriola-Vilenkin geometry describing the asymptotics of a global monopole for the exterior Schwarzschild geometry of the former. It was possible to capture, remarkably faithfully, the essential underlying physics of topological inflation found earlier by Sakai et al. The onset of topological inflation was very clearly indicated at $`8\pi \eta ^2=1`$ (in natural units).
The details of topological inflation in a gauge monopole are very different. Here, the only long range field is the magnetic Coulomb field and the total energy is finite. However, the source resides on the core boundary which suggests the same mechanical caricature: de Sitter space inside, a domain wall, but with the Reissner-Nordström geometry outside. The structure of this geometry is very different from Schwarzschild. If the conserved charge to mass ratio of the configuration $`Q/M1`$, the analyically continued geometry possesses horizons, otherwise it contains a naked singularity. In this paper, we examine the above model in detail. Though simple in principle, a thorough analysis of the three-dimensional parameter space $`(\eta `$, $`Q`$, $`M`$) is complicated in practice. We will focus on the identification of the regimes of parameter space admitting solutions which are either static, collapsing or inflating within the core and we will examine the fate of these solutions as the relevant boundaries in parameter space are crossed.
Our results can be summarized as follows:
1. Fix $`\eta `$: for each non-vanishing value of $`Q`$ up to some critical value $`Q_0`$ there exists a unique stable and globally static configuration with a fixed core radius (a monopole) with mass $`M_0Q(Q/Q_0)^{1/2}`$. Stable radial oscillations of this configuration exist for all $`M<Q`$ above $`M_0`$. These are the only solutions with $`M<Q`$.
Now raise $`M`$ above $`Q`$ but below some value $`M_+`$:
2. (i) For non-vanishing values of $`Q`$ up to some value $`Q_+`$ lower than $`Q_0`$, this radially oscillating solution falls through an event horizon and is terminated by the collapse of the exterior into a Reissner-Nordström black hole; (ii) for higher (but bounded) values of $`Q`$ radial oscillations lie within the inner horizon and get isolated by the collapse of the exterior (a monopole inside a black-hole); an inflating bounce co-exists with these solutions; (iii) if $`Q`$ or $`M`$ lies outside these two regimes, but $`M`$ lying above some minimum value, there is a unique inflating bounce.
3. The bounce occuring in these three regimes can be characterized roughly as follows: (i) the course of the bounce lies within a single asymptotically flat region (AFR) and it resembles closely the bounce exhibited by a false vacuum bubble (with $`Q=0`$); (ii),(iii) the course of the bounce spans two consecutive AFRs. However, from the point of view of either region it resembles a monotonic false vacuum bubble; In all cases, the expansion takes place behind an event horizon. These configurations are analogues in this model of the topologically inflating solutions observed numerically by Sakai for large $`\eta `$.
4. All collapsing and monotonic solutions are ruled out as either unphysical or inconsistent with asymptotically flat boundary conditions.
Aspects of the model have been examined before. Indeed in the sixties, it received its first incarnation in Dirac’s proposal (without spin!) of a model of the electron as a closed charged conducting membrane surrounding a vacuum interior.
Tachizawa, Maeda and Torii focused on the stability of the monopole from the point of view of catastrophe theory , modeling the monopole core and exterior as we do but without an intermediate surface layer, a model originally proposed by Lee, Nair and Weinberg, in Ref. . In this limit, the core radius exceeds the cosmological horizon when $`\eta 0.33`$, signaling inflation. However, without the domain wall to transmit energy from the false vacuum, all dynamical possibilities are not faithfully represented. More recently, Alberghi, Lowe and Trodden considered the model within the context of the Anti- de Sitter space/conformal field theory correspondence. For this purpose they catalogued accurately the possible trajectories of the charged false vacuum bubble. However, they did not consider how these trajectories depend on the values of $`Q`$, $`M`$ or $`\eta `$ and they did not consider the parameter regime $`M<Q`$ corresponding to stable configurations.
The paper is organized as follows. In Sec. II we introduce the model. In Sec. III, we determine all possible trajectories of the wall radius consistent with set values of $`Q`$, $`\eta `$ and $`M`$. In Sec. IV we describe briefly the interior and exterior spacetimes and how the routing of trajectories is determined in each. In Secs. V \- IX, we identify all physically interesting solutions and compare our results with earlier work. Finally, in Sec. X we conclude with a few brief comments.
## II The model
The configuration possesses a core in which the magnitude of the Higgs field approximates its false vacuum value, $`\varphi =0`$; in the core region, the potential energy of the Higgs field dominates the gradient energy in the Higgs and gauge fields. We model this core by a spherically symmetric region of false vacuum, and for the Mexican sombrero potential
$$V(\varphi )=\frac{\lambda }{4}(\varphi ^2\eta ^2)^2,$$
(1)
this energy density is given by $`V(\varphi =0)=\frac{\lambda }{4}\eta ^4`$. The corresponding spacetime is then described by the de Sitter line element
$$ds^2=A_DdT_S^2+\frac{1}{A_D}dR^2+R^2d\mathrm{\Omega }^2,$$
(2)
where
$$A_D=1H^2R^2.$$
(3)
The Hubble parameter $`H`$ appearing here is given by $`H^2=\frac{8\pi }{3}V(0)=\frac{2\pi \lambda }{3}\eta ^4`$.
We will suppose that there is a charge $`Q`$ localized on the boundary of this core. The energy in the neighborhood of the core is dominated by field gradients. This boundary layer can be modeled as a relativistic domain wall with a surface energy density (tension) $`\sigma \eta ^3`$, .
Outside the core, the energy density in the massive fields falls off exponentially fast so that, to a good approximation, the energy in matter is dominated by the asymptotic magnetic Coulomb field. The spherically symmetric exterior spacetime can then be modeled as a region of the Reissner-Nordström geometry described by the line element
$$ds^2=A_MdT_M^2+\frac{1}{A_M}dR^2+R^2d\mathrm{\Omega }^2,$$
(4)
where
$$A_M=1\frac{2M}{R}+\frac{Q^2}{R^2}.$$
(5)
Here $`M`$ is the conserved ADM mass which represents the combined material and gravitational binding energy of the configuration. $`M`$ must be positive.<sup>§</sup><sup>§</sup>§ The charge $`Q`$ appearing here is related to the magnetic charge of the monopole $`g`$ by $`Q^2=\frac{g^2}{4\pi }`$ where $`g=\frac{4\pi }{e}`$ and $`e`$ is the gauge coupling strength.
In this model, we attempt to capture the dynamics of the bubble wall in a single variable, the radius $`r`$ of the core boundary or wall. Following Ref., it is straightforward to cast the Einstein equations at the wall in the form
$$\beta _D\beta _M=4\pi \sigma r\kappa r,$$
(6)
where we define $`\beta _{D,M}=\pm \sqrt{\dot{r}^2+A_{D,M}}`$, and the overdot represents a derivative with respect to proper time. Equation (6) can be exploited to express both $`\beta _D`$ and $`\beta _M`$ as functions of the wall radius:
$$\beta _{D,M}=\frac{1}{2kz^3}[(1k^2)z^4+2mzq^2],$$
(7)
where we have rescaled variables as follows:
$$\kappa /H=k,HM=m,H^2Q^2=q^2,Hr=z.$$
(8)
Now Eq. (6) can be recast as
$$\dot{z}^2+U(z)=1,$$
(9)
where the overdot represents a derivative with respect to proper time rescaled by $`H`$. The potential $`U(z)`$ appearing here can be expressed in either of two equivalent forms
$$U(z)=\beta _D^2z^2=\beta _M^2\frac{2m}{z}+\frac{q^2}{z^2}.$$
(10)
The Einstein equations determine the local geometry in the neighborhood of the wall. The sign of the functions $`\beta _{D,M}`$ encodes the boundary conditions required to construct the complete global geometry.
Finally, we note that, in terms of the symmetry-breaking scale $`\eta `$, the ratio $`k`$ is given by
$$k=\sqrt{\frac{24\pi }{\lambda }}s\eta .$$
(11)
Here, we have exploited the fact that $`\rho \eta ^4`$ and $`\sigma \eta ^3`$ with constants of proportionality $`\lambda `$ and $`s`$ of order unity. For a GUT symmetry-breaking scale, $`\eta 10^{16}`$GeV, $`k10^3`$. For Planck scale $`\eta `$, $`k1`$.
## III All local solutions
The potential $`U`$ given by Eq.(10) is parametrized by three positive dimensionless parameters characterizing the mass, the charge, and the symmetry breaking scale $`m`$, $`q`$ and $`k`$ respectively. We will consider sections of constant $`k`$ and of constant $`Q`$ of this three dimensional space. Because both $`m`$ and $`q`$ have $`\eta `$ folded into their definition, when we vary $`k`$, it is appropriate to undo the ‘natural’ scaling depending on $`\eta `$ one exploits for calculational purposes.
In general, the potential is always negative. In addition, $`U\mathrm{}`$ at $`z=0`$ and as $`z\mathrm{}`$ so that it always possesses at least one maximum. To discuss the qualitative dependence of the potential on the values of $`M`$, $`Q`$ and $`k`$, it is useful to identify the following boundaries on the parameter space:
1. The location of the extremal exterior Reissner-Nordström geometry, $`M_{hor}`$: $`M=Q`$
If $`M>Q`$ the complete Reissner-Nordström geometry possesses an (outer) event horizon at $`R_+`$ and an (inner) Cauchy horizon at $`R_{}<R_+`$ which are given by the two positive solutions of $`A_M=0`$ where $`A_M`$ is given by Eq.(5). When $`M=Q`$, the two horizons possess the same radius (this does not mean that they coalesce). If, however, $`M<Q`$ there are no horizons and the corresponding spacetime possesses a naked singularity at $`R=0`$. This criterion is independent of $`k`$.
This boundary will play an important role in determining the limit of stability of a self-gravitating object.
We refer the reader to the $`MQ`$ and $`Mk`$ parameter planes represented in Fig. 1 and Fig. 2 respectively. As a visual aid, the former is reproduced zoomed-in as Fig. 3 and zoomed-out as Fig. 4. The corresponding potential in different regions of parameter space is plotted in Fig. 5.
2. The lower bound on the mass providing a potential with a well, $`M_{crit}`$:
Suppose now that we fix $`Q`$ and $`k`$. Consider the dependence of the potential on $`M`$. Below some fixed value $`M_{crit}`$, $`U`$ possesses a single maximum; there is no well. Above $`M_{crit}`$, $`U`$ possesses a well: with minimum $`z_0`$ (say), and maxima $`z_{}`$ and $`z_+`$ on its left and its right respectively. We note also that $`z_{}`$ (and never $`z_+`$) is always the absolute maximum of $`U`$. Lowering $`m`$ through $`M_{crit}`$ at a fixed values of $`Q`$ and $`k`$ we find that $`z_0`$ and $`z_+`$ (not $`z_{}`$) coalesce when $`m=M_{crit}`$. The value $`M_{crit}`$ increases monotonically from zero (as a function of both $`Q`$ and $`k`$).We remark that the technical details entering the determination of boundaries such as $`M_{crit}`$ on the parameter plane have been discussed elsewhere by two of the authors in the context of global monopoles and will be omitted here. See Ref. .
This completes the discussion of the topological form of the potential, as characterized by its critical points. This topology is not, however, always relevant physically. This will be the case if the well is not accessible physically.
The domains of $`z`$ which are physically accessible in the potential are determined by the mass shell condition Eq.(9). To locate these domains we examine where the critical points of the potential lie with respect to the fixed ‘energy’ $`1`$. Again we fix $`Q`$ and $`k`$. These conditions will identify three values of $`M`$.
3. The upper limit on monotonic motion $`M_{}`$:
If $`M`$ is below some value $`M_{}`$ the absolute maximum of the potential will lie below the value $`1`$. All values of $`r`$ are then accessible and all candidate physical trajectories necessarily monotonic — either expanding from zero radius or collapsing to it.When $`M=M_{}`$, $`U(z_{})=1`$ and an unstable equilibrium with the wall poised precariously at $`z_{}`$ is, of course, possible. If $`M>M_{}`$ there are no monotonic trajectories. For each such $`M`$ there are always at least two trajectories, each with a single turning point, one bounded and another unbounded. When we refer to them below we will describe the trajectory initially at rest at the turning points: the former collapses from a finite maximum to zero radius; the latter expands from a minimum to infinite radius.
Whether the trajectories we have described translate into configurations which are compatible with the boundary conditions is a question which we address in the following section. The Einstein equations, as we will see, do admit spurious solutions which do not correspond to the isolated lump of energy we are interested in.
The value $`M_{}`$ like $`M_{crit}`$ increases monotonically from zero as a function of both $`Q`$ and $`k`$.
4. The limits of oscillatory motion, $`M_0`$ and $`M_+`$:
The analogue in our model of a radially deformed monopole corresponds to an oscillatory trajectory. These are the only trajectories which should survive when gravity is turned off. When is such motion possible?
To accomodate a stable oscillating trajectory in the potential, the well must be accessible on shell, $`U(z_0)<1`$, and confine the motion on the right, $`U(z_+)>1`$. Clearly these conditions will not be realized for every specification of $`Q`$ and $`k`$. When they are they will limit $`M`$ to values within a finite band $`[M_0,M_+]`$. The values $`M_0`$ at which $`U(z_0)=1`$ and $`M_+`$ at which $`U(z_+)=1`$ are indicated in Fig. 1). These two boundaries in the three dimensional parameter space coalesce on the boundary $`M_{crit}`$ along some critical curve $`M_{}`$ where they terminate. For fixed $`k`$, we denote the limiting value of the charge on $`M_{}`$ by $`Q_{}(k)`$. We have plotted $`Q_{}`$ as a function of $`k`$ in Fig. 6. Note that $`Q_{}`$ decreases monotonically to zero as $`k\mathrm{}`$. In particular, the relationship $`Q=Q_{}(k)`$ is invertible for the corresponding limiting value of $`k`$ at fixed $`Q`$, $`k=k_{}(Q)`$.
Even without consulting spacetime diagrams, it is already possible to conclude the following:
For a given $`k`$ there exists a unique ‘static’ trajectory for each $`Q`$ up a limiting value, $`Q_{}(k)`$; and that for a given $`Q`$, there is a corresponding limiting value of $`k`$, $`k_{}(Q)`$. As we will see when we examine the corresponding spacetimes, not all ‘static’ trajectories correspond to static spacetimes so that the physical limiting values will be lower.
There exists, at best, a finite spectrum $`[M_0,M_+]`$ bounded below by $`M_0`$, of stable oscillations about any static configuration.
Finally, we comment that the boundary structure on parameter space is captured completely by either of the two sections we have considered. The $`MQ`$ section contracts continuously towards the unique fixed point, $`M=0`$, $`Q=0`$ as $`k`$ is raised. Its topological structure is unchanged.
In the following section, we will consider the embedding of the wall trajectories in both the interior de Sitter and the exterior Reissner-Nordström spacetime.
## IV Embedding of the wall trajectory in spacetime
In the present context, de Sitter space is represented most conveniently by a Gibbons-Hawking diagram. For details, in the present context the reader is referred to Ref.. In this diagram the center is placed at the (north) pole of a round sphere. The evolution of this point is represented by the trajectory indicated $`R=0`$ on the left hand side of the spacetime diagram. The diagonal running from the upper right to the lower left represents the cosmological horizon of this point.
The core interior is represented by the spacetime region to the left of the trajectory on this diagram. It is clear that turning points of the motion of the wall must occur within the static regions I and III with $`R<H^1`$ where the Killing vector $`_{T_S}`$ is timelike, and $`_R`$ spacelike. In particular, oscillatory solutions are necessarily confined to these regions (one should not rule out, a priori, an oscillating core boundary in region I with an inflating interior). A globally static core must, however, lie in the left hand quadrant III. Any trajectory which crosses the horizon necessarily inflates inside. See Fig. 7.
The nature of the Reissner-Nordström spacetime depends crucially on the charge to mass ratio, $`Q/M`$. If $`M<Q`$ there are no horizons in the Reissner-Nordström geometry and a Penrose conformal diagram of its maximal analytic extension consists of a single asymptotically flat globally static spacetime with a naked timelike singularity at $`R=0`$. See Fig.7. In our analysis, the Reissner-Nordström geometry will always be truncated at some finite radius within which it is replaced by a patch of de Sitter space. If this radius does not fall to zero, the singularity does not appear in the physical spacetime and there is no physical justification to limit ourselves to values of $`M`$ exceeding $`Q`$ as one does in vacuum.
The maximal analytic extension of the Reissner-Nordström geometry when $`M>Q`$ is represented on the Penrose-Carter(PC) diagram, Fig. 8. See Ref. and also Ref. for a recent pedagogical discussion. This consists of an infinite tower of identical connected universes. The singularities at $`R=0`$ are not visible at infinity in this geometry. Within the regions $`R<R_{}`$ and $`R>R_+`$, the Killing vector $`_{T_M}`$ is timelike: both of these regions are static. In the inter horizon region, $`R_{}<R<R_+`$, $`_{T_M}`$ becomes spacelike and $`_R`$ generates temporal evolution. The spacetime in this region is dynamical no matter how one cares to look at it. As in the interior de Sitter space, any turning points of the motion must occur in the static regions. This will be useful to remember when locating turning points in spacetime.
We remark that the Cauchy horizon is unstable . Under a small generic perturbation in the metric, it has been shown to collapse into a Schwarzschild type spacelike singularity limiting motion towards the future. A consequence is that the exotic possibilities evoked by the Reissner-Nordström tower are irrelevant. The life span of the physical system is limited to just one floor on this tower.
The exterior is represented by the spacetime region to the right of the trajectory on this spacetime diagram. The topology of a regular spatial slice is $`R^3`$ with a disk removed.
It can be shown that the fugacities $`\beta _{D,M}`$ are proportional to the derivative of the corresponding coordinate time with respect to proper time,
$$\beta _{D,M}=A_{D,M}\dot{t}_{D,M}.$$
(12)
In the case of de Sitter space and the $`M>Q`$ Reissner-Nordström geometry, the right hand side of Eq.(12) in turn relates these two functions to the course of the polar angle $`\theta _{D,M}`$ subtended by the trajectory about a fixed point in the corresponding spacetime diagram which permits the routing of the trajectory about this point to be determined. For $`\beta _D`$ one has
$$\beta _D\dot{\theta }_D,$$
(13)
We note that $`\beta _D>(<)0`$ indicates clockwise (counter-clockwise) motion about the origin.
Unlike the de Sitter geometry, the Penrose-Carter diagram for Reissner-Norsdtröm geometry with $`M>Q`$, possesses neither preferred origin, nor unique corresponding polar angle on the spacetime diagram. We consider the routing of the motion about the bifurcation points of $`R_+`$ and $`R_{}`$. We find
$$\beta _M\dot{\theta ^\pm }.$$
(14)
where $`\theta ^\pm `$ are the corresponding angles.
The interpretatinon of $`\beta _M`$ is different on the Reissner-Norsdtröm spacetime with $`M<Q`$. Due to the absence of horizons, $`\beta _M`$ necessarily possesses a fixed sign. It is easily checked that $`\beta _M`$ must be positive for an isolated monopole with an infinite exterior. A negative $`\beta _M`$ in this case corresponds to a finite exterior geometry with a naked singularity.
We are now in a position to describe the wall motion in spacetime which corresponds to any given set of parameters.
## V Limit of stable oscillatory motion
We begin with a discussion of trajectories which correspond to the intuitive notion of a monopole as a stable compact lump of energy. As we have seen, such solutions must lie in the ‘oscillatory’ regime of parameter space admitting bounded radial motion, with mass bounded below by $`M_0`$ and above by $`M_+`$. The boundary $`M=Q`$ provides a natural partition of this region. Indeed, we note that for low values of $`Q`$, $`M_0<Q`$, with equality along $`Q=Q_0(k)`$. This value is strictly lower than $`Q_{}(k)`$. The boundary $`M_+`$, on the other hand, lies strictly above $`Q`$ except along $`Q=Q_+(k)`$ where the two touch (with a common tangent). These two features are clearly indicated on the zoom-in of the $`MQ`$ parameter plane. In Fig. 6 we plot $`Q_0`$ and $`Q_+`$ as functions of $`k`$. They clearly converge as $`k`$ becomes large. $`Q_0`$, $`Q_+`$ and $`Q_{}`$ partition the oscillatory regime into three regions which we label S, QSI, and QSII on Fig. 1. The oscillatory motion compatible with each of these regions is different.
S: There exist stable oscillating trajectories with both static interior and exterior: in the interior, $`\beta _D>0`$ along the trajectory so that it lies in region III of a Gibbons-Hawking diagram — the interior does not inflate; the exterior Reissner-Nordström geometry with $`M<Q`$ is globally static, The trajectory is indicated $`𝒪`$ in Fig. 7.
QSI,II: Stable oscillating trajectories would also appear to be admitted in these neighboring regions of parameter space. However, whereas the interior geometry in both is essentially identical to that of an S trajectory, the exterior geometry necessarily contains a black hole.
If a genuine static trajectory with $`M>Q`$ exists, it must do so along that section of the boundary $`M_0`$ where $`M_0>Q`$, which occurs within QSII. Because $`r`$ is constant, it must lie entirely within one of the static regions with $`R<R_{}`$ or $`R>R_+`$. Outside this domain, $`R`$ is a timelike coordinate and a constant value of $`R`$ defines an impossible spacelike trajectory.
If $`r<R_{}`$, the static trajectory lies within a black hole. Only if $`r>R_+`$ (with no horizon) is the exterior spacetime geometry globally static, so that we can speak of a genuinely static solution. There are, however, no solutions of this form: within QSII the turning points $`r_{min}`$ and $`r_{max}`$ of oscillatory motion both lie below $`R_{}`$. In fact, the possibility $`r_{min},r_{max}>R_+`$, while consistent with the spacetime geometry, never occurs. Stable static monopoles (and stable radial oscillations about them), appear always to configure themselves so that $`M<Q`$.
For a given $`Q`$ there exists an upper bound on $`\eta `$ admitting such a solution (as for a given $`\eta `$ there exists an upper bound on $`Q`$), determined by the crossing of $`M_0`$ and $`M=Q`$, strictly below the ‘naive’ bound on the ‘oscillatory’ regime discussed in Sec. III. The existence of the limit on $`\eta `$ was predicted within the simplified zero surface tension model by Tachizawa, Maeda and Torii in Ref. . The existence of this limit was also noted by Sakai in . This value of $`\eta `$ signals the onset of topological inflation.
Consider, now, the fate of an oscillating trajectory as $`M`$ is raised through $`M_{hor}`$ from some initial value in S maintaining $`Q`$ and $`k`$ constant. Because $`M_{hor}>M_0`$ in this regime, the trajectory must undergo finite oscillation in $`r`$ (there are no static trajectories). The surplus $`M`$ provides the wall with radial kinetic energy. As $`M_{hor}`$ is crossed, two horizons with initially equal radii appear in the exterior geometry. Where the turning points of the oscillatory motion, $`r_{min}`$ and $`r_{max}`$ say, lie with respect to the horizons at $`R_+`$ and $`R_{}`$ will depend on the values of $`Q`$ and $`k`$.
If $`Q<Q_+(k)`$, QSI is entered with $`r_{min}<R_{}`$ and $`r_{max}>R_+`$; whereas if $`Q`$ lies between $`Q_+(k)`$ and $`Q_0(k)`$, QSII is entered with both $`r_{min}`$ and $`r_{max}`$ less than $`R_{}`$.<sup>\**</sup><sup>\**</sup>\**We note that there is also a region within QSII corresponding to values of $`Q`$ and $`k`$ within the range $`[Q_0(k),Q_{}(k)]`$ which cannot be considered as excitations of any S static configuration. When $`Q=Q_+`$, $`r_{max}`$ coincides with the right maximum of the potential and $`r_{max}=R_{}=R_+`$.
The exterior spacetimes which correspond to ‘oscillatory’ trajectories $`𝒪_I`$ in QSI and $`𝒪_{II}`$ in QSII are illustrated in Figs.8 and 9, respectively.
The ‘oscillatory’ trajectory $`𝒪_I`$ interpolates between a maximum in region I and a minimum in region $`V`$. Its apparent subsequent oscillatory course up through the Penrose-Carter tower is an analytical accident without any observable consequences. The physical solution clearly does not oscillate coming as it will to the unpleasant end described in the previous section as it crosses the Cauchy horizon. The exterior geometry collapses in a black hole.
The trajectory $`𝒪_{II}`$ oscillate within region $`V`$. The exterior geometry again collapses in a black hole isolating the monopole inside. The gauge monopole analogues of both solutions were observed numerically by Sakai in . Their zero tension analogue was identified in Ref. by Tachizawa, Maeda and Torii.
Finally, we note that the Penrose singularity theorem places no classical obstruction on the formation of any of the solutions we have described from non singular initial conditions, be they static or black hole.
## VI Lower bound on the monopole mass
The oscillatory solution in S described above is the only solution of the Einstein equations satisfying the boundary conditions which corresponds to an isolated monopole in the parameter regime $`M<Q`$. Technically, this is because $`\beta _M<0`$ along the remaining trajectories, be they monotonic, collapsing or expanding bounces. This is just as well: while gravity might be sufficiently strong to provoke the collapse of a charged object, one would not expect this to happen if the charge exceeds $`M`$; nor would one expect gravity to promote the explosion of a monopole. A negative $`\beta _M`$ corresponds, in the regime $`M<Q`$, to an exterior which is a finite region of the Reissner-Nordström geometry with an unphysical naked singularity at the antipode. The spatial geometry is a closed three sphere which is inconsistent with the asymptotically flat boundary conditions that we associate with an isolated monopole. Because it contains a naked singularity we consider it unphysical.
An immediate corollary of the above observation is the existence of a lower bound on the mass of a physically realistic configuration, static or otherwise: (i) if $`Q<Q_0(k)`$, so that stable static solutions exist, this value is $`M_0`$; (ii) if $`QQ_0(k)`$ and there do not, a bound is provided by $`Q`$. The later bound will be sharpened below.
For a constant $`k`$, the mass of a static solution $`M_0Q(Q/Q_0)^{1/2}`$ which has the same functional form as the Minkowski space limit.
## VII Inflating Bounces with $`M>Q`$
In Sec. III, bounce solutions were identified in the parameter regime bounded below by $`M_{}`$. Such solutions coexist with the quasi-static solutions we have described in each of QSI and QSII.
We again discard the collapsing solution as an unphysical closed universe with a naked singularity. However, the expanding bounce trajectories are consistent with the boundary conditions.
The regime admitting bounces partitions naturally into three regions: QSI (as before), $`B`$ (which contains QSII) indicated on Fig. 1, and $`B^{}`$ indicated on Fig. 3.
The interior spacetime of an expanding bounce clearly inflates. The trajectories are embedded on the Reissner-Nordström spacetime as $`_I`$ on Fig. 8 for QSI; $``$ on Fig. 9 for B; and $`^{}`$ on Fig. 10. for $`B^{}`$.
The expansion in all cases occurs behind a throat geometry which subsequently collapses into a Reissner-Nordström black hole (in the same way as it does outside the oscillatory counterparts discussed in Sec. V) This expansion does not occur at the expense of the exterior geometry but (with respect to a reasonable slicing of spacetime) does get cut off from the exterior by the formation of a black hole.
Qualitatively, the bounce occuring in QSI is very similar to the false vacuum bubble bounces described in Ref.. Note that the Penrose singularity theorem places an obstruction to its formation from non singular initial conditions. Accessible or not classically, this trajectory is of interest because of the possibility of tunneling into it from its bounded counterpart, .
The bounce occuring in B is very different, contracting from infinity in one asymptotically flat region of the Reissner-Nordström spacetime to a minimum on the left hand side of the Penrose-Carter tower before expanding to the corresponding asymptotically flat region on the next floor of the tower. Clearly, the full bounce is not a physically realizable configuration. The physically relevant leg of any bounce is its expansion from a stationary minimum. Bounces correspond either to the thermodynamical or quantum mechanical materialization of a configuration.
Interestingly, there is a narrow window in the neighborhood of this stationary initial configuration where the Penrose theorem does not present any obstruction to the classical assembly of the B bounce from non-singular initial conditions. These are the analogues of topologically inflating gauge monopoles.
In his numerical simulations of the dynamics of gauge monopoles, Sakai also observed inflating monopoles (corresponding to our bounces) to co-exist with collapsing monoples (corresponding our $`𝒪_I`$).
Bounces occuring in the narrow regime of parameter space indicated $`B^{}`$ occur in a convex potential. Whereas the asymptotics of such bounces are identical to those for B, their minimum occurs now on the right of the Penrose-Carter tower. In contrast to B bounces, the Penrose theorem implies that its formation is unphysical on the complete expanding leg. On its contracting leg, there is no asymptotically flat spatial slice containing the trajectory. We must conclude that such trajectories are unphysical.
## VIII All Monotonic trajectories are unphysical
We have already discounted monotonic trajectories with $`M<Q`$. The boundary $`M_{crit}`$ partitions the remainder of this regime. In the bounded regime $`M_{}<M_{crit}`$ the potential is convex and both $`\beta _D`$ and $`\beta _M`$ possess definite signs. We have indicated the trajectory by $``$ on Fig. 11. In the remaining unbounded region with $`M_{crit}<M_{}`$, the effective potential develops a well and both $`\beta _D`$ and $`\beta _M`$ change sign in the course of their evolution. Apart from this single dynamical detail, motion is qualitatively identical in both regimes.
Is this motion physical from a classical point of view? The part of the trajectory lying within $`r<R_{}`$ necessarily contains a naked singularity in its exterior; moreover, the interior initially contains a three-sphere’s worth of de Sitter space. The trajectory is clearly unphysical in this regime. In fact, the Penrose theorem forbids the assembly of such a trajectory by classical means. We dismiss this solution as unphysical. It would appear that there are no physical monotonic trajectories in this model.
If we take in account the elimination as unphysical of all possible trajectories in both $``$ and $`B^{}`$, the lower bound on the mass of any asymptotically flat configuration is raised. As $`Q`$ increases above $`Q_0`$, the lower bound follows the line $`M=Q`$, then $`M=M_{crit}`$, and finally $`M=M_{}`$.
## IX False vacuum bubble limit
We are finally in a position to examine the limit $`Q0`$, where the model had better reproduce the “false vacuum bubble” investigated by Blau, Guendelman and Guth and others. Briefly, for each value of $`M`$ below some critical mass $`M_{cr}`$, both collapsing and expanding bounce motion occur as we described in our introduction. For masses above $`M_{cr}`$ all motion is monotonic: the core expands from a singular zero radius behind the Schwarzschild horizon and like the bounce described in the introduction is connected to the asymptotically flat region by a throat. Though the throat collapses, the core expands forever with an inflating interior. The reader is referred to for details. Both the expanding bounce and the monotonic solution violate the Penrose theorem along their course .
This limit should be consistent with solutions lying on the $`M`$-axis on the $`MQ`$ section. At first sight, however, the limit $`Q0`$ of our model appears to contradict their findings. Specifically, there does not appear to be any analog of $`M_{cr}`$ at $`Q=0`$ — the monotonic trajectories we find do not even exist in this regime. To resolve this apparent contradiction, note that, as $`Q0`$ in this regime, the left maximum of the potential $`U`$ occurs at ever decreasing radius ($`z_{}0`$) while, simultaneously, the well depth becomes infinitely deep, $`U(z_0)\mathrm{}`$. We also note that, as $`Q0`$, the inner horizon of the Reissner-Nordström geometry appoaches zero, $`R_{}0`$, while the outer horizon at $`R=R_+`$ becomes the Schwarzchild horizon. The bounce trajectory occuring in $``$ thus approaches arbitrarily close to $`r=0`$, the Penrose window we discussed in Sec. VII closes and the trajectory on its expanding leg becomes indistinguishable from a monotonically growing false vacuum bubble. It is clear that we should identify $`M_{cr}`$ with $`M_+`$ at $`Q=0`$, not with $`M_{}`$.
We also note that below $`M_+`$, in QSI the a quasi-oscillatory trajectory approaches $`z=0`$ arbitrarily closely and become indistinguishable from a collapsing bounce. The expanding bounce, as we commented earlier does not suffer any signifacant local change.
## X Concluding Remarks
We have examined in some detail the dynamics of a charged false vacuum bubble within the thin wall approximation. We claim that, with the identification of $`Q`$ with the magnetic charge $`g`$ (related to the electric charge by $`g=4\pi /e`$) the model mimics the radial dynamics of a spherically symmetric magnetic monopole. In particular, the model provides a valuable guide to understanding the physics which underlies both the onset of instability of a static monopole as well as the conditions which need to be met to produce a topologically inflating object.
It would appear that inflation does not necessarily require dialling up the symmetry-breaking scale $`\eta `$; an inflating solution only requires that the ADM mass be sufficiently large, which is possible in principle for arbitrarily low values of $`\eta `$ or $`Q`$. In this respect, the monopole we consider differs from the ‘global’ monopole discussed in where inflation is only possible when $`\eta `$ is raised above the Planck scale. However, it should also be pointed out that in a field theory of monopoles the mass is itself a function of $`\eta `$. It is not clear if the high mass and low $`\eta `$ inflating solutions we find can be realized in practice.
There are a few interesting extensions of this work:
We note that, for every monopole which collapses into a black hole in the parameter regimes QSI and QSII, there will be a corresponding expanding bounce configuration with identical values of the conserved mass and charge. On semiclassical grounds, one would anticipate a finite amplitude for tunneling from the former to the latter. The construction of the instanton mediating this passage should provide a valuable exercise in semi-classical quantum gravity.
We have considered a description of a spherically symmetric field theoretical monopole in which its core boundary is modeled as a relativistic membrane. How robust is this description when spherical symmetry is relaxed?
In the seventies it was shown that, in Dirac’s extensible model of the electron, the static charged membrane is unstable to non-radial deformations. The origin of this instability is similar to that which triggers fission of the atomic nucleus (the boundary conditions differ). On the other hand, in Ref. Goldhaber argued that a global monopole suffers from a cylindrical string-like instability. Superficially, this would appear to be analogous to the spike (zero area) instability of a Nambu-Goto membrane. However, it is likely that higher curvature (rigidity) corrections to the Nambu-Goto action must be included to model the field theory when spherical symmetry is relaxed. Such additions would tend to moderate (or eliminate) the instabilities of Nambu-Goto membranes. It would be interesting to explore the membrane-topological defect correspondence in greater detail.
###### Acknowledgements.
Thanks to Gilberto Tavares for technical assistence. G.A. was supported by a CONACyT graduate fellowship. I.C. was supported in part by the Institute of Cosmology at Tufts University. The work of J.G. has received support from DGAPA at UNAM, CONACYT proyect 32307E and a CONACyT-NSF collaboration. |
warning/0001/astro-ph0001082.html | ar5iv | text | # The dark matter distribution in disk galaxies
## 1 Introduction
Rotation curves (RCs) of disk galaxies are the best probe for dark matter (DM) on galactic scale. Notwithstanding the impressive amount of knowledge gathered in the past 20 years, some crucial aspects of the mass distribution remain unclear. In fact, the actual density profile of dark halos is still matter of debate; we do not even know whether it is universal or related to some galaxy property, such as the total mass. This is partly because such issues are intrinsically crucial and partly because it is often believed that a RC leads to a quite ambiguous information on the dark halo density distribution (e.g. van Albada et al. 1985). However, this argument is true only for rotation curves of low spatial resolution, i.e. with no more than 2 measures per exponential disk length–scale $`R_D`$, as is the case of the great majority of HI RCs. This is because the galaxy structure parameters are very sensitive to both the amplitude and the shape of the rotation curve in the region $`0<r<R_D`$, (e.g. Blais-Ouellette et al., 1999) which corresponds to the region of the RC steepest rise. No reliable mass model can be derived if such a region is poorly sampled and/or radio beam–biased. However, in case of high–quality optical RCs with tens of independent measurements in the critical region, the kinematics can probe the halo mass distribution and resolve their structure.
Since the dark component can be better traced when the disk contributes to the dynamics in a modest way, it is convenient to investigate DM–dominated objects, like dwarf and low surface brightness (LSB) galaxies. It is well known that for the latter there are strong claims of dark matter distributions with cores of constant density, in disagreement with the steeply cusped density distributions of the Cold Dark Matter Scenario. (Flores & Primack, 1994; Moore, 1994; Burkert, 1995; Burkert & Silk, 1997; Kravtsov et al., 1998; McGaugh & de Blok, 1998; Stil, 1999). However, these findings are 1) under the caveat that the low spatial resolution of the analysed RCs does not bias the mass modeling and 2) uncertain, due to the limited amount of available kinematical data (see van den Bosch et al., 1999).
In this paper we will investigate the above–discussed issue by analysing a number of high–quality optical rotation curves of low luminosity late–type spirals taken from Persic and Salucci (1995, PS95), with I–band absolute magnitudes $`21.4<M_I<20.0`$ that, in terms of rotational velocities, translates into $`100<V_{opt}<170`$ km s<sup>-1</sup>. Objects in this luminosity/velocity range are DM dominated (e.g. Persic, Salucci & Stel, 1996), but their RCs, measured at the PS95 angular resolution of $`2^{\prime \prime }`$, have a spatial resolution of $`w100(D/10\mathrm{Mpc})`$ pc and $`n_{data}R_{opt}/w`$ independent measurements. For nearby galaxies: $`w<<R_D`$ and $`n_{data}>25`$. Moreover, we select rotation curves of bulge–less systems, so that the stellar disk is the only baryonic component for $`r\genfrac{}{}{0pt}{}{<}{}R_D`$.
Since most of the properties of cosmological halos are claimed universal, it is worth to concentrate on a small and particular sample of RCs, that however can provide crucial information on the dark halo density distribution. The systematics and the cosmic variance of the DM halos are investigated elsewhere (Salucci and Burkert, 1999; Salucci, 1999). Finally, let us stress that to estabilish the actual theoretical properties of CDM halos or to investigate non–standard CDM scenarios possibly in agreement with observations is beyond the scope of this work.
In §2 we describe our sample of RCs. We present our mass modeling technique and its results in §3. In §4 we discuss the inferred halo profiles and their properties. In §5 we perform a disk–halo rotation curve modeling by adopting a CDM density profile for the dark halo. We summarize our results in §6. Throughout this paper we adopt a Hubble constant of $`H_0=75`$ km s<sup>-1</sup> Mpc<sup>-1</sup>.
## 2 Rotation Curves
The rotation curves of the Persic & Salucci (PS95) ‘excellent’ subsample of $`80`$ galaxies are all suitable for an accurate mass modeling. In fact, these RCs properly trace the gravitational potential in that: 1) data extend at least to the optical radius, 2) they are smooth and symmetric, 3) they have small rms, 4) they have high spatial resolution and a homogeneous radial data coverage, i.e. about $`30100`$ data points homogeneously distributed with radius and between the two arms. From this subsample we extract 9 rotation curves of low luminosity galaxies ($`5\times 10^9L_{}<L_I<2\times 10^{10}L_{}`$; $`100<V_{opt}<170`$ km s<sup>-1</sup>), with their $`I`$–band surface luminosity being an (almost) perfect radial exponential. These two last criteria, not indispensable to perform the mass decomposition, are however required to minimize the uncertainties of the resulting dark halo density distribution. The selected RCs are shown in Figure 1 (for all details we refer to PS95). They are still growing at $`R_{opt}`$, in that mostly tracing the dark halo component. Each RC has $`715`$ velocity points inside $`R_{opt}`$, each one being the average of $`26`$ independent data. The RC spatial resolution is better than $`1/20R_{opt}`$, the velocity rms is about $`3\%`$ and the RCs logarithmic derivative is generally known within about 0.05.
## 3 Mass modeling
We model the mass distribution as the sum of two components: a stellar disk and a spherical dark halo. By assuming centrifugal equilibrium under the action of the gravitational potential, the observed circular velocity can be split into these two components:
$$V^2(r)=V_D^2(r)+V_H^2(r)$$
(1)
This is true as long as one assumes the galactic disk be in dynamic equilibrium. By selection, the objects are bulge–less and the stellar component is distributed like an exponential thin disk. Light traces the mass via an assumed radially constant mass–to–light ratio.
In the r.h.s of eq.(1) we neglect the gas contribution $`V_{gas}(r)`$ since in normal spirals it is usually modest within the optical region (Rhee (1996), Fig. 4.13): $`\beta _{gas}(V_{\mathrm{gas}}^2/V^2)_{R_{opt}}0.1`$. Furthermore, high resolution HI observations show that in galaxies with RCs similar to those of the present sample ( M33: Corbelli & Salucci, 1999; NGC300: Puche, Carignan & Bosma, 1990; N5585: Cote & Carignan, 1991; N3949 and N3917: Verheijen, 1997) $`V_{gas}(r)`$ is well represented by $`V_{gas}(r)0`$ for $`r<R_D`$ and:
$$V_{gas}(r)(20\pm 5)(rR_D)/2R_DR_Dr3R_D$$
(2)
Thus, in the optical region: i) $`V_{gas}^2(r)<<V^2(r)`$ and ii) $`d(V^2(r)V_{gas}^2(r))/dr\genfrac{}{}{0pt}{}{>}{}\mathrm{\hspace{0.17em}0}`$. This last condition implies that by including $`V_{gas}`$ in the r.h.s. of eq.(1) the halo velocity profiles would result steeper and then the core radius in the halo density larger. Incidentally, this is not the case for dwarfs and LSBs: most of their kinematics is affected by the HI disk gravitational pull in such a way that neglecting it could bias the determination of the DM density.
The circular velocity profile of the disk is (Freeman, 1970):
$$V_D^2(r)=V_{opt}^2\beta \frac{r^2}{R_{opt}^2}\frac{(I_0K_0I_1K_1)_{1.6r/R_{opt}}}{(I_0K_0I_1K_1)_{1.6}}$$
(3)
where $`I_n`$ an $`K_n`$ are the modified Bessel functions, $`V_{opt}`$ is the measured circular velocity at $`R_{opt}`$ and $`\beta \left(\frac{V_D^2}{V^2}\right)_{R_{opt}}`$.
The parameter $`\beta `$ represents the disk contribution to the total circular velocity at $`R_{opt}`$ and can vary from 0 to 1. On grounds of simplicity, we choose $`\beta `$ as the disk free parameter rather than the disk mass–to–light ratio.
For the DM halo we assume a spherical distribution, whose contribution to the circular velocity $`V_H(r)`$ is given by (Persic, Salucci & Stel 1996, Salucci 1997):
$$V_H^2(r)=V_{opt}^2\gamma (1+a^2)\frac{x^2}{(x^2+a^2)}$$
(4)
where $`xr/R_{opt}`$ and $`a`$ is the core radius measured in units of $`R_{opt}`$. From eq.(1): $`\gamma =(1\beta )`$. Since we normalize (at $`R_{opt}`$) the velocity model $`(V_H^2+V_D^2)^{1/2}`$ to the observed rotation speed $`V_{opt}`$, $`\beta `$ enters explicitly in the halo velocity model and this reduces the free parameters of the mass model to two.
It is important to remark that, out to $`R_{opt}`$, the proposed Constant Density Region (CDR) model of eq.(4) is neutral with respect to the competing mass models. Indeed, by varying $`\beta `$ and $`a`$, it approximately reproduces the maximum–disk, the solid–body, the no–halo, the all–halo, the CDM and the coreless–halo models. For instance, CDM halos with concentration parameter $`c=5`$ and $`r_s=R_{opt}`$ (see §5) are well fit by eq.(4) with $`a0.33`$.
For each galaxy, we determine the values of the parameters $`\beta `$ and $`a`$ by means of a $`\chi ^2`$–minimization fit to the observed rotation curves:
$$V_{model}^2(r;\beta ,a)=V_D^2(r;\beta )+V_H^2(r;\beta ,a)$$
(5)
A central role in discriminating among the different mass decompositions is played by the derivative of the velocity field $`dV/dr`$. It has been shown (e.g. Persic & Salucci 1990b, Persic & Salucci 1992) that by taking into account the logarithmic gradient of the circular velocity field defined as:
$$(r)\frac{d\mathrm{log}V(r)}{d\mathrm{log}r}$$
(6)
one can significantly increase the amount of information available from kinematics and stored in the shape of the rotation curve. So we consider $`\chi ^2`$-s calculated on both velocities and logarithmic gradients:
$$\chi _V^2=\underset{i=1}{\overset{n_V}{}}\frac{V_iV_{model}(r_i;\beta ,a)}{\delta V_i}$$
(7)
$$\chi _{}^2=\underset{i=1}{\overset{n_{}}{}}\frac{(r_i)_{model}(r_i;\beta ,a)}{\delta _i}$$
(8)
where $`_{model}(r_i,\beta ,a)`$ is computed from eq.$`(3)(4)`$ and eq.(6). As the linear combination of $`\chi ^2`$-s still follows the $`\chi ^2`$–statistics (Bevington & Robinson 1992), we derived the parameters of the mass models by minimizing a total $`\chi _{tot}^2`$, defined as:
$$\chi _{tot}^2\chi _V^2+\chi _{}^2$$
(9)
The above is the $`\alpha =1`$ case of the general relation $`\chi _{tot}^2\chi _V^2+\alpha \chi _{}^2`$ we adopt in that the circular velocity at radius $`r_i`$ and the corresponding log-gradient $`(r_i)`$ are statistically independent. Notice that the $`\chi _{tot}^2`$ best–fit solutions are not statistically different from those obtained with the usual $`\chi ^2`$ procedure, however, the ellipse uncertainty is now remarkably reduced.
The parameters of the best–fit models are listed in Table 2, along with their $`1\sigma `$ uncertainties. The mass models are well specified for each object: the allowed values for $`\beta `$ and $`a`$ span a small and continuous region of the ($`a`$, $`\beta `$) space. We get a “lowest” and a “highest” halo velocity curve by subtracting from $`V(r)`$ the maximum and the minimum disk contributions $`V_D(r)`$ obtained by substituting in eq.(3) the parameter $`\beta `$ with $`\beta _{best}+\delta \beta `$ and $`\beta _{best}\delta \beta `$, respectively.
The derived mass models are shown in Figure 2, alongside with the separate disk and halo contributions. It is then obvious that the halo curve is steadily increasing, almost linearly, out to the last data point. The disk–contribution $`\beta `$ and the halo core radius $`a`$ span a range from 0.1 to 0.5 and from 0.8 to 2.5, respectively. In each object the uniqueness of the resulting halo velocity model can be realized by the fact that the maximum–disk and minimum–disk models almost coincide. In Figure 3 we show the correlation between the halo parameters: halos which are more dynamically important at $`R_{opt}`$ (i.e. with higher $`1\beta `$) have smaller core radii. Part of the scatter of the relation may arise because the sample is limited in statistics and in luminosity range (see Salucci and Burkert, 1999). Remarkably, we find that the size of the halo density core is always greater than the disk characteristic scale–length $`R_D`$ and it can extend beyond the disk edge (and the region investigated).
As regards to the HI disk contribution, we checked the consequence of neglecting it. Its contribution to the circular velocitiy (see §3, Corbelli and Salucci, 1999) is computed and then actually subtracted from $`V(r)`$. As result, the values of the parameter $`\beta `$ do not change whereas we obtain slightly larger values of the core radius $`a`$. As a typical example: for N755, considering the gas distribution we get: $`\beta =0.05_{0.05}^{+0.07}`$ and $`a=1.1_{0.2}^{+0.2}`$ to be compared with the value in Table 2.
Although the present sample is small for a thorough investigation of the stellar mass–to–light ratios, it is worth noticing that the disk mass–to–light ratios found ($`<M_D/L_I>0.8M_{}/L_I`$) are typical of late–type spirals with young dominant stellar populations and ongoing star formation (e.g. de Jong, 1996), which adds to variations in stellar populations due to differences in age, metallicity, star formation history and to uncertainties in the estimate of distances and/or internal extinctions In detail, we ensured that for the three galaxies with the lowest disk mass–to–light ratios, a significantly larger value of $`\beta `$ was inconsistent with the (inner) rotation curve (see Figure 4).
Finally, it is worth stressing that the present analysis computes the mass–to–light ratio from the model parameters as a secondary quantity; the uncertainties in Col.(4) of Table 2 do not indicate the goodness of the halo mass models, but only specify how well we know this quantity.
## 4 Dark Halos Properties
In Figure 5 (left) we show the halo velocity profiles for the nine galaxies. The halo circular velocities are normalized to their values at $`R_{opt}`$ and expressed as a function of the normalized radius $`r/R_{opt}`$. These normalizations allow a meaningful comparison between halos of different masses: the radius scaling removes the intrinsic dependence of size on mass (more massive halos are bigger), whereas the velocity scaling takes into account that more luminous galaxies have higher circular velocities. It is then evident that the halo circular velocity, in every galaxy, rises almost linearly with radius, at least out to the disk edge:
$$V_H(r)r0.05R_{opt}\genfrac{}{}{0pt}{}{<}{}r\genfrac{}{}{0pt}{}{<}{}R_{opt}$$
(10)
The halo density profile has a well defined core radius within which the density is approximately constant. This is inconsistent with the singular halo density distribution emerging in the Cold Dark Matter (CDM) scenario of halo formation (Navarro, Frenk & White (NFW) 1995, 1996, 1997; Cole & Lacey, 1997; Tormen et al., 1997; Tissera & Dominguez-Tenreiro, 1998; Nusser & Sheth, 1999). More precisely, since the CDM halos are, at small radii, likely more cuspy than the NFW profile: $`\rho _{CDM}r^{1.5}`$ (Fukushige & Makino, 1997; Moore et al., 1998; Jing, 1999; Jing & Suto, 1999; Ghigna et al., 1999), the steepest CDM halo velocity profile $`V_H(r)r^{1/4}`$ results too shallow with respect to obervations and therefore inconsistent with eq.(10). Burkert (1995) has proposed for the halo density distribution the following phenomenological profile:
$$\rho _B(r)=\frac{\rho _0r_0^3}{(r+r_0)(r^2+r_0^2)}$$
(11)
where $`\rho _0`$ (the central density) and $`r_0`$ (the scale radius) are free parameters. This density law has a core radius of size $`r_0`$, and, at large radii, converges to the NFW profile. The two parameters $`\rho _0`$ and $`r_0`$ are found correlated: $`\rho _0r_0^{2/3}`$, so that the halo profiles reduce to a one–parameter family of curves (Burkert, 1995).
We find that, by adjusting $`\rho _0`$ and $`r_0`$, we can reproduce, over the available radial range, the halo velocity profiles of eq.(4) and Table 1. We show in Figure 5 (right) the pairs ($`\rho _0`$, $`r_0`$) corresponding to the 9 objects. The typical uncertainties on $`\rho _0`$ and $`r_0`$ are estimated at a level of about 0.15 dex and 0.07 dex, respectively: we then confirm the structure relation Burkert (1995) found for 5 dwarf galaxies (see Figure 5 right).
Let us stress that the CDR halo properties of eq.(10) raise important issues by themselves and make quite irrelevant, in comparing theory and observations, arguments per se important such as the CDM halos cosmic variance, the actual value of the concentration parameter or the effects of baryonic infalls or outflows (e.g. Martin, 1999; Gelato & Sommer-Larsen, 1999).
We also want to remark that our finding implies that disk galaxies are embedded (inside $`R_{opt}`$) in a single dark halo. Indeed, if more dark halos were relevantly present, then, in order to not violate the constraint given by eq.(10), all of them should have the same solid body velocity profile.
## 5 The inadequacy of CDM mass models
Although the mass models of eq.(4) converge to a distribution with an inner core rather than with a central spike, i.e. to $`a1`$ rather than to $`a1/3`$, it is worth, given the importance of such result, to also check in a direct way the (in)compatibility of the CDM models with the observed kinematics. We assume the two–parameters functional form for the halo density by Navarro, Frenk & White (NFW, 1995, 1996, 1997):
$$\rho _{\mathrm{NFW}}(r)=\frac{\rho _s}{(r/r_s)(1+r/r_s)^2}$$
(12)
where $`r_s`$ is a characteristic inner radius and $`\rho _s`$ the corresponding density. In order to translate the density profile into a circular velocity curve for the halo, we make use of virial parameters: the halo virial radius $`R_{\mathrm{vir}}`$, defined as the radius within which the mean density is $`\mathrm{\Delta }_{\mathrm{vir}}`$ times the mean universal density $`\rho _m`$ at that redshift, and the associated virial mass $`M_{\mathrm{vir}}`$ and velocity $`V_{\mathrm{vir}}GM_{\mathrm{vir}}/R_{\mathrm{vir}}`$. By defining the concentration parameter as $`c_{\mathrm{vir}}R_{\mathrm{vir}}/r_s`$ the halo circular velocity $`V_{\mathrm{CDM}}(r)`$ takes the form (Bullock et al. 1999):
$$V_{\mathrm{CDM}}^2(r)=V_{\mathrm{vir}}^2\frac{c_{\mathrm{vir}}}{A(c_{\mathrm{vir}})}\frac{A(x)}{x}$$
(13)
where $`xr/r_s`$ and $`A(x)\mathrm{ln}(1+x)\frac{x}{1+x}`$. As the relation between $`V_{\mathrm{vir}}`$ and $`R_{\mathrm{vir}}`$ is fully specified by the background cosmology, we assume the currently popular $`\mathrm{\Lambda }`$CDM cosmological model, with $`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ and $`h=0.75`$, in order to reduce from three to two ($`c_{\mathrm{vir}}`$ and $`r_s`$) the independent parameters characterizing the model. According to this model, $`\mathrm{\Delta }_{\mathrm{vir}}340`$ at $`z0`$. The choice is conservative: a high density $`\mathrm{\Omega }_m=1`$ model, with a concentration parameter $`c_{\mathrm{vir}}>12`$, is definitely unable to account for the observed galaxy kinematics (Moore 1994).
Though N–body simulations and semi-analytic investigations indicate that the two parameters $`c_{\mathrm{vir}}`$ and $`r_s`$ seem to correlate, we leave them independent to increase the chance of a good fit. Since the objects in our sample are of low luminosity, i.e. $`L_{}/12\genfrac{}{}{0pt}{}{<}{}L_I\genfrac{}{}{0pt}{}{<}{}L_{}/3`$, we conservately set for the halo mass $`M_{vir}`$ an upper limit of $`M_{up}=2\times 10^{12}M_{}`$, comparable to the total mass of the Galaxy (e.g. Wilkinson & Evans, 1999) and to the mass of bright spirals in pairs (e.g. Chengalur, Salpeter & Terzian, 1993). This value is further justified by considering that, if $`M_{vir}>M_{up}`$ in the above–specified luminosity range, then, the amount of dark matter locked in spiral galaxies $`\mathrm{\Omega }_S=_{L_{}/12}^{L_{}/3}M_{vir}\varphi (L)𝑑L`$, with $`\varphi (L)`$ the galaxy luminosity function, would much exceed 0.1, and would be unacceptable for the assumed cosmological model having $`\mathrm{\Omega }_m=0.3`$.
We performed the fit to the data with the $`\chi _{tot}^2`$ minimization technique described in §3; the results are reported in Table 3 , Col.(1)…(5). In Figure 6 we compare the CDR and the NFW models: for 7 galaxies the NFW model is unacceptably worse than the CDR solution, whereas for 2 objects (M–3–1042 and N7339) the goodness level of the two different fits is comparable, but the virial mass in the case of CDM is quite high: $`M_{vir}2\times 10^{12}M_{}`$. Moreover, the CDM models have extremely low value for the disk mass–to–light ratio (see Table 3 Col.5). The majority of the objects have $`M_D/L_I0.05`$, in obvious disagreement with the spectro–photometric properties of spirals, that indicate mass–to–light ratios at least 10 times higher.
The inadequacy of the CDM model for our sample galaxies is even more evident if one performs the fit after removing any constraint on virial mass. Indeed, (results in Table 3, from Col.6 to 9), good fits are obtained only for very low values of the concentration parameter ($`c_{\mathrm{vir}}2`$) and for uncomfortably large virial velocities and masses ($`V_{\mathrm{vir}}600800\mathrm{km}\mathrm{s}^1;M_{\mathrm{vir}}10^{13}10^{14}M_{}`$). These results can be explained as effect of the attempt of the minimization routine to fit the $`V(r)r^{0.5}`$ NFW velocity profile to data intrinsically linear in $`r`$.
## 6 Summary and conclusions
We have performed the disk–halo decomposition for a well suited sample of 9 bulge–less disk galaxies with $`100V_{opt}170`$ km s<sup>-1</sup>. These galaxies have a relevant amount of dark matter: the contribution of the luminous matter to the dynamics is small and it can be properly taken into account. Moreover, the high spatial resolution of the available rotation curves allows us to obtain the separate dark and luminous density profiles. We find that dark matter halos have a constant central density region whose size exceeds the stellar disk length–scale $`R_D`$. These halo profiles disagree with the cuspy density distributions typical of CDM halos (e.g. Navarro, Frenk & White, 1997; Kravtsov et al., 1998), which, therefore, fail to account for the actual DM velocity data. On the other hand, these halo velocities are well described in terms of the Burkert density profile, an empirical functional form whose two structure parameters (central density and core radius) are related through: $`\rho _0r_0^{2/3}`$.
This work is complementary to that of Salucci (2000) who derived for 140 objects of different luminosity $`_h`$, the logarithmic gradient of the halo velocity slope at $`R_{opt}`$. Reminding that $`_h=0`$ and $`_h=1`$ mean an isothermal and a solid-body regime, respectively, let us stress that the result found: $`_h1`$ completely supports, at the optical edge, the results of the present paper obtained for a small sample of spirals over the entire stellar disk.
Finally, the dark halo velocity linear rise from $`0.25R_D`$ to $`3R_D`$ sets a serious upper limit to the dynamical relevance of CDM–like dark halos in spirals. Indeed, once we rule out a CDM halo, also the claim by Burkert and Silk (1997) of two dark halos, a MACHO dark halo with a CDR profile and a standard CDM halo, meets a difficulty. Indeed, in this case, in order to satisfy eq.(10), the MACHO halo should account for $`>95\%`$ of the dark mass inside $`R_{opt}`$. Then, it would dominate the dynamics out to well beyond 25 $`R_D`$. The CDM halo would then have dynamical importance in regions so external that its cosmological role itself would be in question. |
warning/0001/nlin0001021.html | ar5iv | text | # Untitled Document
Fluctuations and entropy driven space–time
intermittency in Navier–Stokes fluids.
Giovanni Gallavotti
Fisica, Università di Roma 1
P.le Moro 2, 00185 Roma, Italia
Abstract: We analyze the physical meaning of fluctuations of the phase space contraction rate, that we also call entropy creation rate, and its observability in space–time intermittency phenomena. For concreteness we consider a Navier–Stokes fluid.
§1. The chaotic hypothesis in turbulence.
Consider a Navier–Stokes (NS) fluid in a container $`V`$ which we take, for simplicity, cubic with periodic boundary conditions and subject to a constant volume force $`f\underset{¯}{\phi }(\underset{¯}{x})`$ with $`\mathrm{max}|\underset{¯}{\phi }(\underset{¯}{x})|=1`$ and with only Fourier harmonics corresponding to large wavelength of the order of the linear size $`L`$ of $`V`$.
The viscosity will be denoted $`\nu `$, but it is convenient to rescale space, time, velocity and pressure to write the equations in dimensionless form as
$$\underset{¯}{\overset{\dot{}}{u}}+Ru_{\stackrel{~}{}\text{ }}_{\stackrel{~}{}\text{ }}\underset{¯}{u}=\mathrm{\Delta }\underset{¯}{u}\underset{¯}{}p+\underset{¯}{\phi },\underset{¯}{}\underset{¯}{u}=\underset{¯}{0},R=fL^3\nu ^2$$
$`(1.1)`$
in a container of side $`L=1`$, where $`R`$ is the Reynolds number. We can suppose that $`_V\underset{¯}{u}𝑑\underset{¯}{x}=\underset{¯}{0}`$ (because of translation invariance).
We assume the chaotic hypothesis
Chaotic hypothesis: Asymptotic motions of a turbulent flow develop on an attracting set $`𝒜`$ in phase space on which time evolution $`\underset{¯}{u}S_t\underset{¯}{u}`$ can be regarded as a transitive Anosov system for the purposes of computing time averages in stationary states.
Here we investigate some assumptions under which the hypothesis acquires some non trivial predictive value with implications that can have experimental relevance. For earlier reviews on the chaotic hypothesis see \[Ga98a\], \[Ga96d\], \[Ga99a\]. A recent one is \[Ru99a\].
§2. The OK41 cut–off.
Anxiety often mars the beginning of any discussion on the NS equations: it is a fact that to date there is no theory that allows a constructive solution of the equations via a controlled approximation scheme. Nevertheless most people rapidly recover and adopt the viewpoint that “physically there is an effective ultraviolet cut–off” and the NS equations can be reduced to ordinary equations:
The OK41 cut–off hypothesis: There exists $`\kappa _0>0`$ such that if the NS equation, (1.1), is truncated in momentum space at $`K(R)=R^{\kappa _0}`$ (or higher) then the physically relevant predictions are not affected.
The OK41 theory, see \[LL71\], assigns to $`\kappa _0`$ the value $`3/4`$. Therefore the flows of physical interest should be described by (1.1) truncated at $`|\underset{¯}{k}|K(R)`$, i.e.
$$\underset{¯}{\overset{\dot{}}{u}}_{\underset{¯}{k}}+iR\underset{\genfrac{}{}{0pt}{}{\underset{¯}{k}_1+\underset{¯}{k}_2=\underset{¯}{k}}{|\underset{¯}{k}_j|K(R)}}{}u_{\stackrel{~}{}\text{ }}^{}{}_{\underset{¯}{k}_1}{}^{}k_{\stackrel{~}{}\text{ }}\mathrm{\Pi }_{\underset{¯}{k}}\underset{¯}{u}_{\underset{¯}{k}_2}=\underset{¯}{k}^2\underset{¯}{u}_{\underset{¯}{k}}+\underset{¯}{\phi }_{\underset{¯}{k}}$$
$`(2.1)`$
where $`\underset{¯}{u}(\underset{¯}{x})\stackrel{def}{=}_{\underset{¯}{k}\underset{¯}{0}}e^{i\underset{¯}{k}\underset{¯}{x}}\underset{¯}{u}_{\underset{¯}{k}}`$ and $`\mathrm{\Pi }_{\underset{¯}{k}}`$ is the projection orthogonal to $`\underset{¯}{k}`$; $`\underset{¯}{k}=2\pi \underset{¯}{n}`$ with $`\underset{¯}{n}`$ an integer components vector.
Equation (2.1) admits an a priori bound on the energy $`\dot{E}/2=_{\underset{¯}{k}}\underset{¯}{k}^2|\underset{¯}{u}_{\underset{¯}{k}}|^2+_{\underset{¯}{k}}\overline{\phi }_{\underset{¯}{k}}\underset{¯}{u}_{\underset{¯}{k}}`$ which implies that asymptotically in time the energy is bounded by $`E2\underset{¯}{\phi }^2/(2\pi )^4`$.
We shall call $`\mu _R`$ the “statistics” of the NS equation defined as the probability distribution on phase space (i.e. on the space of the velocity fields $`\{\underset{¯}{u}_{\underset{¯}{k}}\},|\underset{¯}{k}|<K(R)`$) which describes, at Reynolds number $`R`$, the stationary state averages of observables $`F(\underset{¯}{u})`$, i.e. the probability distribution such that
$$\underset{T\mathrm{}}{lim}T^1_0^TF(S_t\underset{¯}{u})𝑑t=F(\underset{¯}{v})\mu _R(d\underset{¯}{v})$$
$`(2.2)`$
for almost all initial data $`\underset{¯}{u}`$. The distribution $`\mu _R`$ exists and is unique because of the chaotic hypothesis and it is also called the SRB distribution of the stationary state of (2.2).
3. NS and GNS equations: viscosity and vorticity ensembles. Equivalence.
For the purposes of a conceptual analysis stressing the analogy with the theory of ensembles in statistical mechanics we temporarily introduce a control parameter $`\lambda `$ in front of the Laplacian in (1.1) and in front of the $`\underset{¯}{k}^2\underset{¯}{u}_{\underset{¯}{k}}`$ term in (2.1): bearing in mind, however, that we are interested in $`\lambda =1`$ only. The stationary distributions will then depend on $`\lambda ,R`$ and will be denoted $`\mu _{\lambda ,R}`$ so that the previously introduced SRB distribution $`\mu _R`$, (1.1), is $`\mu _R\mu _{1,R}`$ with the new notations.
The collection $`_{NS}`$ of all the probability distributions $`\mu _{\lambda ,R}`$ is the collection of all the stationary states of the fluid, at varying Reynolds number $`R`$. It is an ensemble in the sense of statistical mechanics and it will be called the “viscosity ensemble” for the NS equations.
The second idea is that the same fluid can be studied, rather than by the NS equations (2.1), by considering the Euler equations subject to a dissipation mechanism that keeps the vorticity $`𝒮\stackrel{def}{=}_V(_{\stackrel{~}{}\text{ }}\underset{¯}{u})^2𝑑\underset{¯}{x}`$ bounded. This “thermostatting” effect can be achieved by imposing various types of forces $`\underset{¯}{th}`$ on the system so that $`𝒮=const`$ leading to
$$\underset{¯}{\overset{\dot{}}{u}}+Ru_{\stackrel{~}{}\text{ }}_{\stackrel{~}{}\text{ }}\underset{¯}{u}=\underset{¯}{}p+\underset{¯}{\phi }+\underset{¯}{th},\underset{¯}{}\underset{¯}{u}=\underset{¯}{0},R=fL^3\nu ^2$$
$`(3.1)`$
As an example we can consider the force obtained by imposing the constraint that $`𝒮`$ remains identically constant via Gauss’ principle of least effort, c.f.r. \[Ga96b\], appendix. It corresponds to, c.f.r. \[Ga96b\]
$$\underset{¯}{\overset{\dot{}}{u}}+Ru_{\stackrel{~}{}\text{ }}_{\stackrel{~}{}\text{ }}\underset{¯}{u}=\underset{¯}{}p+\underset{¯}{\phi }+\nu _G(\underset{¯}{u})\mathrm{\Delta }\underset{¯}{u},\underset{¯}{}\underset{¯}{u}=\underset{¯}{0}$$
$`(3.2)`$
where $`\nu _G(\underset{¯}{u})`$ is an easily determined multiplier defined so that $`𝒮`$ is exactly conserved, namely
$$\nu _G(\underset{¯}{u})=\frac{_V\left(\underset{¯}{\phi }\mathrm{\Delta }\underset{¯}{u}R\mathrm{\Delta }\underset{¯}{u}(u_{\stackrel{~}{}\text{ }}_{\stackrel{~}{}\text{ }}\underset{¯}{u})\right)𝑑\underset{¯}{x}}{_V(\mathrm{\Delta }\underset{¯}{u})^2𝑑\underset{¯}{x}}$$
$`(3.3)`$
where $`V`$ is the container region.
The collection $`\stackrel{~}{}`$ of the statistics $`\stackrel{~}{\mu }_{𝒮,R}`$ for (3.1) will be called the “vorticity ensemble”. We establish a correspondence between elements of the ensembles $``$ and $`\stackrel{~}{}`$ by saying that two elements $`\mu _{\lambda ,R}`$ and $`\mu _{𝒮,R}\stackrel{~}{}`$ are correspondent if
$$\stackrel{~}{\mu }_{𝒮,R}(\nu _G)=\lambda $$
$`(3.4)`$
We shall call “local” an observable $`F(\underset{¯}{u})`$ that depends only on finitely many Fourier components of the velocity field $`\underset{¯}{u}`$ (this is locality in momentum space) and $``$ is the family of the local observables. The analogy with statistical mechanics is quite manifest if the following conjecture holds, \[Ga95b\],
Equivalence conjecture: Let $`\mu _{\lambda ,R}`$ and $`\mu _{𝒮,R}\stackrel{~}{}`$ be corresponding elements of the viscosity and vorticity ensembles, i.e. if $`𝒮`$ and $`\lambda `$ are related by (3.4), then it is
$$\underset{R\mathrm{}}{lim}\frac{\stackrel{~}{\mu }_{𝒮,R}(F)}{\mu _{\lambda ,R}(F)}=1$$
$`(3.5)`$
for all local observables $`F`$ with non zero average.
In other words the statistics of the irreversible NS equation (1.1) and of the reversible “Gaussian NS equation” (3.1), called GNS equation, form two equivalent ensembles of stationary states of the fluid. By “reversible” we mean that there is an involutory map $`I`$ of phase space which anticommutes with time evolution, i.e.
$$I^2=1,IS_t=S_tI\text{ for all}t$$
$`(3.6)`$
and the GNS equations are reversible because $`\nu _G(\underset{¯}{u})`$ is odd under the transformation $`I\underset{¯}{u}(\underset{¯}{x})=\underset{¯}{u}(\underset{¯}{x})`$. A similar conjecture has been proposed in certain models of non equilibrium statistical mechanics, \[Ga96b\], \[Ru99b\], \[Ga99d\].
For reference purposes we write explicitly the GNS equations with the OK41 cut–off
$$\underset{¯}{\overset{\dot{}}{u}}_{\underset{¯}{k}}+iR\underset{\genfrac{}{}{0pt}{}{\underset{¯}{k}_1+\underset{¯}{k}_2=\underset{¯}{k}}{|\underset{¯}{k}_j|K(R)}}{}u_{\stackrel{~}{}\text{ }}^{}{}_{\underset{¯}{k}_1}{}^{}k_{\stackrel{~}{}\text{ }}\mathrm{\Pi }_{\underset{¯}{k}}\underset{¯}{u}_{\underset{¯}{k}_2}=\nu _G(\underset{¯}{u})\underset{¯}{k}^2\underset{¯}{u}_{\underset{¯}{k}}+\underset{¯}{\phi }_{\underset{¯}{k}}$$
$`(3.7)`$
with the same notations of (2.1).
The analogy with equilibrium theory of ensembles is: the parameter $`R`$ plays the role of the volume while $`\lambda `$ that of the temperature and $`𝒮`$ that of the energy. Therefore the viscosity ensemble is the analogue of the canonical ensemble and the vorticity ensemble is the analogue of the microcanonical ensemble. The $`R\mathrm{}`$ is analogous to the “thermodynamic limit”, \[Ga99a\].
We see also why it is useful to introduce the parameter $`\lambda `$: if we stick to $`\lambda =1`$ then effectively we consider only a single stationary state $`\mu _{1,\lambda }=\mu _R`$ and not an ensemble: this state is “the same” (in the sense (3.5)) as the state $`\stackrel{~}{\mu }_{𝒮_R,R}`$ if $`𝒮_R`$ is so defined that $`\stackrel{~}{\mu }_{𝒮_R,R}(\nu _G)=1`$. The parameter $`\lambda `$ will be set to its physical value $`1`$ from now on.
The conjecture of equivalence was proposed in \[Ga97a\] and discussed in several other papers, see for instance \[Ga97b\]. It has been investigated by simulations in \[RS99\] with results that seem moderately satisfactory.
§4. Time reversal and fluctuation theorem.
We now consider the NS equation (3.7) and try to find some of its properties under the assumption that it is equivalent to the corresponding GNS equation, i.e. (3.7) with $`\underset{¯}{k}^2\underset{¯}{u}_{\underset{¯}{k}}`$ replaced by $`\nu _G(\underset{¯}{u})\underset{¯}{k}^2\underset{¯}{u}_{\underset{¯}{k}}`$. We assume the chaotic hypothesis and the OK41 cut–off and furthermore that
Transitivity and axiom C: Either the full ellipsoid in phase space
$$\{\underset{¯}{u}|\underset{|\underset{¯}{k}|<R^{\kappa _0}}{}\underset{¯}{k}^2|\underset{¯}{u}_{\underset{¯}{k}}|^2=𝒮_R\}$$
$`(4.1)`$
is densely visited by the evolutions of all data starting on it apart from a zero volume set, or alternatively the evolution on this ellipsoid verifies a geometric property called “axiom C”.
Axiom C says that if the system is not transitive because there is an attracting set $`𝒜`$ that is smaller than the full phase space (i.e. the ellipsoid (4.1) in this case) then, considering the simple case in which this happens because in phase space there are just a non dense attracting set and a repelling set (also not dense),
(1) the attracting and the repelling sets are smooth manifolds and all their points, but a set of zero surface area, generate dense trajectories on them, and (2) the stable manifold of the points on the attracting set crosses transversally the repelling set and viceversa the unstable manifold of a point on the repelling set crosses transversally the attracting set.
for details, which will not be really necessary here, we refer to \[BG98\]. This implies that either the system is transitive or that its restriction to the attracting set is transitive.
The interest of the Axiom C notion is that it is a geometric property that has a remarkable consequence for systems admitting a time reversal symmetry $`I`$ but with an attracting set $`𝒜`$ which is not the full phase space and, therefore, is mapped by $`I`$ onto a repelling set $`I𝒜`$ different from $`𝒜`$. If the axiom holds one can define, \[BG98\], a map $`P:𝒜I𝒜`$, of the attracting set $`𝒜`$ on the repelling set $`IA`$ which commutes with time evolution and with $`I`$ and
$$IPS_t=S_tIP$$
$`(4.2)`$
i.e. the restriction of the transitive evolution $`S_t`$ to the attracting set $`𝒜`$ is still reversible, although it is such for a new time reversal operation, namely $`IP`$, see \[BG98\], \[Ga98b\].
If a reversible evolution verifies axiom C and depends on a parameter and, as the parameter varies, it develops an attracting set $`𝒜I𝒜`$ that is not the full phase space then the restriction of the evolution to the attracting set is time reversible with respect to a new time reversal symmetry.
In other words in axiom C systems time reversal symmetry $`I`$ cannot be really broken: if there is a spontaneous breakdown (such has to be considered the “breaking”, as a parameter varies, of phase space into an attracting set $`𝒜`$ smaller than phase space and a repelling set $`I𝒜`$ different from $`I𝒜`$, \[Ga98b\]) a new time reversal $`PI`$ is “spawned”.
The axiom C property is stable under perturbations: changing slightly parameters a system keeps this property if it has it to begin with. The transitivity (or axiom C) property is relevant because of the following theorem
Theorem (fluctuation theorem): Let $`\sigma (\underset{¯}{u})`$ be the divergence of the GNS equations (3.7) and let $`\sigma _+`$ be its stationary average with respect to the SRB distribution. Then the (dimensionless) quantity
$$p=\tau ^1_{\tau /2}^{\tau /2}\frac{\sigma (S_t\underset{¯}{u})}{\sigma _+}𝑑t$$
$`(4.3)`$
which we call “average over a time span $`\tau `$ of the (dimensionless) phase space contraction at $`\underset{¯}{u}`$” has a probability of being in the interval $`[p,p+dp]`$ of the form $`\pi _\tau (p)dp=conste^{\zeta (p)\tau +O(1)}`$ with
$$\zeta (p)=\zeta (p)\sigma _+p$$
$`(4.4)`$
for all $`p`$.
This theorem can be found in \[GC95\] for evolution maps and in \[Ge98\] for flows (which is the version we use here): see also \[Ru99a\]. The quantity $`p`$ depends on $`\underset{¯}{u}`$. The quantity $`\sigma _+`$ is also called “average entropy creation rate” and $`p=p(\underset{¯}{u})`$ is the dimensionless entropy creation rate averaged over a time $`\tau `$ and in the point $`\underset{¯}{u}`$: see \[An82\], \[Ru96\], \[GR97\], \[Ru99a\]. We recall that entropy in systems out of equilibrium is not defined (yet) so that this name needs not be taken too seriously and it might eventually reveal itself inappropriate.
The above result should not be confused (as it is conceptually and technically different) with other apparently similar statements, see \[CG99\]. It was discovered as an experimental relation in a numerical simulation, \[ECM93\], where the role of the SRB distributions and of time reversal were also suggested to be a possible reason for its validity: this led to its proof for Anosov maps in \[GC95\] and for flows in \[Ge97\].
A key feature of the theorem is that it contains no free parameters: its generality makes it a mechanical identity in the same sense, although of course of not comparable importance, as the heat theorem of Boltzmann, \[Bo66\], \[Bo84\], see also \[Ga99a\].
In the case of axiom C systems (4.4) still holds, because the evolution restricted to $`𝒜`$ is transitive and reversible by (4.2), but $`\sigma `$ has to be replaced by the contraction rate $`\sigma _0`$ of the surface area of the attracting set $`𝒜`$. The quantities $`\sigma `$ and $`\sigma _0`$ seem unrelated; however there are important cases in which the total phase space contraction $`\sigma `$ and the contraction of the surface element of the attracting set $`\sigma _0`$ are proportional: $`\sigma _0=\vartheta _0\sigma `$ with $`\vartheta _0`$ a constant factor (or varying on a slower time scale than $`\sigma `$ itself). Then $`\sigma _0_+=\vartheta \sigma _+`$ with $`\vartheta =\vartheta _0_+`$ and (4.4) becomes
$$\zeta (p)=\zeta (p)\vartheta \sigma _+$$
$`(4.5)`$
for all $`p`$. The GNS case is not among the (important) cases in which $`\sigma `$ and $`\sigma _0`$ are proportional, see \[DM96\], \[WL98\],\[BGG97\] and \[BG97\], although heuristic arguments can be given, \[Ga97a\], suggesting that nevertheless a relation like (4.5) might hold.
In some cases in which proportionality between $`\sigma `$ and $`\sigma _0`$ can be established, at least on heuristic grounds, the proportionality factor is just $`1d(𝒜)/d`$ if $`d`$ is the dimension of phase space and $`d(𝒜)`$ is the dimension of the attractor, but unfortunately such cases are very rare, \[BGG97\], \[BG97\].
Finally it is worth writing explicitly the expression of the phase space contraction $`\sigma (\underset{¯}{u})`$ for the equation (3.7)
$$\begin{array}{cc}& \sigma (\underset{¯}{u})=(\underset{|\underset{¯}{k}|<K(R)}{}\underset{¯}{k}^2)\nu _G(\underset{¯}{u})(_V\mathrm{\Delta }\underset{¯}{\phi }\mathrm{\Delta }\underset{¯}{u}d\underset{¯}{x})(_V[(\mathrm{\Delta }\underset{¯}{u})^2\hfill \\ & R\mathrm{\Delta }\underset{¯}{u}(\mathrm{\Delta }(u_{\stackrel{~}{}\text{ }}_{\stackrel{~}{}\text{ }}\underset{¯}{u}))R(\mathrm{\Delta }u_{\stackrel{~}{}\text{ }})(\mathrm{\Delta }\underset{¯}{u})(_{\stackrel{~}{}\text{ }}\underset{¯}{u})R\mathrm{\Delta }\underset{¯}{u}(\mathrm{\Delta }_{\stackrel{~}{}\text{ }}\underset{¯}{u})u_{\stackrel{~}{}\text{ }}+\hfill \\ & +\nu (\underset{¯}{u})\mathrm{\Delta }\underset{¯}{u}\mathrm{\Delta }^2\underset{¯}{u}]d\underset{¯}{x})/_V(\mathrm{\Delta }\underset{¯}{u})^2d\underset{¯}{x}\hfill \end{array}$$
$`(4.6)`$
In this expression (straightforwardly derived by imposing that $`𝒮`$ is exactly constant on motions verifying (3.7)) the first term seems to be the dominant one at large $`R`$ so that
$$\sigma (\underset{¯}{u})(\underset{|\underset{¯}{k}|<K(R)}{}\underset{¯}{k}^2)\nu (\underset{¯}{u})\stackrel{def}{=}𝒦(R)\nu _G(\underset{¯}{u}),𝒦(R)R^{3\kappa _0+2}$$
$`(4.7)`$
which, if the side $`L_0`$ of the box is not $`L=1`$ would be written with $`𝒦(R)`$ replaced by $`𝒦_{L_0}(R)=_{|\underset{¯}{k}|<K(R)}\underset{¯}{k}^2`$ with $`\underset{¯}{k}=2\pi \underset{¯}{n}/L_0`$.
§5. Fluctuation patterns and an extension of Onsager–Machlup fluctuations theory.
A physical interpretation of the fluctuation theorem, when it holds, can be found along with proposals for its test in experiments. We need first some consequences of the (technique of proof of the) fluctuation theorem.
Given an observable $`H(\underset{¯}{u})`$ we say that in its evolution observed over a time interval of size $`\tau `$ it follows a pattern $`th(t)`$ if $`F(S_t\underset{¯}{u})=h(t)`$ for $`t[\tau /2,\tau /2]`$. We assume that $`F`$ has well defined time reversal parity $`\epsilon =\pm 1`$: $`F(I\underset{¯}{u})=\epsilon F(\underset{¯}{u})`$, for simplicity; and we say that the pattern $`Ih(t)=\epsilon h(t)`$ is the time reversed pattern of $`h`$.
Fluctuation patterns are the main object of analysis in the theory of Onsager–Machlup which deals with the probability of observing a fluctuation pattern $`h`$ for an observable in the linear response regime (i.e. strictly speaking it deals with derivatives of various quantities with respect to the strength of the forcing terms evaluated at $`0`$ forcing).
The following theorem can be regarded a result of the same type without the restriction that the system is in the linear response regime.
Theorem (entropy creation as a fluctuations driver): Consider a time reversible evolution verifying the chaotic hypothesis and transitivity. Let $`H,K`$ be two local observables (of given time reversal parity) and denote $`\mu _{R,\tau ,p}`$ the SRB distribution conditioned to a (dimensionless) phase space average contraction $`p`$ over a time span $`\tau `$. Let $`h,k`$ be two fluctuation patterns for $`H,K`$ and let $`Ih,Ik`$ be their time reversal patterns. Then if $`\mu _{R,\tau ,p}(\text{pattern of }H=h)`$ denotes the probability that $`H`$ follows the pattern $`h`$ in the time span $`\tau `$ in which the average dimensionless phase space contraction is $`p`$ it is
$$\frac{\mu _{R,\tau ,p}(\text{pattern of }H=h)}{\mu _{R,\tau ,p}(\text{pattern of K}=k)}=\frac{\mu _{R,\tau ,p}(\text{pattern of }H=Ih)}{\mu _{R,\tau ,p}(\text{pattern of K}=Ik)}$$
$`(5.1)`$
for large $`\tau `$. If the system verifies axiom C the same result holds with $`IP`$ (see (4.2) replacing $`I`$ (without requiring any relation between the total phase space contraction rate and the rate of contraction of the surface of the attractor).
In other words the relative probability of fluctuation patterns of $`H`$ and $`K`$ observed in a time span $`\tau `$ during which the average entropy creation rate is $`p\sigma _+`$ are the same as those of the time reversed patterns in a time span $`\tau `$ in which the average entropy creation rate is the opposite: $`p\sigma _+`$.
This allows us to give a physical interpretation to $`p`$: namely if we look at the evolution on time laps of size $`\tau `$ we see that the average entropy creation rate $`p`$ will be usually $`p=1`$ and the probability of observing $`p1`$ will be rare and the fraction of times we shall observe it is $`e^{(\zeta (p)\zeta (1))\tau }`$: hence events in which $`p1`$ will be rare and random (i.e. intermittent) and they will take place at rate $`\zeta (1)\zeta (p)`$.
The above theorem shows that when $`p`$ is significantly different from $`1`$things go very wrong”. The frequency of findings of a time interval of size $`\tau `$ during which the time reversed patterns are relatively as probable as the normal patterns will be given by $`e^{\sigma _+\tau }`$ no matter which observable $`H`$ we look at: an independence property that can be checked, in principle, in an experiment.
Hence a physical interpretation of $`p`$ is that it is a quantitative measurement of the degree of reversibility that is observed. The larger $`1p`$ is the more “unintuitive behavior” will be observed. For $`p=1`$ everything would be dramatically different from what expected.<sup>1</sup>
<sup>1</sup>“If entropy creation rate could be changed in sign for a minute around Niagara falls then during that minute their water would be more likely to go up rather than down”. One “just” has to change the sign of the entropy creation rate, no extra effort needed! The time intervals during which anomalous behavior is observed are rare so that their manifestation is intermittent and we call this phenomenon “entropy driven intermittency”: the function $`\zeta (p)`$ describes the phenomenon quantitatively.
§6. Entropy driven intermittency. Observability.
We now address the question: “is this intermittency observable”? is its rate function $`\zeta (p)`$ measurable?
Clearly $`\sigma _+`$ and $`\zeta (p)`$ will grow with the size of the system i.e. with the number of degrees of freedom, at least, which $`\begin{array}{c}R\mathrm{}\hfill \end{array}\mathrm{}`$ so that there should be serious doubts about the observability of so rare fluctuations.
However if we look at a small subsystem in a little volume $`V_0`$ of linear size $`L_0`$ we can regard it again as a fluid enclosed in a box $`V_0`$ described by the same reversible GNS equations. We can imagine, therefore, that this small system also verifies a fluctuation relation in the sense that if, c.f.r. (4.7), (3.3)
$$\begin{array}{cc}& \sigma _{V_0}(\underset{¯}{u})=𝒦_{L_0}(R)\nu _G(\underset{¯}{u})\hfill \\ & \nu _G(\underset{¯}{u})=\frac{_{V_0}\left(\underset{¯}{\phi }\mathrm{\Delta }\underset{¯}{u}R\mathrm{\Delta }\underset{¯}{u}(u_{\stackrel{~}{}\text{ }}_{\stackrel{~}{}\text{ }}\underset{¯}{u})\right)𝑑\underset{¯}{x}}{_{V_0}(\mathrm{\Delta }\underset{¯}{u})^2𝑑\underset{¯}{x}}\hfill \end{array}$$
$`(6.1)`$
then it should be that the fluctuations of $`\sigma `$ averaged over a time span $`\tau `$ are controlled by rate functions $`\zeta _V(p)`$ and $`\zeta _{V_0}(p)`$ that we can expect to be, for $`R`$ large
$$\begin{array}{cc}& \zeta _V(p)=\overline{\zeta }(p)𝒦_L(R),\mathrm{and}\hfill \\ & \zeta _{V_0}(p)=\overline{\zeta }(p)𝒦_{L_0}(R),\hfill \\ & \sigma _{V_0}_+=\overline{\sigma }_+𝒦_{L_0}(R)\hfill \end{array}$$
$`(6.2)`$
We recall that, c.f.r. (4.7), $`𝒦_{L_0}(R)=_{|\underset{¯}{k}|<K(R_{L_0})}\underset{¯}{k}^2`$ where $`R_{L_0}`$ is the Reynolds number on scale $`L_0`$ which from the OK41 theory is $`R_{L_0}=(L_0/L)^{4/3}R`$. So that $`𝒦_{L_0}(R)(L_0/L)^3R^{15/4}`$. Hence if we consider observables dependent on what happens inside $`V_0`$ and if $`L_0`$ is small so that $`𝒦_{L_0}(R)`$ is not too large and we observe them in time intervals of size $`\tau `$ then the time frequency during which we can observe a deviation “of size” $`1p`$ from irreversibility will be small of the order of
$$e^{(\overline{\zeta }(p)\overline{\zeta }(1))\tau 𝒦_{L_0}(R)}$$
$`(6.3)`$
for $`\tau `$ large, where the local fluctuation rate $`\overline{\zeta }(p)`$ verifies (assuming transitivity or axiom C)
$$\overline{\zeta }(p)=\overline{\zeta }(p)\overline{\sigma }_+p\vartheta $$
$`(6.4)`$
with $`\vartheta =1`$ in the transitive case and perhaps $`1`$ when the attracting set is smaller than phase space.
Therefore by observing the frequency of intermittency one can gain some access to the function $`\overline{\zeta }(p)`$.
Note that one will necessarily observe a given fluctuation somewhere in the fluid if $`L_0`$ is taken small enough: in fact the entropy driven intermittency takes place not only in time but also in space. Thus we shall observe inside a box of size $`L_0`$ “somewhere” in the total volume $`V`$ of the system a fluctuation of size $`1p`$ with high probability if
$$(L/L_0)^3e^{(\overline{\zeta }(p)\overline{\zeta }(1))\tau 𝒦_{L_0}(R)}1$$
$`(6.5)`$
and the special event $`p=1`$ will occur with high probability if
$$(L/L_0)^3e^{\overline{\sigma }_+\tau 𝒦_{L_0}(R)}1$$
$`(6.6)`$
by (6.4). Once this event is realized the fluctuation patterns will have relative probabilities as described in §5.
An attempt at interpreting the experiment performed by Ciliberto and Laroche on convecting water at room temperature in terms of the above theory is in \[Ga99d\].
The idea and the possibility of local fluctuation theorems has been developed and tested first numerically, \[GP99\], and then theoretically, \[Ga99c\], by showing that it indeed works at least in some models (with homogeneous dissipation like the GNS and NS equations) which are simple enough to allow us to build a mathematically complete theory of the phase space contraction fluctuations.
Of course if the quantity $`\sigma _V_+`$ and $`p\sigma _V_+`$ could be measurable, like the equilibrium entropy, in terms of heat ceded to the various thermostats acting on the system divided by their temperature, then the whole theory could be even more easily subjected to experimental check as we could directly measure the rate function $`\zeta (p)`$ at least in small (but still macroscopically large) subvolumes. But the interpretation of the phase space contraction as a “physical entropy” (a concept that, however, we mentioned as still requiring a definition in non equilibrium physics) is quite controversial, e.g. see \[Ho99\] p. 236 and p. 240, as any statement about entropy is doomed to be.
I adhere to the point of view, \[An82\], \[GR97\], \[Ru99a\], that the right definition of entropy creation rate in systems out of equilibrium is just the phase space contraction rate: but the connection with measurable entities of the quantity so defined is (therefore) an open problem. Nevertheless we have seen that there are already quite a few checks to test the theory that are already possible (and necessary given the large number of assumptions that must be made to obtain them).
Acknowledgements:Work partially supported by Rutgers University and MPI via a grant # ?????.
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\[Bo66\] Boltzmann, L.: Über die mechanische Bedeutung des zweiten Haupsatzes der Wärmetheorie, in ”Wissenschaftliche Abhandlungen”, ed. F. Hasenöhrl, vol. I, p. 9–33, reprinted by Chelsea, New York.
\[Bo84\] Boltzmann, L.: Über die Eigenshaften monzyklischer und anderer damit verwandter Systeme, in ”Wissenshafltliche Abhandlungen”, ed. F.P. Hasenöhrl, vol. III, p. 122–152, Chelsea, New York, 1968, (reprint).
\[BG97\] Bonetto, F., Gallavotti, G.: Reversibility, coarse graining and the chaoticity principle, Communications in Mathematical Physics, 189, 263–276, 1997.
\[BGG97\] Bonetto, F., Gallavotti, G., Garrido, P.: Chaotic principle: an experimental test, Physica D, 105, 226–252, 1997.
\[CG99\] Cohen, E.G.D., Gallavotti, G.: Note on Two Theorems in Nonequilibrium Statistical Mechanics, Journal of Statistical Physics, 96, 1343–1349, 1999.
\[CL98\] Ciliberto, S., Laroche, C.: An experimental verification of the Gallavotti–Cohen fluctuation theorem, Journal de Physique, 8, 215–222, 1998.
\[DM96\] Dettman, C.P., Morris, G.P.: Proof of conjugate pairing for an isokinetic thermostat, Physical Review 53 E, 5545–5549, 1996.
\[ECM93\] Evans, D.J.,Cohen, E.G.D., Morriss, G.P.: Probability of second law violations in shearing steady flows, Physical Review Letters, 71, 2401–2404, 1993.
\[GC95\] Gallavotti, G., Cohen, E.G.D.: Dynamical ensembles in nonequilibrium statistical mechanics, Physical Review Letters, 74, 2694–2697, 1995. And: Dynamical ensembles in stationary states, Journal of Statistical Physics, 80, 931–970, 1996\].
\[Ga96a\] Gallavotti, G.: Chaotic hypothesis: Onsager reciprocity and fluctuation–dissipation theorem, Journal of Statistical Phys., 84, 899–926, 1996.
\[Ga96b\] Gallavotti, G.: New methods in nonequilibrium gases and fluids, Open Systems and Information Dynamics, Vol. 6, 101–136, 1999 (original in chao-dyn #9610018).
\[Ga97a\] Gallavotti, G.: Dynamical ensembles equivalence in fluid mechanics, Physica D, 105, 163–184, 1997.
\[Ga97b\] Gallavotti, G.: Ipotesi per una introduzione alla Meccanica dei Fluidi, “Quaderni del CNR-GNFM”, vol. 52, p. 1–428, Firenze, 1997. English translation in progress: available at http:$`\backslash \backslash `$ipparco.roma1.infn.it.
\[Ga98a\] Gallavotti, G.: Chaotic dynamics, fluctuations, non-equilibrium ensembles, Chaos, 8, 384–392, 1998. See also \[Ga96c\].
\[Ga98b\] Gallavotti, G.: Breakdown and regeneration of time reversal symmetry in nonequilibrium Statistical Mechanics, Physica D, 112, 250–257, 1998.
\[Ga99a\] Gallavotti, G.: Statistical Mechanics, Springer Verlag, 1999.
\[Ga99b\] Gallavotti, G.: Fluctuation patterns and conditional reversibility in nonequilibrium systems, Annales de l’ Institut H. Poincaré, 70, 429–443, 1999.
\[Ga99c\] Gallavotti, G.: A local fluctuation theorem, Physica A, 263, 39–50, 1999. And Chaotic Hypothesis and Universal Large Deviations Properties, Documenta Mathematica, extra volume ICM98, vol. I, p. 205–233, 1998, also in chao-dyn 9808004.
\[Ga99d\] Gallavotti, G.: Ergodic and chaotic hypotheses: nonequilibrium ensembles in statistical mechanics and turbulence, chao-dyn # 9905026; and Non equilibrium in statistical and fluid mechanics. Ensembles and their equivalence. Entropy driven intermittency., chao-dyn # 0001???.
\[Ge98\] Gentile, G.: Large deviation rule for Anosov flows, Forum Mathematicum, 10, 89–118, 1998.
\[GP99\] Gallavotti, G., Perroni, F.: An experimental test of the local fluctuation theorem in chains of weakly interacting Anosov systems, preprint, 1999, in http://ipparco. roma1. infn. it at the 1999 page.
\[GR97\] Gallavotti, G., Ruelle, D.: SRB states and non-equilibrium statistical mechanics close to equilibrium, Communications in Mathematical Physics, 190, 279–285, 1997.
\[Ho99\] Hoover, W. G.: Time reversibility, Computer simulation, and Chaos, World Scientific, 1999.
\[LL71\] Landau, L., Lifchitz, E.: Mécanique des fluides, MIR, Moscou, 1971.
\[RS99\] Rondoni, L., Segre, E.: Fluctuations in two dimensional reversibly damped turbulence, Nonlinearity, 12, 1471–1487, 1999.
\[Ru76\] Ruelle, D.: A measure associated with Axiom A attractors, American Journal of Mathematics, 98, 619–654, 1976.
\[Ru78a\] Ruelle, D.: Sensitive dependence on initial conditions and turbulent behavior of dynamical systems, Annals of the New York Academy of Sciences, 356, 408–416, 1978. This is the first place where the hypothesis analogous to the later chaotic hypothesis was formulated (for fluids): however the idea was exposed orally at least since the talks given to illustrate the technical work \[Ru76\], which appeared as a preprint and was submitted for publication in 1973 but was in print three years later.
\[Ru96\] Ruelle, D.: Positivity of entropy production in nonequilibrium statistical mechanics, Journal of Statistical Physics, 85, 1–25, 1996. And Ruelle, D.: Entropy production in nonequilibrium statistical mechanics, Communications in Mathematical Physics, 189, 365–371, 1997.
\[Ru99a\] Ruelle, D.: Smooth dynamics and new theoretical ideas in non-equilibrium statistical mechanics, Journal of Statistical Physics, 95, 393–468, 1999.
\[Ru99b\] Ruelle, D.: A remark on the equivalence of isokinetic and isoenergetic thermostats in the thermodynamic limit, preprint, to appear in Journal of Statistical Physics, 1999.
\[WL98\] Woitkowsky, M.P., Liverani, C.: Conformally Symplectic Dynamics and Symmetry of the Lyapunov Spectrum, Communications in Mathematical Physics, 194, 47–60, 1998.
Internet: Author’s preprints at: http://ipparco.roma1.infn.it
e-mail: giovanni.gallavotti@roma1.infn.it |
warning/0001/gr-qc0001016.html | ar5iv | text | # BTZ Black Hole Entropy in Higher Curvature Gravity
## 1 Introduction
The profound understanding of the black hole thermodynamics is a clue for approaching the quantum gravity. Although the final form of the quantum gravity is covered with a veil of mystery, it would be legitimate to regard the diffeomorphism invariance as the key to the mystery. Hence the black hole thermodynamics in the diffeomorphism invariant theories of gravity should be studied to obtain the insights into the quantum gravity. The first law of black holes in such theories of gravity has already been established . The zeroth and second laws, especially in the higher curvature gravity, have been investigated, for example in ref. . All the black hole entropies treated in the above works are of the integral of geometrical quantities on a spatial section of the event horizon. The geometrical entropy in an N-dimensional higher curvature gravity can be calculated by using the Noether charge method to give
$`S_{IW}={\displaystyle \frac{1}{8G}}{\displaystyle _H}𝑑x^{N2}\sqrt{h}{\displaystyle \frac{f}{R_{\mu \nu \alpha \beta }}}ϵ_{\mu \nu }ϵ_{\alpha \beta },`$ (1)
where $`H`$ is the spatial section of the event horizon, $`h`$ is the determinant of the induced metric on $`H`$, $`f`$ is the higher curvature Lagrangian and $`ϵ_{\mu \nu }`$ is the binormal to $`H`$ . When we denote $`f=R+`$(higher curvature terms), the first term of this Lagrangian contributes to the entropy (1) as the Bekenstein-Hawking term $`A/4G`$, where $`A`$ is the area of $`H`$. The geometrical expression of the black hole entropy obtained in ref. is consistent with the well known results previously obtained for the Einstein gravity, however it does not reveal statistical origin of the entropy. Statistical explanation of the entropy is remained as an open question.
For the Einstein gravity, a statistical derivation of the Bekenstein-Hawking entropy has been carried out for a black hole in three dimensional anti-de Sitter spacetime ($`AdS_3`$) which is called the BTZ black hole . Although several issues remain open to be resolved , this is one of the important examples which demonstrate the equality between the Bekenstein-Hawking entropy and a statistical entropy. It is our central interest to give a statistical interpretation of the black hole entropy in the diffeomorphism invariant theories of gravity. In this paper, we attempt to derive the statistical entropy of the BTZ black hole in the higher curvature gravity, and the computation of it in refs. and is modified to be available for this case .
In section 2 we review the statistical derivation of the BTZ black hole entropy in the Einstein gravity. Section 3 is devoted to the computation of the entropy in the higher curvature gravity, and our results are illustrated with a concrete example. Finally we give summary and discussion in section 4. Throughout this paper we use the unit, $`c=\mathrm{}=1`$.
## 2 BTZ Black Hole Entropy in the Einstein Gravity
For the preparation of our purpose, in this section, we review the BTZ black hole and its statistical entropy in the Einstein gravity . The action we treat here is
$`I={\displaystyle \frac{1}{16\pi G}}{\displaystyle d^3x(R2\mathrm{\Lambda })\sqrt{g}}+B,`$ (2)
where $`\mathrm{\Lambda }`$ is the cosmological constant and $`B`$ is a surface term which is needed to let the variation of $`I`$ make sense .
### 2.1 BTZ Black Hole
Because three dimensional gravity have no dynamical degrees of freedom, the BTZ black hole spacetime is locally equivalent to $`AdS_3`$. Then it is enough for our purpose to consider only a constant negative curvature spacetime. The Riemann tensor of the constant curvature spacetime is expressed as
$`R_{\mu \nu \alpha \beta }={\displaystyle \frac{R}{6}}(g_{\mu \alpha }g_{\nu \beta }g_{\mu \nu }g_{\alpha \beta }),`$ (3)
where $`R`$ is the Ricci scalar which is related to the cosmological constant through the Einstein equation: $`R=6\mathrm{\Lambda }`$. Further we can set $`R=6/l^2`$ where $`l`$ is the curvature radius of $`AdS_3`$. Note that $`l`$ is related to the cosmological constant, $`\mathrm{\Lambda }=6/l^2`$. The BTZ black hole metric is
$`ds^2=N^2dt^2+{\displaystyle \frac{1}{N^2}}dr^2+r^2\left[d\varphi +N^\varphi dt\right]^2,`$ (4)
where $`\varphi \varphi +2\pi `$, $`N^2=(r/l)^2+(4GJ/r)^2GM/l`$, $`N^\varphi =4GJ/r^2`$, and $`M`$ and $`J`$ are the mass and the angular momentum of the black hole, respectively. The event horizon is at $`r_+=\sqrt{2Gl(M+J)}+\sqrt{2Gl(MJ)}`$, further the Bekenstein-Hawking entropy is calculated to be
$`S_{BH}={\displaystyle \frac{1}{4G}}{\displaystyle _{r_+}}𝑑\varphi \sqrt{g_{\varphi \varphi }}={\displaystyle \frac{\pi }{4G}}\left[\sqrt{8Gl(M+J)}+\sqrt{8Gl(MJ)}\right].`$ (5)
### 2.2 Statistical Entropy
The BTZ black hole entropy can be calculated by counting the number of states . The counted states are in the Hilbert space operated by the quantum counterparts (generators) of asymptotic symmetry of asymptotically $`AdS_3`$, whose definitions are described below . The asymptotically $`AdS_3`$ metrics are defined as:
$`ds^2`$ $`=`$ $`\left[{\displaystyle \frac{r^2}{l^2}}+O(1)\right]dt^2+\left[{\displaystyle \frac{l^2}{r^2}}+O\left({\displaystyle \frac{1}{r^4}}\right)\right]dr^2+\left[r^2+O(1)\right]d\varphi ^2`$ (6)
$`+O\left({\displaystyle \frac{1}{r^3}}\right)dtdr+O(1)dtd\varphi +O\left({\displaystyle \frac{1}{r^3}}\right)drd\varphi ,`$
where $`0<\varphi 2\pi `$. The global $`AdS_3`$, which denotes the $`AdS_3`$ spacetime without any source in it, is included in these metrics. It is obvious that the BTZ black hole is of asymptotically $`AdS_3`$. The asymptotic symmetry of asymptotically $`AdS_3`$ is described by the following Killing vectors which preserve the boundary condition of the metric
$`\xi ^t`$ $`=`$ $`l(T^++T^{})+{\displaystyle \frac{l^3}{2r^2}}(_+^2T^++_{}^2T^{})+O\left({\displaystyle \frac{1}{r^4}}\right),`$
$`\xi ^r`$ $`=`$ $`r(_+T^++_{}T^{})+O\left({\displaystyle \frac{1}{r}}\right),`$ (7)
$`\xi ^\varphi `$ $`=`$ $`T^+T^{}{\displaystyle \frac{l^2}{2r^2}}(_+^2T^+_{}^2T^{})+O\left({\displaystyle \frac{1}{r^4}}\right),`$
where $`T^\pm =T^\pm (x^\pm )`$ and $`x^\pm =t/l\pm \varphi `$. The Killing vectors in this form include those of the global $`AdS_3`$.
The algebra satisfied by the quantum counterparts (generators) of asymptotic symmetry of asymptotically $`AdS_3`$ should be of the quantization of the classical algebra satisfied by classical generators of the symmetry, which is just the Hamiltonian generating the diffeomorphism along the Killing vector $`\xi `$. Such a Hamiltonian is expressed as $`H[\xi ]=_\mathrm{\Sigma }d^2x\xi ^a_a+Q[\xi ]`$, where $`\mathrm{\Sigma }`$ is the spatial hypersurface, $`\xi ^a`$ ($`a=,1,2`$) are the vertical and parallel components of $`\xi `$ with respect to $`\mathrm{\Sigma }`$, $`_a`$ are the constraints and $`Q[\xi ]`$ is the surface term which is needed to cancel the surface term in the variation $`\delta H[\xi ]`$, that is, there is a freedom of additional constant to $`Q`$. Given two Hamiltonians, $`H[\xi ]`$ and $`H[\eta ]`$, the algebra of them is obtained by evaluating the Poisson bracket. It is shown in ref. that such an algebra is the central extension of the commutation relation (Lie bracket) of $`\xi `$ and $`\eta `$, $`\{H[\xi ],H[\eta ]\}_P=H[\{\xi ,\eta \}]+K[\xi ,\eta ]`$, where $`K[\xi ,\eta ]`$ is the central extension, $`\{\}_P`$ is the Poisson bracket and $`\{\xi ,\eta \}`$ is the Lie bracket. Further, because the constraints $`_a`$ is weakly zero, it reduces to the algebra: $`\{Q[\xi ],Q[\eta ]\}_D=Q[\{\xi ,\eta \}]+K[\xi ,\eta ]`$, where $`\{\}_D`$ is the Dirac bracket. The central extension $`K[\xi ,\eta ]`$ can be calculated by setting the surface term $`Q`$ for the global $`AdS_3`$ be zero:
$`K[\xi ,\eta ]=\underset{r\mathrm{}}{lim}{\displaystyle \frac{1}{16\pi G}}{\displaystyle 𝑑S_l\{\widehat{G}^{ijkl}[\xi ^{}g_{ij|k}\xi _{,k}^{}(g_{ij}\widehat{g}_{ij})]+2(\xi ^i+N^i\xi ^{})\pi _i^l\}},`$ (8)
where the latin indices denote the spatial coordinates, $`\widehat{g}_{\mu \nu }`$ is the global $`AdS_3`$, $`g_{\mu \nu }`$ is the asymptotically $`AdS_3`$ of the form (6), $`\widehat{G}^{ijkl}=(1/2)\sqrt{det(\widehat{g}_{ij})}(\widehat{g}^{ik}\widehat{g}^{jl}+\widehat{g}^{il}\widehat{g}^{jk}2\widehat{g}^{ij}\widehat{g}^{kl})`$, $`dS_l`$ is the line element of $`r=const.`$ circle on the spatial hypersurface $`\mathrm{\Sigma }`$, $`\pi _i^l=g^{kl}\pi _{ik}`$, $`\pi _{ij}`$ is the conjugate momentum of $`g_{ij}`$, $`A_{|k}`$ is covariant derivative of quantity $`A`$ with respect to spatial metric $`\widehat{g}_{ij}`$, $`\xi ^{}=N^{}\xi ^t`$, and $`N^{}`$ and $`N^i`$ are the lapse function and the shift vector of $`g_{\mu \nu }`$ respectively. Here the variation of metric from $`\widehat{g}_{\mu \nu }`$ to $`g_{\mu \nu }`$ is given by $`\delta g_{\mu \nu }g_{\mu \nu }\widehat{g}_{\mu \nu }=_\eta \widehat{g}_{\mu \nu }`$.
When we define the Fourier components of $`\xi `$ as $`\xi _m^\pm (i/2)\xi `$ with $`T^\pm =\mathrm{exp}(imx^\pm )`$ ($`m=0,\pm 1,\pm 2\mathrm{}`$), the Lie brackets of the Killing vectors are calculated to be the Virasoro algebra without central extension: $`\{\xi _m^\pm ,\xi _n^\pm \}=(mn)\xi _{m+n}^\pm `$, $`\{\xi _m^+,\xi _n^{}\}=O(1/r)`$. Then the classical algebra we are seeking can be expressed as the Virasoro algebra with the central extension given by eq. (8). That is, the algebra of the quantum generators is also the same algebra, which is obtained by quantizing the commutation relation through the replacement, $`\{\}_Di[]`$, where $`[]`$ is the commutation relation of quantum operator :
$`\text{}L_m,L_n\text{ ]}`$ $`=`$ $`(mn)L_{m+n}+{\displaystyle \frac{C}{12}}m(m^21)\delta _{m+n,0},`$
$`\text{}\stackrel{~}{L}_m,\stackrel{~}{L}_n\text{ ]}`$ $`=`$ $`(mn)\stackrel{~}{L}_{m+n}+{\displaystyle \frac{C}{12}}m(m^21)\delta _{m+n,0},`$ (9)
$`\text{}L_m,\stackrel{~}{L}_n\text{ ]}`$ $`=`$ $`0.`$
Here $`L_m`$ and $`\stackrel{~}{L}_m`$ denote the quantum generators corresponding to $`\xi _m^+`$ and $`\xi _m^{}`$ respectively, and the central charge $`C`$ can be obtained by substituting the metric given by eq. (6) into $`g_{\mu \nu }`$ in eq. (8) to be a positive constant ,
$`C={\displaystyle \frac{3l}{2G}}.`$ (10)
Thus the quantum gravity of $`AdS_3`$ is related to the conformal field theory (CFT) on the boundary of the spacetime. Such a correspondence between the $`AdS`$ and the CFT is called the AdS/CFT correspondence .
With above preparations, we can proceed to a calculation of statistical entropy. The calculation follows the ordinary state counting of the conformal field theory, where the counted states are the eigen states of $`L_0`$ and $`\stackrel{~}{L}_0`$. For the case that the eigen values are large (semi-classical), we can obtain the number of states by Cardy’s formula to give the statistical entropy:
$`S_C2\pi \sqrt{{\displaystyle \frac{C\lambda }{6}}}+2\pi \sqrt{{\displaystyle \frac{C\stackrel{~}{\lambda }}{6}}},`$ (11)
where $`\lambda `$ and $`\stackrel{~}{\lambda }`$ are the (large) eigen values of $`L_0`$ and $`\stackrel{~}{L}_0`$ respectively.
Note that $`\xi _0^++\xi _0^{}=2l_t+O(1/r^4)`$ and $`\xi _0^+\xi _0^{}=2_\varphi +O(1/r^4)`$, then a mass operator $``$ and an angular momentum operator $`𝒥`$ are defined by $`L_0+\stackrel{~}{L}_0`$ and $`𝒥L_0\stackrel{~}{L}_0`$, respectively . For the BTZ black hole, we define a quantum state $`|MJ`$ by $`|MJ=M|MJ`$ and $`𝒥|MJ=J|MJ`$, further the ground state by $`|00=0`$ and $`𝒥|00=0`$, that is, $`M=J=0`$. The spacetime of the ground state asymptotes to the $`AdS_3`$ as $`r\mathrm{}`$, thus this ground state can correspond to $`\widehat{g}_{\mu \nu }`$ in eq. (8). Consequently, the above calculations of the central charge and the statistical entropy are available for the BTZ black hole . The state, $`|MJ`$, provides the eigen values of $`L_0`$ and $`\stackrel{~}{L}_0`$ to be
$`\lambda ={\displaystyle \frac{1}{2}}(M+J),\stackrel{~}{\lambda }={\displaystyle \frac{1}{2}}(MJ),`$ (12)
then the statistical entropy for the case of large $`M`$ and $`J`$ becomes
$`S_C={\displaystyle \frac{\pi }{4G}}\left[\sqrt{8Gl(M+J)}+\sqrt{8Gl(MJ)}\right].`$ (13)
This coincides with the Bekenstein-Hawking entropy $`S_{BH}`$ given by eq. (5).
## 3 BTZ Black Hole Entropy in the higher Curvature Gravity
In this section, we calculate the statistical entropy of the BTZ black hole in the higher curvature gravity. The action we treat here is of the form:
$`I={\displaystyle \frac{1}{16\pi G}}{\displaystyle d^3xf(R_{\mu \nu },g^{\mu \nu })\sqrt{g}}+B,`$ (14)
where $`f(R_{\mu \nu },g^{\mu \nu })`$ is the Lagrangian of general higher curvature gravity and $`B`$ is the surface term needed by the same reason as the action (2). This action is the most generic form of the three dimensional higher curvature gravity because the Weyl tensor vanishes in three dimensional spacetime, that is, the Riemann tensor can be expressed generally by the Ricci tensor, the Ricci scalar and the metric: $`R_{\mu \nu \alpha \beta }=g_{\mu \alpha }R_{\nu \beta }+g_{\nu \beta }R_{\mu \alpha }g_{\nu \alpha }R_{\mu \beta }g_{\mu \beta }R_{\nu \alpha }(1/2)(g_{\mu \alpha }g_{\nu \beta }g_{\mu \beta }g_{\nu \alpha })R`$.
When we are interested in the statistical entropy of the BTZ black hole in the higher curvature gravity, the entropy is given by the same formula as eq. (11) with the central charge and the eigen values of the Virasoro generators in the higher curvature gravity. The eigen values (12) can be easily obtained through the Noether charge form of the mass and the angular momentum constructed in ref. . However, as reviewed in the previous section, the central charge is necessary to calculate the surface terms of the Hamiltonian, which should be corrected by the higher curvature terms in the Lagrangian to induce additional terms upon the central charge, eq. (8). The derivation and resultant form of the additional terms will be very complicated. To avoid this intricacy, we define new metric and transform the original higher curvature frame into the Einstein frame.
### 3.1 Frame Transformation
In this subsection, we review the transformation from the original higher curvature frame to the Einstein frame in preparation for calculating the central charge. The Euler-Lagrange equation in the original frame is obtained as
$`{\displaystyle \frac{f}{g^{\mu \nu }}}{\displaystyle \frac{1}{2}}fg_{\mu \nu }={\displaystyle \frac{1}{2}}\left[P_{\alpha \mu ;\nu }^{;\alpha }+P_{\alpha \nu ;\mu }^{;\alpha }\mathrm{}P_{\mu \nu }g_{\mu \nu }P_{\alpha \beta }^{;\alpha \beta }\right],`$ (15)
where $`P_{\mu \nu }g_{\mu \alpha }g_{\nu \beta }(f/R_{\alpha \beta })`$. This is obviously a fourth order differential equation of $`g^{\mu \nu }`$. The new metric which turns out to be that in the Einstein frame is defined by
$`\overline{g}^{\mu \nu }\left[det\left({\displaystyle \frac{(f\sqrt{g})}{R_{\alpha \beta }}}\right)\right]^1{\displaystyle \frac{(f\sqrt{g})}{R_{\mu \nu }}}.`$ (16)
We assume here that the relation (16) can be inverted to give $`R_{\mu \nu }`$ as a function of $`\overline{g}^{\alpha \beta }`$ and $`g^{\alpha \beta }`$ (including no derivative of them): $`R_{\mu \nu }=R_{\mu \nu }(\overline{g}^{\alpha \beta },g^{\alpha \beta })`$.
The alternative action which is equivalent to the original action $`I`$ and describes the Einstein frame can be defined through the Legendre transformation as
$`\overline{I}{\displaystyle \frac{1}{16\pi G}}{\displaystyle }d^3x\sqrt{\overline{g}}[\overline{g}^{\mu \nu }R_{\mu \nu }(g^{\alpha \beta },_\omega g^{\alpha \beta },_\tau _\omega g^{\alpha \beta })\overline{g}^{\mu \nu }R_{\mu \nu }(\overline{g}^{\alpha \beta },g^{\alpha \beta })`$
$`+{\displaystyle \frac{\sqrt{g}}{\sqrt{\overline{g}}}}f(R_{\mu \nu }(\overline{g}^{\alpha \beta },g^{\alpha \beta }),g^{\mu \nu })]+\overline{B}.`$ (17)
Note that $`\overline{g}^{\mu \nu }`$ and $`g^{\mu \nu }`$ are treated as independent dynamical variables in this action. It can be easily checked that the Euler-Lagrange equations of $`\overline{I}`$ are equivalent to those of $`I`$.
In order to understand that $`\overline{I}`$ describes the Einstein frame, we rewrite it to an explicit form consisting of the Einstein-Hilbert action of $`\overline{g}^{\mu \nu }`$ and an auxiliary matter field. The following general relation is useful for such a purpose: $`R_{\mu \nu }(g^{\alpha \beta },_\omega g^{\alpha \beta },_\tau _\omega g^{\alpha \beta })=\overline{R}_{\mu \nu }(\overline{g}^{\alpha \beta },_\omega \overline{g}^{\alpha \beta },_\tau _\omega \overline{g}^{\alpha \beta })+\overline{}_\alpha F_{\mu \nu }^\alpha \overline{}_\nu F_{\mu \alpha }^\alpha +F_{\alpha \beta }^\alpha F_{\mu \nu }^\beta F_{\mu \alpha }^\alpha F_{\alpha \nu }^\beta `$, where $`\overline{}_\mu `$ is the covariant derivative with respect to $`\overline{g}^{\mu \nu }`$ and $`F_{\mu \nu }^\alpha `$ is defined by $`F_{\mu \nu }^\alpha \mathrm{\Gamma }_{\mu \nu }^\alpha \overline{\mathrm{\Gamma }}_{\mu \nu }^\alpha =(1/2)g^{\alpha \beta }(\overline{}_\nu g_{\mu \beta }+\overline{}_\mu g_{\beta \nu }\overline{}_\beta g_{\mu \nu })`$. By substituting this relation into $`\overline{I}`$, we obtain
$`\overline{I}={\displaystyle \frac{1}{16\pi G}}{\displaystyle }d^3x\sqrt{\overline{g}}[\overline{g}^{\mu \nu }\overline{R}_{\mu \nu }(\overline{g}^{\alpha \beta },_\omega \overline{g}^{\alpha \beta },_\tau _\omega \overline{g}^{\alpha \beta })+\overline{g}^{\mu \nu }(F_{\alpha \beta }^\alpha F_{\mu \nu }^\beta F_{\mu \alpha }^\alpha F_{\alpha \nu }^\beta )`$
$`\overline{g}^{\mu \nu }R_{\mu \nu }(\overline{g}^{\alpha \beta },g^{\alpha \beta })+{\displaystyle \frac{\sqrt{g}}{\sqrt{\overline{g}}}}f(R_{\mu \nu }(\overline{g}^{\alpha \beta },g^{\alpha \beta }),g^{\mu \nu })]+\text{surface terms}.`$ (18)
The Einstein frame described by $`\overline{I}`$ is understood as the system consisting of the Einstein gravity, $`\overline{g}^{\mu \nu }`$, and an auxiliary tensor matter field, $`g^{\mu \nu }`$.
### 3.2 Central charge in the higher curvature gravity
We restrict our treatment hereafter to the case that the right hand side of the Euler-Lagrange equation (15) vanishes, that is, the spacetime is of the constant curvature. Further we assume that the curvature $`R`$ is of negative. Under such conditions, the BTZ black hole of the form given by eq. (4) can exist. Because the spacetime of the BTZ black hole is of constant curvature, the following quantity $`\mathrm{\Omega }`$ is constant:
$`\mathrm{\Omega }={\displaystyle \frac{1}{3}}g^{\mu \nu }{\displaystyle \frac{f}{R_{\mu \nu }}}.`$ (19)
Eq. (16) gives the metric in the Einstein frame $`\overline{g}^{\mu \nu }`$ to be
$`\overline{g}^{\mu \nu }=\mathrm{\Omega }^2g^{\mu \nu },\overline{g}_{\mu \nu }=\mathrm{\Omega }^2g_{\mu \nu },`$ (20)
where $`\overline{g}_{\mu \nu }`$ is defined by $`\overline{g}_{\mu \alpha }\overline{g}^{\alpha \nu }=\delta _\mu ^\nu `$. This is just a conformal transformation with constant conformal factor $`\mathrm{\Omega }`$. The calculation of the central charge in the Einstein frame can be carried out by relating the quantities in the Einstein frame to those in the original frame through the conformal transformation (20). Note that, because the isometries of the BTZ black hole in both frames are the same, the asymptotic symmetry Killing vectors (7) in both frames are the same. Further by definitions of $`\widehat{G}^{ijkl}`$, $`\pi _i^l`$, the lapse function and the shift vector, we can extract their relations between both frames: $`\overline{\xi }^\mu =\xi ^\mu ,\overline{\widehat{G}}^{ijkl}=\mathrm{\Omega }^2\widehat{G}^{ijkl},\overline{\pi }_i^l=\mathrm{\Omega }\pi _i^l,\overline{N}^{}=\mathrm{\Omega }N^{},\overline{N}^i=\mathrm{\Omega }^2N^i`$. Substituting these results into (8), the central charge is calculated to be
$`C={\displaystyle \frac{l}{2G}}g^{\mu \nu }{\displaystyle \frac{f}{R_{\mu \nu }}}.`$ (21)
Although this is the central charge calculated in the Einstein frame, this central charge is equivalent to that in the original higher curvature frame.
### 3.3 Computation of the BTZ black hole entropy
With all the preparations done above, we can proceed to the calculation of the BTZ black hole entropy in the higher curvature gravity. The BTZ black hole is also of the asymptotically $`AdS_3`$ spacetime even in the higher curvature gravity. Hence the AdS/CFT correspondence is available to give the statistical entropy of the form (11). When we denote the BTZ black hole metric in the higher curvature gravity by the same notation as eq. (4), the mass and the angular momentum in the higher curvature gravity are calculated through the Noether charge form obtained in ref. to be $`\mathrm{\Omega }M`$ and $`\mathrm{\Omega }J`$, respectively. Then the two Virasoro eigen values $`\lambda `$ and $`\stackrel{~}{\lambda }`$ in the higher curvature gravity are given by the same procedure as eq. (12),
$`\lambda =\mathrm{\Omega }{\displaystyle \frac{1}{2}}(M+J),\stackrel{~}{\lambda }=\mathrm{\Omega }{\displaystyle \frac{1}{2}}(MJ).`$ (22)
Finally the statistical entropy of the BTZ black hole in the higher curvature gravity is obtained by eqs. (11), (21) and (22) as:
$`S_C={\displaystyle \frac{\pi }{12G}}g^{\mu \nu }{\displaystyle \frac{f}{R_{\mu \nu }}}\left[\sqrt{8Gl(M+J)}+\sqrt{8Gl(MJ)}\right]`$ (23)
On the other hand, the geometrical entropy of the black hole can be calculated by eq. (1) to be
$`S_{IW}={\displaystyle \frac{1}{8G}}{\displaystyle _H}𝑑\varphi \sqrt{g_{\varphi \varphi }}{\displaystyle \frac{f}{R_{\mu \alpha }}}g^{\nu \beta }ϵ_{\mu \nu }ϵ_{\alpha \beta }={\displaystyle \frac{1}{12G}}g^{\mu \nu }{\displaystyle \frac{f}{R_{\mu \nu }}}{\displaystyle _{r_+}}𝑑\varphi \sqrt{g_{\varphi \varphi }},`$ (24)
By making use of the integral in (5), this formula (24) coincides with the statistical entropy $`S_C`$ given by eq. (23).
### 3.4 Example: $`f=R+aR^2+bR_{\mu \nu }R^{\mu \nu }2\mathrm{\Lambda }`$
We apply the results obtained above to the case: $`f=R+aR^2+bR_{\mu \nu }R^{\mu \nu }2\mathrm{\Lambda }`$ ($`a`$, $`b=const.`$). For the constant curvature spacetime, the Euler-Lagrange equation (15) becomes
$`(1+2aR)R_{\mu \nu }+{\displaystyle \frac{1}{2}}(R+aR^2+bR_{\alpha \beta }R^{\alpha \beta }2\mathrm{\Lambda })g_{\mu \nu }=0.`$ (25)
For the BTZ black hole which is the negative constant curvature space, $`\mathrm{\Lambda }`$ is related to the Ricci scalar through eqs. (3) and (25): $`\mathrm{\Lambda }=\frac{R}{6}[\mathrm{\hspace{0.17em}1}+(ba)R]`$. The conformal transformation (20) becomes
$`\overline{g}_{\mu \nu }=\mathrm{\Omega }^2g_{\mu \nu },\mathrm{\Omega }=1{\displaystyle \frac{12a+4b}{l^2}},`$ (26)
where we have used the definition of the radius of $`AdS`$ spacetime: $`l=\sqrt{6/R}`$. This gives the central charge through eq. (21) as
$`C=\left(1{\displaystyle \frac{12a+4b}{l^2}}\right){\displaystyle \frac{3l}{2G}},`$ (27)
which is consistent with the results obtained in ref. . We obtain the statistical entropy in the higher curvature gravity through eq. (23)
$`S_C=\left(1{\displaystyle \frac{12a+4b}{l^2}}\right){\displaystyle \frac{\pi }{4G}}\left[\sqrt{8Gl(M+J)}+\sqrt{8Gl(MJ)}\right].`$ (28)
The geometrical entropy given by eq. (1) is calculated to be
$`S_{IW}=\left(1{\displaystyle \frac{12a+4b}{l^2}}\right){\displaystyle \frac{1}{4G}}{\displaystyle _{r_+}}𝑑\varphi \sqrt{g_{\varphi \varphi }}.`$ (29)
By making use of the integral in (5), this equation (29) coincides with the statistical entropy $`S_C`$ given by eq. (28).
## 4 Summary and Discussion
We have shown the statistical derivation of the BTZ black hole entropy in the higher curvature gravity. The resultant formula agrees with the one derived by the Noether charge method . As a by-product, we have obtained the central charge, that is, the coefficient of the Weyl anomaly, in the higher curvature gravity. Although the statistical entropy is calculated in the higher curvature gravity, because the procedure of our calculation is essentially the same as the Einstein gravity, some issues which stemmed from the use of CFT on the boundary of $`AdS_3`$ remain open to be resolved.
Provided that, instead of the higher curvature gravity, we adopt the BTZ black hole in diffeomorphism invariant theories of gravity which include symmetrized covariant derivatives of Riemann tensor like $`R_{\mu \nu \alpha \beta ;(\omega \tau )}`$, the problem which arises in applying our procedure to calculate the central charge is that we do not have the formalism of transforming the frames in such theories. However, because the relation (3) denotes that the terms of covariant derivative of Riemann tensor in such Lagrangians vanishes, it is expected that the frame transformation between the original and Einstein frames is also the conformal transformation with constant conformal factor. For the other case of Lagrangians include some matter fields coupling to the gravity, the factor $`\mathrm{\Omega }`$ should depend on the matter fields. However it is possible to set such matter fields be constant without loss of consistency with the BTZ black hole. Then our computation of the statistical entropy of the BTZ black hole in this paper is available for the general diffeomorphism invariant theories of gravity which include the symmetrized covariant derivatives of Riemann tensor and the matter fields coupling to the gravity, provided that we can construct a well-defined transformation of the frames in such theories. Thus, it is natural to conjecture that the equality between the geometrical entropy and the statistical one is retained in the general diffeomorphism invariant theories of gravity. Further, with noting the work which extends the computation of the statistical entropy of the BTZ black hole to any dimension in the Einstein gravity, it is expected that the equivalence between the geometrical and statistical entropies can be extended to any dimensional diffeomorphism invariant theories of gravity.
The derivation of the statistical entropy in this paper is heavily relied on the conformal field theory constructed on the boundary of the BTZ black hole spacetime. It has been well recognized that the unitarity of the conformal field theory requires the positivity of the central charge, which is consistent with eq. (10). Further it is required through eq. (21) that $`\mathrm{\Omega }>0`$. On the other hand, this relation, $`\mathrm{\Omega }>0`$, is required from the null energy condition in the Einstein frame and the weak cosmic censorship conjecture in considering the second law of the Black hole thermodynamics for the geometrical entropy as mentioned below . Both of these conditions are the essential assumptions in establishing the second law in the Einstein gravity (the area theorem). For the case of the Lagrangian polynomial in $`R`$, it has already been explicitly derived in ref. that the null energy condition in the Einstein frame requires the positivity of the conformal factor $`\mathrm{\Omega }`$ of the frame transformation. This suggests that this requirement can be extended to the case of general higher curvature gravity. Further, with making use of the frame transforation in considering the second law in the diffeomorphism invariant theories of gravity, the cosmic censorship conjecture will be required to be satisfied in the Einstein frame. It will also be necessary to retain the disappearance of naked singularities in the original frame. Then we require the positivity of $`\mathrm{\Omega }`$ because, for the case that $`\mathrm{\Omega }0`$, there is a possibility of appearing singularities in the original frame. Thus, the cosmic censorship conjecture and the null energy condition in the Einstein frame must have some relation with the unitarity of the conformal field theory on the boundary of spacetime. The issue about the details of such a relation is left as an interesting open question.
We turn our attention to some possible applications of our results to some interesting cases. As we have already seen, the statistical black hole entropy can be computed by using the data on the boundary of the black hole spacetime which asymptotes to that of anti-de Sitter spacetime. This kind of correspondence between the symmetry of the boundary of $`AdS`$ spacetime and the conformal field theory (CFT) has been intensively studied recently. This correspondence can be used to deduce the entropy of the black string system in higher dimensions . It is interesting to investigate whether or not our results of this paper can be extended to the higher dimensional black objects.
For the calculation of the statistical entropy through the AdS/CFT correspondence, the central importance exists in the correspondence between the symmetry of the boundary of $`AdS`$ and the isometry of the bulk spacetime of a black hole, such as the stationarity and axisymmetry. Hence, it is not obvious whether or not the statistical entropy which we have calculated can be extended to the dynamical cases such as the collapsing black holes and the evaporating black holes. As the geometrical entropy is extended with retaining its meaning even to the dynamical systems , however, it is expected to be able to extend our results to the dynamical cases.
## Acknowledgements
We would like to Thank M.Sakagami for his useful discussions. This work was supported in part by Monbusho Grant-in-Aid for Scientific Research No.10740118. |
warning/0001/hep-ph0001297.html | ar5iv | text | # 1 Introduction
## 1 Introduction
The measurement of the exclusive semileptonic decay $`B\pi \overline{l}\nu _l`$ by the CLEO Collaboration can be used to determine the CKM parameter $`|V_{ub}|`$. This exclusive method provides an important alternative to the extraction of $`|V_{ub}|`$ from inclusive measurements of $`BX_u\overline{l}\nu _l`$. However, it requires a reliable calculation of the form factor $`f_{B\pi }^+(p^2)`$ defined by
$$\pi (q)\overline{b}\gamma _\mu uB(p+q)=2f_{B\pi }^+(p^2)q_\mu +(f_{B\pi }^+(p^2)+f_{B\pi }^{}(p^2))p_\mu ,$$
(1)
$`q`$ and $`p+q`$ being the $`\pi `$\- and $`B`$-meson four-momenta, respectively. In the case of semileptonic decays into the light leptons $`l=e,\mu `$, the form factor $`f_{B\pi }^{}(p^2)`$ plays a negligible role. A particularly promising approach to evaluate $`f_{B\pi }^+(p^2)`$ is based on QCD light-cone sum rules (LCSR) which combine operator product expansion (OPE) on the light-cone with QCD sum rule techniques . The twist 2, 3 and 4 contributions to the LCSR for $`f_{B\pi }^+(p^2)`$ in leading order in $`\alpha _s`$ have been derived in Ref. , while the next-to-leading order corrections to the twist 2 term have been calculated in Ref. . The LCSR technique has further been applied to $`BK`$ , $`D\pi `$ , and $`DK`$ transition form factors.
In this paper we update and improve the predictions on the decay distributions and integrated widths for $`B\pi \overline{l}\nu _l`$, $`D\pi \overline{l}\nu _l`$ and $`DK\overline{l}\nu _l`$. In particular, we include the twist 2 next-to-leading order (NLO) $`\alpha _s`$-corrections into the calculation of the form factors $`f_{D\pi }^+`$ and $`f_{DK}^+`$. Moreover, we reanalyse the momentum dependence of the form factors. The LCSR for $`f^+(p^2)`$ is valid at small and intermediate momentum transfer squared
$$p^2m_Q^22m_Q\chi ,$$
(2)
where $`\chi `$ is a typical hadronic scale of roughly $`500\text{MeV}`$ and independent of the heavy quark mass $`m_Q`$. In order to go beyond this limit, we use a second LCSR for the residue of the pole contribution from the ground-state vector mesons $`B^{}`$, $`D^{}`$ and $`D_s^{}`$, respectively, which are expected to dominate at large $`p^2`$. Previously, we interpolated between the LCSR prediction at small $`p^2`$ and the single-pole approximation at large $`p^2`$ using a simple, but physically not very intuitive parametrization. In the present paper, we follow a different philosophy. We use the general dispersion relation for the form factor $`f^+(p^2)`$ and model the integral over the excited vector meson states by an effective pole. This yields a two-pole representation of $`f^+`$ as suggested recently in Ref. . The parameters of this representation are determined from the two light-cone sum rules. This approach is more physical and has the benefit of making eventual effects from excited vector meson states more transparent. Finally, we discuss the sources of theoretical uncertainties of the LCSR method one by one, and give a careful estimate of the present overall uncertainty.
Wherever possible, we compare our results with the latest lattice data. From $`B\pi \overline{l}\nu _l`$, the CKM-matrix element $`|V_{ub}|`$ is determined by comparing the LCSR and experimental widths. Conversely, the LCSR method is tested using the experimental widths of $`D\pi \overline{l}\nu _l`$ and $`DK\overline{l}\nu _l`$ and the known values of $`|V_{cd}|`$ and $`|V_{cs}|`$, respectively. This analysis favors a value $`m_s`$(1 GeV) $``$ 150 MeV for the $`s`$-quark mass.
The paper is organized as follows. Sect. 2 and 3 are devoted to the $`B\pi `$ transition as a prototype example. In Sect. 2 we present the LCSR analysis of $`f_{B\pi }^+(p^2)`$, the theoretical uncertainties of which are estimated and discussed in Sect. 3. The analogous analysis of the $`D\pi `$ and $`DK`$ transitions is described in Sect. 4. Sect. 5 deals with applications to decay distributions and integrated widths for $`B\pi \overline{l}\nu _l`$, $`D\pi \overline{l}\nu _l`$ and $`DK\overline{l}\nu _l`$. This section also summarizes the comparison of theory with experiment.
## 2 The form factor $`f_{B\pi }^+(p^2)`$
The LCSR for the form factor $`f_{B\pi }^+(p^2)`$ is obtained from the correlation function
$`F_\mu (p,q)`$ $`=`$ $`i{\displaystyle 𝑑xe^{ipx}\pi (q)|T\{\overline{u}(x)\gamma _\mu b(x),m_b\overline{b}(0)i\gamma _5d(0)\}|0}`$ (3)
by contracting the $`b`$-quark fields in the time-ordered product of currents, expanding the remaining matrix elements of nonlocal operators in terms of light-cone distribution amplitudes of the pion, and writing a dispersion relation in the $`B(\overline{b}d)`$-channel. The derivation is described in detail in Ref. . Schematically, the resulting sum rule has the form
$`f_{B\pi }^+(p^2)`$ $`=`$ $`{\displaystyle \frac{1}{2m_B^2f_B}}\mathrm{exp}\left({\displaystyle \frac{m_B^2}{M^2}}\right)[F_0^{(2)}(p^2,M^2,m_b^2,s_0^B,\mu _b)`$
$`+`$ $`{\displaystyle \frac{\alpha _s(\mu _b)}{3\pi }}F_1^{(2)}(p^2,M^2,m_b^2,s_0^B,\mu _b)+F_0^{(3,4)}(p^2,M^2,m_b^2,s_0^B,\mu _b)],`$
where $`m_B`$ is the $`B`$-meson mass, $`m_b`$ the $`b`$-quark pole mass, and $`f_B`$ the $`B`$-meson decay constant defined by the matrix element
$`0m_b\overline{q}i\gamma _5bB=m_B^2f_B.`$ (5)
The mass scale $`M`$ is associated with a Borel transformation usually performed in sum rule calculations. It characterizes the off-shellness of the $`b`$-quark. The scale $`\mu _b`$ is the factorization scale separating soft and hard dynamics. Long-distance effects involving scales lower than $`\mu _b`$ are absorbed in the pion distribution amplitudes which represent the universal nonperturbative input in LCSR. They have been studied up to twist 4 and are given in Ref. . The short-distance effects are incorporated in hard-scattering amplitudes calculated perturbatively and convoluted with the pion distribution amplitudes. The first two terms of the bracket in (2) represent the NLO twist 2 contributions, while the third term refers to the twist 3 and 4 contributions which are only known in LO. For illustration, the leading term $`F_0^{(2)}`$ is given by
$`F_0^{(2)}(p^2,M^2,m_b^2,s_0^B,\mu _b)`$ $`=`$ $`m_b^2f_\pi {\displaystyle \underset{\mathrm{\Delta }}{\overset{1}{}}}{\displaystyle \frac{du}{u}}exp\left({\displaystyle \frac{m_b^2p^2(1u)}{uM^2}}\right)\phi _\pi (u,\mu _b)`$ (6)
with $`f_\pi =132\text{MeV}`$ being the decay constant and $`\phi _\pi `$ being the twist 2 distribution amplitude of the pion. The latter can be interpreted as the probability amplitude for finding a quark with momentum fraction $`u`$ inside a pion. The lower integration boundary $`\mathrm{\Delta }=(m_b^2p^2)/(s_0^Bp^2)`$ is determined by the effective threshold parameter $`s_0^B`$ which originates from the subtraction of excited resonances and continuum states contributing to the dispersion integral in the $`B`$ channel. This subtraction is performed assuming quark-hadron duality at $`(p+q)^2s_0^B`$. The explicit expressions for the remaining terms $`F_1^{(2)}`$ and $`F_0^{(3,4)}`$ can be found in Ref. and Ref. , respectively.
Numerically, we take $`f_B=180\pm 30`$ MeV, $`m_b=4.70.1`$ GeV, $`s_0^B=35\pm 2`$ GeV<sup>2</sup>, and $`\mu _b=\sqrt{m_B^2m_b^2}2.4`$ GeV. Here and in forthcoming theoretical results, the error notation is to be interpreted as a range reflecting the present theoretical uncertainty, e.g., $`f_B=150÷210`$ MeV. It is also important to note that the above parameters are interrelated by the two-point QCD sum rule for $`f_B`$ . Consequently, their variation within the given ranges is correlated as indicated by the alternating $`\pm `$ signs. Furthermore, sum rules for observables should in principle be independent of the auxiliary Borel parameter $`M^2`$. In practice, however, this is not the case because of the various approximations made. The allowed range of $`M^2`$ differs for different sum rules. For LCSR it is usually determined by requiring the twist 4 contribution not to exceed $`10\%`$ and the contributions from excited and continuum states to stay below $`30\%`$. Specifically, for the sum rule (2), these criteria yield $`M^2=10\pm 2\text{GeV}^2`$. In the case of the two-point sum rule for $`f_B`$, the allowed interval of the Borel parameter is $`M^2=4\pm 2\text{GeV}^2`$. With the nominal values of the parameters specified above the LCSR (2) leads to the form factor $`f_{B\pi }^+(p^2)`$ shown by the solid curve in Fig. 1. In particular, at $`p^2=0`$ one gets
$`f_{B\pi }^+(0)=0.28\pm 0.05.`$ (7)
The estimate of the theoretical uncertainty will be explained in detail in the following section.
As already mentioned in the introduction, the LCSR (2) is expected to hold only at $`p^2m_b^22m_b\chi 18\text{GeV}^2`$. Indeed, at $`p^2>20\text{GeV}^2`$ the twist 4 contribution is found to grow strongly, and the stability of the sum rule against variation of the Borel parameter $`M^2`$ is lost. This clearly signals the breakdown of the light-cone expansion. On the other hand, as $`p^2`$ approaches the kinematical limit $`(m_Bm_\pi )^2`$ the lowest-lying $`B^{}`$ pole is expected to give the dominant contribution to $`f_{B\pi }^+`$. The residue of this pole contribution is given by the product of the $`B^{}`$ decay constant defined by
$$0\overline{q}\gamma _\mu bB^{}=m_B^{}f_B^{}ϵ_\mu ,$$
(8)
and the strong $`B^{}B\pi `$ coupling constant defined by
$$\overline{B}^0\pi ^{}B^{}=g_{B^{}B\pi }(qϵ).$$
(9)
This product can be calculated from another LCSR which follows from the same correlation function (3) as the LCSR (2), considering this time, however, a double dispersion relation in the $`B`$ and $`B^{}`$ channel. Again, we only indicate the schematic form of this sum rule :
$`f_B^{}g_{B^{}B\pi }`$ $`=`$ $`{\displaystyle \frac{1}{m_B^2m_B^{}f_B}}e^{\frac{m_B^2+m_B^{}^2}{2M^2}}[G_0^{(2)}(M^2,m_b^2,s_0^B,\mu _b)`$ (10)
$`+{\displaystyle \frac{\alpha _s(\mu _b)}{3\pi }}G_1^{(2)}(M^2,m_b^2,s_0^B,\mu _b)+G_0^{(3,4)}(M^2,m_b^2,s_0^B,\mu _b)].`$
In analogy to (2), the NLO twist 2 contributions are denoted by $`G_0^{(2)}`$ and $`G_1^{(2)}`$, while $`G_0^{(3,4)}`$ stands for the LO twist 3 and 4 contribution. Explicitly, the leading twist 2 term is given by
$`G_0^{(2)}(M^2,m_b^2,s_0^B,\mu _b)`$ $`=`$ $`m_b^2M^2\left(e^{\frac{m_b^2}{M^2}}e^{\frac{s_0^B}{M^2}}\right)f_\pi \phi _\pi (u_0,\mu _b).`$ (11)
In contrast to (6) where one has an integral over the normalized distribution amplitude $`\phi _\pi `$, the above term depends on the value of $`\phi _\pi `$ at the point $`u_00.5`$. This difference also applies to terms of higher twist, whence the LCSR (10) is much more sensitive to the precise shape of the pion distribution amplitudes than the LCSR (2). The parameters of the two LCSR coincide with the exception of the Borel mass which in the case of (10) is constrained to the interval $`M^2=9\pm 3\text{GeV}^2`$. Numerically, we obtain
$$f_B^{}g_{B^{}B\pi }=4.4\pm 1.3\text{GeV}.$$
(12)
Again, the uncertainty estimate will be discussed in the next section.
In order to determine the form factor $`f_{B\pi }^+(p^2)`$ at large momentum transfers $`p^2>18`$ GeV<sup>2</sup>, where we cannot rely on the LCSR (2), we consider the dispersion relation
$$f_{B\pi }^+(p^2)=\frac{f_B^{}g_{B^{}B\pi }}{2m_B^{}(1p^2/m_B^{}^2)}+\underset{s_0}{\overset{\mathrm{}}{}}\frac{d\tau \rho (\tau )}{\tau p^2}.$$
(13)
Here, the pole term is due to the ground state $`B^{}`$ meson and the dispersive integral takes into account contributions from higher resonances and continuum states in the $`B^{}`$ channel. Using (12), the $`B^{}`$-pole contribution is shown by the dashed curve in Fig. 1. With decreasing momentum transfer the one-pole approximation deviates noticeably from the LCSR result (2). At $`p^2=0`$ the difference reaches about $`50\%`$ showing that the dispersion integral in (13) over the heavier states cannot be neglected. In Ref. , it has been suggested to model their contribution by an effective second pole:
$$f_{B\pi }^+(p^2)=c_B\left(\frac{1}{1p^2/m_B^{}^2}\frac{\alpha _{B\pi }}{1p^2/\gamma _{B\pi }m_B^{}^2}\right).$$
(14)
By means of the LCSR (2) and (10) one can now determine the parameters $`c_B`$ and $`\alpha _{B\pi }`$. From (12) and (13) we get
$$c_B=\frac{f_B^{}g_{B^{}B\pi }}{2m_B^{}}=0.41\pm 0.12,$$
(15)
and putting $`p^2=0`$ in (14) and using directly (2) and (10) we obtain
$$\alpha _{B\pi }=1\frac{2m_B^{}f_{B\pi }^+(0)}{f_B^{}g_{B^{}B\pi }}=0.32_{0.07}^{+0.21}.$$
(16)
It should be emphasized that the latter result is independent of $`f_B`$ or the corresponding two-point sum rule. Moreover, since the LCSR (2) and (10) involve common parameters, some of the uncertainties cancel in the ratio (16). In the heavy quark limit , $`f_{B\pi }^+(0)`$ should scale like $`1/m_b^{3/2}`$ which implies a positive sign for $`\alpha _{B\pi }`$. Thus, the result (16) nicely demonstrates the consistency of the LCSR method with the heavy quark limit. The remaining parameter $`\gamma _{B\pi }`$ can in principle be obtained by fitting (14) to (2) at $`p^2<15\text{GeV}^2`$ with $`c_B`$ and $`\alpha _{B\pi }`$ fixed. However, since the LCSR prediction deviates in shape very little from the $`B^{}`$-pole contribution as can be anticipated from Fig. 1, the fit only gives the lower bound $`\gamma _{B\pi }>2`$.
In the combined limit $`m_Q\mathrm{}`$ and $`E_\pi \mathrm{}`$, one has a relation between $`f_{B\pi }^+`$ and the scalar form factor
$`f_{B\pi }^0(p^2)`$ $`=`$ $`f_{B\pi }^+(p^2)+{\displaystyle \frac{p^2}{m_B^2m_\pi ^2}}f_{B\pi }^{}(p^2),`$ (17)
namely
$`f_{B\pi }^0`$ $`=`$ $`{\displaystyle \frac{2E_\pi }{m_B}}f_{B\pi }^+.`$ (18)
If a parametrization similar to the second term of (14) is used for $`f_{B\pi }^0`$, this suggests $`\gamma _{B\pi }=1/\alpha _{B\pi }`$ . Interestingly, the fit described above is well consistent with this constraint. Therefore, we will assume this relation in the following.
Our final result for the form factor $`f_{B\pi }^+(p^2)`$ can then be written in a very convenient form:
$$f_{B\pi }^+(p^2)=\frac{f_{B\pi }^+(0)}{(1p^2/m_B^{}^2)(1\alpha _{B\pi }p^2/m_B^{}^2)},$$
(19)
where $`f_{B\pi }^+(0)=c_B(1\alpha _{B\pi })`$ has been used, and $`f_{B\pi }^+(0)`$ and $`\alpha _{B\pi }`$ are given in (7) and (16), respectively. The above parametrization is plotted in Fig. 1. We see that it coincides nicely with the LCSR prediction (2) at low $`p^2`$ and approaches the single-pole approximation at large $`p^2`$. Fig. 1 therefore shows that at small and intermediate momentum transfer our result is actually model-independent the two-pole model (14) being nothing but a convenient parametrization in this region.
Fig. 2 shows a comparison of (19) with recent lattice results . The agreement within uncertainties is very satisfactory. Here, the overall uncertainty in the LCSR prediction is estimated by adding the uncertainties from individual sources linearly. This explains why the range of uncertainty updated in Fig. 2 is larger than the uncertainty estimated previously by us and other authors adding the various uncertainties in quadrature. We consider the present procedure to be the appropriate treatment of theoretical uncertainties. Finally, the LCSR prediction also obeys the constraints derived from sum rules for the inclusive semileptonic decay width in the heavy quark limit . This is demonstrated in Fig. 3.
## 3 Theoretical uncertainties
The theoretical uncertainties in the LCSR (2) and (10) originate from uncertainties in the input parameters and from unknown contributions of higher order in twist and $`\alpha _s`$. The former are estimated by varying the numerical values of the input parameters within the ranges given in Sect. 2, for the latter we present some plausible arguments concerning the size of these corrections. If not stated otherwise only a single parameter is varied at a time, while the other parameters are held fixed. For $`f_B`$ we substitute the corresponding two-point sum rule. The uncertainty in a given quantity is then expressed by plus/minus the interval of variation w.r.t. the result obtained for the nominal values of the input parameters. Although in the parametrization (19) of $`f_{B\pi }^+(p^2)`$ the LCSR (2) is only used to determine the normalization at $`p^2=0`$, we investigate the uncertainty of the LCSR prediction (2) in the whole range of validity, that is at $`0p^2<18\text{GeV}^2`$. This serves as a cross-check and ensures the consistency of (19) with the LCSR (2) in the whole range of overlap. In the region $`p^2>18\text{GeV}^2`$ we rely on the parametrization (19) in a more substantial way. This may introduce some model-dependence due to the particular functional form assumed. However, since only the kinematically suppressed region of large momentum transfer is affected, this uncertainty has little influence on the integrated width and the value of $`V_{ub}`$ extracted from the latter. Our findings are summarized below:
(a) Borel mass parameter
The variation of $`f_{B\pi }^+`$ with $`M^2`$ is illustrated in Fig. 4a. It turns out to be rather small, $`\pm (3÷5)\%`$ depending on $`p^2`$. The corresponding variation of $`f_B^{}g_{B^{}B\pi }`$ amounts to $`\pm 10\%`$.
(b) $`b`$-quark mass and subtraction threshold
Fig. 4b and 4c show the variation of $`f_{B\pi }^+`$ with $`m_b`$ and $`s_0^B`$, respectively. If $`m_b`$ and $`s_0^B`$ are varied simultaneously such that one achieves maximum stability of the sum rule for $`f_B`$, the change in $`f_{B\pi }^+`$ is negligible at small $`p^2`$ rising to about $`\pm 3\%`$ at large $`p^2`$. The corresponding variation of $`f_B^{}g_{B^{}B\pi }`$ is about $`\pm 4\%`$.
(c) quark condensate density
The coefficient $`\mu _\pi =m_\pi ^2/(m_u+m_d)`$ of the twist 3 pion distribution amplitude is related to the quark condensate density $`\overline{q}q`$ by PCAC. Therefore, the uncertainty in the quark condensate $`\overline{q}q(\mu _b)=(268\pm 10\text{MeV})^3`$ induces an uncertainty in both the sum rule for $`f_B`$ and the terms $`F_0^3`$ and $`G_0^3`$ of the LCSR (2) and (10), respectively. The resulting uncertainty on $`f_{B\pi }^+`$ and $`f_B^{}g_{B^{}B\pi }`$ is about $`\pm 3\%`$. Gluon and quark-gluon condensates have little influence on $`f_B`$ and no direct connection to the LCSR considered here.
(d) higher-twist contributions
No reliable estimates exist for distribution amplitudes beyond twist 4. Therefore, we use the magnitude of the twist 4 contribution to $`f_{B\pi }^+`$ as an indicator for the uncertainty due to the neglect of higher-twist terms. From Fig. 5a we see that the twist 4 term of (2) contributes less than 2 % at low $`p^2`$ and about 5 % at large $`p^2`$ to $`f_{B\pi }^+`$. Also the twist 4 term in (10) contributes no more than 5% to $`f_B^{}g_{B^{}B\pi }`$.
(e) pion distribution amplitudes
The asymptotic distribution amplitudes and the scale dependence of the nonasymptotic coefficients are determined by perturbative QCD. However, the values of the nonasymptotic coefficients at a certain scale $`\mu _0`$ are of genuinely nonperturbative origin. They can be determined either from experiment or, eventually, from lattice QCD . For illustration, the twist 2 distribution amplitude appearing in (6) and (11) is given by
$$\phi _\pi (u,\mu )=6u(1u)[1+a_2^\pi (\mu )C_2^{3/2}(2u1)+a_4^\pi (\mu )C_4^{3/2}(2u1)],$$
(20)
where $`C_n^{3/2}(x)`$ are Gegenbauer polynomials, and $`a_n^\pi (\mu )`$ are the nonasymptotic coefficients. Investigation by means of conformal partial wave expansion justifies the neglect of terms with $`n>4`$ (see, e.g., Ref. for further explanation and references).
In Ref. we have used the Braun-Filyanov (BF) distribution amplitudes . Two recent analyses based on the LCSR for the $`\gamma ^{}\gamma \pi ^0`$ transition form factor and the pion form factor indicate that nonasymptotic effects in $`\phi _\pi `$ are in fact smaller than the effects implied by the original BF coefficients . However, the uncertainties are still sizeable. The latter is even more so for the nonasymptotic coefficients of the twist 3 and 4 distribution amplitudes . There is a crude, but simple and as we will see sufficient way to estimate the sensitivity of the LCSR to nonasymptotic effects, that is by comparing the results obtained with BF and purely asymptotic distribution amplitudes. For $`f_{B\pi }^+(p^2)`$, this comparison is displayed in Fig. 5b. We see that the difference is very moderate: about -7% at small $`p^2`$ and +7% at large $`p^2`$. The intermediate region around $`p^2=10`$ GeV<sup>2</sup> is almost unaffected. A similar investigation of (10) shows that $`f_B^{}g_{B^{}B\pi }`$ increases by about 8 % if all nonasymptotic effects are disregarded. Since the LCSR (2) involves convolutions of relatively smooth coefficient functions with normalized distribution amplitudes, the moderate sensitivity to the precise shape of the latter is easy to understand. In contrast, the LCSR (10) depends on the amplitudes at a given point and could, therefore, be strongly affected by nonasymptotic effects. However, in this case the effects have opposite signs for twist 2 and 3, and thus tend to cancel.
(f) perturbative corrections
The NLO QCD corrections to the twist 2 contribution to $`f_Bf_{B\pi }^+`$ derived from (2) amount to about $`(20÷30)\%`$. Corrections of similar size affect the two-point sum rule for $`f_B`$ . Hence, in the ratio giving $`f_{B\pi }^+`$ they almost cancel leaving a net correction of less than 10%. A similar cancellation takes place between the NLO corrections to $`f_Bf_B^{}g_{B^{}B\pi }`$ derived from (10) and the NLO corrections to $`f_B`$. Here, the net effect is only 5%.
The perturbative corrections to the higher-twist terms are still unknown. Most important are the NLO corrections to $`F_0^{(3)}`$ and $`G_0^{(3)}`$. Optimistically, they could be as small as the correction to the quark condensate term in the sum rule for $`f_B`$, namely about 2% . More conservatively, they may be of the same order as the twist 2 NLO corrections. Since in LO the twist 3 terms contribute about $`(30÷50)\%`$ to the LCSR, one may expect corrections to $`f_{B\pi }^+`$ and $`f_B^{}g_{B^{}B\pi }`$ as large as $`(5÷15)\%`$ in total. Therefore, it is very important to make every effort to calculate these corrections.
(g) normalization scale
Also the $`\mu `$-dependence of the sum rules for $`f_B`$ and $`f_Bf_{B\pi }^+`$ turns out to be quite similar. As a result, the ratio of these sum rules yielding $`f_{B\pi }^+`$ shows very little scale dependence as can be seen from Fig. 6. An analogous cancellation of scale dependences is observed in the ratio of sum rules giving $`f_B^{}g_{B^{}B\pi }`$.
The total theoretical uncertainty in (2) and (10) is obtained by adding the uncertainties from the different sources (a)-(g) linearly. However, expecting that the twist 3 NLO corrections will be calculated in near future and assuming that they will turn out to be on the lower side of the range considered in (f) we have not included them in the numerical uncertainty estimates quoted in this paper. The same procedure has been followed in estimating the uncertainty on $`\alpha _{B\pi }`$ which is given by the ratio of the LCSR (2) and (10), and has therefore to be studied separately. Finally, in the parametrization (19) of the form factor $`f_{B\pi }^+`$ the uncertainty in normalization and shape is given by the uncertainty in $`f_{B\pi }^+(0)`$ and $`\alpha _{B\pi }`$, respectively.
The theoretical uncertainties quoted in the following section dealing with $`D\pi `$ and $`DK`$ transitions are obtained analogously to the uncertainty on $`B\pi `$.
## 4 The $`D\pi `$ and $`DK`$ form factors
With the LCSR (2) and (10) at hand it is straightforward to obtain the corresponding sum rules for the $`D\pi `$ form factor $`f_{D\pi }^+`$ and for the residue $`f_D^{}g_{D^{}D\pi }/2m_D^{}`$ of the $`D^{}`$-pole contribution. The input parameters are as follows. For the $`c`$-quark pole mass $`m_c`$, the subtraction threshold $`s_0^D`$, and the factorization scale $`\mu _c`$ we take $`m_c=1.30.1`$ GeV, $`s_0^D=6\pm 1`$ GeV<sup>2</sup>, and $`\mu _c=\sqrt{m_D^2m_c^2}1.3`$ GeV. The decay constant $`f_D`$ is calculated from the two-point QCD sum rule in NLO with the Borel mass squared $`M^2=1.5\pm 0.5`$ GeV<sup>2</sup> yielding $`f_D=200\pm 20`$ MeV. Again, the variation of the parameters in the above ranges is correlated as indicated by the alternating $`\pm `$ signs. Furthermore, the pion distribution amplitudes are to be taken at the scale $`\mu _c`$. Details can be found in Ref. .
The form factor $`f_{D\pi }^+`$ resulting from (2) with the input specified above is shown by the solid curve in Fig. 7. For this illustration, we have chosen the nominal values of the parameters. The range of the Borel parameter $`M^2`$ in which (2) fulfills the criteria on the size of the twist 4 terms and the contribution from excited states, is found to be $`M^2=4\pm 1`$ GeV<sup>2</sup>. For later use, we also quote the value of $`f_{D\pi }^+`$ at zero momentum transfer:
$$f_{D\pi }^+(0)=0.65\pm 0.11$$
(21)
which nicely agrees with lattice estimates, for example, the world average
$$f_{D\pi }^+(0)=0.65\pm 0.10,$$
(22)
or the most recent APE result , $`f_{D\pi }^+(0)=0.64\pm 0.05_{.07}^{+.00}`$.
In the case of $`D\pi `$ transitions, the LCSR (2) is reliable as long as $`p^2<m_c^22m_c\chi 0.6`$ GeV<sup>2</sup>. Here, the same hadronic scale $`\chi 500`$ MeV is assumed as for $`B\pi `$. At larger momentum transfer, one may make use of a dispersion relation in analogy to (13). The residue of the pole contribution from the ground state $`D^{}`$ meson can be calculated from the LCSR (10) adjusted to the $`D^{}D\pi `$ coupling. One gets
$$f_D^{}g_{D^{}D\pi }=2.7\pm 0.8\text{GeV}$$
(23)
with the allowed interval of the Borel parameter being $`M^2=3\pm 1`$ GeV<sup>2</sup>. In Fig. 7, the $`D^{}`$-pole contribution is shown by the dashed curve, again for the nominal values of the parameters. Comparison with the LCSR prediction at low $`p^2`$ indicates that there is little room for additional contributions from higher resonances, in contrast to what we have found for the $`B\pi `$ transition.
In order to quantify this statement, it is useful to investigate a parametrization of $`f_{D\pi }^+(p^2)`$ similar to (19):
$$f_{D\pi }^+(p^2)=\frac{f_{D\pi }^+(0)}{(1p^2/m_D^{}^2)(1\alpha _{D\pi }p^2/m_D^{}^2)},$$
(24)
where in addition to the $`D^{}`$-pole a second pole is present at the effective mass $`m_D^{}/\sqrt{\alpha _{D\pi }}`$. The normalization $`f_{D\pi }^+(0)`$ is given by (21) and the deviation in shape from the single-pole form is described by the parameter
$`\alpha _{D\pi }=1{\displaystyle \frac{2m_D^{}f_{D\pi }^+(0)}{f_D^{}g_{D^{}D\pi }}}=0.01_{0.07}^{+0.11}.`$ (25)
The LCSR (2) and (10) thus predict $`\alpha _{D\pi }`$ to be consistent with zero, that is complete dominance of the lowest lying $`D^{}`$ pole and negligible influence of higher poles and continuum states. In other words, here the use of the two-pole parametrization (24) does not introduce any significant model-dependence. For the nominal values of the parameters, (24) is plotted in Fig. 7. Comparing this figure with Fig. 1 one clearly sees that the $`D^{}`$-dominance in $`f_{D\pi }^+`$ is more pronounced than the $`B^{}`$-dominance in $`f_{B\pi }^+`$. This finding can be understood by considering the splitting between the ground and excited vector meson states in the heavy quark limit, e.g.,
$$\frac{m_D^{^{}}^2m_D^{}^2}{m_D^{}^2}=\frac{2(\mathrm{\Delta }^{}\mathrm{\Delta })}{m_c}+O(m_c^2),$$
(26)
where we have used the heavy quark mass expansion $`m_D^{}^2=m_c^2+2m_c\mathrm{\Delta }`$, and similarly for $`m_D^{^{}}`$. Since the hadronic scales $`\mathrm{\Delta }`$ and $`\mathrm{\Delta }^{}`$ are independent of the heavy quark mass, the relative splitting of the states in the $`D^{}`$ system is expected to be larger than the splitting in the $`B^{}`$ system. Consequently, the heavier $`B^{}`$ states are expected to contribute more to the dispersion relation (13) for $`f_{B\pi }^+(p^2)`$ than the excited $`D^{}`$ states to the corresponding dispersion relation for $`f_{D\pi }^+(p^2)`$.
The theoretical uncertainties in (21) and (23) are estimated analogously to the uncertainties in the $`B`$-meson case explained in Sect. 3. However, there are certain differences which should be pointed out. Firstly, unlike in $`B\pi `$, the twist 3 term yields the largest individual contribution to $`f_{D\pi }^+(p^2)`$ as shown in Fig. 8a. This causes no problem for the light-cone expansion itself because even and odd twists are associated with different chiral structures of the underlying correlation function. The corresponding series are, therefore, independent from each other. More definitely, the expansion of the term in the heavy quark propagator proportional to the quark mass gives rise to a series in even twist, whereas the term proportional to the quark momentum is expanded in a series of terms carrying odd twist. Important for the convergence of the expansion is the observation that the twist 4 contribution is heavily suppressed with respect to the twist 2 contribution as shown in Fig. 8a. Unfortunately, very little is known about the twist 5 term. If twist 5 is similarly suppressed with respect to twist 3 as twist 4 is suppressed with respect to twist 2, the uncertainty due to the neglected higher-twist contributions is practically negligible. This assumption is made tacitly in all LCSR calculations. Secondly, the uncertainties in the nonasymptotic coefficients of the pion distribution amplitudes induce an almost momentum-independent uncertainty in the form factor $`f_{D\pi }^+`$ by about 5% in contrast to the shape-dependent uncertainty in $`f_{B\pi }^+`$. This can be clearly seen by comparing Fig. 8b and Fig. 5b. Thirdly, for $`D\pi `$ the NLO QCD corrections to the LCSR at twist 2 tend to be smaller than the corrections to the LCSR for $`B\pi `$, in contradiction to naive expectation. The reason is that the shrinkage of $`\alpha _s(m_Q)`$ when going from charm to bottom is over-compensated by the growth of logarithms of the heavy quark mass appearing in the coefficient functions of the sum rules . Quantitatively, the NLO effects on $`f_D`$, $`f_{D\pi }^+`$ and $`f_D^{}g_{D^{}D\pi }`$ amount to about 10%, in contrast to $`(20÷30)\%`$ corrections in the $`B`$-meson case. We also expect this tendency to persist for the missing NLO corrections at twist 3. The maximal 15% estimated for $`B\pi `$ would then correspond to about 6% for $`D\pi `$.
The $`DK`$ transition form factor is calculated from the LCSR (2) and (10) using the same input parameters as for $`D\pi `$ with the exception of the distribution amplitudes. For the kaon distribution amplitude of twist 2 we take
$$\phi _K(u,\mu )=6u(1u)[1+\underset{n=1}{\overset{4}{}}a_n^K(\mu )C_n^{3/2}(2u1)]$$
(27)
with $`a_1^K(\mu _c)=0.17`$, $`a_2^K(\mu _c)=0.21`$, $`a_3^K(\mu _c)=0.07`$, and $`a_4^K(\mu _c)=0.08`$. In addition to the features of the pion distribution amplitude $`\phi _\pi (u,\mu )`$ given in (20), the above amplitude incorporates effects from $`SU(3)`$-flavour violation. This is seen from the presence of the coefficients $`a_{1,3}`$ giving rise to asymmetric momentum distributions for the strange and nonstrange quark constituents inside the kaon. The distribution amplitude $`\phi _K`$ used in Ref. to calculate the $`BK`$ transition form factor differs from (27) in neglecting $`a_{3,4}^K`$ which, however, is quantitatively not important. Other $`SU(3)`$-breaking effects in the distribution amplitudes are neglected. This is certainly justified for the nonasymptotic terms of twist 3 and 4 analyzed recently in Ref. which have anyway only a minor influence on the LCSR as pointed out earlier. For a similar reason, the twist 3 and 4 quark-gluon distribution amplitudes are also taken in the $`SU(3)`$ limit. Furthermore, in the coefficients of the twist 2 and 3 distribution amplitudes $`f_\pi `$ is replaced by $`f_K=160`$ MeV, and $`\mu _\pi `$ by $`\mu _K=m_K^2/(m_s+m_{u,d})`$, respectively. The latter brings the mass of the strange quark into the game which is not very well known. In Ref. it was advocated to rely on chiral perturbation theory in the $`SU(3)`$ limit and use
$$\mu _K=\mu _\pi =2\frac{\overline{q}q}{f_\pi ^2}.$$
(28)
With the quark condensate $`\overline{q}q(1\text{GeV})=(240\pm 10\text{MeV})^3`$, this yields $`m_s(1\text{GeV})=150\pm 20`$ MeV. In the following, we take $`m_s(\mu _c)=150\pm 50`$ MeV which covers the range of most estimates including the rather low mass suggested by some of the lattice calculations .
The numerical predictions derived from the LCSR (2) and (10) with the above input are tabulated in Tab. 1 for three different values of the strange quark mass. Fig. 9 shows the form factor $`f_{DK}^+`$ at $`p^2<0.6`$ GeV<sup>2</sup> and the pole-contribution from the $`D_s^{}`$ ground state as a function of the momentum transfer squared. The two-pole parametrization analogous to (24),
$$f_{DK}^+(p^2)=\frac{f_{DK}^+(0)}{(1p^2/m_{D_s^{}}^2)(1\alpha _{DK}p^2/m_{D_s^{}}^2)},$$
(29)
is also displayed in Fig. 9. For these plots we have chosen the nominal values of the input parameters. Whereas the normalization of $`f_{DK}^+`$ is rather sensitive to $`m_s`$ , the shape parameter $`\alpha _{DK}`$ is more or less $`m_s`$-independent. Moreover, similarly as in the case of $`f_{D\pi }^+`$, $`\alpha _{DK}`$ is consistent with zero implying a strong dominance of the $`D_s^{}`$ pole.
This is confirmed by measurements of $`DKl^+\nu `$ in the CLEO and E687 experiments. The data including those from earlier experiments are summarized in Ref. . For illustration, fitting the single-pole formula
$$f_{DK}^+(p^2)=\frac{f^+(0)}{1p^2/M^2}$$
(30)
to the world-average of the data one obtains
$$f^+(0)=0.76\pm 0.03,M=2.00\pm 0.15\text{GeV}.$$
(31)
While for $`m_s150`$ MeV the expectation on $`f^+(0)`$ and the experimental result perfectly match, the mass of the pole is measured to be slightly lighter than $`m_{D_s^{}}=2.11`$ GeV, but within error it is still consistent with expectation.
There are also lattice determinations of the $`DK`$ form factor which confirm the $`D^{}`$-pole dominance. The world average of $`f_{DK}^+(0)`$ is given by
$$f_{DK}^+(0)=0.73\pm 0.07,$$
(32)
while a more recent calculation by the APE-Collaboration yields $`f_{DK}^+(0)=0.71\pm 0.03_{0.07}^{+0.00}`$. Comparison of these results with Tab. 1 implies a $`s`$-quark mass which is even somewhat heavier than 150 MeV. While such a value is in accordance with the PCAC expectation (28), it remains to be seen if it can be reconciled with the smallest mass values resulting from lattice investigations .
## 5 Semileptonic decay distributions and widths
The parametrizations (19), (24) and (29) of the form factors $`f_{B\pi }^+`$, $`f_{D\pi }^+`$ and $`f_{DK}^+`$ can be used to calculate the distributions of the momentum transfer squared $`p^2`$ in exclusive, semileptonic $`B`$ and $`D`$ decays, respectively. For $`B\pi \overline{l}\nu _l`$ with $`l=e,\mu `$ one has
$`{\displaystyle \frac{d\mathrm{\Gamma }(B\pi \overline{l}\nu _l)}{dp^2}}={\displaystyle \frac{G^2|V_{ub}|^2}{24\pi ^3}}(E_\pi ^2m_\pi ^2)^{3/2}\left[f_{B\pi }^+(p^2)\right]^2`$ (33)
with $`E_\pi =(m_B^2+m_\pi ^2p^2)/2m_B`$ being the pion energy in the $`B`$ rest frame. The charged lepton is considered massless. Substituting (19) for $`f_{B\pi }^+(p^2)`$ one obtains the integrated width
$$\mathrm{\Gamma }(B\pi \overline{l}\nu _l)=\underset{0}{\overset{(m_Bm_\pi )^2}{}}𝑑p^2\frac{d\mathrm{\Gamma }(B\pi \overline{l}\nu _l)}{dp^2}=(7.3\pm 2.5)|V_{ub}|^2\text{ps}^1.$$
(34)
It is important to note that the theoretical uncertainty in the above mainly comes from the uncertainty in the normalization parameter $`f_{B\pi }^+(0)`$. The uncertainty in the shape parameter $`\alpha _{B\pi }`$ has very little influence on the integrated width, so does the use of the two-pole parametrization (19). This is anticipated from the normalized decay distribution plotted in Fig. 10. Our result agrees with the integrated semileptonic width
$$\mathrm{\Gamma }(B\pi \overline{l}\nu _l)=8.5_{1.5}^{+3.4}|V_{ub}|^2\text{ps}^1$$
(35)
derived in Ref. from a lattice-constrained parametrization of $`f_{B\pi }^+`$.
Experimentally, combining the branching ratio $`BR(B^0\pi ^{}l^+\nu _l)=(1.8\pm 0.6)10^4`$ with the $`B^0`$ lifetime $`\tau _{B^0}=1.54\pm 0.03`$ ps , one gets
$$\mathrm{\Gamma }(B^0\pi ^{}l^+\nu _l)=(1.17\pm 0.39)10^4\text{ps}^1.$$
(36)
From that and (34) one can then determine the quark mixing parameter $`|V_{ub}|`$. The result is
$$|V_{ub}|=(4.0\pm 0.7\pm 0.7)10^3$$
(37)
with the experimental error and theoretical uncertainty given in this order. This value lies within the range of $`|V_{ub}|`$ quoted by the Particle Data Group :
$$|V_{ub}|=0.002÷0.005,$$
(38)
and also agrees with the determination from $`B\rho \overline{l}\nu _l`$ .
Conversely, turning to $`D\pi \overline{l}\nu _l`$ one can use the known value of $`|V_{cd}|`$ and subject the LCSR method to an experimental test. From (24) one obtains
$$\frac{\mathrm{\Gamma }(D^0\pi ^{}l^+\nu _l)}{|V_{cd}|^2}=0.13\pm 0.05\text{ps}^1,$$
(39)
while the experimental width following from $`BR(D^0\pi ^{}e^+\nu _e)=(3.7\pm 0.6)10^3`$, $`\tau _{D^0}=0.415\pm 0.004\text{ps}`$, and $`|V_{cd}|=0.224\pm 0.016`$ is given by
$$\frac{\mathrm{\Gamma }(D^0\pi ^{}e^+\nu _e)}{|V_{cd}|^2}=0.177\pm 0.038\text{ps}^1.$$
(40)
The agreement is satisfactory, although the theoretical and experimental uncertainties are still too big for a really decisive test. For this reason, it is particularly interesting to note the very small theoretical uncertainties in the normalized momentum distribution shown in Fig. 11. It would be very useful to have comparably precise data.
Similarly for $`DK\overline{l}\nu _l`$, (29) and Tab. 1 yield
$$\frac{\mathrm{\Gamma }(D^0K^{}l^+\nu _l)}{|V_{cs}|^2}=\{\begin{array}{c}0.151\pm 0.058\text{ps}^1,m_s(\mu _c)=100\text{MeV},\\ 0.094\pm 0.036\text{ps}^1,m_s(\mu _c)=150\text{MeV},\\ 0.072\pm 0.027\text{ps}^1,m_s(\mu _c)=200\text{MeV},\end{array}$$
(41)
which should be compared with the experimental width
$$\frac{\mathrm{\Gamma }(D^0K^{}l^+\nu _l)}{|V_{cs}|^2}=0.087\pm 0.004\text{ps}^1$$
(42)
derived from $`BR(D^0K^{}l^+\nu )=(3.49\pm 0.17)\%`$ together with the above $`D^0`$ lifetime, and $`|V_{cs}|=0.9734÷0.9749`$ . The latter interval for $`|V_{cs}|`$ obtained from unitarity of the CKM matrix is very tight and has therefore a negligible influence on the experimental error in (42). Despite of the considerable uncertainty remaining even when $`m_s`$ is fixed, the comparison of LCSR and data clearly favours a relatively heavy strange quark mass of about 150 MeV or slightly more. This conclusion is confirmed by considering the ratio of partial widths
$$R=\frac{\mathrm{\Gamma }(D^0\pi ^{}l^+\nu _l)}{\mathrm{\Gamma }(D^0K^{}l^+\nu _l)}=\{\begin{array}{c}0.04,m_s=100\text{MeV},\\ 0.07,m_s=150\text{MeV},\\ 0.10,m_s=200\text{MeV}\end{array}$$
(43)
in which the uncertainties not related to the strange quark mass drop out to a large extent. The experimental world average quoted in ,
$$R=0.10\pm 0.02,$$
(44)
again supports a strange quark mass between 150 MeV and 200 MeV. Contrary to the integrated width, the distribution in momentum transfer is insensitive to $`m_s`$. Moreover, since the shape parameter $`\alpha _{DK}`$ is very small or vanishing, the normalized decay distribution in $`DK\overline{l}\nu _l`$ is predicted very reliably as demonstrated in Fig. 12. It can therefore serve as a stringent test similarly as the corresponding distribution in $`D\pi \overline{l}\nu _l`$.
We conclude with a final remark on the uncertainties in the LCSR results. Unlike phenomenological quark models, the LCSR approach allows to estimate the uncertainty in a given result within the same framework. This is one of the main virtues of QCD sum rules. The model-dependence due to the use of a particular two-pole parametrization of the form factors is negligible or unimportant in the present applications. In $`Bpi`$ it only concerns the region of large momentum transfer, and is therefore negligible in the integrated semileptonic width and the value of $`|V_{ub}|`$ extracted from it. The $`D`$ meson form factors, on the other hand, are completely dominated by the pole of the respective ground-state vector meson, and therefore insensitive to the effective second pole modelling effects from excited states. In total, the present theoretical uncertainty in the integrated widths of the semileptonic $`B`$ and $`D`$ decays considered in this paper is estimated to be about 30 to 40 %.
Thus, in order to match the accuracy of the data on $`D\pi \overline{l}\nu _l`$ and the precision of $`B\pi \overline{l}\nu _l`$ measurements expected at the new $`B`$ factories, the theoretical uncertainties have to be reduced by more than a factor of 2. This is not impossible, but will require considerable efforts. Among the most important tasks are the NLO calculation of the twist 3 contributions, a reanalysis of the non-asymptotic corrections to the light-cone distribution amplitudes including mass effects, and an at least rough estimate of the size of the twist 5 terms.
Note added
For completeness, we also present an update of the LCSR prediction on the $`BK`$ transition form factor $`f_{BK}^+`$. This form factor plays an important role in the theoretical analysis of the rare decays $`BKl^+l^{}`$, $`l=e,\mu ,\tau `$ . The previous LCSR estimates of $`f_{BK}^+`$ are restricted to the region of small and intermediate momentum transfer and not applicable to large momentum transfer where the $`B_s^{}`$ pole contribution with the residue given by the $`B_s^{}BK`$ coupling becomes dominant. Here, we have performed an analysis in analogy to the calculation of the $`B\pi `$ form factor described in this paper with the pion distribution amplitudes replaced by the corresponding kaon distribution amplitudes given in section 4. Calculating $`f_{BK}^+(0)`$ from the LCSR (2) and $`f_{B_s^{}}g_{B_s^{}BK}`$ from the LCSR (10), and deriving, from that, the remaining parameter $`\alpha _{BK}`$ of the two-pole parametrization
$$f_{BK}^+(p^2)=\frac{f_{BK}^+(0)}{(1p^2/m_{B_s^{}}^2)(1\alpha _{BK}p^2/m_{B_s^{}}^2)},$$
(45)
we find $`f_{BK}^+(0)=0.36\pm 0.07(0.33\pm 0.06;0.41\pm 0.08)`$ for $`m_s=150(200;100)`$ MeV and $`\alpha _{BK}=0.28_{0.08}^{+0.29}`$. The ground-state mass $`m_{B_s^{}}=5.416`$ GeV is taken from .
Acknowledgements
We are grateful to P. Ball and V. M. Braun for useful discussions. This work was supported by the Bundesministerium für Bildung und Forschung (BMBF) under contract number 05 HT9WWA 9. In addition, O.Y. acknowledges support from the US Department of Energy (DOE), and A.K. wishes to thank the Danish Research Council for Natural Sciences and the Niels Bohr Institute for support. S.W. is grateful for the hospitality and support during his visit at the University of Würzburg. |
warning/0001/astro-ph0001256.html | ar5iv | text | # Radio Properties of the Shapley Concentration III. Merging Clusters in the A3558 Complex
## 1 Introduction
Cluster mergers are the most energetic and common phenomena in the Universe. They are the natural way of forming rich clusters of galaxies within cold dark matter scenarios, which imply a bottom-up hierarchy of structure formation. Cosmological numerical simulations indicate that the matter flows along preferential directions (defined by filaments or planar structures), where the subunits are accelerated to velocities of the order of $`10^3`$ km s<sup>-1</sup>. In particular, the formation of a rich cluster is expected at the intersections between filaments or walls. The merging process generates important perturbations in the intracluster medium (ICM) such as shocks, bulk flows and turbulence in the hot gas (see for instance Roettiger, Burns & Loken 1996). The observational signatures of these events are mainly seen in the X–ray band, where they appear as distorted isophotes (Slezak, Durret & Gerbal 1996) or as regions of significantly enhanced temperature outside the cluster centre (Markevitch 1996). It has also been assumed that these events must significantly affect the emission of the galaxy population. For instance, in the optical band merging seems to play a role in secondary star formation bursts (Caldwell & Rose 1997)
However, the most spectacular effect of merging is found at radio wavelength. Bulk motions of the ICM are invoked to be responsible for bending the wide-angle tail (WAT) objects (Roettiger, Burns & Loken 1993) and for the formation of the U-shape of narrow-angle tail (NAT) sources (Bliton et al. 1998), otherwise impossible to be explained in terms of ram pressure for these objects with low peculiar velocities with respect to the cluster centre. Moreover, the bulk motion of the intracluster gas may provide the energy for particle reacceleration as well as additional accretion material for the central engine.
Two other classes of merging related radio sources are “relics” and “halos”. Radio halos are cluster wide radio sources, typically found in the central regions of galaxy clusters. They usually exhibit a regular morphology and their dimensions may exceed the megaparsec. Relics are preferentially found in peripheral cluster regions, they are usually characterised by an elongated morphology and lack an obvious optical counterpart. Both types of radio sources are characterised by low brightness, steep radio spectra ($`\alpha `$ $`>`$ $``$ 1, for S$`\nu ^\alpha `$) and are located in clusters showing evidence of a recent merger event (Feretti & Giovannini, 1996). It is now accepted that merging provides at least a large fraction of the energy required to reaccelerate the electrons deposited in the intracluster medium by extended radio galaxies (Blandford & Eichler 1987, Sarazin 1999).
The information on the dynamical state of merging clusters is crucial in order to understand how the radio properties of the galaxies and of the clusters are influenced by the merging itself. However, despite the well established connection between such radio sources and the merging phenomenon, an extensive multifrequency study of merging clusters is still missing.
The cores of rich superclusters are the ideal environments to study the merging phenomenon, since the high peculiar velocities induced by the enhanced local density favours cluster-cluster and cluster-group collisions. Among rich superclusters, the Shapley Concentration stands out for its most extreme properties. It is the richest nearby supercluster, with 25 member clusters at a density contrast $`2`$ (Zucca et al. 1993), and shows a percentage of interacting clusters a factor of three higher than elsewhere (Raychaudhury et al. 1991). It is therefore a unique laboratory to follow cluster merging and to study its signature in a wide range of astrophysical situations.
## 2 The A3558 cluster complex in the Shapley Concentration
The A3558 cluster complex is a remarkable chain formed by the three ACO clusters A3556, A3558 and A3562, located at a mean redshift z=0.048 ($``$ 14500 km s<sup>-1</sup>) and spanning $``$ 7 h<sup>-1</sup> Mpc (h = H<sub>0</sub>/100) almost perpendicular to the line of sight. Two smaller groups, SC 1327$``$312 and SC 1329$``$313 are located between A3558 and A3562. The distribution of the optical galaxies with magnitude b$`{}_{J}{}^{}`$ 19.5 is given in Figure 1 (upper panel). This structure is approximately located at the geometrical centre of the Shapley Supercluster and can be considered its core.
A detailed analysis of the velocity distribution, made possible by the 714 redshifts available in this region (Bardelli et al. 1998), has revealed that the whole structure is characterised by a large number of subcondensations, confirming that the region is dynamically very active. The most important properties of the clusters in the A3558 chain are summarised in Table 1, where we report the J2000 coordinates, the Bautz-Morgan type, the mean heliocentric velocity and the velocity dispersion.
A3558 is the dominant and most massive cluster in the complex, with richness class originally estimated as 4 (Abell, Corwin & Olowin, 1989), but lowered to 2 by Metcalfe et al. (1994). The overestimate of the optical richness arose from the inclusion of galaxies from nearby groups and clusters. It is dominated by a cD galaxy with b<sub>J</sub> = 14.26 and v = 14037 km s<sup>-1</sup>, offcentered with respect to the cluster geometrical centre by $``$ 50 kpc (Bardelli et al. 1996). The mean velocity of the cluster is given in Table 1. The structure analysis revealed that substructure in A3558 is significant at $`>`$ $``$$`3\sigma `$ level, and the presence of nearby groups in this region may have caused the overestimate in its optical richness. Indication of a complex situation comes also from the cluster X–ray emission. Bardelli et al. (1996) claimed the existence of a bridge of hot gas connecting A3558 and SC1327$``$312 and possibly extending to SC1329$``$313. The X–ray temperature measured by ASCA, k$`T`$ = 5.5 keV (Markevitch & Vikhlinin 1997), differs from that measured by ROSAT (see Table 1), and this could be interpreted as evidence of the presence of various co-existing components in the intracluster gas, at different temperatures. Moreover, Markevitch & Vikhlinin (1997) noted a significant enhancement of X–ray temperature in the north-eastern part of this cluster, corresponding to substructure detected in optical studies (Bardelli et al. 1998). Finally, a moderate cooling flow of 25 M yr<sup>-1</sup> centred on the cD galaxy has been detected (Bardelli et al. 1996).
A3562 is the easternmost cluster in the chain, and it is dominated by the central b<sub>J</sub> = 15.09 magnitude cD galaxy with a very extended asymmetric halo and velocity v = 14708 km s<sup>-1</sup>. Given the low number of redshifts in this region of the complex, a detailed analysis is not possible. The situation is complicated by possible contamination from SC 1329-313 and from a filamentary structure crossing the chain in the east-west direction in the velocity range $`12000v14000`$ km s<sup>-1</sup> (Bardelli et al 1994). The cluster is an X–ray emitter, as all clusters in the A3558 complex (see Table 1).
A3556 is the westernmost cluster in the chain, with richness class R=0 and dominated by a central cD galaxy ($`b_J=14.42`$, $`v=14459`$ km s<sup>-1</sup>). Another cluster galaxy of similar luminosity ($`b_J=14.32`$, $`v=14074`$ km s<sup>-1</sup>) is located at a projected distance of $`13^{}`$ from the cluster centre.
The projected angular separation between A3558 and A3556 is $`50^{}`$, less than two Abell radii (1 R<sub>A</sub> = 1.77/z $`36^{}`$). As noted by Metcalfe et al. (1994), this distance is less than the turnaround radius of A3558, meaning that the two clusters are interacting.
The substructure analysis carried out by Bardelli et al. (1998) shows that the velocity distribution is significantly better fitted by two gaussians with $`v=14130_{74}^{+42}`$ km s<sup>-1</sup> and $`\sigma =411_{29}^{+76}`$ km s<sup>-1</sup> and $`v=15066_{43}^{+58}`$ km s<sup>-1</sup> and $`\sigma =222_{59}^{+35}`$ km s<sup>-1</sup> respectively. Bardelli et al. (1998) found that the luminosity function of A3556 is very different from that of the other clusters in the chain, being rather flat and forming a plateau for magnitudes $`b_J`$ brighter than $``$ 16.
No direct measurement of the X-ray flux density is available for A3556. On the basis of the cluster dispersion velocity Ettori et al. (1997) estimated k$`T`$=2.1 KeV.
A3556 has been surveyed at radio wavelengths by Venturi et al. (1997, hereinafter Paper I), finding that all the galaxies forming the bright plateau in the optical luminosity function are radio loud. Two extended radio galaxies were found, i.e. a very steep spectrum extended radio source and a wide-angle tail (WAT). The first, associated with a $`b_J`$ = 15.6 magnitude galaxy, is located in the subgroup with v = 15066 km s<sup>-1</sup> infalling towards A3556, and it has been studied in detail in Venturi et al. (1998, hereinafter Paper II), where we concluded that this source is a possible relic. The WAT is notable because of its large distance from the centre of A3556, $`26^{}`$ corresponding to $``$ 1 Mpc, while WAT sources are normally found close to the cluster centres. In order to explain the nature of this source, Venturi et al. (1997) proposed the existence of gas at such distance from A3556, in the far periphery of the complex. The presence of this hot gas was confirmed by an analysis of the ROSAT All Sky Survey X–ray data carried out by Kull & Böhringer (1999) .
The two SC groups are located between A3558 and A3562, as shown in Figure 1 (upper panel), in coincidence with the bridge of X–ray emission connecting the cluster centres (Breen et al. 1994). The structure analysis carried out in Bardelli et al. (1998) showed that SC1329$``$313 is bimodal at $``$ 97% confidence level. The velocity derived for the second group is $`v=13348_{83}^{+69}`$ km s<sup>-1</sup>, with dispersion $`\sigma _v=276_{61}^{+70}`$ km s<sup>-1</sup>.
Bardelli et al. (1998) proposed that the A3558 complex is the remnant of a cluster-cluster collision seen just after the first core-core encounter, a scenario which is supported observationally by the substructures present between A3558 and A3562. In this region, where the position of the shock is expected, they found an enhanced fraction of of blue galaxies.
Very recently, Hanami et al. (1999), studying the apparent “blue-shift” of the iron X–ray lines, concluded that SC1329$``$313 presents clear signs of ongoing or recent ($`<6\times 10^7`$ yrs) merging.
In this paper we will present and discuss the results of a radio survey of the A3558 complex carried out at 22 cm with the Australia Telescope Compact Array (ATCA). In addition we will present simultaneous 13 cm (2.3 GHz) observations for all sources with an optical counterpart on the Digitised Sky Survey (DSS).
The observations and data reduction are presented in Section 3; in Section 4 we discuss the 22 cm radio sample and its statistics, i.e. source counts and logN-logS diagram; in Section 5 we deal with the optical identifications; in Section 6 we present the properties of the Shapley radio galaxies and the relation with the merging environment; attention will be devoted to the extended radio sources in A3562 in Section 7; our results are summarised and discussed in Section 8.
We assume a Hubble constant H<sub>0</sub> = 100 km s<sup>-1</sup>Mpc<sup>-1</sup>. At the average redshift of the Shapley Concentration, z=0.05, $`1^{\prime \prime }`$ = 0.67 kpc. We will assume $`S\nu ^\alpha `$.
## 3 Observations and Data Reduction
### 3.1 The 22 cm ATCA observations
We observed the A3558 complex with the Australia Telescope Compact Array at 22 cm ($`\nu `$ = 1380 MHz), covering the whole region with 16 different pointings and various array configurations. Table 2 reports the details on the observations and Figure 1 (lower panel) shows the coverage of the A3558 complex with the observations presented here, superimposed on the optical isodensity contours. The diameters of the circles are 35, corresponding to the half power primary beam at 22 cm.
Pointings #1 to #10 were chosen in the A3556 region and the observations were carried out using the mosaicing facility of the ATCA. For details of those observations we refer to Paper I. Pointings #11, #13 and #16 were chosen respectively in order to cover the high density region south of A3558, the hot gas bridge between A3558 and SC1327$``$312, and the outermost periphery of the complex, east of A3562. In order to cover the whole region of the A3558 chain we also reduced and analysed archive ATCA data centred on A3558, SC1329$``$313 and on A3562, respectively #12, #14 and #15 in Table 1 (see also Reid, Hunstead & Pierre 1998 for details of these observations).
All the observations presented in Table 2 and used to cover the A3558 complex have the resolution of $`10^{\prime \prime }\times 5^{\prime \prime }`$ in p.a. $`0^{}`$. However, due to the different array configurations and to the different total time on source, the sensitivity to extended emission is not uniform. For example, for fields #11, #13 and #16, observed with the configurations 1.5B+6C, the shortest baseline is $`760\lambda `$, while for the remaining fields the shortest spacing is $`1180\lambda `$.
Each observation was carried out with a 128 MHz bandwidth, and the correlation of the signal was carried out using 32 channels, each 4 MHz wide, in order to minimise bandwidth smearing effects at large distance from the pointing centres. The data reduction was carried out with the package MIRIAD (Sault, Teuben & Wright, 1995), which is particularly suited for the ATCA observations. Multifrequency synthesis techniques are implemented, which allow proper gridding of the data in order to reduce bandwidth smearing effects. B1934-638 was used as primary flux calibrator, with an assumed flux density S<sub>22</sub> = 14.9 Jy. The image analysis was carried out with the AIPS package.
The noise in the final images varies from field to field (see Table 2). For the ten pointings in the A3556 region we assume an average noise of 0.2 mJy/beam (see Paper I). Given the non uniform noise in fields #11 to #16 we chose a detection limit of 1 mJy, corresponding to 5$`\sigma `$ for the fields with the highest noise. In order to compensate for the sensitivity loss towards the field edge due to the primary beam attenuation, we corrected the flux density of the sources in our survey using the analytical formula of the primary beam attenuation for the Australia Telescope Compact Array given in Wieringa & Kesteven (1992).
We estimated that the uncertainty associated with the flux density measurements is:
$$\mathrm{\Delta }S=\sqrt{a^2+(bS)^2}$$
where $`a`$ is the map noise, $`b`$ is the residual calibration error, estimated to be of the order of 1%, and $`S`$ is the source flux density.
The radio positional accuracy depends on the beam size and the source flux density. Accordingly we estimate an uncertainty of the order of $`\mathrm{\Delta }\alpha =1^{\prime \prime }`$ and $`\mathrm{\Delta }\delta =2^{\prime \prime }`$ for the weakest sources in the sample.
### 3.2 The 13 cm ATCA observations
13 cm observations were carried out simultaneously with the 22 cm observations presented in Sect. 3.1 in each configuration, and the data reduction was carried out as described in Sect. 3.1. The adopted flux density for the primary calibrator B1938-638 at this wavelength is S<sub>13</sub> = 11.6 Jy. Given the different array configurations the rms noise in each field varies from 0.09 to 0.16 mJy/beam, as shown from Table 2.
We used the 13 cm observations to study the spectral index of the identified radio sources in the A3558 complex field (see Section 5). The full resolution of the 13 cm images is $`6^{\prime \prime }\times 3^{\prime \prime }`$. However, for a more accurate computation of the spectral index (see also Section 6.2) we used natural weighted maps, restored with the 22 cm beam.
## 4 The sample of radio sources
The total number of sources detected at 22 cm above 1 mJy in the six fields presented in this paper is 151. The list is given in Table 3, where we report respectively their name, position, flux density at 22 cm and comments on the radio morphology. In Table 4 we list the sources detected in the fields with the lowest rms noise (fields #11 and #16 in Table 1), whose flux density is S$`<`$ 1 mJy (before the primary beam correction) but greater than 5$`\sigma `$, which we consider reliable detections. All flux densities given in Table 3 and 4 are corrected for the primary beam attenuation. Integrated flux densities are given for the extended radio sources.
As clear from Table 3, the majority of the radio sources detected in the present survey is unresolved; in particular only 15 radio sources are extended, i.e. 10% of the total. Nine of the extended radio sources are doubles. We found three classical FRII radio galaxies, one FRI (Fanaroff & Riley 1974) and one head-tail source, and the remaining four have asymmetric radio emission. For double and FR-type radio sources, the position given in Table 3 is the barycentre of the radio emission, while for extended and resolved sources we give the position of the radio peak.
Adding to the present sample all radio sources in the A3556 mosaic observations (see Paper I) above 1 mJy (the same flux density limit), we obtain a total of 263 radio sources in the whole A3558 complex. The total number of resolved radio sources is 31, i.e. $`11`$ % of the total.
### 4.1 Radio source counts
Given the much higher optical density in the A3558 complex compared to the background, and the cluster merger occurring in this region, we computed the source counts for our radio sample for comparison with the background counts (Prandoni et al. 1999), in order to study if the dynamical properties of this region result in an enhanced number of radio sources.
Due to the primary beam attenuation, the sensitivity of the fields we surveyed is not uniform (see Section 3), so our sample is not complete to the flux limit of 1 mJy. Therefore in order to carry out a statistical analysis we have selected a complete subsample, which we will refer to as the “reduced sample”. The “reduced sample” includes all radio sources published in Paper I and in the present paper with S$`{}_{22cm}{}^{}2.0`$ mJy within a distance of 17.5 arcmin from the centre of their field. At such a distance the primary beam attenuation is reduced by a factor of two, so sources with flux density S $`2.0`$ mJy are seen as sources with S $`1.0`$ mJy before the correction.
The total number of sources in the “reduced sample” is 145 and the area covered is 3.25 deg<sup>2</sup>. The resulting logN - logS in the flux density range 1 - 512 mJy is reported in Figure 2, where the differential number of sources in each bin is given in N deg<sup>-2</sup> and the errors are poissonian. The width of each bin is $`\mathrm{\Delta }`$S = S$`\times `$log(2.5). The reference line in Figure 2 represents the source counts taken from the ATCA survey of Prandoni et al. (1999), which covers an area of 25.82 deg<sup>2</sup>, for a total of 1752 radio sources to the flux density limit of 1 mJy at 22 cm. We assume that this survey, performed with a very similar instrumental configuration is representative of the source counts in our flux range and can therefore be used as reference background.
The plot in Figure 2 clearly shows that the counts in the two samples have the same shape and normalisation, suggesting that the numbers of sources found in the core of the Shapley Concentration are consistent with those predicted for the background. The consistency in normalisation between these two distributions also indicates that calibration error residuals in our sample are negligible. In Figure 2 our counts go significantly below the background for S$``$ 2 mJy, which independently confirms that our sample is incomplete below this limit. At the 2 mJy limit the expected number of radio sources in each field from the Prandoni et al. survey (1999) is 12. The maximum number of observed objects is 19 in field #13, which shows only a marginal excess, while the minimum is 8, found in field #15, consistent with the expected counts within the errors.
We have quantitatively estimated the similarity between the source counts in the A3558 complex and the background counts applying a KS test to the two distributions, and found that the probability that they are the same distribution is p=0.996. This result implies that the major optical overdensity in the core of the Shapley Concentration is not reflected into an overdensity of the radio sources down to 2 mJy, i.e. logP<sub>22</sub> (W Hz<sup>-1</sup>) = 21.73.
## 5 Optical Identifications
We searched for optical counterparts of the radio sources detected in our 22 cm survey using the COSMOS/UKST Southern Sky Object Catalogue (Yentis et al. 1992), limited to $`b_J`$ = 19.5 (see also Paper I for a discussion on this limit). Even though the claimed positional accuracy of the catalogue is $``$ 0.25 arcsec, we adopt a mean positional error of 1.5 arcsec in order to take into account the error introduced by the transformation from the plate frame to the sky (Unewisse et al. 1993, Drinkwater et al. 1995).
In order to test the reliability of the optical counterparts we used the parameter $`R`$ defined as:
$$R^2=\frac{\mathrm{\Delta }_{ro}^2}{\sigma _g^2+\sigma _r^2}.$$
Here $`\mathrm{\Delta }_{ro}^2`$ is the offset between the radio and optical positions, $`\sigma _g^2`$ is the uncertainty in the galaxy position and $`\sigma _r^2`$ is the uncertainty in the radio position. For point-like radio sources we consider reliable identifications those with $`R<3`$.
After cross correlation between our radio sample and the COSMOS catalogue, we visually inspected the DSS to search for faint optical counterparts not included in the catalogue. For such cases we inspected the COSMOS catalogue at fainter limits, considering also objects not classified as galaxies. In two cases, J1327$``$3129b and J1333$``$3141, we found a bright optical counterpart (b<sub>J</sub>=14.26 and 17.25 respectively) not included in the COSMOS catalogue. For these objects we adopted the magnitude given in Metcalfe et al. (1994). We found 40 optical counterparts, $``$ 26% of the total. Furthermore, four radio sources listed in Table 4, fainter than the 1 mJy limit, have a bright optical identification. If we include also the results given in Paper I, the total number of identified radio sources in the 1 mJy sample of the A3558 complex, is 69, again $``$ 26 % of the total.
We estimated the completeness and reliability of our sample of identifications following the method suggested by de Ruiter et al. (1977). With our limit on $`R`$ and using formulas (7) and (8) in their paper we obtained a completeness of 96.3% and a reliability of 99.6%.
The list of the identified radio sources for the present paper, together with the relevant optical information, is given in Table 5. Column 1 reports the radio and optical name as given in the COSMOS catalogue, with the exception of the two galaxies found only in the Metcalfe et al. (1994) list; in columns 2 and 3 the coordinates (J2000) of the radio source and its optical counterpart are given; in columns 4 and 5 we report the flux density of the radio source respectively at 22 cm and 13 cm, note that in column 4 the b<sub>J</sub> magnitude of the counterpart is also reported; column 6 reports the spectral index $`\alpha _{13}^{22}`$; in column 7 we give the monochromatic radio power at 22 cm for the radio galaxies with known redshift and the absolute magnitude B<sub>J</sub> of the optical counterpart; column 8 gives the radio and optical morphologies; column 9 lists the value of the parameter R and the recession velocity.
There is a number of cases where the large optical extent of the galaxy and/or the extent of the radio emission lead to $`R>3`$. In this case we consider the identification reliable if the optical counterpart falls within the radio isophotes. A note to Table 5 clarifies these cases.
In Figure 3 we show the histogram of the number of identified radio sources as a function of their flux density (shadowed bins). For comparison the distribution of all radio sources in the A3558 complex is also shown. The two distributions are remarkably similar, showing that the optical identification rate is uniform over the flux density range of our observations.
The redshift information for the optical counterparts is taken from the spectroscopic sample in Bardelli et al. (1994, 1998). The sample includes a total of 714 spectra and the global completeness of the spectroscopic survey at $`b_J19.5`$ (corresponding to B$`{}_{J}{}^{}16.4`$ at the distance of the Shapley Concentration) is $`31`$%, even though it varies considerably from the position with respect to the cluster centres and the considered magnitude limit. As shown in Bardelli et al. (1998), all galaxies in the velocity range 11000 - 17200 km s<sup>-1</sup> can be considered part of the complex. All the counterparts with pointlike optical morphology and fainter than $`b_J`$ = 18.5 without redshift information have been considered background quasars. The morphological classification of the optical counterparts given in Table 5 is done by inspection of the DSS images. No spectral or photometric information has been taken into account, therefore the classification is subject to uncertainties.
Among the 40 identifications, 19 are located at the redshift of the Shapley Concentration, one is a background galaxy (v = 58755 km s<sup>-1</sup>). For six objects with magnitude $`b_J18.0`$ there is no redshift information, and the remainder are fainter objects. If we include the results published in Paper I on the A3556 region, we obtain a total of 28 radio galaxies belonging to the core of the Shapley Concentration.
With the exception of J1326$``$3118 and J1328$``$3209, which are associated with two extended Shapley members likely to be disk galaxies, all radio emitting galaxies are early type objects.
The location of the radio galaxies within the complex is well illustrated in Figures 4 and 5 (upper and lower panel). Figure 4 shows the location of the radio sources overlaid on the optical isodensities of the A3558 complex. The distribution of the radio galaxies belonging to the A3558 complex in velocity space is given in Figure 5, where dots are the optical galaxies and the Shapley radio galaxies are marked with a cross.
## 6 Properties of the Shapley radio galaxies
### 6.1 General comments on the radio galaxies
Two radio galaxies in the survey presented in this paper, both belonging to A3562, exhibit extended radio emission. In particular, J1333$``$3141 is a head-tail source located in the centre of the cluster, at a projected distance of $`1`$ arcmin ($``$ 40 kpc) from the dominant cD galaxy, and J1335$``$3153 is located at the eastern periphery of the cluster and has a double morphology. These two radio galaxies will be presented in further detail in Section 7.
Considering that a further two extended galaxies were found in A3556, i.e. the tailed J1324$``$3138 (whose nature was discussed in Paper II) and the “mini” wide-angle tail J1322$``$3146 (Paper I), the total number of the extended galaxies in the A3558 complex is four. The remaining radio galaxies are point-like, or show only marginal extension.
As clear from Table 5 and from Paper I, all radio galaxies in the A3558 complex are faint, their power falling in the range logP<sub>22</sub> (W Hz<sup>-1</sup>) = 21.45 - 23.39, typical of FRI objects. The strongest source is the head tail J1333$``$3141. These values suggest that the dominant mechanism for the radio emission has a nuclear origin. We point out that the detection limit of our survey, i.e. 1 mJy, corresponds to logP<sub>22</sub> (W Hz<sup>-1</sup>) = 21.42, assuming an average recession velocity v = 15000 km s<sup>-1</sup> for the Shapley Concentration. Such power is typical of low luminosity radio galaxies (ellipticals giving rise to FRIs) and of the strongest spirals.
### 6.2 Correlations with the local optical density
In order to explore the dynamical environment around our radio galaxies, we cross correlated our sample with the group list of Bardelli et al. (1998) obtained from their three dimensional sample. Two out of the 28 Shapley radio galaxies are located in a region not covered by the three dimensional analysis. Among the remaining 26, only five are not found in significant groups. However three of the five are part of a group just below the significance threshold and group could be considered an extension of the group T599 (see Table 2 in Bardelli et al. 1998). We found that the groups richest in radio galaxies are T337 (corresponding to the main component of A3558), T598 and T599, both located at the eastern periphery of A3562. The numbers of radio galaxies found in these groups are respectively 3, 3 and 4. This result reinforces the visual impression from Figure 4 that the region eastward of A3562 is particularly active at radio wavelengths. Conversely, it seems that groups in the regions of SC1329$``$313 and SC1327$``$312 are void of radio galaxies, although the statistics are poor.
It has been suggested (Gavazzi & Jaffe 1986) that there may be a correlation between the local optical density and the ratio between the radio and optical flux (RORF). In order to check if this behaviour holds also in the A3558 region, we correlated the local optical density obtained with the adaptive kernel method (Bardelli et al. 1998) with the RORF for our radio galaxies. The result of our analysis is given in Figure 6. No correlation is found between these two quantities. The radio galaxies in our sample are distributed in a stripe with constant RORF, independent of the local galaxy density, indicating that the power of the radio galaxies is not affected by the local galaxy density.
It is generally believed (Roland et al. 1985 and references therein) that cluster radio sources are characterised by a steeper spectrum than radio galaxies in other environments. This has been explained by invoking confinement of radiating electrons by the intracluster medium.
In order to see if any segregation effect in the distribution of the spectral index is present in the Shapley Concentration, we derived the spectral index $`\alpha _{13}^{22}`$ for all radio galaxies in the A3558 complex. For this purpose we used the full resolution 22 cm images (Section 3.1) and made 13 cm natural weighted images convolved to the 22 cm HPBW (Section 3.2). These values are reported in Table 5. The average value of $`\alpha _{13}^{22}`$ for those radio sources detected both at 22 cm and 13 cm is 0.79, well consistent with the typical values for radio sources of this class. We point out, however, that the presence of six lower limits for $`\alpha _{13}^{22}`$ (see Table 5), may increase significantly the mean value. Note that among the four extended Shapley radio galaxies only the relic source J1324$``$3138 in A3556 has a steep spectrum ($`\alpha _{13}^{22}=1.2`$). We selected all the Shapley radio galaxies with $`\alpha _{13}^{22}1.0`$ (including the lower limits) and highlighted them in Figure 5 (lower panel) and in Figure 6. Quite surprisingly, the steep spectrum radio galaxies reside preferentially in low density regions at the border of the A3558 complex. The only exceptions to this behaviour are the cD galaxy J1327$``$3129b and J1329$``$3139, both in A3558. We also find that steep spectrum sources are not segregated in the density-RORF diagram with respect to the other sources (see Figure 6).
### 6.3 The radio luminosity function
The key question we wish to address is whether the ongoing merging in the A3558 complex has significant influence on the radio emission of the galaxies. The most direct method is to compute the radio-optical luminosity function for the galaxies in this region and compare it with the mean luminosity functions for cluster galaxies.
In order to compare our radio luminosity function (RLF) for the Shapley Concentration core to the results obtained by Ledlow & Owen (1996, LO96 hereinafter) for a complete sample of Abell clusters, we used only those radio galaxies with an optical counterpart brighter than b<sub>J</sub> = 17.40 ( B$`{}_{J}{}^{}=18.48`$) and with flux density S$`{}_{22}{}^{}2.2`$ mJy. The magnitude limit corresponds to the limit M$`{}_{R}{}^{}20.5`$ in LO96 using the standard conversion b<sub>J</sub> = B - 0.2 (B-V) and the colours for early type galaxies given by Fukugita, Shimasaki & Ichikawa (1995). At the distance of the Shapley Concentration the flux density limit corresponds to logP<sub>22</sub> (W Hz$`1`$) = 21.78, the same lower limit as in LO96 after scaling for the different H<sub>0</sub> adopted in their paper. These limits in flux density and magnitude reduced the number of radio galaxies used to compute the RLF to 17 out of the 28 detected in the whole A3558 chain (see Section 5).
The total number of optical galaxies in the A3558 region covered by our radio survey with b$`{}_{J}{}^{}`$ 17.40 is 216. To estimate the number of objects actually belonging to the Shapley Concentration, we corrected this number for the ratio between the number of the redshifts in the Shapley velocity range and the total number of redshifts available in this region, obtaining 203 galaxies. This includes all morphological types. For comparison with LO96, however, we need to know the fraction of early type galaxies. At this magnitude limit, a direct visual morphological classification is not possible, therefore for a reliable estimate of early type galaxies we followed two independent methods, which take into account respectively (a) the spectral information and (b) the colour index.
(a) Assuming that all spectra without emission lines correspond to early type galaxies, we corrected the total number of Shapley galaxies for the ratio between non emission line and the total number of spectra. We obtained 183 objects.
(b) Assuming that the subsample of Metcalfe et al. (1994) is representative of our survey, we corrected the total number of Shapley galaxies for the ratio between galaxies with B-R $`>`$ 1.46 and the total number, obtaining 187. The colour index limit is taken from Fukugita, Shimasaki & Ichikawa (1995) and includes ellipticals and S0.
We are aware of the limits of these two indirect methods, however the agreement obtained for the estimate of early type galaxies gives us confidence that it is realistic. In the computation of the luminosity function we adopted 185.
On the basis of a simple integration of the LO96 luminosity function, given this number of optical galaxies, we would expect 26 radio sources against the 17 observed. The fact that we have fewer radio sources than expected is confirmed when we compare the differential and integral luminosity function with LO96. The results of our analysis are given in Table 6, where we give the fractional and integral RLF in each power interval. The errors in each bin are poissonian. In Figure 7 the integral RLF for the A3558 complex is plotted together with the cluster RLF derived in LO96.
It is clear that the two RLFs are significantly different, both in shape and scale, even taking into account the errors and the uncertainties in our estimate of the number of Shapley E+S0 galaxies. The cluster RLF shows a break at logP (W Hz<sup>-1</sup>) $``$ 24.4, while our RLF has a decreasing trend without break, and can be described by a single power law. Applying a KS test to the two distributions we find that the probability that they are the same is only $`12`$%. Even allowing for the errors, the RLF derived for the A3558 complex is lower than LO96. This result suggests that the probability of a galaxy in the Shapley Concentration core to become a radio galaxy is lower than for the comparison sample of cluster galaxies from LO96, at least for logP<sub>1.4</sub> $`>`$ $``$ 22.5. After a statistical comparison with RLFs derived for galaxies not selected in clusters, LO96 confirmed the results already obtained by Fanti (1984) and concluded that the radio luminosity function does not depend on the local galaxy density. Our RLF is therefore different from those obtained in other environments.
## 7 The peculiar radio properties of A3562
### 7.1 The radio galaxies
As is clear from Table 5 and from Figures 4 and 5, nine of the 28 Shapley radio galaxies are located in A3562, the easternmost cluster in the chain, and most remarkably seven of them are located at the eastern edge of the cluster (see also Section 6.2). Two cluster radio galaxies, J1333$``$3141 and J1335$``$3153, exhibit extended emission. The other two extended radio galaxies in the A3558 complex, J1322$``$3146 and J1324$``$3138, are located in A3556, at the westernmost end of the chain, and have already been studied and discussed in Paper I and Paper II. In this Section we will concentrate on the radio properties of A3562.
The 22 cm radio emission of A3562 is dominated by the head-tail source J1333$``$3141 shown in Figure 8, associated with a 17.25 magnitude elliptical galaxy (see Table 5), at a projected distance of $`1^{}`$ ($`40`$ kpc) from the cluster dominant cD. The bent shape of the tail suggests motion around the cD galaxy, possibly on a projected counter-clockwise orbit. The velocity difference between the cD galaxy and J1333$``$3141 is $`\mathrm{\Delta }`$v = 110 km s<sup>-1</sup>. The total extent of this radio galaxy is $`1^{}`$, corresponding to a projected linear size $``$ 40 kpc.
Our full resolution 22 cm and natural weighted 13 cm images give a total spectral index $`\alpha _{13}^{22}=0.85`$, typical for this type of sources. Assuming that the peak in the two images corresponds to the same region, we find that the spectral index is flattest in the peak, with $`\alpha _{13}^{22}=0.79`$, and steepens smoothly along the tail, increasing to a value $`\alpha _{13}^{22}=1.86`$ at 43<sup>′′</sup> from the peak. The brightness decreases smoothly along the tail, without secondary peaks of emission. The full resolution 13 cm image given in Figure 9 clearly shows that the surface brightness of the tail drops at $``$ 25 arcseconds from the core. This image also suggests that the nuclear region is complex, and that the peak in the 22 cm full resolution image and in the 13 cm natural weighted map are possibly the beginning of the bent twin jets not resolved by our observations rather than the core of the radio emission. In order to derive an estimate of the physical parameters in the tail, we used our value $`\alpha _{13}^{22}=0.85`$ for the spectral index and we computed the magnetic field B<sub>eq</sub> in the source, the minimum non-thermal energy u<sub>min</sub> and the minimum non-thermal pressure P<sub>nt</sub> under the hypothesis of equipartition and assuming cilindrical symmetry. We obtained B$`{}_{eq}{}^{}=3.0\times 10^6\mu `$G, P$`{}_{nt}{}^{}=0.6\times 10^{12}`$ dyne cm<sup>-2</sup>, u$`{}_{min}{}^{}=0.9\times 10^{12}`$ erg cm<sup>-3</sup>. Such values, which should be considered indicative, are in the range typical of tailed radio galaxies in clusters, though at the lower end (Feretti, Perola & Fanti, 1992).
A multifrequency and multiresolution study of this source is in progress and the results will be presented in a future paper.
J1335$``$3153, shown in Figure 10, is a low luminosity radio source associated with a 16.02 magnitude galaxy with velocity v = 14385 km s<sup>-1</sup>. It is located at $``$ 31.4 arcmin from the centre of A3562 ($`1.26`$ Mpc), towards the extreme eastern edge of the cluster. The lobes of this radio galaxy are not symmetric, the western one being more extended. From our ATCA observations we derived a total spectral index $`\alpha _{13}^{22}=0.79`$. The spectrum of the core is flatter, i.e. $`\alpha _{13}^{22}=0.53`$. With these values for the spectral index and assuming equipartition holds in this source we derived B$`{}_{eq}{}^{}=1.9\times 10^6\mu `$G, P$`{}_{nt}{}^{}=0.2\times 10^{12}`$ dyn cm<sup>-2</sup> and u$`{}_{min}{}^{}=0.3\times 10^{12}`$ erg cm<sup>-3</sup> while for the central component we obtained B$`{}_{eq}{}^{}=3.3\times 10^6\mu `$G, P$`{}_{nt}{}^{}=0.7\times 10^{12}`$ dyn cm<sup>-2</sup>, u$`{}_{min}{}^{}=1.0\times 10^{12}`$ erg cm<sup>-3</sup>.
The region where this source is located is at the extreme eastern edge of A3562, where the X–ray counts fall considerably. According to Kull & Böhringer (1999), the number of counts in the bin where this source is located correspond to an X–ray flux density of the order of $`5\times 10^{15}`$ erg s<sup>-1</sup> cm<sup>-2</sup>. A multifrequency and multiresolution study of this source is being carried out.
### 7.2 A candidate radio halo at the centre of A3562 and extended radio emission around a peripheral cluster galaxy
The association between cluster radio halos, diffuse cluster X–ray emission, the presence of one or more head-tail sources near the cluster centre and a recent merging event are now widely accepted (see for instance Feretti & Giovannini 1996, Feretti et al. 1997, Feretti et al. 1990).
The presence of a head-tail radio galaxy located close to the centre of A3562, the X–ray emission coming from the centre itself and the ongoing merger in the A3558 complex led us to search for extended cluster emission in the centre of A3562 by inspecting the 1.4 GHz NRAO VLA Sky Survey (NVSS, Condon et al. 1998), whose sensitivity and resolution is well suited for the detection of extended low surface brightness emission.
In Figure 11 we show the 20 cm (1.4 GHz) NVSS image of the field between the centre of A3562 and the group SC1329$``$313 superimposed on the DSS optical frame, and in Figure 12 the same radio image is superimposed to the X–ray image taken from the ROSAT All Sky Survey archive. Both images show a wide field, i.e. $`30^{}\times 15^{}`$, which includes the centre of A3562 and the galaxy #11744 (see below). Inspection of Figure 11 suggests that despite the presence of discrete sources, extended emission is indeed present at the centre of A3562, eastward of J1333$``$3141 in the direction of the dominant cD galaxy and superimposed on the X–ray cluster emission (Figure 12).
Given the large HPBW of the NVSS ($`45^{\prime \prime }\times 45^{\prime \prime }`$), the head-tail J1333$``$3141 is only marginally resolved in the NVSS image. Extended emission is visible also in a 36 cm (843 MHz) image observed with the Molonglo Observatory Synthesis Telescope (MOST, Robertson 1991) by Hunstead et al. (in preparation), which we report in Figure 13, where the contours of the 36 cm MOST image are superimposed on the DSS optical image. The extension and morphology of the radio emission from the centre of A3562 at 20 cm (NVSS) and 36 cm (MOST) are in very good agreement, confirming that this feature is real.
This emission has an elongated structure, asymmetric with respect to the location of the head-tail, and from Figures 11 and 13 not obviously connected with J1333$``$3141. A detailed study on this radio extension and its possible connection with J1333$``$3141 is in progress.
Another remarkable feature of the radio emission in A3562 evident from of Figure 11 and 12 is the existence of very low brightness extended emission around the radio galaxy J1332$``$3146, detected as a point-like source in our survey, and identified with the 14.96 magnitude galaxy #11744, with recession velocity v = 13107 km s<sup>-1</sup> (see Table 5). This galaxy is located $``$ 21 arcmin ($``$ 0.8 Mpc) westward of the A3562 centre, at a distance of $``$ 6 arcmin ($``$ 240 kpc) from the dominant galaxy in SC1329$``$313. This region of the A3558 complex is characterised by the presence of many peculiar and “disturbed” galaxies where a very high fraction of blue galaxies has been recently found by Bardelli et al. (1998). The projected angular size of this extended emission is $`4^{}\times 2^{}`$, corresponding to $`160\times 80`$ kpc, and the flux density derived from the NVSS image is S<sub>20</sub> = 21.4 mJy. The very low surface brightness of this source, coupled with its distance from the centre of the field where it was detected, i.e. #14, put the extended emission below the sensitivity limit of our survey. This source was also detected in the MOST 36 cm observations centred on A3562 (Hunstead et al., in preparation) and the 36 cm radio contours are given in Figure 14.
The possible radio halo in the centre of A3562 and the presence of an extended halo around a cluster radio galaxy are probably related to the merging state of the A3558 complex and further discussed in Section 8.
## 8 Discussion and Conclusions
The aim of this work is to investigate whether and how the cluster merging process is able to modify the radio properties of the galaxy population. From a theoretical point of view, the situation is not clear. Using simulations, Bekki (1999) found that the merging drives efficient transfer of gas to the central regions of galaxies, a good mechanism for feeding the central engine of AGNs and switching on a starburst. On the other hand, Fujita et al. (1999) concluded that gas stripping due to ram pressure is important in preventing gas supply to the galaxy central regions.
The ideal environment for studying the merging phenomenon is the centre of the Shapley Concentration. In particular, evidence has been accumulated that the A3558 complex is at a late stage of the merging of clusters of similar mass (Bardelli et al. 1996, 1998). Therefore, our approach is to study the radio emission of galaxies in a place where the existence of a major merging is established. This is different from the customary approach, where cluster interaction is found a posteriori, after detection of a particular phenomenon.
The results of our ATCA 22 cm survey of the merging clusters in the A3558 chain clearly indicate that the signature of cluster merging on the radio emitting properties of cluster galaxies and of the clusters themselves is complex.
The results emerging from our detailed statistical analysis of the radio properties in connection with the dynamical state of the A3558 complex, can be summarised as follows:
(1) the radio source counts in the A3558 complex are consistent with the background source counts at a confidence level of 99.6%, despite the much higher optical density in this region compared to the background;
(2) the ratio between the radio and optical flux for the Shapley radio galaxies is not affected by the local galaxy density;
(3) steep spectrum radio galaxies are not segregated in a density-$`\alpha _{13}^{22}`$ diagram; on the contrary, galaxies with steep spectra ($`\alpha _{13}^{22}1`$) are preferentially located at the periphery of the A3558 complex, in regions where the galaxy density is much lower;
(4) for radio powers logP<sub>1.4</sub> $`>`$ $``$ 22.5 the radio-optical luminosity function for early type galaxies located in the A3558 region is significantly lower than that derived by other authors (LO96 and references therein) for early type galaxies in clusters and in the field.
The implications of these results are extremely important.
Point (2) indicates that the very high optical density of the merging environment in the Shapley concentration has no effect on the radio galaxy emissivity. In other words, given an optical magnitude, the radio power of the associated radio source does not depend on the local environment. This is not entirely surprising if we think that low power radio galaxies are almost only found in rich clusters of galaxies. However, our analysis suggests that not only the local density but also the merging environment plays no role in the radio power distribution of radio sources.
Point (1) suggests that the dominant source population in our survey is the background, and that the much higher optical density in the Shapley Concentration core and the ongoing merger is not reflected in a higher density of radio sources. In other words the Shapley Concentration would have not been spotted using radio source counts.
The implication of point (4) is even more extreme, since it suggests that the probability of a galaxy becoming a radio source with logP $`>`$ $``$ 22.5 is lower in the Shapley Concentration than in any other type of environment.
Our results can be explained in two different ways. In particular,
(a) merging neither influences the probability of a galaxy to becoming a radio source nor increases its emissivity;
(b) merging anticorrelates with radio emission, possibly switching off previously existing radio galaxies.
We point out that a preliminary analysis of the statistical radio properties in the merging complex formed by the three clusters A3528, A3530 and A3532 give similar results (Venturi et al. 1999).
Our results differ from those of Owen et al. (1999), who compared the radio-optical properties of a merging and a relaxed cluster, both at z$``$ 0.25, and concluded that cluster mergers triggers radio emission, both in the form of nuclear emission and of radio emission from starbursts. The difference in our results suggests that the role of mergers on the radio emission properties of clusters is complex, and a variety of parameters, such as for example stage of merger, impact velocities and timescales, are likely to play a role.
The complexity of the situation also emerges from the fact that despite the above mentioned statistical results, some specific radio properties in the A3558 chain seem to be the signature of cluster or group merger, most remarkably the candidate radio halo at the centre of A3562 and the extended emission around the radio galaxy J1332$``$3146. A detailed optical study of the spectral properties of the galaxies in the A3558 chain indicates that this region is populated by a very large fraction of blue galaxies. In particular $``$ 45% of the galaxies in this region show a blue excess, considered to be indicative of star formation induced by mergers (Bardelli et al. 1998). According to the numerical simulations of mergers in the A3558 complex, a shock front is expected in the region between SC1329$``$313 and A3562 (Roettiger, Burns & Loken 1993).
Further observational support for an ongoing merger in this region of the A3558 complex comes from an X–ray spectral analysis carried out for the A3558 complex. ASCA observations by Hanami et al. (1999) show that SC1329$``$313 exhibits remarkable peculiarities in this energy band. In particular, its observed gas temperature is higher than derived by the $`\sigma `$-T<sub>X</sub> relation and there is evidence that the gas is presently in a recombination phase rather than in ionization equilibrium. According to Hanami et al. (1999) these anomalies could be explained if SC1329$``$313 is an ongoing merger (or if it just experienced a major merger event), responsible for gas outflow from the core of the group.
Acknowledgements
We thank Prof. R. Fanti for careful reading of the manuscripts and for insightful comments.
T.V. acknowledges the receipt of a grant from CNR/CSIRO (Prot. N. 088864).
The Australia Telescope Compact Array is operated by the CSIRO Australia Telescope National Facility. |
warning/0001/quant-ph0001001.html | ar5iv | text | # A four-party unlockable bound-entangled state
## Abstract
I present a four-party unlockable bound-entangled state, that is, a four-party quantum state which cannot be written in a separable form and from which no pure entanglement can be distilled by local quantum operations and classical communication among the parties, and yet when any two of the parties come together in the same laboratory they can perform a measurement which enables the other two parties to create a pure maximally entangled state between them without coming together. This unlocking ability can be viewed in two ways, as either a determination of which Bell state is shared in the mixture, or as a kind of quantum teleportation with cancellation of Pauli operators.
The study of entanglement, the so-called “spooky action at a distance” of quantum particles whose joint states cannot be written in a product form , has been at the heart of quantum information theory, and seems to be crucial to an understanding of quantum computation, quantum cryptography and perhaps quantum mechanics itself. It has been shown that in the case of mixed entangled states, it is often possible to distill some nearly pure entanglement using only local quantum operations and classical communications among the parties sharing the state . Recently, a new type of entangled mixed state was discovered which has the property that, though definitely entangled, is not distillable. Such states are known as bound entangled states.
The usual technique used in proofs about bound entanglement to show a state is entangled is to observe that there are not enough product states in its span for it to be decomposed in separable form:
$$\underset{i}{}\alpha _i|\psi _i^1\psi _i^1||\psi _i^2\psi _i^2||\psi _i^3\psi _i^3|\mathrm{}|\psi _i^N\psi _i^N|$$
(1)
where there are tensor Hilbert spaces 1 through $`N`$ and the $`\alpha _i`$’s are real numbers summing to 1.
This note will show a state is entangled by a different method, by showing that when two parties of a four-party state come together, they can by local quantum operations and classical communication enable the other two parties to have some pure entanglement (for a discussion of multiparty entanglement purification protocols see ). It will further be shown that this entanglement is not available without the coming together of two of the parties, thus the state is bound entangled. These results may have applications to quantum cryptography (if two parties manage to share a pure maximally entangled state they can also share secure key bits) and quantum secret sharing in a multi-party setting.
The unlockable state is:
$`\rho ={\displaystyle \frac{1}{4}}(|\mathrm{\Phi }^+^{AB}\mathrm{\Phi }^+||\mathrm{\Phi }^+^{CD}\mathrm{\Phi }^+|+|\mathrm{\Phi }^{}^{AB}\mathrm{\Phi }^{}||\mathrm{\Phi }^{}^{CD}\mathrm{\Phi }^{}|+`$ (2)
$`|\mathrm{\Psi }^+^{AB}\mathrm{\Psi }^+||\mathrm{\Psi }^+^{CD}\mathrm{\Psi }^+|+|\mathrm{\Psi }^{}^{AB}\mathrm{\Psi }^{}||\mathrm{\Psi }^{}^{CD}\mathrm{\Psi }^{}|)`$ (3)
where we use the usual notation for the maximally entangled states of two qubits (the Bell states):
$$|\mathrm{\Psi }^\pm =\frac{1}{\sqrt{2}}(|\pm |),|\mathrm{\Phi }^\pm =\frac{1}{\sqrt{2}}(|\pm |)$$
(4)
In other words, $`A`$ and $`B`$ share one of the four Bell states, but don’t know which one, and $`C`$ and $`D`$ share the same Bell state, also not knowing which it is.
If $`C`$ and $`D`$ come together into the same laboratory and do the nonlocal Bell measurement on their systems, they can determine reliably which Bell state they had since the four Bell states are orthogonal. They can then send this classical information to $`A`$ and $`B`$ who will then know which Bell state they have and can convert it into the standard state $`|\mathrm{\Psi }^{}`$ unitarily and locally using the following relations, up to an unimportant overall phase:
$$\begin{array}{c}|\mathrm{\Psi }^{}\text{1}\text{1}_2\sigma _0|\mathrm{\Psi }^{}\sigma _0\text{1}\text{1}_2|\mathrm{\Psi }^{}\hfill \\ |\mathrm{\Psi }^{}\text{1}\text{1}_2\sigma _1|\mathrm{\Psi }^+\sigma _1\text{1}\text{1}_2|\mathrm{\Psi }^+\hfill \\ |\mathrm{\Psi }^{}\text{1}\text{1}_2\sigma _2|\mathrm{\Phi }^+\sigma _2\text{1}\text{1}_2|\mathrm{\Phi }^+\hfill \\ |\mathrm{\Psi }^{}\text{1}\text{1}_2\sigma _3|\mathrm{\Phi }^{}\sigma _3\text{1}\text{1}_2|\mathrm{\Phi }^{}\hfill \end{array}$$
(5)
where the $`\sigma `$’s are the members of the set of rotation matrices $`\sigma =\{\text{1}\text{1}_2,\left(\genfrac{}{}{0pt}{}{\mathrm{1\; 0}}{01}\right),\left(\genfrac{}{}{0pt}{}{01}{\mathrm{1\; 0}}\right),\left(\genfrac{}{}{0pt}{}{\mathrm{0\; 1}}{\mathrm{1\; 0}}\right)\}`$. The Rotations $`\sigma `$ are simply the identity and the three Pauli spin operators, leaving aside imaginary parts which contribute only to the overall phase. The single singlet obtained between $`A`$ and $`B`$ by this procedure is all that can be distilled. This is a simple consequence of $`A`$ and $`B`$ each possessing only one qubit in the original state $`\rho `$.
Because entanglement between $`A`$ and $`B`$ can be distilled from it, $`\rho `$ must be entangled. If it were not it could be written in the biseparable form
$$\rho =\underset{i}{}\alpha _i|\psi _i^A\psi _i^A||\varphi _i^{BCD}\varphi _i^{BCD}|.$$
(6)
It was proven in that if two parties are on opposite sides of a separable cut, then local quantum operations and classical communication will always leave them in a separable form, which implies immediately that no pure entanglement can be distilled between them. So if $`\rho `$ is of the form (6) there would be no way to distill any entanglement between $`A`$ and any of the other parties, including $`B`$, even if all three other parties $`B`$, $`C`$ and $`D`$ join together. Since it actually is possible to distill entanglement under these conditions (having $`B`$ in the same laboratory with $`C`$ and $`D`$ can only help) $`\rho `$ must have been entangled all along.
On the other hand, if all four parties remain in separate labs the state is not distillable. The proof of this will be based on looking at various cuts across which $`\rho `$ is separable, despite the fact that it is an entangled state. To demonstrate the nondistillability of $`\rho `$ it will be sufficient to show that, despite being entangled, $`\rho `$ is separable across the three bipartite cuts $`AB:CD`$, $`AC:BD`$ and $`AD:BC`$. This will separate every party from every other party, and every pair of parties from every pair, across at least one separable boundary. This requires that no entanglement can be distilled between any two parties or any two pairs, leaving only the possibility of distilling some three- or four-party entanglement. This is ruled out by noting that any such entanglement would span a separable bipartite cut. For example, if there were some distilled $`A:BCD`$ entanglement, it would still have to be separable across the $`AB:CD`$ boundary, leaving only the possibility of some entanglement of $`A`$ with $`B`$ and/or some entanglement of $`C`$ with $`D`$, each of which has already been excluded.
The state $`\rho `$ is separable across the $`AB:CD`$ boundary as it is written in separable form (3). One way to show the state is separable across the $`AC:BD`$ cut is to rewrite the state with $`B`$ and $`C`$ interchanged and consider the original $`AB:CD`$ cut. After interchanging indices it is easy to show that $`\rho `$ is invariant under the interchange of $`B`$ and $`C`$ and is therefore separable across the $`AC:BD`$ cut. Writing out each vector in the mixture (leaving out the $`1/2`$ normalization for clarity):
$$\begin{array}{c}|\mathrm{\Phi }^+^{AB}|\mathrm{\Phi }^+^{CD}=(|00+|11)(|00+|11)=|0000+|0011+|1100+|1111\\ |\mathrm{\Phi }^{}^{AB}|\mathrm{\Phi }^{}^{CD}=(|00|11)(|00|11)=|0000|0011|1100+|1111\\ |\mathrm{\Psi }^+^{AB}|\mathrm{\Psi }^+^{CD}=(|01+|10)(|01+|10)=|0101+|0110+|1001+|1010\\ |\mathrm{\Psi }^{}^{AB}|\mathrm{\Psi }^{}^{CD}=(|01|10)(|01|10)=|0101|0110|1001+|1010\end{array}.$$
(7)
Now, by interchanging the $`B`$ and $`C`$ index we have
$$\begin{array}{c}|\mathrm{\Phi }^+^{AC}|\mathrm{\Phi }^+^{BD}=|0000+|0101+|1010+|1111\\ |\mathrm{\Phi }^{}^{AC}|\mathrm{\Phi }^{}^{BD}=|0000|0101|1010+|1111\\ |\mathrm{\Psi }^+^{AC}|\mathrm{\Psi }^+^{BD}=|0011+|0110+|1001+|1100\\ |\mathrm{\Psi }^{}^{AC}|\mathrm{\Psi }^{}^{BD}=|0011|0110|1001+|1100\end{array}.$$
(8)
First note that in both cases when the outer product is taken and the projectors corresponding to these vectors are mixed together, all the minus signs will vanish. Terms with minus signs combined with each other will have the sign cancel. Negative terms combined with positive terms will be cancelled since all the negative terms appear elsewhere as positive terms. So either the signs or the cross-terms having them all cancel, and we can ignore sign hereafter. It is then simple to check that every term in (7) also appears in (8), just in a different place. When the projectors are added up they will result in the same final density matrix. The same property will hold for the $`AD:BC`$ cut which is symmetric with the $`AC:BD`$ case. Thus, $`\rho `$ has been shown to be not distillable and therefore its entanglement is bound.
If $`\rho `$ is separable across the $`AC:BD`$ cut, for instance, how is it possible that $`C`$ and $`D`$ coming together can enable $`A`$ and $`B`$ to become entangled? The answer is that when $`C`$ and $`D`$ join together in the same laboratory, they have crossed the line of the cut and can create obviously entanglement across it. The surprising thing is that this entanglement is not only shared by $`C`$ and $`D`$ but by $`A`$ and $`B`$. It would not have been possible for $`A`$ and $`B`$ to become entangled without themselves getting together in the same laboratory were $`\rho `$ entirely four-way separable (1) to begin with, so the whole process depends on $`\rho `$’s having some four-way entanglement.
The invariance under interchange of particles noted above also makes it clear that $`\rho `$ has the property that if any two of the parties come together they can perform the Bell measurement and pass classical information to the other two parties giving them a distilled Bell state. Since it is not immediately obvious why this distillation works when, for example, $`B`$ and $`D`$ get together, since they don’t as clearly share a Bell state containing information about which Bell state the others share as when $`A`$ and $`B`$ or $`C`$ and $`D`$ get together, it is instructive to look at an alternative explanation for what is going on.
Since all the $`\sigma _i`$’s are, up to a phase, self-inverse, and since Eq. (5) works whichever party applies the rotation, it must be that the $`\sigma _i`$’s can be used in reverse, to create one of the other Bell states out of a $`|\mathrm{\Psi }^{}`$. This is illustrated in Figure 1. The Bell measurement is just a rotation to the Bell basis (made up of a matrix whose rows are the Bell states) followed by a measurement in the standard basis. If we now think of the $`\sigma _i`$’s as multiplying the rows of the Bell measurement on the right rather than the original $`|\mathrm{\Psi }^{}`$’s on the left, we can see that they cancel each other out, up to a phase, and the resulting measurement inside the dashed box is the same as the original Bell measurement. We can then think of the whole procedure as $`B`$ and $`D`$ getting together to teleport half of a $`|\mathrm{\Psi }^{}`$ belonging to $`A`$ and $`B^{}`$ to $`C`$ using the $`|\mathrm{\Psi }^{}`$ shared by $`C`$ and $`D^{}`$. The measurement will result in two bits of classical data $`j`$ which will be used at $`C`$ to complete the teleportation by performing a $`\sigma _j`$ rotation in exactly the same way as in Eq. (5). Thus we may think of the whole process as either two parties measuring which Bell state they have (determining the unknown $`\sigma _i`$) or as their teleporting half of a $`|\mathrm{\Psi }^{}`$ they share with one party to the remaining party, with an implicit cancellation of the $`\sigma _i`$’s.
The “unlocking” feature, that two parties can assist the other two in getting some entanglement, is reminiscent of the unlocking of hidden entanglement discussed by Cohen also known as the entanglement of assistance . The new feature here is that the unlockable four-party state is bound entangled–the entanglement is not available if none of the parties can perform joint quantum operations. The earlier examples explicitly allow one of three parties, say $`C`$, to give the other two parties $`A`$ and $`B`$ some classical information which they can use to obtain some pure entanglement even though the joint state of $`A`$ and $`B`$ ignoring $`C`$ is separable, thus these are examples of three-party distillable states. These are two distinct types of unlocking: In one case $`C`$ can unlock the hidden entanglement shared by $`A`$ and $`B`$; in the other the ability of $`C`$ and $`D`$ to unlock the entanglement of $`A`$ and $`B`$ is itself unlocked by their coming together.
In , Dür, Cirac and Tarrach give a three-qubit state with the property that it is $`A:BC`$ and $`B:AC`$ separable, but not separable $`AB:C`$ (what they call a class 3 state). These separability conditions are sufficient to show using arguments similar to the above that their state is not distillable when all the parties are isolated. They further point out that their state has negative partial transpose with respect to C and that the state is therefore AB:C distillable because any state in $`2n`$ with negative partial transpose is distillable . Thus, they have provided the first example of an unlockable bound-entangled state, though it will require many copies of the state to perform the distillation, lacking the direct distillability in one copy of $`\rho `$.
The type of unlocking exhibited by Dür, Cirac and Tarrach state differs subtly from that of $`\rho `$ presented here: In their state, when $`A`$ and $`B`$ get together it is they who gain distillable entanglement with $`C`$. On the other hand, in the case of the four-party state, when two of the parties get together they gain nothing themselves, merely the ability to give the other two parties distillable entanglement. If three of the four parties of $`\rho `$ get together, the situation will be that of the Dür, Cirac and Tarrach state. This suggests the following categorization of states:
* Altruistic states: States where one party can help the others distill some entanglement, but gets none in return. Examples of these are the states with hidden entanglement studied by Cohen and DiVincenzo et. al. . In particular the Greenberger, Horne and Zeilinger (GHZ) state has this property.
* Unlockable bound-entangled states: States that are bound unless some parties come together, after which some entanglement can be distilled between remaining separated parties. These include the Dür, Cirac and Tarrach state, as well as $`\rho `$.
* Unlockable bound-altruistic states: Bound-entangled states that when some parties come together are reduced to altruistic states, $`\rho `$ being the first example.
Other states that have some multi-party entanglement, but are separable across various cuts, have been studied in . The state $`\rho `$ has $`A:B:C:D`$ bound entanglement, when grouped $`AB:C:D`$ has distillable $`C:D`$ entanglement, and is separable $`AB:CD`$, and similarly for all permutations of the parties. A three-party state given in has $`A:B:C`$ bound entanglement and is separable $`A:BC`$, $`AB:C`$ and $`AC:B`$.
There are several obvious generalizations of unlockable states to higher dimensions and more parties. For example, a four-party state of the same form as $`\rho `$ (Eq. (3)) but using the $`n^2`$ orthogonal maximally entangled states in $`nn`$ will have the same properties: The unlocking measurement performed by $`C`$ and $`D`$ is just a measurement in the basis of the maximally entangled states, the separability across the $`AB:CD`$ cut is again by construction, and the symmetry is easy to see using the teleportation argument with the $`\sigma _i`$’s being the members of Heisenberg group in $`n`$ dimensions.
One could also look for states where if $`n`$ parties come together they can cause the remaining $`m`$ to have entanglement, or some subset of the remaining $`m`$, or where when some of the parties come together they can cause the remaining parties to still have an unlockable bound entangled state. Some such states may be constructed by distributing the parts of several copies of $`\rho `$ among several (more than four) different parties. Some surprises await, however: The tensor product of two copies of $`\rho `$, one shared by the four parties $`A`$, $`B`$, $`C`$ and $`D`$ and another shared by $`A`$, $`B`$, $`C`$ and a fifth party $`E`$ can be distilled into an EPR pair shared by $`D`$ and $`E`$, even though the individual copies of $`\rho `$ are not distillable at all, providing an example of superadditivity of distillable entanglement . The many variations of such states and their applications to the cryptographic “web of trust” are beyond the scope of this letter, but will the the subject of future work.
A particular related question is whether there is an example of an unlockable bound entangled state of rank lower than four. It was shown in that there exist no rank two bipartite bound entangled states. If a multi-partite bound entangled state were to exist, it would have to be that when enough parties join together the remaining bipartite state is always either separable or distillable. Since we now see that there do exist states that become distillable as parties join up, the search for a lower rank multi-party bound entangled state may prove fruitful.
The author would like to thank Charles Bennett, Ignacio Cirac, David DiVincenzo, Wolfgang Dür, Oliver Cohen, Barbara Terhal, and Ashish Thapliyal for helpful discussions, and the Army Research Office for support under contract number DAAG55-98-C-0041. |
warning/0001/cond-mat0001142.html | ar5iv | text | # Quantum Phase Interference for Quantum Tunneling in Spin Systems
## I Introduction
Quantum tunneling in spin systems has attracted considerable attention both theoretically and experimentally in view of a possible experimental test of the tunneling effect for mesoscopic single domain particles in which case it is known as macroscopic quantum tunneling. In particular the coherent tunneling between two degenerate metastable orientations of magnetization results in the superposition of macroscopically distinguishable (classically degenerate) states, the understanding of which is a longstanding problem in quantum mechanics and is called macroscopic quantum coherence (MQC). Till now only magnetic molecular clusters have been the most promising candidates to observe MQC.
Quenching of MQC for half-integer spin is a beautiful observation of quantum tunneling in spin particles and has been investigated in the literature by means of the phase interference of spin coherent state-Feynman-paths which possess a phase with obvious geometric meaning. The quenching of MQC has been interpreted physically as Kramers’ degeneracy. The geometric phase has also been shown to be equivalent to a Wess–Zumino type interaction in quantum mechanics. However the effect of geometric phase interference is far richer than Kramers’ degeneracy. For example, the Zeeman energy of an external magnetic field applied along the hard axis for a biaxial spin particle can be introduced to produce an additional geometric phase. The resulting quenching of the tunneling splitting or MQC is in this case not related to Kramers’ degeneracy since the external magnetic field breaks the time reversal symmetry. A more detailed investigation of quantum phase interference has been given recently. An experimental observation of the magnetic field dependent oscillation of tunneling splitting has also been reported for the octanuclear iron oxo-hydroxo cluster $`Fe_8`$. The giant spin model we consider here is suitable to describe the $`Fe_8`$ molecular cluster and therefore has practical interest.
In the traditional theory, the quantum phase induced by the Zeeman term has been investigated with the semiclassical method in which the spin is treated as a classical vector. With the help of the spin coherent state-path-integral technique an effective Hamiltonian and Lagrangian are obtained. The Zeeman term is proportional to the linear velocity and therefore emerges as a phase of the Feynman kernel in the imaginary time for quantum tunneling. It is, no doubt, interesting to explore the underlying physics of the phase related to the Zeeman energy of the magnetic field and to present an analysis of the quantum phase based on a full quantum mechanical theory of the spin system. To this end we use a recently developed method, namely, the potential field description of quantum spin systems of Ulyanov and Zaslavskii (UZ) and begin with the Schrödinger equation of the spin particle. In the UZ method the spin-coordinate correspondence is exact unlike the semiclassical approach of spin where the correspondence is approximate in the large spin limit (see Appendix 1 for details). A point-particle-like Hamiltonian is obtained and the Zeeman term of the magnetic field along the hard axis of the biaxial spin system becomes a gauge potential which does not affect the equation of motion. However, the nonintegrable phase of the gauge potential leads to the quantum phase interference known as the Aharonov-Bohm(AB) effect. A substantial result derived from the quantum theory of spin is the additional phase induced by the Zeeman term which is significant to the quantum phase interference and is overlooked in the semiclassical approach. The tunneling splittings for both ground state and excited states are also obtained up to the one loop approximation. The paper is organized as follows. In Sec. 2 we first give a brief review of the semiclassical treatment of spin in quantum tunneling. The effective Hamiltonian like that of a point particle for a biaxial spin particle is obtained by starting from the Schrödinger equation following the potential field description of quantum spin systems. We show how the Zeeman energy term of the magnetic filed along hard axis becomes a gauge potential. The tunneling splitting and its oscillation with respect to the magnetic field are discussed in Sec. 3. We obtain in Sec. 4 the periodic instantons and oscillation of tunneling splitting at excited states and demonstrate the energy dependence of the oscillation. Our conclusions and discussions are given in Sec. 5.
## II Effective potentials of the biaxial spin particle in a magnetic field
We consider a giant spin model which is assumed to have biaxial anisotropy with XOY easy plane and the easy y-axis in the XOY-plane. An external magnetic field is applied along the hard z-axis. The Hamilton operator of the model can be written as
$$\widehat{H}=K_1\widehat{S}_z^2+K_2\widehat{S}_x^2g\mu _Bh\widehat{S}_z$$
(1)
where $`\widehat{S}_x`$, $`\widehat{S}_y`$ and $`\widehat{S}_z`$ are the three components of the spin operator. $`K_1`$ and $`K_2`$ with $`K_1>K_2>0`$ are the anisotropy constants and $`\mu _B`$ is the Bohr magneton. $`g`$ is the spin $`g`$-factor which is taken to be 2 here. The last term of the Hamiltonian is the Zeeman energy associated with the magnetic field h. The Hamiltonian eq.(1) is believed to describe the $`Fe_8`$ molecular cluster and is the same as that in ref.. Before we begin with the investigation with the UZ method we give a brief review of the semiclassical approach for the model of eq.(1). In the semiclassical method the spin is treated as a classical vector
$$𝐒=s(\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{cos}\theta )$$
(2)
The spin-coordinate correspondence is given by the definition of canonical variables $`\varphi `$ and $`p=s\mathrm{cos}\theta `$. As shown in Appendix 1 the usual spin commutation relation $`[\widehat{S}_i,\widehat{S}_j]=iϵ_{ijk}\widehat{S}_k`$ is only approximately recovered in the large spin s limit. With the spin coherent state path integral technique one obtains an effective Hamiltonian
$$H_s=\frac{p^2}{2m(\varphi )}\alpha p+V(\varphi )$$
(3)
with
$$m(\varphi )=\frac{1}{2K_1(1\lambda \mathrm{sin}^2\varphi )},V(\varphi )=K_2s^2\mathrm{sin}^2\varphi ,\lambda =\frac{K_2}{K_1},\alpha =g\mu _Bh$$
(4)
and Lagrangian
$$L_s=\frac{m(\varphi )}{2}(\dot{\varphi }+\alpha )^2V(\varphi )$$
(5)
The position dependent mass may create an ordering ambiguity upon quantization. This is the reason why we use the elliptic integral transformation in the following to obtain a point–particle–like Hamiltonian with a constant mass. In the above derivation we have shifted the angle $`\varphi `$ by $`\frac{\pi }{2}`$ for our convenience. The periodic potential $`V(\varphi )`$ has degenerate vacua. The quantum tunneling from one vacuum ($`\varphi =0`$) to the neighboring one ($`\varphi =\pi `$) is dominated by instantons and evaluated to exponential accuracy by
$$e^{S_{sc}}=e^{{\scriptscriptstyle L_s^e𝑑\tau }}$$
(6)
where
$$L_s^e=\frac{m(\varphi )}{2}(\frac{d\varphi }{d\tau })^2i\alpha m(\varphi )\frac{d\varphi }{d\tau }+V(\varphi )\frac{m(\varphi )}{2}\alpha ^2$$
(7)
is the Euclidean Lagrangian with the imaginary time $`\tau =it`$. The imaginary part (the second term) in $`L_s^e`$ induced by the Zeeman term becomes a phase in eq.(6)
$$e^{S_{sc}}=e^{\stackrel{~}{S}_{sc}}e^{i\theta _s}$$
(8)
where $`\stackrel{~}{S}_{sc}`$ is the remaining action, and the phase derived with the semiclassical method is seen to be
$$\theta _s=_0^\pi \alpha m(\varphi )𝑑\varphi =\frac{\alpha \pi }{2K_1\sqrt{1\lambda }}$$
(9)
which leads to the quantum phase interference between clockwise and anticlockwise tunnelings. Since we here emphasize the phase induced by the Zeeman energy term, the known phase term $`s\frac{d\varphi }{d\tau }`$ (responsible for the spin parity effect) which we omitted in the Euclidean action should be understood. We now turn to the quantum theory of spin.
Following ref. we start from the Schrödinger equation
$$\widehat{H}\mathrm{\Phi }(\varphi )=E\mathrm{\Phi }(\varphi )$$
(10)
The explicit form of the action of the spin operator on the function $`\mathrm{\Phi }(\varphi )`$ is seen to be
$$\widehat{S}_x=s\mathrm{cos}\varphi \mathrm{sin}\varphi \frac{d}{d\varphi },\widehat{S}_y=s\mathrm{sin}\varphi +\mathrm{cos}\varphi \frac{d}{d\varphi },\widehat{S}_z=i\frac{d}{d\varphi }$$
(11)
where the generating function $`\mathrm{\Phi }(\varphi )`$ is constructed in terms of the conventional spin functions of the $`\widehat{S}_z`$ representation such as
$$\mathrm{\Phi }(\varphi )=\underset{m=s}{\overset{s}{}}\frac{c_m}{\sqrt{(sm)!(s+m)!}}e^{im\varphi }$$
(12)
which obviously obeys the following boundary condition
$$\mathrm{\Phi }(\varphi +2\pi )=e^{2\pi is}\mathrm{\Phi }(\varphi )$$
(13)
Thus we have periodic wave functions for integer spin s and antiperiodic functions for half-integer s. The antiperiodic wave functions naturally give rise to the spin parity effect as we shall see. Substitution of the differential spin operators eq.(11) into eq.(10) yields
$$[K_1(1\lambda \mathrm{sin}^2\varphi )\frac{d^2}{d\varphi ^2}K_2(s\frac{1}{2})\mathrm{sin}2\varphi \frac{d}{d\varphi }+i\alpha \frac{d}{d\varphi }+V(\varphi )]\mathrm{\Phi }(\varphi )=E\mathrm{\Phi }(\varphi )$$
(14)
with
$$V(\varphi )=K_2s^2\mathrm{cos}^2\varphi +K_2s\mathrm{sin}^2\varphi $$
(15)
In the new variable x defined by
$$x=_0^\varphi \frac{d\varphi ^{}}{\sqrt{1\lambda \mathrm{sin}^2\varphi }}=F(\varphi ,k)$$
(16)
which is the incomplete elliptic integral of the first kind with modulus $`k^2=\lambda `$, the trigonometric functions $`\mathrm{sin}\varphi `$ and $`\mathrm{cos}\varphi `$ become the Jacobian elliptic functions sn(x), cn(x) with the same modulus respectively. We then make use of the following transformation,
$$\mathrm{\Phi }(\varphi (x))=dn^s(x)e^{if(x)}\psi (x)$$
(17)
where $`dn(x)=\sqrt{1\lambda sn^2(x)}`$ is also a Jacobian elliptic function. Substituting eq.(17) into eq.(14) we obtain, after some tedious but not too complicated algebra, an equivalent Schrödinger equation with the desired Hamiltonian, i.e.
$$\{K_1[i\frac{d}{dx}+A(x)]^2+U(x)\}\psi (x)=E\psi (x)$$
(18)
The function f(x) in the unitary transformation is determined by the requirement of gauge covariance and the scalar potential is required to be real. f(x) is therefore defined by
$$\frac{df(x)}{dx}=\frac{\alpha s}{K_1dn(x)}$$
(19)
A gauge potential induced by the Zeeman energy term is found to be
$$A(x)=\frac{\alpha (2s+1)}{2K_1dn(x)}$$
(20)
The scalar potential
$$U(x)=\xi cd^2(x),cd(x)=\frac{cn(x)}{dn(x)}$$
(21)
is periodic with period $`2𝒦(k)`$ and symmetric with respect to the coordinate origin $`x=o(U(x)=U(x))`$. The quantity $`𝒦(k)`$ is the complete elliptic integral of the first kind. The minima of the potential, namely, the vacua which have been shifted to zero by adding a constant, are located at $`\pm (2n+1)𝒦(k)`$ with n being an integer. The positions of potential peaks are at $`\pm 2n𝒦(k)`$, and barrier height is
$$\xi =K_2s(s+1)+\frac{\lambda \alpha ^2}{4(1\lambda )K_1}$$
(22)
When $`\alpha =0`$, i.e. the Zeeman term in eq.(1) vanishes, the potential becomes exactly the same as that in ref.. The shape of the scalar potential is not changed by the external magnetic field along the hard axis. In the new variable x the wave function $`\mathrm{\Phi }(\varphi (x))`$ is also periodic for integer s and antiperiodic for half-integer s with a period $`4𝒦(k)`$ and the boundary condition of the wave function $`\psi (x)`$ is, however, determined by eqs.(17) and (19), i.e.
$$\psi (x+4𝒦(k))=(1)^{2s}e^{i\frac{2\alpha s\pi }{K_1\sqrt{1\lambda }}}\psi (x)$$
(23)
One should bear in mind from eq.(16) that $`x=𝒦(k)`$ corresponds to the original angle variable $`\varphi =\frac{\pi }{2}`$. The boundary condition eq.(23) plays an important role in the following calculation of the tunneling splitting.
## III Tunneling splitting at the ground state
The tunneling between degenerate vacua (the case we consider here) results in the level splitting and is dominated by (vacuum) instantons which are nontrivial solutions of the Euclidean equation of motion with finite action. In the context of quantum mechanics the instanton may be visualized as a pseudoparticle moving between degenerate vacua under the barrier and has nonzero topological charge but zero energy. The tunneling splitting can be obtained from the transition amplitude between degenerate vacua which has a Euclidean path–integral representation. The first explicit calculation of the tunneling splitting in terms of the instanton method was carried out long ago for the double-well potential.
The Hamilton function corresponding to eq.(18) is
$$H=\frac{1}{2m}[P+A(x)]^2+U(x)$$
(24)
where $`m=\frac{1}{2K_1}`$ is the mass of the point-like particle. The Lagrangian is
$$L=\frac{m}{2}\dot{x}^2A(x)\dot{x}U(x)$$
(25)
With the Wick rotation $`\tau =it`$ the Euclidean Lagrangian is seen to be
$$L_e=\frac{m}{2}\dot{x}^2+iA(x)\dot{x}+U(x)$$
(26)
In the above Euclidean Lagrangian and from now on $`\dot{x}=\frac{dx}{d\tau }`$ denotes the imaginary time derivative. The gauge potential $`A(x)`$ indeed does not affect the equation of motion which is
$$m\ddot{x}=\frac{dU(x)}{dx}$$
(27)
However, it leads to the phase interference which can be observed as the oscillation of tunneling splitting. This is exactly an AB effect in a generalized meaning.
The instanton solution of eq.(27) can be found by direct integration and the result is
$$x_c(\tau )=sn^1(\mathrm{tanh}\omega \tau ),\omega ^2=4K_1\xi $$
(28)
which is nothing but a kink configuration. The instanton starts from the vacuum $`x_i=𝒦(k)`$ at $`\tau =\mathrm{}`$ and reaches the centre of the potential barrier ($`x=0`$) at $`\tau =0`$ and then arrives at the neighboring vacuum $`x_f=𝒦(k)`$ at $`\tau =\mathrm{}`$. The Euclidean action evaluated along the instanton trajectory is
$$S_c=_{\mathrm{}}^{\mathrm{}}L_e(x_c(\tau ),\dot{x}_c(\tau ))𝑑\tau =Bi(2s+1)\theta _s$$
(29)
where the first term
$$B=\sqrt{\frac{\xi }{K_2}}\mathrm{ln}\frac{1+\sqrt{\lambda }}{1\sqrt{\lambda }}$$
(30)
reduces to the well known action when $`\alpha =0`$. The imaginary part leads to a phase in the Euclidean Feynman propagator which is $`2s+1`$ times the semiclassical phase $`\theta _s`$.
To calculate the tunneling splitting, we start from the instanton induced transition amplitude,
$$x_f(\beta )|x_i(\beta )=\underset{m_f,n_i}{}x_f|m_fm_f|\widehat{P}_Ee^{\beta \widehat{H}}|n_in_i|x_i$$
(31)
$`\widehat{P}_E`$ is the projector onto the subspace of fixed energy and $`|n_i,|m_f`$ are the excitations above two vacua lying on different sides of the barrier. The left hand side of eq.(31) has the path integral representation and is evaluated in the following. We consider the tunneling from initial vacuum $`x_i=𝒦(k)`$ (corresponing to the original angle variable $`\varphi _i=\frac{\pi }{2}`$) to the neighboring one $`x_f=𝒦(k)`$ ($`\varphi _f=\frac{\pi }{2}`$) for the fixed energy $`E_0`$ which is the degenerate ground state energy. The small tunneling splitting of the ground state is obtained from eq.(31) such that
$$\mathrm{\Delta }E_0|\frac{e^{2\beta E_0}}{\beta }F_{𝒦(k)}^{𝒦(k)}𝒟xe^{_\beta ^\beta L_e𝑑\tau }|$$
(32)
where
$$F=\frac{1}{\psi _0(𝒦(k))\psi _0^{}(𝒦(k))}=\frac{e^{i(\pi s+2s\theta _s)}}{N},N=\psi _0(0_f)\psi _0(0_i)$$
(33)
The second equality in F comes from the boundary condition of our wave function eq.(23) and $`0_i,0_f`$ denote the coordinate origins of the local frames associated with each potential well. N is then a normalization constant calculated with the harmonic oscillator approximated wave function of the ground state. Substitution of the Lagrangian eq.(26) into the Feynman kernel in eq.(32) yields our interesting phase,
$$𝒟xe^{_\beta ^\beta L_e𝑑\tau }=e^{i(2s+1)\theta _s}G(x_f,\beta ;x_i,\beta )$$
(34)
It is somewhat surprising that the quantum theory gives rise to $`2s+1`$ times the semiclassical phase angle $`\theta _s`$ instead of just one. In Appendix 2 we explain the reason why the significant phase angle $`2s\theta _s`$ can be missed in the semiclassical treatment of spin based on the large spin s limit. However, the additional phase, i. e. $`2s\theta _s`$, in the Euclidean Feynman kernel is cancelled by the the phase of F in eq.(33) and does not affect the tunneling splitting of the ground state. We will see in the following section that the cancellation would not be exact for excited states and the additional phase has effect on the tunneling splitting
We should bear in mind that the above phase is obtained by an anticlockwise tunneling. The remaining Feynman kernel
$$G=𝒟xe^{_\beta ^\beta L_e^{}𝑑\tau },L_e^{}=\frac{m}{2}\dot{x}^2+U(x)$$
(35)
is independent of the direction of tunneling. For the clockwise tunneling from the same initial position $`𝒦(k)`$ to the final position $`3𝒦(k)`$ the result is the same except with an opposite sign of the phase. Adding the contributions of clockwise and anticlockwise tunnelings we finally have the tunneling splitting expressed as
$$\mathrm{\Delta }E_0\frac{e^{2\beta E_0}}{\beta N}|\mathrm{cos}[\pi s+\theta _s]|G(x_f,\beta ;x_i,\beta )$$
(36)
The tunneling kernel G in the one loop approximation, namely including the preexponential factor, can be calculated with the standard procedure. Before we give the final result, it is worthwhile to point out that in the evaluation of G the contributions from one instanton and one instanton plus the infinite number of instanton-anti-instanton pairs will be taken into account. However, the phase induced by the gauge potential for an instanton-anti-instanton pair vanishes. Thus the single instanton phase is factored out off the tunneling kernel. We have
$$G2N\beta e^{2\beta E_0}Qe^B,Q=2^{\frac{5}{2}}[\frac{\xi ^{\frac{3}{2}}K_1^{\frac{1}{2}}}{(1\lambda )\pi }]^{\frac{1}{2}}$$
(37)
where $`N=\frac{1}{\sqrt{2\pi }}(\frac{\xi }{K_1})^{\frac{1}{4}}`$, and $`E_0=\frac{\omega }{2}`$ is the usual ground state energy of the harmonic oscillator. The tunneling splitting is thus
$$\mathrm{\Delta }E_0=|\mathrm{cos}[\pi s+\theta _s]|4\mathrm{\Delta }\epsilon _0,\mathrm{\Delta }\epsilon _0=Qe^B$$
(38)
When the external magnetic field vanishes ($`\alpha =0`$) the tunneling splitting reduces exactly to the previous result except that $`s^2`$ in the splitting amplitude of the semiclassical treatment is corrected as $`s(s+1)`$ by the quantum theory of spin. The well known spin parity effect (namely, the tuuneling splitting would be quenched for half–integer spin s) is recovered by the factor $`|\mathrm{cos}\pi s|`$ and is surely due to the antiperiodicity of the wave function in the quantum theory of spin. The tunneling splitting oscillates with the external field h and vanishes when
$$s\pi +\theta _s=\pi [s+\frac{\mu _Bgh}{2K_1\sqrt{1\lambda }}]=(n+\frac{1}{2})\pi $$
(39)
where $`n`$ is an integer. The oscillation period of the tunneling splitting with respect to the external field h is given by
$$\mathrm{\Delta }h=\frac{2K_1\sqrt{1\lambda }}{g\mu _B}$$
(40)
To verify the validity of the tunneling splitting eq.(38) we compare the splitting value of eq.(38) as a function of the external magnetic field h with the numerical result obtained by performing a diagonalization of the Hamilton operator eq.(1). Adopting the data of the anisotropy contants given in ref. such that $`D=0.292K`$, $`E=0.046K`$ and taking into account the relations between anisotropy constants $`K_1`$, $`K_2`$ and D, E, i.e. $`K_1=D+E`$, $`K_2=DE`$, the oscillating amplitude of the tunneling splitting calculated from eq.(38) which begins from $`6.286\times 10^{10}K`$ for $`s=10`$ and increases with the magnetic field agrees with the numerical value of diagonalization perfectly. The period is $`\mathrm{\Delta }h=0.26T`$ which is substantially smaller than the experimental value 0.4T. It has been pointed out that the discrepancies between experimental and theoretical results can be resolved by including higher order terms of $`\widehat{S}_z`$ and $`\widehat{S}_x`$ in the Hamilton operator eq.(1) besides the quadratic terms.
## IV Tunneling splitting and quantum phase interference at excited states
The quantum phase induced by the Zeeman term is manifestly computed from the Euclidean Feynman paths between two turning points which depend on energy. We now investigate the tunneling and related quantum phase interference at excited states. The starting point is again the transition amplitute of the barrier penetration projected onto the subspace of fixed energy, i.e.
$$\underset{m,n}{}<E_n^f|\widehat{P}_Ee^{2\beta \widehat{H}}|E_m^i>=𝑑x_f𝑑x_i\psi _E^{}(x_f)\psi _E(x_i)G(x_f,\beta ;x_i,\beta )$$
(41)
from which the tunneling splitting is written as,
$$\mathrm{\Delta }E\frac{e^{2E\beta }}{\beta }|e^{is(\pi 2\theta _s)}𝑑\stackrel{~}{x}_f𝑑\stackrel{~}{x}_i\psi _E(\stackrel{~}{x}_f)\psi _E(\stackrel{~}{x}_i)G|$$
(42)
where $`\stackrel{~}{x}_i=𝒦(k)+x_i`$, $`\stackrel{~}{x}_f=𝒦(k)+x_f`$ denote the coordinates in the local frames with origins at $`𝒦(k)`$ and $`𝒦(k)`$ respectively. Thus the phase factor of our wave function $`\psi _E`$ can be factorized out. The tunneling at finite energy E is dominated by the periodic instanton which satisfies the following integrated equation of motion,
$$\frac{m}{2}\dot{x}^2U(x)=E$$
(43)
with periodic boundary condition. The periodic instanton is found to be
$$x_c(\tau )=cd^1(\sqrt{\frac{[\mathrm{sin}^1sn(\stackrel{~}{\omega }\tau ,\stackrel{~}{k})]^2(1\eta ^2)(1\lambda \eta ^2)}{\lambda [\mathrm{sin}^1sn(\stackrel{~}{\omega }\tau ,\stackrel{~}{k})]^2(1\eta ^2)(1\lambda \eta ^2)}},\stackrel{~}{k})$$
(44)
where
$$\stackrel{~}{\omega }=2\sqrt{K_1\xi (1\lambda \eta ^2)},\eta =\sqrt{\frac{E}{\xi }},\stackrel{~}{k}^2=\frac{1\eta ^2}{1\lambda \eta ^2}$$
(45)
The periodic instanton moves between two turning points $`x_\pm `$ depending on energy
$$x_\pm =\pm cd^1(\eta ,\stackrel{~}{k})$$
(46)
When the energy tends to zero the periodic instanton reduces to the vacuum instanton of eq.(28). The Euclidean action evaluated along the periodic instanton is
$$S_c=W+2E\beta i\theta _E$$
(47)
where
$$W=_\beta ^\beta m\dot{x}_c^2𝑑\tau =2\eta ^2\sqrt{\frac{\xi }{K_1(1\lambda \eta ^2)}}[\mathrm{\Pi }(\eta _{}^{}{}_{}{}^{2},\stackrel{~}{k})𝒦(\stackrel{~}{k})]$$
(48)
with $`\eta _{}^{}{}_{}{}^{2}=1\eta ^2`$, where $`\mathrm{\Pi }`$ denotes the complete elliptic integral of the third kind. The tunneling phase for the anticlockwise tunneling (from $`x_{}`$ to $`x_+`$) is seen to be
$$\theta _E=_x_{}^{x_+}A(x_c)𝑑x_c=\frac{(2s+1)\alpha }{K_1\sqrt{1\lambda }}[\mathrm{tan}^1\frac{\eta ^{}\eta }{\eta ^{}+\eta }+\frac{\pi }{4}]$$
(49)
which tends to the vacuum instanton phase when $`E=0`$ ($`\eta =0`$, $`\eta ^{}=1`$). The clockwise tunneling gives rise to the same result except for the phase with an opposite sign. Adding the two classes of the tunneling kernels the level splitting is seen to be
$$\mathrm{\Delta }E\frac{e^{2E\beta }}{\beta }|\mathrm{cos}(s\pi +\theta _E2s\theta _s)|I$$
(50)
where
$$I=𝑑\stackrel{~}{x}_f𝑑\stackrel{~}{x}_i\psi _E(\stackrel{~}{x}_f)\psi _E(\stackrel{~}{x}_i)\stackrel{~}{G}$$
(51)
The term $`2s\theta _s`$ in eq.(50) comes from the boundary condition of $`\psi `$ eq.(23). The difference, i.e. $`\theta _E2s\theta _s`$, is not just a simple semiclassical phase $`\theta _s`$ in this case. The phase independent tunneling kernel $`\stackrel{~}{G}`$ is now evaluated with the help of the periodic instanton. Following the procedure in refs. and we take into account the contributions of the instanton and instanton plus the infinite number of pairs and compute the end point integrations with the help of WKB wave functions for $`\psi _E`$. A quite general formula for eq.(51) is
$$I2\beta e^{2E\beta }[\frac{1}{4𝒦(\widehat{k})}]e^W,\widehat{k}^2=\frac{(1\lambda )\eta ^2}{1\lambda \eta ^2}$$
(52)
The level splitting is then given by
$$\mathrm{\Delta }E=|\mathrm{cos}(s\pi +\theta _E2s\theta _s)|\frac{1}{𝒦(\widehat{k})}e^W$$
(53)
For low lying excited states ($`\eta <<1`$, $`\widehat{k}<<1`$, $`\stackrel{~}{k}^{}=\sqrt{1\stackrel{~}{k}^2}<<1)`$ the energy E may be replaced by harmonic oscillator approximated eigenvalues $`EE_n=(n+\frac{1}{2})\omega `$. Expanding the complete elliptic integrals $`\mathrm{\Pi }(\eta _{}^{}{}_{}{}^{2},\stackrel{~}{k})`$, $`𝒦(\stackrel{~}{k})`$ in W (eq.(48)) as power series of $`\stackrel{~}{k}^{}`$ and $`𝒦(\widehat{k})`$ in eq.(52) as power series of $`\widehat{k}`$ we obtain after some tedious algebra the tunneling splitting of the nth excited state, i.e.
$$\mathrm{\Delta }E_n=|\mathrm{cos}(s\pi +\theta _{E_n}2s\theta _s)|4\mathrm{\Delta }\epsilon _n$$
(54)
where
$$\mathrm{\Delta }\epsilon _n=\frac{2^{3n}}{n!(1\lambda )^n}(\frac{\xi }{K_1})^{\frac{n}{2}}\mathrm{\Delta }\epsilon _0$$
(55)
In eq.(54) $`\theta _{E_n}`$ denotes the phase angle at nth excited state which is obtained from eq.(49) with replacing the energy E by $`(n+\frac{1}{2})\omega `$. When $`\alpha =0`$ the tunelling splittings at excited states again coincide with the previous results in terms of the semiclassical treatment of spin in large spin limit which means that the difference between $`s^2`$ and $`s(s+1)`$ can be neglected.
## V conclusion
On the basis of the UZ method for quantum spin systems we found that the Zeeman term of the external magnetic field along the hard axis for a biaxial spin particle indeed turns out to be a gauge potential in the point-particle-like Hamilton operator. The gauge potential does not affect the equation of motion but leads to quantum phase interference as an AB type effect in the spin tunneling. An additional phase angle $`2s\theta _s`$ of the Euclidean action obtained by means of the quantum mechanical treatment of spin does not affect the tunneling splitting of the ground state but has effect on the tunneling splitting of excited states. In addition the splitting amplitude is modified by the quantum theory of spin. We present a formula of the tunneling splitting, eq.(54), as a function of the magnetic field, valid for low lying excited states, which for molecular clusters in which the total spin is only about ten is more accurate than the semiclassical treatment of spin for describing the quantum tunneling.
Acknowledgment: This work was supported by the National Natural Science Foundation of China under Grant Nos. 1967701 and 19775033. J.-Q. L. and D. K. P. also acknowledge support by the Deutsche Forschungsgemeinschaft.
Appendix 1:Approximate spin-coordinate correspondance in the semiclassical treatment of spin
In the conventional application of the spin coherent state technique, two canonical variables, $`\varphi `$ and $`p=s\mathrm{cos}\theta `$ are adopted with the usual quantization
$$[\varphi ,p]=i$$
(56)
We show in the following that the spin-coordinate correspondence is only approximate up to order $`0(s^3)`$.
From the relation between the spin operators and the polar coordinate angles
$$S_x=s\mathrm{sin}\theta \mathrm{cos}\varphi ,S_y=s\mathrm{sin}\theta \mathrm{sin}\varphi ,S_z=s\mathrm{cos}\theta $$
(57)
the usual commutation relation of spin operators reads
$$[S_x,S_y]=s^2[\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi ]=s^2\mathrm{sin}\theta [\mathrm{cos}\varphi ,\mathrm{sin}\theta ]\mathrm{sin}\varphi +s^2\mathrm{sin}\theta [\mathrm{sin}\theta ,\mathrm{sin}\varphi ]\mathrm{cos}\varphi $$
(58)
Using eq.(A1), one can prove the following relations
$$[\mathrm{sin}\theta ,\mathrm{cos}\varphi ]=A_+\mathrm{cos}\varphi +iA_{}\mathrm{sin}\varphi ,[\mathrm{sin}\theta ,\mathrm{sin}\varphi ]=A_+\mathrm{sin}\varphi iA_{}\mathrm{cos}\varphi $$
(59)
with
$`A_+={\displaystyle \frac{1}{2}}\left(\sqrt{1(\mathrm{cos}\theta +\gamma )^2}+\sqrt{1(\mathrm{cos}\theta \gamma )^2}\right),`$
$`A_{}={\displaystyle \frac{1}{2}}\left(\sqrt{1(\mathrm{cos}\theta +\gamma )^2}\sqrt{1(\mathrm{cos}\theta \gamma )^2}\right)`$
where $`\gamma =\frac{1}{s}`$. Substituting eq.(A4) into eq.(A3), one has
$$[S_x,S_y]=is^2\mathrm{sin}\theta A_{}=i\gamma s^2\mathrm{cos}\theta +0(\gamma ^3)$$
(60)
i.e.
$$[S_x,S_y]=iS_z+0(s^3)$$
(61)
which implies that the usual commutation relation holds only in the large spin limit.
Appendix 2: Recovering the semiclassical phase in the large s limit
To understand the reason why the phase angle $`2s\theta _s`$ is missed in the semiclassical treatment of spin we consider the following Schrödinger equation obtained without the unitary transformation $`e^{if(x)}`$ in the transformation eq.(17) for our spin sytem:
$$[K_1\frac{d^2}{dx^2}+i\frac{\alpha }{dn(x)}\frac{d}{dx}is\alpha \lambda \frac{sn(x)cn(x)}{dn^2(x)}+U_s(x)]\psi (x)=E\psi (x),U_s(x)=K_2s(s+1)cd^2(x)$$
(62)
The Hamilton operator can be written as
$$\widehat{H}_s=K_1[i\frac{d}{dx}\stackrel{~}{A}(x)]^2i(s+\frac{1}{2})\lambda \alpha \frac{sn(x)cn(x)}{dn^2(x)}+\stackrel{~}{U}_s(x)$$
(63)
The gauge potential
$$\stackrel{~}{A}(x)=\frac{\alpha }{2K_1dn(x)}$$
(64)
leads exactly to the semiclassical phase angle $`\theta _s`$, while the scalar potential which contains an imaginary part is ill-defined. In the large s limit one might neglect the imaginary part in comparison with the term $`U_s(x)`$ and then has the Hamilton operator given by
$$\widehat{H}_s=K_1[i\frac{d}{dx}\stackrel{~}{A}(x)]^2+\stackrel{~}{U}_s(x),\stackrel{~}{U}_s(x)=K_2s(s+1)cd^2(x)\frac{\alpha ^2}{4K_1dn^2(x)}$$
(65)
The final Hamiltonian
$$\stackrel{~}{H}_s=\frac{1}{2m}[p\stackrel{~}{A}(x)]^2+\stackrel{~}{U}_s(x),m=\frac{1}{2K_1}$$
(66)
is the counterpart of the effective Hamiltonian $`H_s`$ of eq.(3). The corresponding Euclidean Lagrangian is
$$\stackrel{~}{L}_s^e=\frac{m}{2}\dot{x}^2+i\stackrel{~}{A}(x)\dot{x}+\stackrel{~}{U}_s(x)$$
(67) |
warning/0001/hep-ph0001038.html | ar5iv | text | # 1 Introduction
## 1 Introduction
The breaking of chiral symmetry and the confinement of quarks and gluons are two of the most important properties of QCD. The details of the mechanism leading to confinement are still largely unknown, and the understanding of non–perturbative dynamics in QCD in general is still rather poor. A new picture of the confinement mechanism and of chiral symmetry breaking was developed by V. N. Gribov . It is based on the phenomenon of supercritical charges which can occur in QCD due to the existence of very light quarks. Its consequence is a dramatic change in the vacuum structure of the light quarks compared to the usual perturbative picture at small coupling.
The phenomenon of supercritical charges is well–known in QED (for an extensive review see ). The energy of the bound–state levels in the field of an isolated heavy nucleus decreases if the charge $`Z`$ of the nucleus is increased. When the charge exceeds a critical value<sup>1</sup><sup>1</sup>1This number holds for a point–like nucleus, for an extended charge it is around $`Z_{cr}165`$. of $`Z_{cr}=137`$, the lowest bound–state level dives into the Dirac sea, i. e. sinks below $`m_\mathrm{e}`$. As a consequence an electron from the (filled) continuum undergoes a transition into this level, and a positron is emitted. The electron is said to ‘fall onto the center’. In this situation the simple quantum mechanical picture breaks down, and the emerging bound state is in fact a collective state with a high probability to find an electron very close to the nucleus. This mechanism is called supercritical binding. The condition for its occurrence is that the Compton wavelength $`1/m`$ of the electron is much larger than the radius of the heavy charge.
Gribov’s confinement scenario is based on the idea that a similar phenomenon occurs in QCD due to the existence of very light (almost massless) quarks. The crucial point is that in this scenario already the color charge of a single quark is supercritical. Since this applies also to the light quarks themselves the situation is more involved than in QED. We will give only a condensed description of the resulting scenario here. More detailed accounts have been given in . In order to get an understanding of the underlying physical picture we again use the quantum mechanical description, having in mind that the quantitative analysis should be based on the full underlying quantum field theory.
The confinement of heavy quarks in Gribov’s scenario is very similar to the supercritical binding in QED. Due to its supercritical charge the heavy quark captures a light antiquark from the vacuum, thus decaying into a supercritical heavy–light bound state. At the same time a light quark is created. This light quark decays again, as we will discuss now.
In order to understand the confinement of light quarks, we first consider a bound state of a light quark and a light antiquark. If the coupling constant is small this is just a normal bound state like positronium in which the quarks have positive kinetic energy. If we now increase the coupling the binding energy will also increase. The total energy of this state will thus decrease. But if the coupling is further increased — and becomes supercritical — a situation is possible in which the total energy of the bound state becomes negative. In order to have a stable vacuum, however, the existence of negative energy particles has to be avoided. Consequently, the corresponding quark states in the supercritical bound states have to be filled in the vacuum. Therefore there are filled quark states with positive kinetic energy in addition to the usual filled states in the Dirac sea (see<sup>2</sup><sup>2</sup>2In this figure only the energy of the quark is shown. One has to keep in mind that some of the states shown here exist only within supercritical bound states with an antiquark as described above. Fig. 1).
The scale $`\mu _F`$ separating filled and empty states of positive kinetic energy resembles the Fermi surface in solid state physics. The existence of the additional states in the vacuum of light quarks implies also the existence of additional excitations of this vacuum which have quite unusual properties. The $`q\overline{q}`$ pair of such an excitation forms a supercritical bound state in which the quark and antiquark both have negative kinetic energy. They are interacting repulsively, and the supercritical bound state has positive total energy. The ‘binding force’ leading to this unusual meson<sup>3</sup><sup>3</sup>3Some possible properties of these novel mesons have been discussed in . is the Pauli exclusion principle. The quark and antiquark are bound in this meson because all other energetically possible states in the vacuum are already filled.
Having discussed the emergence of the novel meson states, we can now understand the confinement of light quarks. According to Gribov it is caused by the continuous decay of the light quark. Any quark (with positive or negative kinetic energy, $`q_{(+)}`$ or $`q_{()}`$) decays into a supercritical bound state $`M`$ and a quark $`q_{()}`$ of negative kinetic energy,
$$q_{(\pm )}M+q_{()}.$$
(1)
In this sense the quark exists only as a resonance and cannot be observed as a free particle.
Since the existence of the novel meson states is due to the Pauli principle it is immediately clear that the above confinement mechanism works only for quarks but not for gluons. But the confinement of gluons could possibly be a ‘second order effect’ in Gribov’s scenario, namely due to their coupling to light quarks which subsequently decay as described above.
It is obviously desirable to find a quantitative description for this interesting physical picture of supercritical color charges. The confinement of quarks and gluons should be encoded in the singularities of the respective Green functions. Therefore the Green function of the quark is a suitable object to study in this context. In Gribov derived an equation for the retarded Green function of light quarks. It takes into account especially the dynamics of the infrared region but also reproduces asymptotic freedom at large momenta. Chiral symmetry breaking has been found to occur when the strong coupling constant exceeds a critical value, leading to the emergence of Goldstone boson (pions). It has been argued in that the nature of these Goldstone bosons is such that they should in fact be regarded as elementary objects. Corrections to the Green function caused by these Goldstone bosons are expected to lead a Green function of light quark which exhibits confinement, whereas the equation without these corrections is not expected to imply confinement . Unfortunately, the paper remained unfinished, and a full study of the analytic properties of the Green function and their consequences still remains to be done. Especially, it will be important to see how and to what extent the — though somewhat simplified — physical picture described above can be derived from the analytic properties of the resulting Green function.
Gribov’s equations for the Green function of light quarks (with or without pion corrections) are non–linear differential equations. So far the studies of these equations have been performed only by means of asymptotic expansions. It is the purpose of the present paper to perform a complete numerical study of the equation without pion corrections. This allows us to study the breaking of chiral symmetry also quantitatively and in more detail. We also investigate the analytic structure of the Green function resulting from Gribov’s equation.
It turns out that in Gribov’s equation the critical value of the strong coupling constant is surprisingly low, $`\alpha _c=0.43`$. In the derivation of the equation it is assumed that the coupling constant does not become very much larger than this critical value. To some extent Gribov’s approach can thus be considered as a semi–perturbative approach to confinement. This picture might also explain why we observe an essentially smooth behaviour of non–perturbative effects in the transition from the parton level to the hadron level. Typical multiplicities at the parton level, for example, are in surprising correspondence to those observed at the hadron level (for a more detailed discussion of this and similar observations see ). The idea of an infrared finite coupling has also been widely discussed in the context of power corrections and the dispersive approach to renormalons in QCD , see also and references therein. In that approach, it appears consistent to define an effective running coupling down to very low momentum scales, in the sense that its first moments have a universal meaning. The values of the coupling found in the corresponding experimental analyses are in fact bigger than the critical value in Gribov’s equation.
The equation can be derived from the Dyson–Schwinger equation for the Green function of the quark in Feynman gauge. The approximations made in the derivation are motivated by the underlying physical picture, especially concerning the behaviour of the strong coupling constant. This method can therefore also be viewed as an unconventional approach to the difficult problem of solving the Dyson–Schwinger equations in QCD (for a review see ). The approximations usually made in solving the Dyson–Schwinger equations are intrinsically difficult to control. Comparisons with results obtained in Gribov’s approach will therefore be potentially very useful.
The paper is organized as follows. In section 2 we outline the main steps leading to the equation for the Green function of light quarks and describe some of its most important properties. In section 3 a suitable parametrization of the Green function is given. The asymptotic behaviour of the equation for small and large momenta is discussed and the critical value of the strong coupling constant is derived. Section 4 deals with the Euclidean region of space–like momenta. In section 4.1 the solutions are shown to exhibit asymptotic freedom at large space–like momenta. Section 4.2 provides models for the running coupling at small (space–like) momenta which are needed for the numerical analysis of the equation. The possible types of solutions in the Euclidean region are classified in section 4.3. The characteristic change in the solutions at supercritical coupling is discussed. Section 5 deals with the behaviour of the dynamical mass function of the quark in the Euclidean region. Phase transitions are found to occur for supercritical coupling and lead to chiral symmetry breaking. We study how this effect depends on the models used for the running coupling in the infrared. In section 6 we determine the analytic structure of the solutions in the whole momentum plane for the different types of solutions classified in section 4.3. We close with a summary and an outlook.
The results presented in sections 3.2 and 4.1 concerning the asymptotic behaviour of the equation have partly been obtained already in . They have been included in some detail in the present paper since they are immediately relevant to our analysis and serve to make it self–contained.
## 2 The equation for the Green function of light quarks
In this section we will outline the main steps that lead to the equation for the Green function of light quarks and and highlight some of its properties which are relevant to our discussion. Some of these properties and the full derivation of the equation have been discussed in detail in .
The first step is the choice of a gauge. As noted by Gribov, the Feynman gauge turns out to be particularly well suited for deriving a simple equation which is especially sensitive to the infrared dynamics. In other gauges it would be extremely difficult to find a similarly simple equation. The physical results, like for example the occurrence of chiral symmetry breaking, will of course be independent of the choice of gauge. In Feynman gauge the gluon propagator has the form
$$D_{\mu \nu }(k)=\frac{g_{\mu \nu }}{k^2}\alpha _s(k^2).$$
(2)
The exact behaviour of the strong coupling constant $`\alpha _s`$ is not known at small momenta. In Gribov’s derivation of the equation it is assumed that the coupling constant is a slowly varying function of the momentum and does not become very large at small momenta. Such a behaviour is sketched in Fig. 2.
It turns out that the occurrence of a supercritical behaviour of the Green function does not depend on the details of the coupling in the infrared, as long as its value is above the critical value in some interval of momenta. As we will see, this critical value is rather low, $`\alpha _c=0.43`$. These properties of the running coupling are consistent with the picture arising in the dispersive approach to power corrections in QCD (for reviews see ). There it appears that the definition of a running coupling constant at very low momenta is possible in the sense that its integral moments have a universal meaning. Motivated by this, possible models for the coupling have been constructed, see for example . For our numerical study we will choose a rather simple form of the coupling, see section 4.2 below.
One starts from the Dyson–Schwinger equation for the inverse Green function $`G^1`$ of the quark and considers its perturbative or diagrammatic expansion. To the corresponding sum of diagrams one applies the double differentiation $`^2=^\mu _\mu `$, where $`_\mu `$ is the derivative with respect to the external momentum $`q^\mu `$ of the quark. Firstly, this is a way to regularize the divergences in these diagrams, and gives a finite result. Secondly, it can be used to collect the most singular contributions to the quark Green function from the infrared region. This is based on the observation that the action of $`^2`$ on the gluon propagator in Feynman gauge gives a delta function,
$$^2\frac{1}{(qq^{})^2+iϵ}=4\pi ^2i\delta ^{(4)}(qq^{}).$$
(3)
The integration variables in all diagrams can be arranged in such a way that the external momentum of the quark is carried along gluon lines. If a gluon line is now differentiated twice, the above identity then transforms the integral over the corresponding gluon momentum into two zero–momentum gluon insertions. All other contributions to the respective integrals — those with derivatives in different lines or of the running coupling — are clearly less singular in the infrared region. It is in principle possible to treat these terms systematically as corrections. But the resulting equation will then be a complicated integro–differential equation, as briefly indicated in . In first approximation those contributions are neglected, and one is left with a series of diagrams with two gluon insertions that carry zero momentum. This sum can be shown to be the diagrammatic expansion of a full inverse quark Green function with two full quark–gluon vertices $`\mathrm{\Gamma }_\mu (q,k=0)`$ inserted. Using Ward identities the latter can be replaced by derivatives $`_\mu G^1`$ of the quark Green function. Having eliminated the vertex functions, one ends up with a second order differential equation for the Green function of a light quark,
$$^2G^1=g(^\mu G^1)G(_\mu G^1),$$
(4)
where
$$g=C_F\frac{\alpha _s(q)}{\pi }.$$
(5)
This is Gribov’s equation which will be the subject of our study.
A comment is in order concerning the choice of scale of the running coupling in (5). As described so far, the derivation of the equation has concentrated on the most important contributions from the infrared region. But it is of course desirable to find an equation which describes the Green function correctly also in the ultraviolet region. The use of the relation (3) implies that the coupling has to be evaluated at zero momentum. But it can be shown that by replacing $`\alpha _s(0)`$ by $`\alpha _s(q)`$ one arrives at an equation that also reproduces the correct behaviour at large momenta. Given the assumptions about the running coupling discussed earlier, the correction induced by this replacement is subleading as far as its contribution to the infrared region is concerned. In the approximation presently considered we can therefore accept equation (4) with (5) as an equation that is expected to provide an adequate description of the Green function at all momentum scales.
For simplicity, equation (4) is written for one–flavour QCD. This is sufficient as long as we are mainly interested in the occurrence of confinement and chiral symmetry breaking. The generalization to the more realistic case of a doublet of light quarks is straightforward and will be important for the study of bound states in Gribov’s picture.
The fact that equation (4) is a second order differential equation implies that its solutions will involve two dimensionful constants of integration. These will be related to the quark mass and the quark condensate.
An obvious and important property of the equation is its invariance under a rescaling of the Green function, $`GcG`$ for any constant $`c`$. As a consequence, the equation will not involve the full wave function renormalization but only its logarithmic derivative. The equation is not scale invariant with respect to the momentum. The breaking of scale invariance is due to the presence of the running coupling constant. It is only through the running of the coupling that a momentum scale is introduced.
A further property of the equation is a certain symmetry between the Green function $`G`$ and its inverse $`G^1`$. One can easily show that the equation (4) implies
$$^2G=(2g)(^\mu G)G^1(_\mu G).$$
(6)
This means that $`G`$ solves the same equation as $`G^1`$, but with $`g`$ replaced by $`2g`$, the symmetry point being $`g=1`$. At $`g=2`$, corresponding to $`\alpha _s=3\pi /2`$, the Green function would thus become a free Green function. This symmetry is certainly unphysical, and we should trust the equation only for comparatively small values of the coupling, roughly speaking below one or two. This is in agreement with the fact that in the derivation of the equation the coupling was assumed to be small.
## 3 Parametrization and asymptotic behaviour
### 3.1 Parametrization
Due to invariance under parity and Lorentz transformations the inverse Green function has the general form
$$G^1(q)=a(q^2)\overline{)}qb(q^2)$$
(7)
with two scalar functions $`a`$ and $`b`$. We will in the following use the variable
$$q\sqrt{q^\mu q_\mu },$$
(8)
such that the half plane $`\mathrm{}\text{e}q0`$ already covers the full plane in $`q^2`$, the variable in which the Green function is usually discussed. It will be convenient to use instead of (7) the following parametrization of the Green function<sup>4</sup><sup>4</sup>4This parametrization deviates from the one used in .,
$$G^1=\rho \mathrm{exp}\left(\frac{1}{2}\varphi \frac{\overline{)}q}{q}\right)$$
(9)
with two complex functions $`\rho `$ and $`\varphi `$. This corresponds to
$`a(q^2)`$ $`=`$ $`{\displaystyle \frac{1}{q}}\rho \mathrm{sinh}{\displaystyle \frac{\varphi }{2}}`$ (10)
$`b(q^2)`$ $`=`$ $`\rho \mathrm{cosh}{\displaystyle \frac{\varphi }{2}}`$ (11)
in the parametrization (7). The dynamical mass function $`M`$ of the quark is then given by the function $`\varphi `$ only,
$$M(q^2)=\frac{b(q^2)}{a(q^2)}=q\mathrm{coth}\frac{\varphi }{2},$$
(12)
whereas the function $`\rho `$ represents the wave function renormalization. In terms of the usual notation we have $`Z^1=\rho /q`$. We further introduce
$$\xi \mathrm{ln}q=\mathrm{ln}\sqrt{q^\mu q_\mu }$$
(13)
and denote the derivative with respect to this variable as
$$\dot{f}(q)=_\xi f(q),$$
(14)
Since the solutions of Gribov’s equation (4) depend only on the logarithmic derivative of the wave function renormalization, it is useful to define
$$p=1+\beta \frac{\dot{\rho }}{\rho }.$$
(15)
where
$$\beta =1g=1C_F\frac{\alpha _s}{\pi }.$$
(16)
Then the equation (4) for the Green function translates into a pair of coupled differential equations for $`p`$ and $`\varphi `$,
$$\dot{p}=1p^2\beta ^2\left(\frac{1}{4}\dot{\varphi }^2+3\mathrm{sinh}^2\frac{\varphi }{2}\right)$$
(17)
$$\ddot{\varphi }+2p\dot{\varphi }3\mathrm{sinh}\varphi =0,$$
(18)
which will be the basis of our further analysis.
### 3.2 Asymptotic behaviour
We now study the asymptotic behaviour of the solutions of Gribov’s equation. An important outcome of this study will be the determination of the critical coupling at which chiral symmetry breaking occurs.
First we keep the coupling constant fixed. The running of the coupling can then be treated under the assumption that the asymptotic behaviour of the solutions depends smoothly on the coupling. This assumption will be justified by our numerical analysis further below. Since the equations (17) and (18) depend only on the logarithm of $`q`$ the equations are the same along all straight lines passing through the origin of the complex $`q`$-plane. The initial conditions, at $`q=0`$ for example, do not exhibit this apparent symmetry such that the solutions will be different in different directions in the $`q`$-plane. The fixed points of the equation, however, turn out to be independent of the direction in the $`q`$-plane.
#### Behaviour for $`\mathbf{|}𝒒\mathbf{|}\mathbf{}\mathbf{}`$
For large $`\mathbf{|}𝒒\mathbf{|}`$ the pair of equations (17), (18) has stable fixed points at
$$\mathit{\varphi }\mathbf{=}\mathbf{(}\mathrm{𝟐}𝒏\mathbf{+}\mathrm{𝟏}\mathbf{)}𝒊𝝅\mathbf{(}𝒏\mathbf{}\text{ }\text{ }𝐙\mathbf{)}\mathbf{;}𝒑\mathbf{=}\sqrt{\mathrm{𝟏}\mathbf{+}\mathrm{𝟑}𝜷^\mathrm{𝟐}}\mathbf{.}$$
(19)
As we will see in section 4.1 the existence of these fixed points implies the asymptotic freedom of the corresponding solutions.
The periodicity of the above fixed points is obvious from the equations, and we will now concentrate on the fixed point at $`\mathit{\varphi }\mathbf{=}𝒊𝝅`$. Perturbing the solutions around the fixed point,
$$\mathit{\varphi }\mathbf{=}𝒊𝝅\mathbf{+}𝝍\mathbf{;}𝒑\mathbf{=}𝒑_\mathrm{𝟎}\mathbf{+}\widehat{𝒑}$$
(20)
and expanding to first order in the perturbations we find
$$𝒑_\mathrm{𝟎}^\mathrm{𝟐}\mathbf{=}\mathrm{𝟏}\mathbf{+}\mathrm{𝟑}𝜷^\mathrm{𝟐}\mathbf{>}\mathrm{𝟎}\mathbf{.}$$
(21)
Further we have
$$\mathbf{}_𝝃\widehat{𝒑}\mathbf{=}\mathbf{}\mathrm{𝟐}𝒑_\mathrm{𝟎}\widehat{𝒑}\mathbf{,}$$
(22)
such that $`\widehat{𝒑}\mathbf{=}𝑫𝒆^{\mathbf{}\mathrm{𝟐}𝒑_\mathrm{𝟎}𝝃}`$ with some $`𝑫\mathbf{}\text{ }𝐂`$. For a stable fixed point we thus have to choose the positive root $`𝒑_\mathrm{𝟎}\mathbf{=}\sqrt{\mathrm{𝟏}\mathbf{+}\mathrm{𝟑}𝜷^\mathrm{𝟐}}\mathbf{>}\mathrm{𝟎}`$ in (21). We note that the function $`𝝆`$ consequently develops a singularity
$$𝝆\mathbf{}\mathrm{𝐞𝐱𝐩}\mathbf{\left[}\frac{𝒑_\mathrm{𝟎}\mathbf{}\mathrm{𝟏}}{𝜷}𝝃\mathbf{\right]}\mathbf{.}$$
(23)
The linearized equation for $`𝝍`$ becomes
$$\ddot{𝝍}\mathbf{+}\mathrm{𝟐}𝒑_\mathrm{𝟎}\dot{𝝍}\mathbf{+}\mathrm{𝟑}𝝍\mathbf{=}\mathrm{𝟎}\mathbf{.}$$
(24)
Thus $`𝝍\mathbf{=}𝑪_\mathrm{𝟏}𝒆^{𝜸_\mathbf{+}𝝃}\mathbf{+}𝑪_\mathrm{𝟐}𝒆^{𝜸_{\mathbf{}}𝝃}`$ with $`𝑪_\mathrm{𝟏}\mathbf{,}𝑪_\mathrm{𝟐}\mathbf{}\text{ }𝐂`$. We find
$$𝜸_\mathbf{\pm }\mathbf{=}\mathbf{}𝒑_\mathrm{𝟎}\mathbf{\pm }\sqrt{\mathrm{𝟑}𝜷^\mathrm{𝟐}\mathbf{}\mathrm{𝟐}}\mathbf{.}$$
(25)
Here $`𝜸_\mathbf{+}`$ and $`𝜸_{\mathbf{}}`$ can be real ($`𝜷^\mathrm{𝟐}\mathbf{>}\mathrm{𝟐}\mathbf{/}\mathrm{𝟑}`$ ) or complex ($`𝜷^\mathrm{𝟐}\mathbf{<}\mathrm{𝟐}\mathbf{/}\mathrm{𝟑}`$). As we will see in section 5 these two possible cases have quite different physical consequences.
In the first case, $`𝜷^\mathrm{𝟐}\mathbf{>}\mathrm{𝟐}\mathbf{/}\mathrm{𝟑}`$, the function $`\mathit{\varphi }`$ approaches $`𝒊𝝅`$ monotonically. This case is characterized by
$$𝒈\mathbf{<}𝒈_𝒄\mathbf{=}\mathrm{𝟏}\mathbf{}\sqrt{\frac{\mathrm{𝟐}}{\mathrm{𝟑}}}\mathbf{}\mathbf{0.18}$$
(26)
or
$$𝒈\mathbf{>}\mathrm{𝟏}\mathbf{+}\sqrt{\frac{\mathrm{𝟐}}{\mathrm{𝟑}}}\mathbf{}\mathbf{1.82}\mathbf{.}$$
(27)
Here we find the critical value of the coupling constant $`𝜶_𝒔`$ already mentioned earlier,
$$𝜶_𝒄\mathbf{=}\frac{\mathrm{𝟑}𝝅}{\mathrm{𝟒}}𝒈_𝒄\mathbf{}\mathbf{0.43}\mathbf{,}$$
(28)
at which the solutions change their behaviour.
In the second case, $`𝜷^\mathrm{𝟐}\mathbf{<}\mathrm{𝟐}\mathbf{/}\mathrm{𝟑}`$, the function $`\mathit{\varphi }`$ oscillates while approaching the fixed point $`𝒊𝝅`$. The corresponding supercritical behaviour of the equation is characterized by values of the strong coupling constant $`𝜶_𝒔`$ in the interval
$$𝜶_𝒄\mathbf{<}𝜶_𝒔\mathbf{<}\mathbf{4.3}\mathbf{.}$$
(29)
The emergence of the upper limit is in agreement with the symmetry of the equation relating the Green function to its inverse for $`𝒈\mathbf{}\mathrm{𝟐}\mathbf{}𝒈`$, see section 2. The fact that the equation exhibits subcritical behaviour at very large values of the coupling is certainly unphysical. We cannot expect that the equation describes the Green function correctly also at very large coupling.
#### Behaviour for $`\mathbf{|}𝒒\mathbf{|}\mathbf{}\mathrm{𝟎}`$
For small $`\mathbf{|}𝒒\mathbf{|}`$ there are two possible cases. In the first case, $`\mathit{\varphi }`$ approaches one of the fixed points described above, $`\mathit{\varphi }\mathbf{=}\mathbf{(}\mathrm{𝟐}𝒏\mathbf{+}\mathrm{𝟏}\mathbf{)}𝒊𝝅`$. To show this one can proceed as in the case of large $`\mathbf{|}𝒒\mathbf{|}`$. But now we are considering $`𝝃\mathbf{}\mathbf{}\mathbf{}`$ and therefore have to choose the negative root in (21) in order to find a stable fixed point, $`𝒑_\mathrm{𝟎}\mathbf{=}\mathbf{}\sqrt{\mathrm{𝟏}\mathbf{+}\mathrm{𝟑}𝜷^\mathrm{𝟐}}\mathbf{<}\mathrm{𝟎}`$. Again, the solutions will oscillate while approaching the fixed point if the coupling is supercritical.
The other case possible for $`\mathbf{|}𝒒\mathbf{|}\mathbf{}\mathrm{𝟎}`$ is that $`\mathit{\varphi }`$ vanishes at $`𝒒\mathbf{=}\mathrm{𝟎}`$. Linearizing the equation for small $`\mathit{\varphi }`$ results in
$$\ddot{\mathit{\varphi }}\mathbf{+}\mathrm{𝟐}𝒑_\mathrm{𝟎}\dot{\mathit{\varphi }}\mathbf{}\mathrm{𝟑}\mathit{\varphi }\mathbf{=}\mathrm{𝟎}\mathbf{.}$$
(30)
From the equation for $`𝒑`$ we find that for this fixed point $`𝒑\mathbf{}𝒑_\mathrm{𝟎}`$ with $`𝒑_\mathrm{𝟎}^\mathrm{𝟐}\mathbf{=}\mathrm{𝟏}`$. With the ansatz $`\mathit{\varphi }\mathbf{=}𝑪𝒆^{𝜸𝝃}`$ it is required that $`𝜸\mathbf{>}\mathrm{𝟎}`$ for $`\mathit{\varphi }`$ to be regular. In order to have a solution which at large $`𝒒`$ approaches $`𝒊𝝅`$ with damping we need $`𝒑_\mathrm{𝟎}\mathbf{=}\mathrm{𝟏}`$ and therefore $`𝜸\mathbf{=}\mathrm{𝟏}`$. The easiest way to see this is from eq. (34) and the corresponding discussion in section 4 below.
#### Running coupling
The running of the coupling can be treated assuming that the asymptotic behaviour of the solutions depends smoothly on it. The values of the function $`𝒑`$ at the fixed points discussed above depend on $`𝜷`$. Therefore they are changed accordingly, i. e. have to be replaced by $`𝜷\mathbf{(}𝒒\mathbf{=}\mathrm{𝟎}\mathbf{)}`$ or $`𝜷\mathbf{(}𝒒\mathbf{=}\mathbf{}\mathbf{)}\mathbf{=}\mathrm{𝟏}`$, respectively. The oscillations occurring for $`\mathbf{|}𝒒\mathbf{|}\mathbf{}\mathbf{}`$ stop at the scale at which the coupling becomes smaller than $`𝜶_𝒄`$, and $`\mathit{\varphi }`$ approaches the fixed point monotonically above this scale.
## 4 Solutions in the Euclidean region
We first investigate the equation in the Euclidean region, i. e. for space–like momenta. Therefore we want to consider purely imaginary values of our variable $`𝒒`$, thus $`𝒒\mathbf{=}𝒊\stackrel{\mathbf{~}}{𝒒}`$ with a real–valued and positive $`\stackrel{\mathbf{~}}{𝒒}`$. The derivative with respect to $`\stackrel{\mathbf{~}}{𝒒}`$ will be denoted
$$\frac{𝒅}{𝒅\stackrel{\mathbf{~}}{𝒒}}𝒇\mathbf{=}𝒇^{\mathbf{}}\mathbf{(}𝒒\mathbf{)}\mathbf{.}$$
(31)
For space–like momenta the dynamical mass function $`𝑴\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}`$ is required to be real–valued. Eq. (12) then implies that $`\mathit{\varphi }`$ is purely imaginary. In addition, a real–valued mass function requires that the function $`𝒑`$ is real–valued for space–like momenta. For convenience we define for the use in the present section
$$\mathit{\varphi }\mathbf{=}𝒊𝝌\mathbf{,}$$
(32)
where $`𝝌`$ is real–valued. In this section we thus have to consider only real–valued functions $`𝝌`$ and $`𝒑`$ depending on the real parameter $`\stackrel{\mathbf{~}}{𝒒}`$.
The equation (18) for $`𝝌`$ (or $`\mathit{\varphi }`$, respectively) can be reformulated in such a way that it permits a simple interpretation. The function
$$\mathit{ϵ}\mathbf{}\frac{\dot{𝝌}^\mathrm{𝟐}}{\mathrm{𝟐}}\mathbf{}\mathrm{𝟑}\mathbf{(}\mathrm{𝟏}\mathbf{}\mathrm{𝐜𝐨𝐬}𝝌\mathbf{)}$$
(33)
can be interpreted as the energy of a motion with $`𝝌`$ being a one–dimensional degree of freedom. The equation of motion equivalent to (18) is
$$\mathbf{}_𝝃\mathit{ϵ}\mathbf{=}\mathbf{}\mathrm{𝟐}𝒑\dot{𝝌}^\mathrm{𝟐}\mathbf{.}$$
(34)
The behaviour of $`𝝌`$ can then be interpreted as a motion with damping (given by $`𝒑`$) in the potential
$$𝑽\mathbf{=}\mathbf{}\mathrm{𝟑}\mathbf{(}\mathrm{𝟏}\mathbf{}\mathrm{𝐜𝐨𝐬}𝝌\mathbf{)}\mathbf{.}$$
(35)
This potential has minima at $`𝝌\mathbf{=}\mathbf{(}\mathrm{𝟐}𝒏\mathbf{+}\mathrm{𝟏}\mathbf{)}𝝅`$ for all $`𝒏\mathbf{}\text{ }\text{ }𝐙`$. Thus for space–like momenta the fixed points discussed in section 3.2 appear as the minima of the potential $`𝑽`$.
### 4.1 Asymptotic freedom
For large $`𝑸^\mathrm{𝟐}\mathbf{=}\mathbf{}𝒒^\mathrm{𝟐}`$ the Green function should behave according to perturbative renormalization and exhibit asymptotic freedom. We now show that Gribov’s equation reproduces exactly this behaviour for solutions that approach one of the fixed points discussed above. This is done by considering the leading terms in the limit of large $`\stackrel{\mathbf{~}}{𝒒}`$.
We first consider the wave function renormalization. The corresponding renormalization constant is in our parametrization defined as
$$𝝆\mathbf{=}𝒆^𝝃𝒁^\mathbf{}\mathrm{𝟏}\mathbf{(}𝝃\mathbf{)}\mathbf{=}𝒒𝒁^\mathbf{}\mathrm{𝟏}\mathbf{,}$$
(36)
as can be seen when eq. (10) is evaluated at $`\mathit{\varphi }\mathbf{}𝒊𝝅`$. As is usually done we assume $`𝒁\mathbf{(}𝝃\mathbf{)}`$ to be a slowly varying function. Using (15) and (17) one derives in the limit $`𝝌\mathbf{}𝝅`$ the following equation<sup>5</sup><sup>5</sup>5In this equation (there eq. (4.42)) contains a misprint. for $`𝝆`$,
$$\mathbf{(}\mathbf{}_𝝃\mathbf{+}\mathrm{𝟑}\mathbf{)}\mathbf{(}\mathbf{}_𝝃\mathbf{}\mathrm{𝟏}\mathbf{)}𝝆\mathbf{+}\mathrm{𝟑}𝒈𝝆\mathbf{}𝒈\frac{\mathrm{𝟏}}{𝝆}\mathbf{(}\mathbf{}_𝝃𝝆\mathbf{)}^\mathrm{𝟐}\mathbf{=}\mathrm{𝟎}\mathbf{.}$$
(37)
Inserting (36) and neglecting terms of the order $`\mathbf{}_𝝃^\mathrm{𝟐}𝒁^\mathbf{}\mathrm{𝟏}`$ and $`\mathbf{(}\mathbf{}_𝝃𝒁^\mathbf{}\mathrm{𝟏}\mathbf{)}^\mathrm{𝟐}`$ we find
$$\mathbf{}_𝝃𝒁^\mathbf{}\mathrm{𝟏}\mathbf{+}\frac{\mathrm{𝟏}}{\mathrm{𝟐}}𝒈𝒁^\mathbf{}\mathrm{𝟏}\mathbf{=}\mathrm{𝟎}\mathbf{.}$$
(38)
This coincides with the well–known wave function renormalization in Feynman gauge as it can be found for example in . Turning to mass renormalization we observe that close to one of the fixed points, $`\mathit{\varphi }\mathbf{=}𝒊𝝌\mathbf{=}𝒊\mathbf{(}𝝅\mathbf{}𝝈\mathbf{)}`$ with small $`𝝈`$, the mass function is given by (see eq. (12))
$$𝝈\mathbf{=}\mathrm{𝟐}𝒆^\mathbf{}𝝃𝑴\mathbf{(}𝝃\mathbf{)}\mathbf{=}\frac{\mathrm{𝟐}𝑴}{\stackrel{\mathbf{~}}{𝒒}}\mathbf{.}$$
(39)
Linearizing eq. (18) we find
$$\ddot{𝝈}\mathbf{+}\mathrm{𝟐}\mathbf{\left(}\mathrm{𝟏}\mathbf{+}𝜷\frac{\dot{𝝆}}{𝝆}\mathbf{\right)}\dot{𝝈}\mathbf{+}\mathrm{𝟑}𝝈\mathbf{=}\mathrm{𝟎}\mathbf{.}$$
(40)
We further note that due to (36) and (38)
$$\frac{\dot{𝝆}}{𝝆}\mathbf{=}\mathrm{𝟏}\mathbf{+}\frac{\mathbf{}_𝝃𝒁^\mathbf{}\mathrm{𝟏}}{𝒁^\mathbf{}\mathrm{𝟏}}\mathbf{=}\mathrm{𝟏}\mathbf{}\frac{\mathrm{𝟏}}{\mathrm{𝟐}}𝒈\mathbf{.}$$
(41)
Together with (39) this can be inserted in (40). Neglecting the term of order $`\mathbf{}_𝝃^\mathrm{𝟐}𝑴`$ we arrive at
$$\mathbf{}_𝝃𝑴\mathbf{=}\mathbf{}\frac{\mathrm{𝟑}}{\mathrm{𝟐}}𝒈𝑴\mathbf{,}$$
(42)
which is exactly the mass renormalization at one loop. Its solution is
$$𝑴\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}\mathbf{=}𝒎_\mathrm{𝟎}\mathbf{\left[}\frac{𝜶_𝒔\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}}{𝜶_𝒔\mathbf{(}𝒒_\mathrm{𝟎}^\mathrm{𝟐}\mathbf{)}}\mathbf{\right]}^{𝜸_𝒎}\mathbf{,}$$
(43)
where $`𝒎_\mathrm{𝟎}`$ is the mass at a given scale $`𝒒_\mathrm{𝟎}`$, and in one–loop approximation the exponent is $`𝜸_𝒎\mathbf{=}\mathrm{𝟒}\mathbf{/}𝒃_\mathrm{𝟎}`$ with $`𝒃_\mathrm{𝟎}\mathbf{=}\mathrm{𝟏𝟏}\mathbf{}\frac{\mathrm{𝟐}}{\mathrm{𝟑}}𝒏_𝒇`$.
Taking into account also the sub–leading solution for $`𝝈`$ from (40) or, equivalently, from (24) we find that $`𝝈`$ behaves at large $`\stackrel{\mathbf{~}}{𝒒}`$ as
$$𝝈\mathbf{}\frac{\mathrm{𝟐}𝒎_𝒒}{\stackrel{\mathbf{~}}{𝒒}}\mathbf{+}\frac{𝝂^\mathrm{𝟑}}{\stackrel{\mathbf{~}}{𝒒}^\mathrm{𝟑}}\mathbf{,}$$
(44)
as can be seen from (25) since in this limit $`𝜷\mathbf{}\mathrm{𝟏}`$. Accordingly, the mass function behaves as
$$𝑴\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}\mathbf{}𝒎_𝒒\mathbf{}\frac{𝝂^\mathrm{𝟑}}{\stackrel{\mathbf{~}}{𝒒}^\mathrm{𝟐}}\mathbf{.}$$
(45)
We thus find two dimensionful parameters, $`𝒎_𝒒`$ and $`𝝂^\mathrm{𝟑}`$. These can be identified with the quark mass and a quark condensate, respectively. It is difficult to disentangle the two terms in (44) numerically. We will therefore not pursue this interesting issue any further in the present paper.
### 4.2 Models for the running coupling
The behaviour of the strong coupling constant is only very vaguely known in the infrared region. In order to perform a numerical study we have to use a model for $`𝜶_𝒔`$. The model is required to be in agreement with the general assumptions used in the derivation of the equation (see section 2). Obviously, any useful model should coincide with the perturbative running of the coupling at large momentum scales. In the following we will use two different models of this kind. Both are rather simple but should be sufficient for studying the physical effects resulting from Gribov’s equation. More complicated models (see for example ) could of course be implemented in the same way.
For the perturbative behaviour of the coupling we have to specify $`𝚲_{\text{QCD}}`$ and $`𝒏_𝒇`$. Moderate changes in these parameters do not have any significant effect on our results for the Green function since they only change the behaviour of $`𝜶_𝒔`$ at large momenta where the coupling is subcritical. To be specific we choose $`𝚲_{\text{QCD}}\mathbf{=}\mathrm{𝟐𝟓𝟎}\text{MeV}`$ and $`𝒏_𝒇\mathbf{=}\mathrm{𝟑}`$. (The latter choice is not completely in agreement with the fact that the equation is in the present paper studied for only one flavour. The choice $`𝒏_𝒇\mathbf{=}\mathrm{𝟏}`$ would lead to almost identical results for the Green function.)
Our first model is the more realistic one, and is motivated by the dispersive approach to power corrections in QCD . This approach is based on the assumption that the coupling constant can be defined down to very small momenta, and that this coupling in the infrared has a universal meaning. Then it is possible to determine its integral over the infrared region from measurements of infrared and collinear safe observables like certain event shape variables (for a recent review see ). In this way one finds for the integral of the coupling
$$𝜶_\mathrm{𝟎}\mathbf{=}\frac{\mathrm{𝟏}}{\mathrm{𝟐}\text{GeV}}\mathbf{}_\mathrm{𝟎}^{\mathrm{𝟐}\text{GeV}}𝜶_𝒔\mathbf{(}𝒌\mathbf{)}𝒅𝒌\mathbf{}\mathbf{0.5}\mathbf{.}$$
(46)
This condition can be fulfilled by shifting the argument of the logarithm in the usual one–loop formula for the perturbative running of the coupling,
$$𝜶_𝒔\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}\mathbf{=}\frac{\mathrm{𝟒}𝝅}{\mathbf{\left(}\mathrm{𝟏𝟏}\mathbf{}\frac{\mathrm{𝟐}}{\mathrm{𝟑}}𝒏_𝒇\mathbf{\right)}\mathrm{𝐥𝐧}\mathbf{(}\mathbf{}𝒒^\mathrm{𝟐}\mathbf{/}𝚲_{\text{QCD}}^\mathrm{𝟐}\mathbf{+}𝒂\mathbf{)}}\mathbf{.}$$
(47)
For $`𝒂\mathbf{=}\mathrm{𝟎}`$ this is exactly the one–loop renormalization of the coupling. Our first model for the running coupling is obtained for $`𝒂\mathbf{=}\mathrm{𝟔}`$. This choice is made to satisfy the condition (46). We will in the following refer to this model as type A. This running of the coupling is shown as curve A in Fig. 3. For comparison we show in that figure as curve C also the coupling obtained from the one–loop renormalization.
The second model is shown as curve B in Fig. 3. It is obtained from the one–loop renormalization of the coupling (see eq. (47) with $`𝒂\mathbf{=}\mathrm{𝟎}`$) by simply cutting it off at some given value and assuming it to be constant below the corresponding momentum scale. In order to avoid problems in the numerical treatment of the equation we smooth out the resulting edge by fitting a polynomial of third degree such that the first derivative is continuous. Apart from this detail the coupling in this model, which we will refer to as type B, is uniquely determined by a given value $`𝜶_𝒔\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ at vanishing momentum. This model is in general, i. e. for arbitrary $`𝜶_𝒔\mathbf{(}\mathrm{𝟎}\mathbf{)}`$, not in agreement with the condition (46). It is not constructed to serve as a realistic description of the strong coupling. Instead, it will mainly be used in order to study the qualitative effects of Gribov’s equation. For this purpose a model is useful in which the coupling is clearly supercritical in a large region of momenta. It will also be useful to vary the strength of the coupling and to study the effects resulting from this change. Similarly, a comparison between the results obtained with coupling of type A and of type B will be interesting. The differences will in that case also depend on the initial conditions of the solutions.
### 4.3 The solutions in the Euclidean region
We now turn to the numerical study of the pair of differential equations (17), (18) in the Euclidean region of space–like momenta. We have used two different numerical methods. All solutions presented below have been found using a Runge–Kutta procedure, i. e. the step–wise integration of the equation starting from a set of given initial conditions. We have also used the routine COLSYS , a non–local collocation procedure using B-splines which is also suited for boundary–value problems with boundary conditions given at different points. Within numerical errors agreement has been found in all cases in which both methods have been applied.
The solutions in the Euclidean region can be classified according to their behaviour at small and large momenta $`\stackrel{\mathbf{~}}{𝒒}`$. As discussed in section 3.2, the possible fixed points for $`\stackrel{\mathbf{~}}{𝒒}\mathbf{}\mathrm{𝟎}`$ and $`\stackrel{\mathbf{~}}{𝒒}\mathbf{}\mathbf{}`$ differ from each other by the values of the function $`𝝌`$ (or equivalently $`\mathit{\varphi }`$). The values of $`𝒑`$ are then fixed in the respective limits. Due to the $`\mathrm{𝟐}𝝅`$-periodicity of the equations in $`𝝌`$ we can restrict ourselves in the following to the case in which $`𝝌\mathbf{}𝝅`$ for $`\stackrel{\mathbf{~}}{𝒒}\mathbf{}\mathbf{}`$. We will distinguish three classes of solutions in which the function $`𝝌`$ approaches in the limit $`\stackrel{\mathbf{~}}{𝒒}\mathbf{}\mathrm{𝟎}`$ the values $`\mathrm{𝟎}`$ (or $`\mathrm{𝟐}𝝅`$), $`\mathbf{}𝝅`$, or $`𝝅`$, respectively. We will now discuss these three classes separately.
The solutions in the first class<sup>6</sup><sup>6</sup>6These are the (only) solutions discussed in . start at $`𝝌\mathbf{(}\stackrel{\mathbf{~}}{𝒒}\mathbf{=}\mathrm{𝟎}\mathbf{)}\mathbf{=}\mathrm{𝟎}`$. As discussed in section 3.2 this implies $`𝒑\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{=}\mathrm{𝟏}`$. The free parameter in this class of solutions is therefore $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ (or, equivalently, the renormalized mass $`𝒎_𝑹`$, see section 5 below). Here and in the following we will measure $`\stackrel{\mathbf{~}}{𝒒}`$ in units of GeV, and thus $`𝝌^{\mathbf{}}`$ in units of $`\text{GeV}^\mathbf{}\mathrm{𝟏}`$. For small $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ the function $`𝝌`$ approaches $`𝝅`$ monotonically. Such a solution is shown in Fig. 4, and we have plotted both $`𝝌`$ and $`𝒑`$.
If the coupling constant is subcritical for all $`\stackrel{\mathbf{~}}{𝒒}`$ (for example for model B with $`𝜶_𝒔\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{<}𝜶_𝒄`$) the solution is monotonic for all possible $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$. This situation changes if the coupling constant is supercritical in some interval of momenta. For small values of $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ the solution is still monotonic, c. f. the solution in Fig. 4 which is found for supercritical coupling. Due to the smallness of $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ these solutions come close to $`𝝅`$ only at momentum scales at which the running coupling is already subcritical again, and we do not observe oscillations. But for larger values of $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ the function $`𝝌`$ increases more rapidly and can pass the value $`𝝅`$. Such a solution is shown in Fig. 5.
For even larger $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ the function $`𝝌`$ can pass $`𝝅`$ more often, and in fact even arbitrarily often for $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{}\mathbf{}`$. However, these oscillations are very strongly damped as the scale on the vertical axis in Fig. 5 illustrates. In all cases the solutions stop oscillating as $`\stackrel{\mathbf{~}}{𝒒}`$ increases. This was to be expected since the coupling becomes subcritical at larger momentum scales. If $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ is negative the function $`𝝌`$ approaches $`\mathbf{}𝝅`$ instead of $`𝝅`$ at large $`\stackrel{\mathbf{~}}{𝒒}`$. Due to the periodicity of the equations in $`𝝌`$ we can then assume that these solutions start at $`𝝌\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{=}\mathrm{𝟐}𝝅`$ (instead of $`\mathrm{𝟎}`$) and approach the fixed point $`𝝅`$. Otherwise the behaviour of these solutions (oscillations, damping etc.) is not different from the case of positive $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$.
In the second class of solutions $`𝝌`$ runs from $`\mathbf{}𝝅`$ to $`𝝅`$ as $`\stackrel{\mathbf{~}}{𝒒}`$ runs from $`\mathrm{𝟎}`$ to $`\mathbf{}`$. In other words, $`𝝌`$ goes from one minimum of the potential to a neighboring one. At the same time $`𝒑`$ runs from $`\mathbf{}\sqrt{\mathrm{𝟏}\mathbf{+}\mathrm{𝟑}𝜷^\mathrm{𝟐}\mathbf{(}\mathrm{𝟎}\mathbf{)}}`$ to $`\sqrt{\mathrm{𝟏}\mathbf{+}\mathrm{𝟑}𝜷^\mathrm{𝟐}\mathbf{(}\mathbf{}\mathbf{)}}\mathbf{=}\mathrm{𝟐}`$. It is possible that the zeros of $`𝝌`$ and $`𝒑`$ coincide. Such a solution is presented in Fig. 6.
In a sense, these solutions are ‘symmetric’. (This term would be more appropriate if the coupling was not running but constant.) There are also solutions in which the zeros of $`𝝌`$ and $`𝒑`$ do not coincide, they are ‘asymmetric’ in this sense.
The third class comprises such solutions in which $`𝝌`$ starts at $`𝝅`$ and also approaches this value at large $`\stackrel{\mathbf{~}}{𝒒}`$. The solutions thus stay in one well of the potential. At the same time $`𝒑`$ runs over the same range as in the previous class of solutions. Similar to that case, it is possible that $`𝝌\mathbf{=}𝝅`$ and $`𝒑\mathbf{=}\mathrm{𝟎}`$ coincide. Such a ‘symmetric’ solution is shown in Fig. 7.
Of course, there are also ‘asymmetric’ solutions in which these special values of $`𝝌`$ and $`𝒑`$ occur at different momentum scales.
If the coupling is supercritical the solutions of the second and third class can exhibit oscillations of $`𝝌`$ around $`𝝅`$ (and also around $`\mathbf{}𝝅`$ for $`\stackrel{\mathbf{~}}{𝒒}\mathbf{}\mathrm{𝟎}`$ in the third class) similar to the ones described above for the first class.
Numerically, the solution of the first class can be found by integrating the equation starting at $`\stackrel{\mathbf{~}}{𝒒}\mathbf{=}\mathrm{𝟎}`$. In order to integrate the solutions numerically for the second and third class one has to start at some intermediate $`\stackrel{\mathbf{~}}{𝒒}_\mathrm{𝟎}`$. This is no restriction since the matching of two solutions for $`\mathrm{𝟎}\mathbf{<}\stackrel{\mathbf{~}}{𝒒}\mathbf{<}\stackrel{\mathbf{~}}{𝒒}_\mathrm{𝟎}`$ and $`\stackrel{\mathbf{~}}{𝒒}_\mathrm{𝟎}\mathbf{<}\stackrel{\mathbf{~}}{𝒒}\mathbf{<}\mathbf{}`$ is trivial. It just reflects the fact that integrating a differential equation starting from a stable fixed point leads to exponentially large numerical errors.
The three classes discussed above exhaust all asymptotically free solution in the Euclidean region, i. e. solutions which end up in one of the fixed points for $`\stackrel{\mathbf{~}}{𝒒}\mathbf{}\mathbf{}`$. Especially, there are no solutions in which $`𝝌`$ runs from a minimum of the potential (35) to any other minimum that is not a neighboring one.
## 5 Mass renormalization and chiral symmetry breaking
In this section we would like to address the question how the dynamical mass function $`𝑴\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}`$ of the quark behaves in the Euclidean region for the solutions discussed in the preceding section. We will mainly concentrate on the first class of solutions and only briefly comment on the other two classes at the end of the section.
Let us define<sup>7</sup><sup>7</sup>7This term was introduced in and we adopt it here. This mass is not meant to be renormalized as opposed to being a bare mass in the usual sense. The mass function of course describes the mass renormalization for all $`q^2`$. This ‘renormalization’ is done down to $`\stackrel{~}{q}=0`$, having in mind a starting point at large $`\stackrel{~}{q}`$. the ‘renormalized’ mass $`𝒎_𝑹`$ as the limit of the mass function $`𝑴\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}`$ as the momentum vanishes,
$$𝒎_𝑹\mathbf{=}\underset{\stackrel{\mathbf{~}}{𝒒}\mathbf{}\mathrm{𝟎}}{𝐥𝐢𝐦}𝑴\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}\mathbf{.}$$
(48)
Since in the first class of solutions $`𝝌\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{=}\mathrm{𝟎}`$ we can expand (12) to find that the renormalized mass becomes
$$𝒎_𝑹\mathbf{=}\frac{\mathrm{𝟐}}{𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}}\mathbf{.}$$
(49)
Since $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ was just the free parameter specifying these solutions we can use $`𝒎_𝑹`$ instead to characterize them uniquely. Although the renormalized mass is the small–momentum limit of the dynamical mass function it would most probably be too simple to interpret it as a constituent mass of the quark.
Further we want to define a ‘perturbative’ mass $`𝒎_𝑷`$ of a given solution. It is supposed to reflect the behaviour of the perturbative tail of the mass function of this solution. This could be achieved by computing its asymptotic behaviour which is eventually described by eq. (43). For our purposes it turns out to be sufficient and more convenient for the numerical study to choose a definition which involves only a finite momentum scale. We therefore define the perturbative mass as the value of the mass function at the scale $`𝝀`$ at which the coupling becomes subcritical (see also Fig. 2) and the perturbative behaviour is expected to set in,
$$𝒎_𝑷\mathbf{=}𝑴\mathbf{(}𝝀^\mathrm{𝟐}\mathbf{)}\mathbf{=}𝝀\mathrm{𝐜𝐨𝐭}\frac{𝝌\mathbf{(}𝝀\mathbf{)}}{\mathrm{𝟐}}\mathbf{.}$$
(50)
Obviously, the scale $`𝝀`$ in this definition depends on the model for the running coupling. In the models A and B discussed in section 4.2, and presumably in most other realistic models, the values of $`𝝀`$ are very similar. Any other choice of scale would lead to similar results as long as that scale is chosen larger than $`𝝀`$.
A general property of the solutions of Gribov’s equation is the rapid decrease of the mass function with increasing momentum. This is illustrated in Fig. 8 for two solutions that are similar to the one shown in Fig. 4.
Both solutions in this figure do not exhibit oscillations since they correspond to comparatively small values of $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ (see also the corresponding discussion in section 4.3).
It is now interesting to study the relation between the renormalized mass $`𝒎_𝑹`$ and the perturbative mass $`𝒎_𝑷`$. First we consider the case of subcritical coupling. We choose model B for the running coupling with a maximal value $`𝜶_𝒔\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{=}\mathbf{0.3}`$. Since the coupling is subcritical for all momenta the scale $`𝝀`$ cannot be defined via the critical value $`𝜶_𝒄`$ in this model. Therefore we have to supplement the definition (50) of the perturbative mass with the choice $`𝝀\mathbf{=}\mathrm{𝟏}\text{GeV}`$ in this case. This choice is to some extent arbitrary. It is mainly motivated by the values of $`𝝀`$ resulting from the models A or B with supercritical $`𝜶_𝒔\mathbf{(}\mathrm{𝟎}\mathbf{)}`$. Other choices for $`𝝀`$ in the subcritical case lead to similar results for the dependence of $`𝒎_𝑹`$ on $`𝒎_𝑷`$. This dependence is shown in Fig. 9.
For subcritical coupling there is a one–to–one correspondence between renormalized mass $`𝒎_𝑹`$ and perturbative mass $`𝒎_𝑷`$. The renormalized mass decreases with decreasing perturbative mass, and vanishes when the perturbative mass vanishes. Chiral symmetry is thus not broken at subcritical coupling.
If the coupling is supercritical at small momenta some of the solutions exhibit oscillations. These are possible until the running coupling becomes subcritical, i. e. as long as $`\stackrel{\mathbf{~}}{𝒒}\mathbf{<}𝝀`$. There are also monotonic solutions for which $`𝒎_𝑹`$ has to be sufficiently large (see section 4.3). Let us consider one of the latter. The corresponding function $`𝝌`$ has a certain value at the scale $`𝝀`$. But there are also solutions $`𝝌`$ with smaller $`𝒎_𝑹\mathbf{=}\mathrm{𝟐}\mathbf{/}𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ which oscillate and pass $`𝝅`$ twice. It is now possible that one of these solutions has the same value at the scale $`𝝀`$ as the monotonic solution considered before. There can in fact be even more solutions with this property, among them also solutions with negative $`𝒎_𝑹`$ (resp. negative $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$). The number of these solutions will (for $`𝒎_𝑷\mathbf{}\mathrm{𝟎}`$, see below) remain finite. The reason for this is the following. A solution $`𝝌`$ which oscillates very often will be very close to $`𝝅`$ due to the strong damping in the corresponding equation. As a result there is a maximal possible $`𝝌\mathbf{(}𝝀\mathbf{)}`$ which the solutions can reach for a given number of oscillations. In summary, we find that different values of $`𝒎_𝑹`$ (resp. $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$) can lead to identical values of $`𝝌\mathbf{(}𝝀\mathbf{)}`$. But since the perturbative mass $`𝒎_𝑷`$ depends only on this value $`𝝌\mathbf{(}𝝀`$), see (50), the correspondence between the renormalized and the perturbative mass is no longer one–to–one. Instead it takes the form shown in Fig. 10,
and the renormalized mass becomes a multi–valued function of the perturbative mass. Here we have chosen model B for the running coupling, thus $`𝝀\mathbf{=}\mathbf{1.27}\text{GeV}`$. Further we have chosen $`𝜶_𝒔\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{=}\mathbf{0.94}`$ in this figure because the effect is more pronounced at large coupling. The dependence on the coupling strength and on the model will be studied below. The figure has been obtained by integrating the differential equation up to $`\stackrel{\mathbf{~}}{𝒒}\mathbf{=}𝝀`$ with varying initial conditions $`𝝌^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$.
Fig. 10 shows that at supercritical coupling the renormalized mass does not vanish in the limit of vanishing perturbative mass, and we thus find that chiral symmetry is broken. This figure is one of our main results and we will now study it in some more detail. At large perturbative mass there is only one branch of solutions, denoted as $`\mathit{\varphi }_\mathrm{𝟏}`$ in the figure. But if the perturbative mass is below a critical mass $`𝒎_𝒄`$ there are two additional solutions with different renormalized mass, denoted as the branches $`\mathit{\varphi }_\mathrm{𝟐}`$, $`\mathit{\varphi }_\mathrm{𝟑}`$ in the figure, and we can regard this as a phase transition in the vacuum of light quarks. If we consider only the region of positive perturbative masses we can identify the branch $`\mathit{\varphi }_\mathrm{𝟏}`$ with monotonic solutions, whereas the branch $`\mathit{\varphi }_\mathrm{𝟑}`$ corresponds to solutions in which $`𝝌`$ passes $`𝝅`$. Further, the branch $`\mathit{\varphi }_\mathrm{𝟐}`$ can be identified with solutions in which $`𝝌`$ passes $`𝝅`$ and in addition has a turning point.
We observe that the curve in Fig. 10 is symmetric with respect to the origin. This is an immediate consequence of the fact that the equations (17), (18) are invariant under the exchange
$$\mathit{\varphi }\mathbf{}\mathrm{𝟐}𝝅𝒊\mathbf{}\mathit{\varphi }\mathbf{.}$$
(51)
The mass function changes sign under this transformation, and hence the symmetry.
The phase transition at the critical value $`𝒎_𝒄`$ of the perturbative mass $`𝒎_𝑷`$ is not the only one. In fact there is an infinite series of similar phase transitions taking place in the limit $`𝒎_𝑷\mathbf{}\mathrm{𝟎}`$. The curve in Fig. 10 exhibits a very interesting self–similarity which illustrates this series of phase transitions. In Fig. 11 we show a detail of Fig. 10 around the origin.
Both figures show different parts of the same curve. We denote the critical mass of the second phase transition as $`𝒎_𝒄^{\mathbf{}}`$. In the two additional solutions occurring at this scale the function $`𝝌`$ passes the value $`𝝅`$ twice.
It is interesting to note that in each phase transition one of the two additional branches of solutions has the quite unusual property that the renormalized mass grows with decreasing perturbative mass.
The phase transitions lead to the generation of pions as Goldstone bosons . The Bethe–Salpeter amplitude of the pion can be shown to be $`𝝋\mathbf{=}𝑪\mathbf{\{}𝑮^\mathbf{}\mathrm{𝟏}\mathbf{,}𝜸_\mathrm{𝟓}\mathbf{\}}`$ with a constant $`𝑪`$. It solves an equation for $`𝒒\overline{𝒒}`$ bound states which is derived in a similar approximation scheme as the equation for the Green function . It has been speculated that the observation of just one pion in nature should restrict the physical value of the perturbative mass of the quark to be between the first and second phase transition . As can already be seen from Figures 10 and 11, however, two successive phase transitions happen to take place at mass scales which differ from each other by two orders of magnitude. Therefore it is not possible to deduce any considerable restriction on the physical perturbative mass of the quark in this way.
It is now instructive to study the dependence of the critical mass scales on the value and on the model chosen for the running coupling. For this we use the two models A and B for the running coupling introduced in section 4.2. There we did not yet define how to vary the coupling strength in model A. We will use the value $`𝜶_𝒔\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ at vanishing momentum as a parameter (as in model B) and adjust the value of $`𝒂`$ in eq. (47) accordingly to obtain a running coupling of varying strength in this model as well. Of course, the condition (46) will then no longer be fulfilled. In model B the momentum scale $`𝝀`$ at which the coupling becomes critical is independent of the value $`𝜶_𝒔\mathbf{(}\mathrm{𝟎}\mathbf{)}`$, but in model A it depends by construction on the parameter $`𝒂`$. Since this dependence is rather weak and in order to make the results comparable we use also for model A the fixed value $`𝝀\mathbf{=}\mathbf{1.27}\text{GeV}`$ which is obtained for model B.
Fig. 12 shows the dependence of the first critical mass $`𝒎_𝒄`$ on the coupling strength in models A and B.
In order to obtain this figure we have computed curves similar to the one in Fig. 10 for different values of the coupling and determined the turning point corresponding to $`𝒎_𝒄`$. Below the critical coupling there are no phase transitions and the critical mass acquires values different from zero only for supercritical values of the coupling. As expected, the critical mass then grows with increasing coupling. Realistic values of the coupling are roughly of the order $`𝜶_𝒔\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{}\mathbf{0.8}`$ (model A), corresponding to $`𝒈\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{}\mathbf{0.3}`$. From Fig. 12 we see that in this region both models give very similar values for the critical mass $`𝒎_𝒄`$ in the range of a few MeV. Only for perturbative quark masses below this small $`𝒎_𝒄`$ we expect chiral symmetry breaking. This is in perfect agreement with Gribov’s physical picture according to which exactly the existence of very light quarks with masses below of few MeV leads to a dramatic change in the vacuum structure.
At very large values of the coupling there is a maximum and the critical mass decreases again. For model B this maximum is reached at $`𝒈\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{}\mathbf{1.1}`$, and for model A it is found at $`𝒈\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{}\mathbf{1.5}`$ (outside the range shown in Fig. 12). This seemingly strange behaviour has its origin in a property of the equation that we notices already in sections 3.2. There we found that the oscillations in the solutions $`𝝌`$ around the value $`𝝅`$ disappear at very large coupling $`𝒈\mathbf{>}\mathrm{𝟏}\mathbf{+}\sqrt{\mathrm{𝟐}\mathbf{/}\mathrm{𝟑}}`$. Had we chosen a fixed value for $`𝜶_𝒔`$ instead of a running $`𝜶_𝒔`$ in Fig. 12 we would have found in fact that the critical mass vanishes again at $`𝒈\mathbf{=}\mathrm{𝟏}\mathbf{+}\sqrt{\mathrm{𝟐}\mathbf{/}\mathrm{𝟑}}`$. But in our models the running coupling is a continuous function. Even for arbitrarily large $`𝒈\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ it has in some momentum range values which make oscillations possible, and $`𝒎_𝒄`$ does not vanish even at large coupling. Obviously, this is true for all possible continuous shapes of the running coupling. We therefore expect that the occurrence of chiral symmetry breaking due to this mechanism is largely independent of the details of the running coupling at small momenta.
In Fig. 13 we show the second critical mass $`𝒎_𝒄^{\mathbf{}}`$ as a function of the coupling.
As we already mentioned the values of $`𝒎_𝒄^{\mathbf{}}`$ are almost two orders of magnitude smaller than the corresponding values of the first critical mass $`𝒎_𝒄`$. The behaviour of $`𝒎_𝒄^{\mathbf{}}`$ at very large coupling (not shown in the figure) is analogous to the behaviour observed for the first critical mass, and there is a similar maximum and decrease at very large $`𝒈\mathbf{(}\mathrm{𝟎}\mathbf{)}`$.
Finally, we would like to comment on the solutions of the second and third class found in section 4.3. Here the interpretation in terms of a renormalized mass is more involved than in the solutions of the first class discussed above. This is because here we find $`𝝌\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{=}\mathbf{}𝝅`$ (second class) or $`𝝌\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{=}𝝅`$ (third class), respectively. According to (12) this implies that a renormalized mass defined as the limit of the mass function at zero momentum, see (48), would always vanish. Nevertheless, it should be possible to define a quantity similar to the renormalized mass $`𝒎_𝑹`$ at some intermediate but small momentum scale. In the second and third class of solutions the behaviour at large momenta is similar to that of the first class, especially concerning the oscillations. Given a suitable definition of a renormalized mass in the above sense one would therefore observe similar phase transitions and the breaking of chiral symmetry. A full interpretation of the renormalized mass, especially for the second and third class of solutions, remains to be found. Most probably this would require a better understanding of the difficult problem of the emergence of a constituent mass of the quark.
## 6 Analytic structure of the solutions
So far we have discussed the properties of the solutions of Gribov’s equation in the region of space–like momenta. Now we turn to the problem of determining the corresponding analytic structure of the Green function in the whole momentum plane. The locations and nature of the singularities in the complex $`𝒒^\mathrm{𝟐}`$ plane contain crucial information about the solutions, especially about their properties regarding causality and confinement. It has been argued in that a suitable solution for the retarded Green function of a confined quark should be free of singularities in the physical region $`\mathbf{}\text{m}𝒒^\mathrm{𝟐}\mathbf{}\mathrm{𝟎}`$. The analysis of the first class of solutions (see section 4.3) in has shown that we should not expect to find such a confining solution of the equation without pion corrections. We will confirm that result and extend it also to the two other classes of solutions.
As a first step we need to define the coupling constant in the whole complex momentum plane. This problem, however, is poorly understood even at large momenta since the one–loop formula for the running coupling does not possess a unique analytic continuation. Obviously, the situation is even worse at low $`\mathbf{|}𝒒\mathbf{|}`$. In order to avoid additional parameters and artificial singularities we will therefore make the simplest possible assumption and choose a fixed coupling throughout the complex $`𝒒`$-plane. The value of this coupling will be chosen to be supercritical, and in the examples below $`𝜶_𝒔\mathbf{=}\mathbf{0.8}`$. We have to hope that this choice will be a suitable approximation at least for small $`\mathbf{|}𝒒\mathbf{|}`$. For large $`\mathbf{|}𝒒\mathbf{|}`$ our choice seems less appropriate. But it will turn out that the singularities of the Green function occur at comparatively small values of $`\mathbf{|}𝒒\mathbf{|}`$, probably indicating that an adiabatic modification of the coupling at large $`\mathbf{|}𝒒\mathbf{|}`$ would not change the analytic structure. Obviously, the choice of a constant and supercritical coupling disagrees with the models for $`𝜶_𝒔`$ we have used to find the solutions in the Euclidean region. The details of the solutions will in fact change at large space–like momenta. But we have checked that the classification of the solutions given in section 4.3 remains valid.
In order to study the analytic structure we integrate the equation along suitable contours in the complex plane. These should start in the Euclidean region where the necessary conditions on the initial values are known and the possible solutions have been classified (see section 4.3). Some typical contours are shown in Fig. 14.
In general (especially for the solutions of the second and third class) the contours need not start in the origin of the $`𝒒`$-plane. We should remind the reader that our definition (8) implies that the right–hand half of the $`𝒒`$-plane already covers the full $`𝒒^\mathrm{𝟐}`$-plane, and the Euclidean region is given by the vertical axis in Fig. 14.
The occurrence of poles and cuts in the analytic continuation will in general lead to a complicated Riemann surface. We will in the following only discuss singularities arising in the physical region of the $`𝒒`$-plane, although it is in principle possible to locate also further singularities on unphysical sheets of the Riemann surface.
We start with the solutions of the first class for which $`\mathit{\varphi }\mathbf{(}𝒒\mathbf{=}\mathrm{𝟎}\mathbf{)}\mathbf{=}\mathrm{𝟎}`$ and $`\mathit{\varphi }\mathbf{}𝒊𝝅`$ for large space–like $`𝒒`$, see Fig. 4 for a typical example. The different solutions of this class are parametrized by the renormalized mass $`𝒎_𝑹`$. All of these solutions have a pole on the real (time–like) $`𝒒`$-axis and a cut along this axis starting at the pole. There are no other singularities in the physical region of the $`𝒒`$-plane<sup>8</sup><sup>8</sup>8There are further poles on the unphysical sheets of the cut which we will not discuss here.. This result holds for all solutions of this class independent of their renormalized mass. In particular, this structure is found even for solutions which are located on different branches in Fig. 10. The singularity and the cut on the real axis have been discussed in but there the absence of further singularities could not be proved. To illustrate our result we show in Fig. 15 the continuation of the solution of Fig. 4, i. e. in this solution again $`𝒎_𝑹\mathbf{=}\mathrm{𝟏𝟎𝟎}\text{MeV}`$.
In this and in the following figures the momentum $`𝒒`$ is given in units of GeV. The cut is clearly visible. Below the cut the function $`\mathit{\varphi }`$ is real–valued on the real axis. The starting point of the cut coincides with a pole of the Green function at $`𝒒\mathbf{=}𝒎^{\mathbf{}}`$, and in our example $`𝒎^{\mathbf{}}\mathbf{=}\mathrm{𝟏𝟐𝟖}\text{MeV}`$. The pole is most easily seen in the function $`𝒑`$, the real part of which is plotted in Fig. 16 in a small region around the pole.
At this point the function $`𝝆`$ (see eq. (9)) vanishes such that the Green function develops a pole. In general, the pole on the real axis moves to larger values of $`𝒎^{\mathbf{}}`$ when $`𝒎_𝑹`$ is increased.
This analytic structure of the Green function in the first class of solutions resembles the analytic structure in perturbation theory. The position of the pole can be interpreted as the mass $`𝒎^{\mathbf{}}`$ of a propagating particle. Obviously, these solutions do not lead to confined quarks.
Let us now consider the solutions of the second class in which $`\mathit{\varphi }`$ runs from $`\mathbf{}𝒊𝝅`$ to $`𝒊𝝅`$ in the Euclidean region. These solutions have been obtained in section 4.3 by choosing at some point $`𝒒_𝑨\mathbf{=}𝒊𝒓`$ on the imaginary $`𝒒`$-axis the initial values $`\mathit{\varphi }\mathbf{=}\mathrm{𝟎}`$ and $`𝒑\mathbf{=}\mathrm{𝟎}`$. (This is the ‘symmetric’ case, for the other case see below.) We find that in all solutions of this kind the Green function develops a pole exactly on the circle with radius $`𝒓`$, with a cut starting at the pole. The exact position of the pole depends on the value chosen for $`𝝌^{\mathbf{}}\mathbf{(}𝒒_𝑨\mathbf{)}`$. (In this section we give this parameter of the solutions in terms of $`𝝌`$ rather than in terms of $`\mathit{\varphi }`$ since $`𝝌^{\mathbf{}}\mathbf{(}𝒒_𝑨\mathbf{)}`$ is real–valued and in order to make it easier to compare with the preceding section. We recall that the functions are related by $`\mathit{\varphi }\mathbf{=}𝒊𝝌`$ and the derivative is with respect to $`\stackrel{\mathbf{~}}{𝒒}\mathbf{=}\mathbf{}𝒊𝒒`$, see eq. (31).) For small values of this parameter the pole is close to the real $`𝒒`$-axis, and can in fact be shifted arbitrarily close to the real axis by choosing sufficiently small $`𝝌^{\mathbf{}}\mathbf{(}𝒒_𝑨\mathbf{)}`$. For larger values of this parameter the pole moves along the circle towards the imaginary $`𝒒`$-axis. In all cases the pole is found in the physical region above the real axis. In addition, there are two further poles and cuts in the physical region. These two poles are located under the same polar angle in the $`𝒒`$-plane. For smaller values of $`𝝌^{\mathbf{}}\mathbf{(}𝒒_𝑨\mathbf{)}`$ they are located closer to the real axis, and the one located at smaller $`\mathbf{|}𝒒\mathbf{|}`$ moves closer to the origin, whereas the other one moves to larger distances from the origin. At all three poles the function $`𝝆`$ vanishes. As an example we show in Fig. 17 the function $`\mathbf{}\text{m}\mathit{\varphi }`$ for the same solution which is shown in Fig. 6 in the Euclidean region, i. e. for the solution obtained from $`𝒓\mathbf{=}\mathbf{0.4}\text{GeV}`$ and $`𝝌^{\mathbf{}}\mathbf{(}𝒒_𝑨\mathbf{)}\mathbf{=}\mathrm{𝟏𝟎}`$.
The shape of the cuts in the figure is due to the choice of the contours of integration. The corresponding poles can be found again by looking at the function $`𝒑`$. Their positions can be seen in Fig. 6 as the points where the contour lines meet. There are further singularities in the unphysical region which we do not discuss here.
There are further solutions in the second class which we called ‘asymmetric’ in section 4.3 in which the zeros of $`\mathit{\varphi }`$ and $`𝒑`$ in the Euclidean region do not coincide. Also these solutions have a singularity in the physical region on the circle on which $`𝒑\mathbf{=}\mathrm{𝟎}`$ is chosen on the imaginary $`𝒒`$-axis. As in the ‘symmetric’ solution this pole can be shifted very close to the real axis but not below it. The ‘asymmetric’ solutions also have further singularities but we will not discuss them here.
Finally, there is the third class of solutions in which $`\mathit{\varphi }`$ stays close to $`𝒊𝝅`$ throughout the Euclidean region. Here the situation is similar to the one for the solutions of the second class. We find a pole and a cut on the circle on which on the imaginary $`𝒒`$-axis $`𝒑\mathbf{=}\mathrm{𝟎}`$. Again this is the case for the ‘symmetric’ solutions (in which $`𝒑\mathbf{=}\mathrm{𝟎}`$ coincides with $`\mathit{\varphi }\mathbf{=}𝒊𝝅`$ on the imaginary axis) as well as for the ‘asymmetric’ solutions. As an example we present in Fig. 18 the analytic structure of the ‘symmetric’ solution that we have shown in Fig. 7. The crosses and lines correspond to the poles and cuts. The solid line indicates on which sheets of the cut the other singularities are located.
Denoting again as $`𝒒_𝑨`$ the point on the imaginary axis at which $`\mathit{\varphi }\mathbf{=}\mathrm{𝟎}`$ and $`𝒑\mathbf{=}\mathrm{𝟎}`$, we have for this solution $`𝒒_𝑨\mathbf{=}𝒊\mathbf{}\mathbf{0.5}\text{GeV}`$ and $`𝝌^{\mathbf{}}\mathbf{(}𝒒_𝑨\mathbf{)}\mathbf{=}\mathrm{𝟒}`$. For smaller values of $`𝝌^{\mathbf{}}\mathbf{(}𝒒_𝑨\mathbf{)}`$ the pole moves towards the real axis but stays in the physical region. There are two further poles and cuts as indicated in the figure. These two poles are located on a straight line that goes through the origin.
In summary, we have found in this section that the analytic structure of the solutions of the first class is similar to the analytic structure of a perturbative Green function. For this class we find a pole and a cut on the real $`𝒒`$-axis and no other singularities in the physical region. In the other two classes there are poles and cuts on the physical sheet. Those solutions will in general not permit an interpretation in agreement with causality and unitarity and should therefore be regarded as unphysical solutions of Gribov’s equation. We did not find any hint for the existence of exceptional solutions in which those singularities move to the unphysical sheet for special initial conditions. We can thus conclude that, as anticipated in , there are no solutions of the equation without pion corrections which would lead to confined quarks.
## 7 Summary and outlook
The subject of this paper has been Gribov’s equation for the Green function of light quarks. We have have outlined how this equation is derived from the Dyson–Schwinger equation, and we have described how the approximations made in the derivation are motivated by the physical picture of supercritical color charges in QCD. In Gribov’s scenario the phenomenon of supercritical charges can occur in QCD due to the existence of very light quarks and is expected to cause chiral symmetry breaking and confinement. In the present paper we have concentrated on the equation proposed in which does not yet contain pion corrections. The equation describes the Green function in Feynman gauge. It collects the most singular contributions to the Dyson–Schwinger equation coming from the region of small momenta. At the same time it reproduces asymptotic freedom at large momenta. The derivation of the equation involves the assumption that the running coupling remains finite at small momentum scales. This is in agreement with recent phenomenological results obtained in the dispersive approach to power corrections in QCD. These analyses find a typical value of the coupling in the infrared which is above the critical value $`𝜶_𝒄\mathbf{=}\mathbf{0.43}`$ arising in Gribov’s scenario.
Gribov’s differential equation for the light quark’s Green function is a nonlinear equation and so far only asymptotic expansions had been used to study it. We have described the corresponding results, especially the fixed point structure of the equation resulting from this analysis and the emergence of the critical value of the strong coupling. We have then performed a complete numerical study of the equation. After defining suitable models for the behaviour of the strong coupling constant in the infrared region we have classified the possible solutions of the equation according to their behaviour in the Euclidean region of space–like momenta. At supercritical coupling the solutions change their behaviour and can oscillate while approaching the fixed points. The dynamical mass function of the quark has been computed in order to show that this change leads to the breaking of chiral symmetry at supercritical coupling. Chiral symmetry breaking takes place independently of the details of the running coupling in the infrared as long as it is supercritical in some interval of the momentum. The breaking of chiral symmetry is connected with the occurrence of a series of phase transitions in the vacuum of light quarks. If the perturbative mass $`𝒎_𝑷`$ of the quark, i. e. the mass defined at a large momentum scale, is below a critical mass then there are several solutions leading to different quark masses $`𝒎_𝑹`$ at low momentum scales, and in general $`𝒎_𝑹`$ does not vanish even in the limit of vanishing perturbative mass $`𝒎_𝑷`$. We have determined the critical mass as a function of the coupling. It turns out to depend considerably on the mean value of the coupling in the infrared, but the dependence is weaker if the coupling is only slightly above the critical value. In agreement with the physical picture of supercritical color charges the phase transitions occur only for very small values of the perturbative quark mass.
In it has been advocated that a confining Green function in Gribov’s picture should be free of singularities in the physical region including time–like momenta. We have therefore studied the solutions of Gribov’s equation in the whole complex momentum plane. One class of solutions has an analytic structure similar to that of a perturbative Green function, whereas the other two classes of solutions have singularities on the physical sheet. As anticipated in there are no solutions of the equation studied in the present paper exhibiting the structure required for confinement.
The phase transitions connected with the breaking of chiral symmetry lead to the generation of pions as Goldstone bosons. Their special properties in this approach indicate that they should be taken into account as elementary objects, and that the equation for the Green function of the light quark should be modified accordingly. This modification is expected to change the behaviour of the solutions in the Euclidean region only very little. In particular, the breaking of chiral symmetry will take place in a very similar way. But the pion corrections to the equation are expected to have significant effects on the analytic structure of the solutions. Due to that it appears possible to find a confining Green function. The next step should therefore be a numerical study of the corresponding differential equation. Although the modified equation with pion corrections is more complicated it can be analysed using the same methods that have been used in the present paper. It would at a later stage also be interesting to investigate the effects of an additional scalar ($`𝝈`$-)meson which has been widely discussed in the literature in the context of meson spectra and of sigma models.
We hope that the results of our analysis will be useful also for the more conventional approach to the Dyson–Schwinger equation for the quark. Some general properties of the Green function resulting from the Dyson–Schwinger equation appear to be rather universal and largely independent of the particular approximation scheme that is used. The analysis of the Dyson–Schwinger equation in quenched supercritical QED , for example, leads to a picture of phase transitions and chiral symmetry breaking that is very similar to the one resulting from Gribov’s equation. It would certainly be useful to identify such universal features of the Green function and to achieve a better understanding of their origin. In this respect it is very important to consider different approximation schemes among which Gribov’s approach is certainly exceptional since it is motivated by the very interesting physical picture of supercritical charges.
## Acknowledgements
This work would not have been possible without numerous very instructive and motivating discussions with the late Vladimir Gribov. It is very sad that he passed away much too early. I missed his advice very much during the later stages of this work.
I am most grateful to Yuri Dokshitzer for many very helpful discussions and for a careful reading of the manuscript, and to Christian Gawron for invaluable advice. I would like to thank Bernard Metsch, Julia Nyiri, Herbert Petry, Dieter Schütte, Manfred Stingl, Bryan Webber, and Anthony Williams for helpful discussions. I am grateful to the Institut für Theoretische Kernphysik of the University of Bonn where part of this work was carried out. Finally, I would like to thank the CERN Theory Division for hospitality extended to me during the final stages of this work. |
warning/0001/hep-th0001155.html | ar5iv | text | # DAMTP–2000–8, hep-th/0001155 Classical Supersymmetric Mechanics
## 1 Introduction
Classical supersymmetry sets out to extend the unified treatment of bosonic and fermionic quantities in the usual QFT framework to the classical level. Normally, in semiclassical treatments the fermionic variables are set to zero as soon as the supersymmetric theory has been constructed. The usual argument goes that since we cannot find classical fermions in nature, fermionic quantities should be omitted altogether at the classical level.
However, this is far from necessary. In fact, a consistent approach to classical supersymmetry has long been available – for a review see e.g. the book by de Witt . Fermionic quantities are then treated as anticommuting variables taking values in a Grassmann algebra $``$. Grassmann-valued mechanics has been analysed in the works of Berezin and Marinov and Casalbuoni and later by Junker and Matthiesen . A main difference to our work is that both and do not distinguish clearly between generators of the algebra and dynamical quantities and thus define the Grassmann algebra $``$ rather implicitly. The fact that the bosonic variables take values in the even part of the same algebra $``$ is not apparent in these works, although both recognize that the bosonic variables cannot be real functions anymore – without, however, elaborating on this fact. A central aim of this paper is therefore to make sense of the general Grassmann-valued equations of motion, including the fermionic ones, and to find ways to their solution, which is done in and only in very special cases. Junker and Matthiesen, who investigate a similar mechanical model, achieve a more general solution than in and , but again under the (implicit) assumption that the Grassmann algebra is spanned by only two generators identified with the fermionic dynamical variables. We can confirm most of their results (in different form, though, due to a different choice of variables) as special cases of our solutions. However, we disagree about some details, in particular, concerning the case of zero energy.
The mechanical model that we study here is the supersymmetric motion of a particle in a one-dimensional potential, derived by dimensional reduction from the usual $`N=2`$ supersymmetric $`(1+1)`$-dimensional field theory with Yukawa interaction. A slightly different version of this model was investigated in , where a different concept of reality was used that led to a negative potential in the Lagrangian. The approach taken here stays closer to the usual case with the positive potential.
An important result of was that a complete solution for the particle motion could be found on the assumption that the underlying algebra $``$ has only two generators. This led to relatively simple results, however is unnecessarily restrictive.
Here we show first that for a large class of potentials the solution to the equations of motion can be found for any $``$ and depends only on a small number of $``$-valued constants of integration, one of which is a Grassmann energy $`E`$.
To deal with essentially arbitrary potentials we adopt a second method which is closer to that of , although we need not restrict ourselves to two generators: Choosing the Grassmann algebra to be finitely generated, with $`n`$ generators, we split all dynamical quantities and equations into their real components, named according to the number of generators involved in the corresponding monomial. Then, beginning from the zeroth order equation, which can be seen as a form of Newton’s equation, we subsequently work our way up to higher and higher orders, utilizing the solutions already found for the lower levels. This layer-by-layer strategy allows us to solve the equations of motion for any potential with reasonable mathematical properties.
The existence of a complete solution to the coupled system of equations of motion looks surprising in view of the increasingly large number of equations involved for large $`n`$. However, on second thoughts it is not so unexpected: Due to our first solution method we know that a full Grassmann solution can be found in many cases, the decomposition of which should give us exactly the component solutions obtained by the second method – which it does indeed as we shall demonstrate.
A final word has to be said about the assumption of only a finite number of generators since it has been claimed that this must necessarily lead to contradictions: Emphasizing that our paper deals with the classical theory we do not find this to be true.
We begin our analysis in section 2 by presenting the Lagrangian and the equations of motion that we will be concerned with in this paper. Essential for solving these equations are the symmetries and associated Noether charges of the Lagrangian which we therefore examine in section 3. For a certain class of potential functions, namely those for which a particular integral can be calculated analytically, we describe in section 4 how the equations of motion can be solved completely and illustrate this method for two exemplary potentials, the harmonic potential $`U(x)=kx`$ and the hyperbolic potential $`U(x)=c\mathrm{tanh}kx`$.
Sections 5 and 6 are devoted to the description of our layer-by-layer method which is then explicitly carried out up to fourth order, and illustrated by the harmonic oscillator case in section 6.1.
Next, we investigate the symmetries in component form in section 7: While all component charges can be simply derived by decomposing the original charges, they also reflect a huge number of symmetries of the highest order component Lagrangian by which they can be found using Noether’s procedure. In addition to the symmetries known from the original Lagrangian there appear extra classes of symmetries which cannot be related to the former. It is possible to trace them back to invariance under certain changes of base in the Grassmann algebra, viewed as a $`2^n`$-dimensional vector space.
One question that immediately arises from the decomposition of the physical quantities into components is addressed in section 8: How must we interpret the numerous new functions that arise from this procedure? Utilizing the new symmetries found in section 7 we offer a geometric interpretation for the lowest order bosonic and fermionic functions and describe the three basic types of motion possible for them. The higher order quantities are interpreted here from a different point of view: We see them as variations of the lower order quantities with respect to the integration constants involved in these functions, namely an initial time $`t_0`$ and the energy $`E_0`$.
In section 9 we apply our results to study general oscillatory motion, by which we mean that the lowest order bosonic function is periodic. The characteristic appearance of linear-periodic terms is explained from both a physical and mathematical perspective employing results of Floquet theory. Again, we choose a particular potential to illustrate this in section 9.1, which allows us also to show that the two solution methods presented in this paper coincide.
A common restriction on both methods is that the energy $`E_0`$ of the system must be positive, therefore the zero energy case has to be discussed separately. We do this in section 10.
Some ideas for further generalization and analysis conclude this paper.
## 2 Supersymmetric Mechanics
We start our discussion with the standard Lagrangian density for $`(1+1)`$-dimensional supersymmetric field theory with Yukawa interaction:
$$=\frac{1}{2}_+\varphi _{}\varphi \frac{1}{2}U(\varphi )^2+\frac{i}{2}\psi _+_{}\psi _++\frac{i}{2}\psi _{}_+\psi _{}+i\frac{dU}{d\varphi }\psi _+\psi _{},$$
containing a real bosonic scalar field $`\varphi `$, a real two-component fermionic spinor field $`\psi `$ and a potential function $`U(\varphi )`$; $`_\pm `$ are the light cone derivatives $`_t\pm _x`$.
We assume that $`\varphi `$ and the two components of $`\psi `$ take their values in the real even and odd part, respectively, of an arbitrary Grassmann algebra $``$, and that the potential function $`U(\varphi )`$ can be expanded into a power series in $`\varphi `$ with real coefficients. Complex conjugation is defined such that $`(z_1z_2)^{}=z_2^{}z_1^{}`$ in accordance with the conventions in so that the Lagrangian density is a real function despite the $`i`$-factors that occur in front of the fermion terms. As we are dealing with the classical case we assume further that all fields and their derivatives commute or anticommute, depending in the usual way on the bosonic or fermionic nature of the fields.
In this paper we shall be interested only in spatially independent fields, i.e. $`_x\varphi =_x\psi _+=_x\psi _{}=0`$. As the fields are then functions of time only this leads us directly from field theory to mechanics. It is therefore sensible to think of the bosonic field $`\varphi `$ as describing the one-dimensional motion of a particle in the potential $`U^2`$. To support this notion we will change the variable $`\varphi `$ to $`x`$ for the rest of this paper. We then obtain the following Lagrange function:
$$L=\frac{1}{2}\dot{x}^2\frac{1}{2}U(x)^2+\frac{i}{2}\psi _+\dot{\psi }_++\frac{i}{2}\psi _{}\dot{\psi }_{}+iU^{}(x)\psi _+\psi _{}.$$
(1)
where the dot denotes a time derivative and $`U^{}`$ means the derivative of $`U`$ with respect to $`x`$. Performing a formal variation of this Lagrangian with respect to the variables $`x`$, $`\psi _+`$ and $`\psi _{}`$ and neglecting total time derivatives we derive the equations of motion for the system:
$`\ddot{x}`$ $`=`$ $`U(x)U^{}(x)+iU^{\prime \prime }(x)\psi _+\psi _{}`$ (2)
$`\dot{\psi }_+`$ $`=`$ $`U^{}(x)\psi _{}`$ (3)
$`\dot{\psi }_{}`$ $`=`$ $`U^{}(x)\psi _+.`$ (4)
There is a slight ambiguity in these equations if the Grassmann algebra is finitely generated and has an odd number of generators. Then the two equations for the fermion variables will be determined only up to an arbitrary function of highest order in the Grassmann algebra. We can think of this as a gauge degree of freedom and will come back to this point later.
In order to solve the equations it is advisable to understand the symmetries of the system first. This we will do in the next section.
## 3 The symmetries of the model
The first thing to notice is that the Lagrangian has no explicit time dependence. We therefore have invariance under time translation, leading to a conserved Hamiltonian as the corresponding Noether charge. This we calculate to be
$$H=\frac{1}{2}\dot{x}^2+\frac{1}{2}U(x)^2iU^{}(x)\psi _+\psi _{};$$
(5)
its conserved value we call the energy, denoted by $`E`$. Note, however, that this Hamiltonian is an even Grassmann-valued function and that therefore the conserved energy $`E`$ is an even element of $``$.
The operator $`\frac{d}{dt}`$ generates time translations, and acts on the dynamical variables in the obvious way:
$$\mathrm{\Delta }x=\eta \dot{x},\mathrm{\Delta }\psi _1=\eta \dot{\psi }_1,\mathrm{\Delta }\psi _2=\eta \dot{\psi }_2,$$
(6)
where $`\eta `$ is an infinitesimal even Grassmann parameter.
In addition to time translation invariance there are two further independent symmetries of the Lagrangian, relating fermions and bosons. These can be written in infinitesimal form as:
$$\begin{array}{ccccccccc}\hfill \delta x& =& iϵ\psi _+,\hfill & \hfill \delta \psi _+& =& ϵ\dot{x},\hfill & \hfill \delta \psi _{}& =& ϵU(x),\hfill \\ \hfill \stackrel{~}{\delta }x& =& iϵ\psi _{},\hfill & \hfill \stackrel{~}{\delta }\psi _+& =& ϵU(x),\hfill & \hfill \stackrel{~}{\delta }\psi _{}& =& ϵ\dot{x},\hfill \end{array}$$
(7)
where $`ϵ`$ is an arbitrary infinitesimal odd Grassmann parameter. These transformations lead only to a change in the Lagrangian by a total time derivative. We can therefore apply Noether’s procedure and find the following charges:
$`Q`$ $`=`$ $`\dot{x}\psi _++U(x)\psi _{},`$ (8)
$`\stackrel{~}{Q}`$ $`=`$ $`\dot{x}\psi _{}U(x)\psi _+,`$ (9)
the conservation of which can be easily shown using the equations of motion. Note that the charges are odd elements of the Grassmann algebra.
As for time translation invariance we now define two operators $`𝒬`$ and $`\stackrel{~}{𝒬}`$ generating the two symmetry transformations. From (7) we can read off the action of these operators on the dynamical variables:
$$\begin{array}{ccccccccc}\hfill 𝒬x& =& \psi _+,\hfill & \hfill 𝒬\psi _+& =& i\dot{x},\hfill & \hfill 𝒬\psi _{}& =& iU(x)\hfill \\ \hfill \stackrel{~}{𝒬}x& =& \psi _{},\hfill & \hfill \stackrel{~}{𝒬}\psi _+& =& iU(x),\hfill & \hfill \stackrel{~}{𝒬}\psi _{}& =& i\dot{x}.\hfill \end{array}$$
(10)
Using the action of the operators on $`x`$, $`\psi _+`$ and $`\psi _{}`$ we find that $`𝒬`$, $`\stackrel{~}{𝒬}`$ and $`\frac{d}{dt}`$ form a closed algebra with the relations
$$𝒬^2=i\frac{d}{dt},\stackrel{~}{𝒬}^2=i\frac{d}{dt},\{𝒬,\stackrel{~}{𝒬}\}=0$$
as long as the equations of motion are satisfied. Notice that $`\frac{d}{dt}`$ commutes with everything.
This is the usual $`N=2`$ supersymmetry algebra in $`0`$ space dimensions, and with (10) we have an on-shell representation of this algebra. Thus we will from now on speak of supersymmetry transformations and call the associated charges supercharges.
Beside time-translation invariance and the two supersymmetries there exists still a further invariance, this time for the fermionic functions only. In infinitesimal form it is given by the transformation
$$\stackrel{~}{\mathrm{\Delta }}\psi _+=\eta \psi _{},\stackrel{~}{\mathrm{\Delta }}\psi _{}=\eta \psi _+,$$
(11)
where $`\eta `$ again denotes an infinitesimal even Grassmann parameter. We can think of this as an internal rotation of the fermionic variables. This invariance leads to a further conserved Noether charge:
$$R=i\psi _+\psi _{}.$$
(12)
Comparison with (1) shows that the fermionic functions enter the interaction term in the Lagrangian only via $`R`$. This leads directly to the fact that the $`x`$-motion depends on the fermionic functions only through this one constant.
In addition, the Hamiltonian (5) reveals that the only fermion contribution to the total energy $`E`$ is through $`R`$. This is an important simplification, and it will allow us to solve the equations of motion completely for a number of potential functions $`U`$ without restriction on the nature of the Grassmann algebra $``$.
## 4 General solutions via Grassmann integrals
We have already mentioned that the $`x`$-equation of motion (2) nearly decouples from the other two equations because the fermion functions in the coupling term $`iU^{}(x)\psi _+\psi _{}`$ form a Grassmann constant. It is therefore sensible to begin with this equation.
From the conserved Hamiltonian we know that
$$\dot{x}^2=2EU(x)^2+2RU^{}(x).$$
(13)
For the next step we have to use that every Grassmann number $`z`$ can be split into two parts, its ’body’ and its ’soul’: $`z=z_b+z_s`$. The body is just the real number content of $`z`$, the soul is the remaining linear combination of products of (odd) Grassmann generators and will be nilpotent if the Grassmann algebra is finitely generated. Note, however, that we do not need such a restriction for body and soul to be well-defined. A square root for a Grassmann quantity can be defined by its power series as long as the body is positive. Since $`R`$ is the product of two odd Grassmann terms, its body and therefore the body of the whole third term on the right hand side of (13) is zero, leaving the restriction $`2E_bU_b^2(x)>0`$ if $`\dot{x}`$ is to be well-defined. This just means that the kinetic energy of the classical particle moving in the potential $`U^2`$ has to be positive.
The resulting first order differential equation for $`x`$ is
$$\frac{dx}{dt}=\pm \sqrt{2EU(x)^2+2RU^{}(x)}.$$
Provided $``$ is finitely generated, we may regard $`x`$ as lying in the vector space $``$ and apply the standard theory of systems of ODE’s to show that this equation has a unique solution for any given initial data $`x(t_0)`$.
The equation can formally be solved by separating variables:
$$tt_0=\pm _{x(t_0)}^{x(t)}\frac{dx}{\sqrt{2EU(x)^2+2RU^{}(x)}}.$$
(14)
Note that while the left-hand side is just a real expression, the right-hand side is a Grassmann integral of a Grassmann integrand. Such an integral is defined as a line integral in the Grassmann algebra, thought of as a finite or infinite-dimensional vector space spanned by products of generators. As is shown in such an integral is independent of the actual path relating start- and endpoint of the integral since the integrand is Grassmann-even.
Now the integrand comes from an ordinary real function extended into the full Grassmann algebra using its power series. We can therefore sensibly ask whether there is an indefinite integral $`F(x)`$ to this real function. If so, we can extend this function back into the Grassmann algebra thus gaining an indefinite integral for the Grassmann integrand. Because the integrand is even it then follows that the integral is given by the difference of $`F`$ evaluated at the start- and endpoints of the path:
$$tt_0=\pm \left(F(x(t))F(x(t_0))\right)$$
If the function $`F`$ has an inverse, we finally get $`x`$ as a function of $`t`$ and therefore the solution of (2). We will illustrate this method below for two potential functions $`U`$.
The solution to the fermion equations (3) and (4) is now easy. From the solution for $`x(t)`$ we can immediately calculate $`\dot{x}(t)`$ and $`U(x(t))`$. Using the explicit formulae (8) and (9) for the two conserved supercharges $`Q`$ and $`\stackrel{~}{Q}`$ we can evaluate the linear combinations
$`Q\dot{x}\stackrel{~}{Q}U(x)`$ $`=`$ $`2H\psi _+,`$
$`QU(x)+\stackrel{~}{Q}\dot{x}`$ $`=`$ $`2H\psi _{},`$
where we have used that $`R\psi _+=R\psi _{}=0`$ which follows from (12). Since the Hamiltonian $`H`$ has the constant value $`E`$ we deduce that
$`\psi _+`$ $`=`$ $`{\displaystyle \frac{Q\dot{x}\stackrel{~}{Q}U(x)}{2E}},`$ (15)
$`\psi _{}`$ $`=`$ $`{\displaystyle \frac{QU(x)+\stackrel{~}{Q}\dot{x}}{2E}}.`$ (16)
This effectively solves (3) and (4), as the values of $`Q`$ and $`\stackrel{~}{Q}`$ are determined by the data at the initial time $`t_0`$. There is one subtle point here, however, since the division by $`2E`$ is only possible as long as $`E_b`$, the body of $`E`$, which can be interpreted as the classical energy of the particle, is non-zero. Indeed, when we analyse the solution for finitely generated Grassmann algebras later, we will find again that the $`(E_b=0)`$-case is special.
A second point which has to be mentioned here is that we have treated $`R`$ as an independent parameter. However, $`R`$ is determined by the two fermionic quantities $`\psi _+`$ and $`\psi _{}`$ and, in effect, by the two supercharges $`Q`$ and $`\stackrel{~}{Q}`$:
$$R=i\frac{Q\stackrel{~}{Q}}{2E},$$
which can be verified using the definition of $`R`$ in (12). This does not render our solution invalid but it shows that $`R`$ is not a parameter that can be chosen independently. But let us now turn to some examples:
### 4.1 The harmonic potential $`U(x)=kx`$
We start with one of the easiest problems, the harmonic oscillator with potential $`U(x)=kx`$, $`k`$ being real. Here the integrand in (14) is given by:
$$\frac{1}{\sqrt{(2E+2kR)(kx)^2}},$$
where $`E`$ is the constant Grassmann energy. Note that due to the special nature of the potential we can combine the $`U^{}(x)`$-term $`2kR`$ with the energy $`E`$ into one overall constant. If we treat the integrand as an ordinary real function it has an indefinite integral:
$$\frac{1}{\sqrt{a^2b^2x^2}}𝑑x=\frac{1}{b}\mathrm{arcsin}\left(\frac{b}{a}x\right),$$
so that we can write
$$tt_0=\pm \left[\frac{1}{k}\mathrm{arcsin}(\frac{k}{\sqrt{2E+2kR}}x)\right]_{x(t_0)}^{x(t)}.$$
This formula can be inverted to yield the solution
$$x(t)=x(t_0)\mathrm{cos}k(tt_0)\pm \frac{v(t_0)}{k}\mathrm{sin}k(tt_0),$$
(17)
where we have denoted the constant $`\sqrt{2E+2kRk^2x(t_0)^2}`$ by $`v(t_0)`$. This looks formally like the usual harmonic oscillator solution, and it is periodic with period $`\frac{2\pi }{k}`$, but all terms are Grassmann-valued and not just real functions.
For the two fermion terms we need only calculate $`\dot{x}`$ and $`U(x)`$ and insert them into equations (15) and (16), which leaves us with:
$`\psi _+`$ $`=`$ $`p_+\mathrm{cos}k(tt_0)p_{}\mathrm{sin}k(tt_0),`$ (18)
$`\psi _{}`$ $`=`$ $`p_{}\mathrm{cos}k(tt_0)+p_+\mathrm{sin}k(tt_0),`$ (19)
where
$$p_+=\frac{\pm Qv(t_0)\stackrel{~}{Q}kx(t_0)}{2E},p_{}=\frac{\pm \stackrel{~}{Q}v(t_0)+Qkx(t_0)}{2E}.$$
With (17), (18) and (19) we have found the complete solution to the equations of motion for $`E_b>0`$, independent of the nature of the Grassmann algebra $``$.
### 4.2 The hyperbolic potential $`U(x)=c\mathrm{tanh}kx`$
As a second example we choose the hyperbolic potential $`U(x)=c\mathrm{tanh}kx`$, with $`c`$ and $`k`$ both real. The integrand in (14) is
$$\frac{1}{\sqrt{(2E+2Rck)(c^2+2Rck)\mathrm{tanh}^2kx}},$$
and – viewed as a real function – has an indefinite integral, the form of which depends on the constants involved:
$$\frac{1}{\sqrt{ab\mathrm{tanh}^2kx}}𝑑x=\frac{1}{k}\{\begin{array}{cc}\frac{1}{\sqrt{ba}}\mathrm{arcsin}\left(\sqrt{\frac{b}{a}1}\mathrm{sinh}x\right)& ;\frac{b}{a}>1\hfill \\ \frac{1}{\sqrt{ab}}\text{arcsinh}\left(\sqrt{1\frac{b}{a}}\mathrm{sinh}x\right)& ;\frac{b}{a}<1\hfill \\ \frac{1}{\sqrt{a}}\mathrm{sinh}x& ;\frac{b}{a}=1\hfill \end{array}$$
(20)
Because the Grassmann-valued function is completely determined by the corresponding real function we have to look at the body of
$$\frac{b}{a}=\frac{c^2+2ckR}{2E+2ckR}$$
to decide which integral to use. Since $`R`$ as product of two odd Grassmann constants has no body, the crucial term is $`\frac{c_b^2}{2E_b}`$.
All three integrals (20) can be inverted to give $`x`$ as a function of $`t`$:
$$x(t)=\frac{1}{k}\{\begin{array}{cc}\text{arcsinh}\left(\sqrt{\frac{2E+2ckR}{c^22E}}\mathrm{sin}(\omega _I(tt_0)+\kappa _I)\right)\hfill & ;c_b^2>2E_b\hfill \\ \text{arcsinh}\left(\sqrt{\frac{2E+2ckR}{2Ec^2}}\mathrm{sinh}(\omega _{II}(tt_0)+\kappa _{II})\right)\hfill & ;c_b^2<2E_b\hfill \\ \text{arcsinh}\left(\omega _{III}(tt_0)+\kappa _{III}\right)\hfill & ;c_b^2=2E_b\hfill \end{array}$$
(21)
where
$$\begin{array}{ccccccc}\omega _I\hfill & =& k\sqrt{c^22E}\hfill & ,& \kappa _I\hfill & =& \mathrm{arcsin}\left(\sqrt{\frac{c^22E}{2E+2ckR}}\mathrm{sinh}(kx(t_0))\right)\hfill \\ \omega _{II}\hfill & =& k\sqrt{2Ec^2}\hfill & ,& \kappa _{II}\hfill & =& \text{arsinh}\left(\sqrt{\frac{2Ec^2}{2E+2ckR}}\mathrm{sinh}(kx(t_0))\right)\hfill \\ \omega _{III}\hfill & =& k\sqrt{2E+2ckR}\hfill & ,& \kappa _{III}\hfill & =& \mathrm{sinh}kx(t_0).\hfill \end{array}$$
From equations (15) and (16) we can calculate the fermion solutions:
$$\begin{array}{cccc}\begin{array}{c}\psi _+\hfill \\ \psi _{}\hfill \end{array}\}\hfill & =& \frac{1}{2E}\frac{\sqrt{2E+2ckR}}{\sqrt{1+\frac{c^2+2ckR}{c^22E}\mathrm{tan}^2y_I}}\hfill & \{\begin{array}{c}\pm Q\stackrel{~}{Q}\sqrt{\frac{c^2}{c^22E}}\mathrm{tan}y_I\hfill \\ \pm \stackrel{~}{Q}+Q\sqrt{\frac{c^2}{c^22E}}\mathrm{tan}y_I\hfill \end{array};c_b^2>2E_b,\hfill \\ \begin{array}{c}\psi _+\hfill \\ \psi _{}\hfill \end{array}\}\hfill & =& \frac{1}{2E}\frac{\sqrt{2E+2ckR}}{\sqrt{1+\frac{c^2+2ckR}{2Ec^2}\mathrm{tanh}^2y_{II}}}\hfill & \{\begin{array}{c}\pm Q\stackrel{~}{Q}\sqrt{\frac{c^2}{2Ec^2}}\mathrm{tanh}y_{II}\hfill \\ \pm \stackrel{~}{Q}+Q\sqrt{\frac{c^2}{2Ec^2}}\mathrm{tanh}y_{II}\hfill \end{array};c_b^2<2E_b,\hfill \\ \begin{array}{c}\psi _+\hfill \\ \psi _{}\hfill \end{array}\}\hfill & =& \frac{1}{2E}\frac{1}{\sqrt{1+y_{III}}}\hfill & \{\begin{array}{c}\pm Q\sqrt{2E+2ckR}\stackrel{~}{Q}cy_{III}\hfill \\ \pm \stackrel{~}{Q}\sqrt{2E+2ckR}+Qcy_{III}\hfill \end{array};c_b^2=2E_b,\hfill \end{array}$$
(22)
with $`y_I=\pm \omega _I(tt_0)+\kappa _I`$, etc. Again, we have found the complete solution for the system without using any information about the Grassmann algebra $``$ itself. We will return to this example later, after we have investigated a special class of Grassmann algebras.
## 5 Finitely generated Grassmann algebras
We will now make a choice for the underlying Grassmann algebra $``$ of the system, namely that it is generated by a finite number of elements $`\xi _i,i=1,\mathrm{},n`$ with the property
$$\xi _i\xi _j=\xi _j\xi _i.$$
Every element $`z`$ of $``$ can be written in the form
$$z=\underset{k=0}{\overset{n}{}}z_{i_1\mathrm{}i_k}\xi _{i_1}\mathrm{}\xi _{i_k}$$
with complex coefficients $`z_{i_1\mathrm{}i_k}`$. $`z_0`$ is the body of $`z`$. The requirement for $`z`$ to be real (in the sense explained earlier) fixes each coefficient to be either purely real or purely imaginary, depending on the number of generators involved. For practical reasons we will usually restrict ourselves to the case of four generators, although the general aspects of our discussion should be true for an arbitrary number $`n`$.
In the case of four generators it is useful to define the following real monomials:
$$\xi _{ij}=i\xi _i\xi _j,\xi _{ijk}=i\xi _i\xi _j\xi _k,:\xi _{1234}=\xi _1\xi _2\xi _3\xi _4.$$
Note that due to antisymmetry there are only six linearly independent monomials involving two generators, four monomials involving three generators, and just one monomial of highest order, i.e. involving all four generators.
We can decompose the dynamical quantities $`x`$, $`\psi _+`$ and $`\psi _{}`$ as follows:
$$\begin{array}{ccc}x(t)\hfill & =& x_0(t)+x_{ij}(t)\xi _{ij}+x_{1234}(t)\xi _{1234}\hfill \\ \psi _+(t)\hfill & =& \lambda _i(t)\xi _i+\lambda _{ijk}(t)\xi _{ijk}\hfill \\ \psi _{}(t)\hfill & =& \rho _i(t)\xi _i+\rho _{ijk}(t)\xi _{ijk},\hfill \end{array}$$
where it is implied from here on that the summation over indices is with $`i<j<k`$. In total there are 24 independent real functions which we call of zeroth, first, second, third or fourth order according to the number of generators involved in the corresponding monomials.
Every analytic function involving $`x`$, $`\psi _+`$ or $`\psi _{}`$ can be decomposed as well using its Taylor expansion. Applied to the potential function $`U`$ this yields:
$$U(x)=U(x_0)+U^{}(x_0)x_{ij}\xi _{ij}+\left(U^{}(x_0)x_{1234}+\frac{1}{2}U^{\prime \prime }(x_0)x_{[12}x_{34]}\right)\xi _{1234},$$
where the brackets denote antisymmetrization. For example
$$x_{[12}x_{34]}=x_{12}x_{34}x_{13}x_{24}+x_{14}x_{23}+x_{23}x_{14}x_{24}x_{13}+x_{34}x_{12}.$$
Note that $`U(x_0)`$ and its derivatives are ordinary real functions. Inserting these results into (1) yields eight component Lagrangians of order zero, two and four, respectively:
$`L_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}\dot{x_0}^2{\displaystyle \frac{1}{2}}U^2`$ (23)
$`L_{ij}`$ $`=`$ $`\dot{x}_0\dot{x}_{ij}UU^{}x_{ij}+\lambda _i\dot{\lambda }_i+\rho _i\dot{\rho }_i+U^{}(\lambda _i\rho _j\rho _i\lambda _j)`$ (24)
$`L_{1234}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\dot{x}_{[12}\dot{x}_{34]}+\dot{x_0}\dot{x}_{1234}{\displaystyle \frac{1}{2}}\left(UU^{}\right)^{}x_{[12}x_{34]}UU^{}x_{1234}`$
$`+`$ $`\lambda _{[123}\dot{\lambda }_{4]}+\rho _{[123}\dot{\rho }_{4]}+U^{}\left(\lambda _{[123}\rho _{4]}\rho _{[123}\lambda _{4]}\right)+U^{\prime \prime }x_{[12}\left(\lambda _3\rho _4\lambda _4\rho _3\right)_]`$
where the argument of $`U`$, $`U^{}`$ and $`U^{\prime \prime }`$ is always $`x_0(t)`$, here and below.
From the highest order Lagrangian $`L_{1234}`$, which is a functional of 24 generally different component functions, we get the following set of Euler-Lagrange equations:
$`\ddot{x}_0`$ $`=`$ $`UU^{}`$ (26)
$`\ddot{x}_{ij}`$ $`=`$ $`(UU^{})^{}x_{ij}+U^{\prime \prime }(\lambda _i\rho _j\rho _i\lambda _j)`$ (27)
$`\begin{array}{c}\ddot{x}_{1234}\hfill \\ \hfill \end{array}`$ $`\begin{array}{c}=\\ \end{array}`$ $`\begin{array}{c}\frac{1}{2}(UU^{})^{\prime \prime }x_{[12}x_{34]}(UU^{})^{}x_{1234}\hfill \\ +U^{\prime \prime }\left(\lambda _{[123}\rho _{4]}\rho _{[123}\lambda _{4]}\right)+U^{\prime \prime \prime }x_{[12}\left(\lambda _3\rho _4\lambda _4\rho _3\right)_]\hfill \end{array}`$ (34)
$`\begin{array}{c}\dot{\lambda }_i\hfill \\ \dot{\rho }_i\hfill \end{array}\}`$ $`=`$ $`\{\begin{array}{c}U^{}\rho _i\hfill \\ U^{}\lambda _i\hfill \end{array}`$ (39)
$`\begin{array}{c}\dot{\lambda }_{ijk}\hfill \\ \dot{\rho }_{ijk}\hfill \end{array}\}`$ $`=`$ $`\{\begin{array}{c}U^{}\rho _{ijk}U^{\prime \prime }x_{[ij}\rho _{k]}\hfill \\ U^{}\lambda _{ijk}+U^{\prime \prime }x_{[ij}\lambda _{k]}\hfill \end{array}`$ (44)
The same equations can also be obtained by splitting the original equations of motion (2)–(4) into their components.
It is remarkable that all equations can be derived from just the one Lagrangian. The other seven component Lagrangians are completely redundant and yield no new equations: From (23) we can only obtain equation (26) whereas from the Lagrangians of type (24) we can derive equations (26), (27) and (39).
Now we can also see where the ambiguity mentioned earlier comes from when there is an odd number $`n`$ of generators: Because the Lagrangian is an even functional, none of its components can contain any function of highest order $`n`$, so these functions cannot be governed by any equations of motion. E.g. for three generators the functions $`\lambda _{123}`$ and $`\rho _{123}`$ will stay completely undetermined. Formally, we can derive evolution equations similar to (44) by decomposing (3) and (4) into components but they are meaningless since an arbitrary function can be added to both sides. Thus we can regard these highest order functions as non-physical and treat them as trivially separated gauge degrees of freedom. However, if there is an even number of generators this problem cannot occur, since there will always be one Lagrangian of highest order containing component functions of all orders which are thus determined by equations of motion.
## 6 Layer-by-layer solutions
We now proceed to derive the solutions to the equations of motion (26)–(44) for an arbitrary, sufficiently differentiable potential function $`U`$ adopting a layer-by-layer strategy. That means that we will start with the lowest order or ’body’ equation (26) and then use its solution to work our way up to the higher order and more complex equations, including also the fermionic ones. We do this here up to fourth order, although there is no obstruction in principle to continue the strategy for an algebra with more than four generators. In fact, in every layer the equations and their solutions are the same irrespective of how many generators there are; there will only be a different number of them.
Before we start with the bosonic equations, it is useful to look at the decomposition of the Hamiltonian $`H=H_0+H_{ij}\xi _{ij}+H_{1234}\xi _{1234}`$ and of the Noether charge $`R=R_{ij}\xi _{ij}+R_{1234}\xi _{1234}`$ (note that $`R`$ does not have a body):
$`H_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}\dot{x}_0^2+{\displaystyle \frac{1}{2}}U^2(x_0)`$ (45)
$`H_{ij}`$ $`=`$ $`\dot{x}_0\dot{x}_{ij}+UU^{}x_{ij}U^{}R_{ij}`$ (46)
$`H_{1234}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\dot{x}_{[12}\dot{x}_{34]}+\dot{x}_0\dot{x}_{1234}+{\displaystyle \frac{1}{2}}\left(UU^{}\right)^{}x_{[12}x_{34]}+UU^{}x_{1234}`$
$`U^{}R_{1234}U^{\prime \prime }x_{[12}R_{34]}`$
$`R_{ij}`$ $`=`$ $`\lambda _i\rho _j\rho _i\lambda _j`$ (48)
$`R_{1234}`$ $`=`$ $`\lambda _{[123}\rho _{4]}\rho _{[123}\lambda _{4]}.`$ (49)
Since these are components of Grassmann conserved quantities, they are conserved too, as can be checked easily using the equations of motion. All components can be derived as Noether charges from the highest order Lagrangian $`L_{1234}`$ and we will do this in section 7 but for now we only need that they are constant in time. The respective values of the Hamiltonian functions $`H_0`$, $`H_{ij}`$ and $`H_{1234}`$ are denoted in the following by $`E_0`$, $`E_{ij}`$ and $`E_{1234}`$.
We notice first that (26) is just the standard Newtonian equation of motion for a particle moving in a potential $`\frac{1}{2}U^2`$. This is the bottom layer of the system.
The solution to (26) using the constancy of the Hamiltonian $`H_0`$ is well-known:
$$tt_0=\pm _{x_0(t_0)}^{x_0(t)}\frac{1}{\sqrt{2E_0U^2(x_0^{})}}𝑑x_0^{}.$$
(50)
The sign has to be chosen carefully to comply with the direction of motion of the particle; if the particle motion changes direction, the integral will be multi-valued and has to be glued together from pieces with unique sign to ensure that the overall result for $`t(x_0)`$ is monotonically growing. The implicit function theorem then allows us to locally invert $`t(x_0)`$ and obtain the required $`x_0(t)`$. Since (26) is a second order equation there are two constants of integration, $`x_0(t_0)`$ (or equivalently $`t_0`$) and the energy $`E_0`$.
Whereas (26) is a non-linear equation, (27) is an inhomogeneous linear equation (which can be simplified using (48)). It is now convenient to use the Hamiltonian (46): Solving the equation $`H_{ij}=E_{ij}`$ for $`\dot{x}_{ij}`$ we can reduce the problem to a first order differential equation. This can be solved by standard methods to yield:
$$x_{ij}=c_{ij}\dot{x}_0+E_{ij}\dot{x}_0_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}+R_{ij}\dot{x}_0_{t_0}^t\frac{U^{}}{\dot{x}_0^2}𝑑t^{}.$$
where $`c_{ij}`$ is an arbitrary integration constant related to the initial value of $`x_{ij}`$. The second integration constant of (27) is the energy variable $`E_{ij}`$. This result was also found in with $`R_{ij}`$ set to $`1`$. However, using equation (26) and $`H_0=E_0`$, the last term on the right hand side can be rewritten:
$$R_{ij}\dot{x}_0_{t_0}^t\frac{U^{}}{\dot{x}_0^2}𝑑t^{}=R_{ij}\dot{x}_0_{t_0}^t\frac{U^{}(\dot{x}_0^2+U^2)}{2E_0\dot{x}_0^2}𝑑t^{}=\frac{R_{ij}}{2E_0}\dot{x}_0_{t_0}^t\frac{\dot{U}\dot{x}_0U\ddot{x}_0}{\dot{x}_0^2}𝑑t^{}=\frac{R_{ij}}{2E_0}U.$$
(51)
so that we end up with the simpler expression
$$x_{ij}=c_{ij}\dot{x}_0+E_{ij}\dot{x}_0_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}+\frac{R_{ij}}{2E_0}U.$$
(52)
All three functions which occur in (52) can be calculated directly from $`x_0(t)`$.
The same procedure can be applied to solve (34) which simplifies when we use (48) and (49). We rearrange the equation $`H_{1234}=E_{1234}`$ to isolate $`\dot{x}_{1234}`$ and then solve this first order equation. The result can be written as:
$`x_{1234}`$ $`=`$ $`c_{1234}\dot{x}_0+E_{1234}\dot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{}+{\displaystyle \frac{R_{1234}}{2E_0}}U`$
$`+{\displaystyle \frac{1}{2}}\dot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{x_{[12}\ddot{x}_{34]}\dot{x}_{[12}\dot{x}_{34]}}{\dot{x}_0^2}}𝑑t^{}+{\displaystyle \frac{1}{2}}\dot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{U^{\prime \prime }x_{[12}R_{34]}}{\dot{x}_0^2}}𝑑t^{}.`$
Again, there are two additional integration constants, $`c_{1234}`$ and $`E_{1234}`$. Note that the solution depends only on functions that we already know from the lower layers, namely $`x_0`$ and $`x_{ij}`$. In fact, the solution can be expressed as a function of $`x_0`$ and its derivatives only by inserting (52) into (6):
$`x_{1234}`$ $`=`$ $`c_{1234}\dot{x}_0+E_{1234}\dot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{}+{\displaystyle \frac{R_{1234}}{2E_0}}U`$
$`+{\displaystyle \frac{1}{2}}c_{[12}c_{34]}\ddot{x}_0+c_{[12}E_{34]}\left(\ddot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{}+{\displaystyle \frac{1}{\dot{x}_0}}\right)`$
$`+{\displaystyle \frac{1}{2}}E_{[12}E_{34]}\left[\ddot{x}_0\left({\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{}\right)^2+{\displaystyle \frac{2}{\dot{x}_0}}{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{}3\dot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^4}}𝑑t^{}\right]`$
$`+{\displaystyle \frac{R_{[12}c_{34]}}{2E_0}}U^{}\dot{x}_0+{\displaystyle \frac{R_{[12}E_{34]}}{2E_0}}\left(U^{}\dot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{}{\displaystyle \frac{U}{E_0}}\right).`$
This complicated-looking expansion is particularly useful when we come to the interpretation of the solution in section 8.
There remain the fermion equations (39) and (44) to be solved. Both are systems of two homogeneous first order equations and therefore have two independent solutions. Just as we used the decomposition of $`H`$ to solve the bosonic equations, so it is now appropriate to decompose the conserved supercharges $`Q=Q_i\xi _i+Q_{ijk}\xi _{ijk}`$ and $`\stackrel{~}{Q}=\stackrel{~}{Q}_j\xi _i+\stackrel{~}{Q}_{ijk}\xi _{ijk}`$ to solve the fermionic equations. We find:
$$\begin{array}{ccc}Q_i\hfill & =& \lambda _i\dot{x}_0+\rho _iU,\hfill \\ \stackrel{~}{Q}_i\hfill & =& \rho _i\dot{x}_0\lambda _iU,\hfill \\ Q_{ijk}\hfill & =& \lambda _{ijk}\dot{x}_0+\rho _{ijk}U+\lambda _{[i}\dot{x}_{jk]}+\rho _{[i}U^{}x_{jk]},\hfill \\ \stackrel{~}{Q}_{ijk}\hfill & =& \rho _{ijk}\dot{x}_0\lambda _{ijk}U+\rho _{[i}\dot{x}_{jk]}\lambda _{[i}U^{}x_{jk]}.\hfill \end{array}$$
(55)
Using suitable linear combinations of $`\dot{x}_0`$ and $`U`$ with coefficients $`Q_i`$ and $`\stackrel{~}{Q}_i`$ and applying $`H_0=E_0`$ we find that
$$\begin{array}{ccc}\lambda _i=l_i\dot{x}_0r_iU,\rho _i=r_i\dot{x}_0+l_iU,\hfill & & \end{array}$$
(56)
where $`l_i=\frac{Q_i}{2E_0}`$ and $`r_i=\frac{\stackrel{~}{Q}_i}{2E_0}`$; hence the two integration constants of the solution are basically given by the first order supercharges. A similar result was obtained in , although the restrictions placed there on the shape of the potential $`U`$ are unnecessary.
Note, however, that this solution does not work if the particle energy $`E_0`$ equals zero. This has to do with the fact that both $`\dot{x}_0`$ and $`U`$ must vanish in this case. We will return to this in section 10.
The same procedure can be used to find the solution to equation (44) and we get the result:
$`\lambda _{ijk}`$ $`=`$ $`l_{ijk}\dot{x}_0r_{ijk}U{\displaystyle \frac{E_{[ij}\lambda _{k]}}{2E_0}}+{\displaystyle \frac{U\dot{x}_{[ij}\rho _{k]}U^{}\dot{x}_0x_{[ij}\rho _{k]}}{2E_0}}`$ (57)
$`\rho _{ijk}`$ $`=`$ $`r_{ijk}\dot{x}_0+l_{ijk}U{\displaystyle \frac{E_{[ij}\rho _{k]}}{2E_0}}{\displaystyle \frac{U\dot{x}_{[ij}\lambda _{k]}U^{}\dot{x}_0x_{[ij}\lambda _{k]}}{2E_0}},`$ (58)
where we have used the equations $`H_0=E_0`$ and $`H_{ij}=E_{ij}`$ and the identities $`R_{[ij}\lambda _{k]}=`$$`R_{[ij}\rho _{k]}=0`$. The new integration constants $`l_{ijk}`$ and $`r_{ijk}`$ are related to the third order supercharges $`Q_{ijk}`$ and $`\stackrel{~}{Q}_{ijk}`$ in the same way as $`l_i`$ and $`r_i`$ are to $`Q_i`$ and $`\stackrel{~}{Q}_i`$. As was the case for the second and fourth order bosonic solutions we find that $`\lambda _{ijk}`$ and $`\rho _{ijk}`$ depend only on functions we know already from the lower order layers, namely, $`x_0`$, $`\lambda _i`$, $`\rho _i`$ and $`x_{ij}`$, and again we can simplify the solution even further, inserting (52) and (56) into equations (57) and (58):
$`\lambda _{ijk}`$ $`=`$ $`ł_{ijk}\dot{x}_0+c_{[ij}l_{k]}\ddot{x}_0+E_{[ij}l_{k]}\left(\ddot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{}+{\displaystyle \frac{1}{\dot{x}_0}}{\displaystyle \frac{\dot{x}_0}{E_0}}\right)`$
$`r_{ijk}Uc_{[ij}r_{k]}U^{}\dot{x}_0E_{[ij}r_{k]}\left(U^{}\dot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{}{\displaystyle \frac{U}{E_0}}\right)`$
$`\rho _{ijk}`$ $`=`$ $`r_{ijk}\dot{x}_0+c_{[ij}r_{k]}\ddot{x}_0+E_{[ij}r_{k]}\left(\ddot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{}+{\displaystyle \frac{1}{\dot{x}_0}}{\displaystyle \frac{\dot{x}_0}{E_0}}\right)`$
$`+l_{ijk}U+c_{[ij}l_{k]}U^{}\dot{x}_0+E_{[ij}l_{k]}\left(U^{}\dot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{}{\displaystyle \frac{U}{E_0}}\right).`$
We have now derived all solutions to equations (26)–(44), i.e. we have explicitly solved the equations of motion up to fourth order for an arbitrary potential function $`U`$. They are all functions of only four quantities and their time derivatives:
$$\dot{x}_0,U,_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}\text{and}_{t_0}^t\frac{1}{\dot{x}_0^4}𝑑t^{}.$$
To illustrate the method we choose the harmonic oscillator as our first example. This has the advantage that we can compare the solution with our earlier result (17)–(19).
### 6.1 The harmonic potential $`U(x)=kx`$
The solution for $`x_0`$ could be found using (50) but here it is easy to solve equation (26) directly, with the familiar result:
$$x_0(t)=x_0(t_0)\mathrm{cos}k(tt_0)+\frac{v_0}{k}\mathrm{sin}k(tt_0);v_0=\pm \sqrt{2E_0k^2x_0^2(t_0)}.$$
(61)
The functions $`\dot{x}_0`$ and $`U`$ can be calculated easily and we find:
$`\lambda _i(t)`$ $`=`$ $`L_i\mathrm{cos}k(tt_0)R_i\mathrm{sin}k(tt_0),`$ (62)
$`\rho _i(t)`$ $`=`$ $`L_i\mathrm{sin}k(tt_0)+R_i\mathrm{cos}k(tt_0),`$ (63)
where $`L_i`$ and $`R_i`$ are the constants
$`L_i={\displaystyle \frac{Q_i}{2E_0}}v_0{\displaystyle \frac{\stackrel{~}{Q_i}}{2E_0}}kx_0(t_0),`$ (64)
$`R_i={\displaystyle \frac{Q_i}{2E_0}}kx_0(t_0)+{\displaystyle \frac{\stackrel{~}{Q_i}}{2E_0}}v_0.`$ (65)
Next we have to calculate $`x_{ij}`$ and thus we need
$$_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}=_{x_0(t_0)}^{x_0(t)}\frac{1}{2E_0k^2x_0^2}𝑑x_0^{}=\frac{1}{2E_0}\left(\frac{x_0(t)}{\dot{x}_0(t)}\frac{x_0(t_0)}{v_0}\right).$$
(66)
On using (52) we find that
$`x_{ij}(t)`$ $`=`$ $`\left({\displaystyle \frac{R_{ij}}{2E_0}}kx_0(t_0)+c_{ij}v_0\right)\mathrm{cos}k(tt_0)+\left({\displaystyle \frac{R_{ij}}{2E_0}}v_0c_{ij}kx_0(t_0)+{\displaystyle \frac{E_{ij}}{kv_0}}\right)\mathrm{sin}k(tt_0).`$ (67)
For $`\lambda _{ijk}`$ and $`\rho _{ijk}`$ we need not calculate any new terms except $`\ddot{x}_0`$. After collecting various constants into $`L_{ijk}`$ and $`R_{ijk}`$ we end up with
$`\lambda _{ijk}`$ $`=`$ $`L_{ijk}\mathrm{cos}k(tt_0)R_{ijk}\mathrm{sin}k(tt_0)`$
$`\rho _{ijk}`$ $`=`$ $`L_{ijk}\mathrm{sin}k(tt_0)+R_{ijk}\mathrm{cos}k(tt_0).`$
Finally we have to calculate $`x_{1234}`$. Therefore we need the integral
$$_{t_0}^t\frac{1}{\dot{x}_0^4}𝑑t^{}=\left[\frac{1}{6E_0}\frac{x_0}{\dot{x}_0^3}+\frac{1}{6E_0^2}\frac{x_0}{\dot{x}_0}\right]_{x_0(t_0)}^{x_0(t)}.$$
There seems to be a singularity when $`\dot{x}_0`$ approaches zero but fortunately this term has to be multiplied by $`\dot{x}_0`$ and combined with two other terms which share the same coefficient $`E_{[12}E_{34]}`$. One finds that all terms involving $`\dot{x}_0`$ in the denominator cancel each other, so that the overall result is just a linear combination of $`x_0`$ and $`\dot{x}_0`$, i.e. of $`\mathrm{cos}`$\- and $`\mathrm{sin}`$-terms. This holds also for all other contributions to $`x_{1234}`$, so that we can write:
$$x_{1234}=C_1\mathrm{cos}k(tt_0)+C_2\mathrm{sin}k(tt_0),$$
where $`C_1`$ and $`C_2`$ are rather complicated functions of $`E_{1234}`$, $`c_{1234}`$ and all lower order integration constants.
The most interesting observation is that all bosonic and fermionic functions are linear combinations of $`\mathrm{cos}`$\- and $`\mathrm{sin}`$-terms only. As we will see later, this similarity between the solutions of different orders is the exception rather than the rule and a special feature of the harmonic oscillator. We also find that the fermionic functions oscillate with the same period as the bosonic functions and differ only in amplitude and phase. Once the motion of the lowest order bosonic function $`x_0`$ is fixed, the principal motion for $`\lambda _i`$, $`\rho _i`$ is almost completely determined. This is a general feature of our system, and it can be fully understood by investigating the symmetries of our model.
Finally, it is easy to verify that the complete component solution is compatible with the general solution found in section 4.1.
## 7 Symmetries in component form
We have already dealt with the decomposition of the Hamiltonian $`H`$, the constant $`R`$ and the two supercharges $`Q`$ and $`\stackrel{~}{Q}`$. Now we want to explain the origin of the component charges from the underlying component symmetries. The Lagrangian $`L_{1234}`$ (5) is all we need to look at, since the non-trivial symmetries of all lower order Lagrangians form subgroups of the full symmetry group of $`L_{1234}`$. One would not guess the extraordinary number of symmetries of $`L_{1234}`$ if one did not know their supersymmetric origin.
To start with, (5) is invariant under time translations, and this leads to the conservation of the highest order Hamiltonian $`H_{1234}`$. This result can be generalized by looking at the full Grassmann transformation (6). Decomposion into components gives us back the time translation symmetry mentioned above when $`\eta =\eta _0`$ is real; the choices $`\eta =\eta _{ij}\xi _{ij}`$ (no summation) or $`\eta =\eta _{1234}\xi _{1234}`$ lead to seven extra charges which correspond to the Hamiltonians $`H_{ij}`$ and $`H_0`$, respectively.
Apart from the Hamiltonians, sixteen Noether charges $`Q_i,\stackrel{~}{Q}_i,Q_{ijk}`$ and $`\stackrel{~}{Q}_{ijk}`$ derive from the supercharges $`Q`$ and $`\stackrel{~}{Q}`$ and belong to a set of symmetry transformations which can be obtained from (7) by the choices $`ϵ=ϵ_i\xi _i`$ and $`ϵ=ϵ_{ijk}\xi _{ijk}`$ (no summation both times), respectively. As an example, $`Q_i`$ and $`\stackrel{~}{Q}_i`$ are the charges that belong to:
$$\begin{array}{ccccccccccc}\delta _ix_{1234}\hfill & =& ϵ_i\lambda _i\hfill & ,& \delta _i\lambda _{jkl}\hfill & =& ϵ_i\dot{x}_0\hfill & ,& \delta _i\rho _{jkl}\hfill & =& ϵ_iU,\hfill \\ \stackrel{~}{\delta }_ix_{1234}\hfill & =& ϵ_i\rho _i\hfill & ,& \stackrel{~}{\delta }_i\lambda _{jkl}\hfill & =& ϵ_iU\hfill & ,& \stackrel{~}{\delta }_i\rho _{jkl}\hfill & =& ϵ_i\dot{x}_0,\hfill \end{array}$$
where $`\{ijkl\}`$ is a cyclic permutation of $`\{1234\}`$ and no summation over $`i`$ is implied. The term supersymmetry transformations should be avoided here, though, since the dynamical quantities in component form are just real functions – therefore they can be termed bosonic or fermionic only by convention. Notwithstanding this fact the component transformations and the corresponding charges reflect the underlying supersymmetry.
Further component Noether charges derived from the Lagrangian (5) are $`R_{ij}`$ and $`R_{1234}`$. The transformations can be read off from (11) choosing $`\eta =\eta _{ij}\xi _{ij}`$ (no summation) and $`\eta =\eta _0`$ (real), respectively. In the latter case we get, for example
$$\begin{array}{ccccccc}\delta _{1234}\lambda _i\hfill & =& \eta _0\rho _i\hfill & ,& \delta _{1234}\rho _i\hfill & =& \eta _0\lambda _i,\hfill \\ \delta _{1234}\lambda _{ijk}\hfill & =& \eta _0\rho _{ijk}\hfill & ,& \delta _{1234}\rho _{ijk}\hfill & =& \eta _0\lambda _{ijk}.\hfill \end{array}$$
(68)
So far all transformations have just resembled those found in section 3. There are however further sets of symmetry transformations which only occur for the component Lagrangian $`L_{1234}`$. The easiest of these is given by
$$\delta _i\lambda _{jkl}=\eta _i\lambda _i,\delta _i\rho _{jkl}=\eta _i\rho _i,$$
(69)
where again $`\{ijkl\}`$ is a cyclic permutation of $`\{1234\}`$. This leads to four charges
$$S_i=\frac{1}{2}(\lambda _i^2+\rho _i^2).$$
(70)
The next easiest is
$$\delta _{ij}\lambda _{ikl}=\eta _{ij}\lambda _i,\delta _{ij}\lambda _{jkl}=\eta _{ij}\lambda _j,\delta _{ij}\rho _{ikl}=\eta _{ij}\rho _i,\delta _{ij}\rho _{jkl}=\eta _{ij}\rho _j$$
(71)
and leads to six independent charges
$$S_{ij}=\lambda _i\lambda _j+\rho _i\rho _j.$$
(72)
We shall exploit these charges later but for now we are more interested in where they come from. It turns out that these and two other groups of transformations not mentioned yet reflect invariance of the original Lagrangian under change of basis in the Grassmann algebra. A Grassmann algebra with $`n`$ generators can be viewed as a $`2^n`$-dimensional vector space in the obvious way, but the choice of the generators $`\xi _i`$ and their products as basis vectors is somewhat arbitrary. A change of basis, however, has to be compatible with the multiplicative structure of the algebra. This means firstly that we only have to consider transformations of the $`n`$ generators and secondly that we can change an (odd) generator only by another odd element of the algebra. The final constraint is that the highest order monomial, e.g. $`\xi _{1234}`$ in the case of four generators, remains unchanged by the transformation so that the highest order Lagrangian, here $`L_{1234}`$, remains invariant.
In the four generator case, this leaves only a relatively small group of acceptable linear transformations. There are eight independent odd basis elements, namely $`\xi _i`$ and $`\xi _{ijk}`$. Correspondingly, there are the following independent infinitesimal transformations that fulfil our conditions:
1. $`\xi _i\xi _i+\eta \xi _j(ij)`$
2. $`\xi _i\xi _i\eta \xi _{jkl}(\{ijkl\}`$ an even permutation of $`\{1234\}`$)
3. $`\xi _i\xi _i+\eta \xi _i,\xi _j\xi _j\eta \xi _j(ij)`$: There are just three independent scaling transformations of this type.
4. $`\xi _i\xi _i+\eta \xi _{ikl},\xi _j\xi _j\eta \xi _{jkl}(\{ijkl\}`$ an even permutation of $`\{1234\}`$): There are six independent Grassmann scaling transformations of this type.
In order for the Grassmann quantities $`x`$, $`\psi _+`$ and $`\psi _{}`$ to be invariant, corresponding to these transformations of the basis vectors of $``$ there have to be transformations of the real components. It is these component transformations that we have found in (69) and (71), which belong to the basis transformations 2. and 4., respectively.
The component transformations belonging to 1. and 3. are also symmetries of the Lagrangian, but since they are more complicated to write down and we will not use them later we refrain from giving them here. It should be mentioned though that they generate a full $`SL_4`$ symmetry group.
## 8 Bosonic and fermionic motion – general properties
We finally come to the physical interpretation of the results we have so far obtained concerning the component dynamical variables. Starting with the lowest order bosonic function $`x_0`$ we first recall that this always describes the motion of a particle in one dimension in the potential $`\frac{1}{2}U^2(x_0)`$. There are three possible types of motion in one dimension:
1. Movement with no turning point: The particle velocity is always positive (or negative), the motion can be bounded, approaching finite values of $`x_0`$ as $`t`$ goes to $`\pm \mathrm{}`$, or unbounded. Example: Flat potential function $`U(x)=c`$.
2. Movement with one turning point: The particle velocity changes sign once, when $`x_0`$ reaches a maximal (minimal) value. Again, the motion can be bounded or unbounded. Example: Reciprocal potential $`U(x)=\frac{c}{x}`$.
3. Oscillatory motion: The particle velocity changes sign infinitely often, thus the motion is always restricted to a finite interval. Example: Harmonic oscillator $`U(x)=kx`$.
There is one conserved quantity, namely the lowest order Hamiltonian $`H_0`$, given in (45). We can interpret this as half the squared length of the two-dimensional bosonic vector
$$\left(\begin{array}{c}\dot{x}_0\\ U\end{array}\right).$$
(73)
The conservation of $`H_0`$ means that the motion of this vector is restricted to a circle with squared radius $`2E_0`$.
Corresponding to the three types of motion for $`x_0`$ there are three types of motion for this vector:
1. Movement with no turning point: The vector moves on the right (left) semicircle in the $`\dot{x}_0`$-$`U`$-plane. The number of direction changes depends on the number of potential extrema of $`U`$.
2. Movement with one turning point: Motion starts on the right (left) semicircle of the $`\dot{x}_0`$-$`U`$-plane, then changes when the turning point is reached to the other semicircle where it then mirrors the previous motion.
3. Oscillatory motion: There are two subcases, depending on whether the number of sign changes of $`U(x)`$ between the two extremal points $`x_{min}`$ and $`x_{max}`$ is odd or even.
1. When there is an odd number the vector will continually wind around the circle; direction changes depending on the number of extrema of $`U`$ can be superimposed. This is the only case where the motion covers the complete circle. The most important example is the harmonic oscillator where we can see directly the circular motion of the bosonic vector.
2. When the number of sign changes of $`U`$ is even, the bosonic vector will oscillate on the circle between two points lying symmetrically on either side of the $`U`$-axis. An example of this case is the potential function $`U(x)=\sqrt{(kx)^2+c}`$ with $`c>0`$, which leads to a harmonic oscillator potential shifted upwards by $`c`$.
The bosonic vector is important because it largely determines the behaviour of the $`n`$ first order fermionic functions. To see this, we look at the $`n`$ two-dimensional vectors
$$\left(\begin{array}{c}\lambda _i\hfill \\ \rho _i\hfill \end{array}\right);i=1,\mathrm{},n.$$
(74)
The charges $`S_i`$ introduced in (70) guarantee that the lengths of these vectors are conserved, thus their motions are also restricted to circles. The squared radii are given by $`2S_i`$, providing us with a nice geometrical interpretation of these constants. Furthermore, the charges $`S_{ij}`$, given by (72), can be interpreted as scalar products between the $`i`$th and $`j`$th vectors, thus effectively specifying the absolute value of the angle between them. Hence we can see already that all $`n`$ vectors must corotate. This can be confirmed further by the charges $`R_{ij}`$ calculated in (48). They can be seen as two-dimensional determinants, fixing the area of the parallelogram defined by the above-mentioned two vectors. It then follows that the sign of the angle between these is determined, too.
The other conserved quantities that involve only terms of first or lower order are the supercharges $`Q_i`$ and $`\stackrel{~}{Q}_i`$, given in (55). They couple the fermionic vectors with the bosonic vector: The charges $`Q_i`$ fix the scalar products, the constants $`\stackrel{~}{Q}_i`$ the determinants between $`(\lambda _i,\rho _i)`$ and $`(\dot{x}_0,U)`$, so that all angles between these vectors, including their signs, are determined and constant in time. This means that once the bosonic motion is calculated and the fermionic initial data is given, we can read off the time evolution of all fermionic functions since their vectors are rigidly corotating with the bosonic one.
Having now dealt with the lowest order bosonic and fermionic functions we have to ask how to interpret the higher order functions. Unfortunately, the geometric interpretation of these can not be seen as clearly. Instead we will interpret the higher order functions as variations of those of lower order.
To start with, $`x_{ij}`$ as given in (52) has two terms coming from the two homogeneous solutions of the $`x_{ij}`$-equation with coefficients $`c_{ij}`$ and $`E_{ij}`$ and the term with coefficient $`R_{ij}`$ which constitutes a particular solution. We will now show that the first two terms can be written as variations of the lowest order motion $`x_0`$ with respect to the two free parameters $`t_0`$ and $`E_0`$ of that motion.
The variation of $`x_0(t)`$ with $`t_0`$ is clearly proportional to the velocity $`\dot{x}_0`$:
$$\frac{\delta x_0}{\delta t_0}=\dot{x}_0$$
which gives us the term with coefficient $`c_{ij}`$. Next we vary the equation $`H_0=E_0`$:
$$2\dot{x}_0\delta \dot{x}_0+2UU^{}\delta x_0=2\delta E_0.$$
Using equation (26), dividing by $`\dot{x}_0^2`$ and integrating between $`t_0`$ and $`t`$ we obtain
$$_{t_0}^t\frac{\dot{x}_0\delta \dot{x}_0\ddot{x}_0\delta x_0}{\dot{x}_0^2}𝑑t^{}=\delta E_0_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{},$$
hence
$$\left[\frac{\delta x_0}{\dot{x}_0}\right]_{t_0}^t=\delta E_0_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}$$
and finally
$$\frac{\delta x_0}{\delta E_0}=\dot{x}_0_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{},$$
(75)
which is exactly the term with coefficient $`E_{ij}`$ in (52). So we end up with:
$$x_{ij}=c_{ij}\frac{\delta x_0}{\delta t_0}+E_{ij}\frac{\delta x_0}{\delta E_0}+\frac{R_{ij}}{2E_0}U.$$
In the same way we can analyse the third order fermion solutions (6) and (6). Both have parts proportional to $`\dot{x}_0`$ and $`U`$. But in addition there are two further terms which have to be interpreted as variations of these parts with $`t_0`$ and $`E_0`$. The $`t_0`$-variations can be written down immediately:
$$\frac{\delta \dot{x}_0}{\delta t_0}\ddot{x}_0,\frac{\delta U}{\delta t_0}U^{}\dot{x}_0$$
and yield the terms with coefficients $`c_{[ij}l_{k]}`$ and $`c_{[ij}r_{k]}`$. The $`E_0`$-variations give:
$$\frac{\delta \dot{x}_0}{\delta E_0}=\frac{d}{dt}\frac{\delta x_0}{\delta E_0}=\ddot{x}_0_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}+\frac{1}{\dot{x}_0},\frac{\delta U}{\delta E_0}=U^{}\frac{\delta x_0}{\delta E_0}=U^{}\dot{x}_0_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}.$$
They explain the first part of the terms with coefficients $`E_{[ij}l_{k]}`$ and $`E_{[ij}r_{k]}`$; note that the second part can be absorbed into the $`l_{ijk}`$ and $`r_{ijk}`$-terms.
So the vectors formed by $`\lambda _{ijk}`$ and $`\rho _{ijk}`$ consist of three parts: A vector rigidly fixed to the familiar first order fermionic vectors and two parts which are proportional to the variation of these vectors with $`t_0`$ and $`E_0`$.
Finally we want to explain the parts of the highest order bosonic function $`x_{1234}`$. The first three terms of (6) are familiar: They are the variations of $`x_0`$ with $`t_0`$ and $`E_0`$ and the inhomogeneity term proportional to $`U`$. The next three terms can be explained as second variations. So $`\ddot{x}_0`$ gives the second variation of $`x_0`$ with respect to $`t_0`$; for the term with coefficient $`c_{[12}E_{34]}`$ we have already shown that it is the time derivative of $`\frac{\delta x_0}{\delta E_0}`$, hence it is proportional to $`\frac{\delta ^2x_0}{\delta E_0\delta t_0}`$. So we only have to deal with the $`E_{[12}E_{34]}`$-component. We find that
$$\frac{\delta ^2x_0}{\delta E_0^2}=\frac{\delta }{\delta E_0}\left(\dot{x}_0_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}\right)=\frac{\delta \dot{x}_0}{\delta E_0}_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}+\dot{x}_0\frac{\delta }{\delta E_0}_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}.$$
The last term can be rewritten as
$`\dot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{2}{\dot{x}_0^3}}{\displaystyle \frac{\delta \dot{x}_0}{\delta E_0}}𝑑t^{}`$ $`=`$ $`2\dot{x}_0{\displaystyle _{t_0}^t}\left({\displaystyle \frac{1}{\dot{x}_0^4}}+{\displaystyle \frac{\ddot{x}_0}{\dot{x}_0^3}}{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{\prime \prime }\right)𝑑t^{}`$
$`=`$ $`2\dot{x}_0{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^4}}𝑑t^{}+\dot{x}_0\left({\displaystyle \frac{1}{\dot{x}_0^2}}{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^2}}𝑑t^{}{\displaystyle _{t_0}^t}{\displaystyle \frac{1}{\dot{x}_0^4}}𝑑t^{}\right).`$
Combining this with the expanded first term
$$\ddot{x}_0\left(_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}\right)^2+\frac{1}{\dot{x}_0}_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}$$
we find exactly the component in (6) with coefficient $`E_{[12}E_{34]}`$.
The last two terms in (6) are easy again: They are given by the two first variations of the inhomogeneity term $`\frac{R_{ij}}{2E_0}U`$ with $`t_0`$ and $`E_0`$, which we have already calculated above. Note that the term $`\frac{U}{E_0}`$ with coefficient $`R_{[12}E_{34]}`$ can be absorbed into the $`R_{1234}`$ term.
In summary:
1. The lowest order bosonic function $`x_0`$ describes the one-dimensional motion of a point particle with energy $`E_0`$ in the potential $`\frac{1}{2}U^2(x_0)`$. It is completely unaffected by all higher order bosonic and all fermionic functions and not influenced by any higher order charges. There are two free parameters involved, an initial time $`t_0`$ and the energy $`E_0`$.
2. The first order fermionic functions comprise two-dimensional vectors $`(\lambda _i,\rho _i)`$. The lengths of these vectors and the angles between them are fixed by charges arising from symmetry under change of basis in the Grassmann algebra and from the second order charge $`R_{ij}`$, and so are constant in time, i.e. all fermionic vectors rigidly corotate. Their motion is in turn determined by the bosonic vector $`(\dot{x}_0,U)`$ which has constant squared length $`2E_0`$ and is rigidly coupled to the fermion vectors by the supercharges $`Q_i`$ and $`\stackrel{~}{Q}_i`$. For every generator there is a pair of free parameters which specify the length and the phase of the corresponding vector.
3. The second order bosonic function $`x_{ij}`$ has terms proportional to the (first) variation of $`x_0`$ with $`t_0`$ and $`E_0`$. There is one additional term proportional to $`U`$ stemming from the inhomogeneity of the $`x_{ij}`$-equation of motion and ultimately from the Yukawa interaction term.
4. The third order fermionic functions again comprise two-dimensional vectors $`(\lambda _{ijk},\rho _{ijk})`$. They can be divided into three additive parts. The first part is rigidly rotating with the first order fermionic vectors, the second and third parts are proportional to the variations of this first order vectorial motion with initial time $`t_0`$ and $`E_0`$.
5. Finally, the fourth order bosonic function involves all first and second order variations of $`x_0`$ with respect to $`t_0`$ and $`E_0`$ plus a further term proportional to $`U`$ and its first order variations.
## 9 Oscillatory Motion
In this section we apply our results of the previous section to oscillatory motion, i.e. we assume that the lowest order bosonic function $`x_0`$ is periodic with period $`T`$. We have found already that in this case the first order fermionic motion is described by two-dimensional vectors that either continuously wind around a circle or oscillate between two symmetrically lying points on it, depending on the number of sign changes of $`U`$.
When we look at the next bosonic level, i.e. the functions $`x_{ij}`$, we can see immediately that the first part of the solution (52), which is proportional to $`\dot{x}_0`$, is a periodic function with the same period $`T`$. The last term proportional to $`U(x_0(t))`$ is periodic, too, but it can have period $`\frac{1}{2}T`$ if the potential function $`U(x_0)`$ has reflection symmetry, i.e. if $`U(a+x)=U(ax)`$ for some constant $`a`$. Let therefore $`\widehat{T}`$, which is either $`T`$ or $`\frac{1}{2}T`$, denote the period of $`U(x_0(t))`$. The most interesting term is the remaining second one containing the integral. We will analyse this term from a mathematical point of view using Floquet theory but before we do that we would like to understand it from a more physical perspective.
From equation (75) in the previous section we know that the integral term can be interpreted as the variation of the solution $`x_0`$ with respect to the energy $`E_0`$. Because the variation is infinitesimally small, we can make the assumption that the functional form of the motion remains unchanged. We treat the motion as determined by only two parameters, the period $`T`$ and a characteristic amplitude $`A`$, defined e.g. as the distance between the two turning points of the motion. In the generic case $`T`$ and $`A`$ will be related by a non-trivial function $`T(A)`$, therefore a change in energy means not only a change in the amplitude $`A`$ but also in the period $`T`$, so:
$$\frac{dx_0}{dE_0}=\frac{dx_0}{dA}\frac{dA}{dE_0}=\left(\frac{x_0}{A}+\frac{x_0}{T}\frac{dT}{dA}\right)\frac{dA}{dE_0}.$$
Since $`x_0`$ is a $`T`$-periodic function we can use its Fourier series $`_jc_je^{i\omega _jt}`$, where $`\omega _j=\frac{2\pi }{T}j`$ and the coefficients $`c_j`$ are regarded as functions of $`A`$, to find:
$$\frac{x_0}{T}=\frac{t}{T}\underset{j}{}c_ji\omega _je^{i\omega _jt}=\frac{\dot{x}_0t}{T}.$$
Thus
$$\frac{dx_0}{dE_0}(t)=\left(\frac{x_0}{A}(t)t\frac{\dot{x}_0(t)}{T}\frac{dT}{dA}\right)\frac{dA}{dE_0}.$$
Both $`\frac{x_0}{A}`$ and $`\dot{x}_0`$ are $`T`$-periodic functions, but $`\frac{dx_0}{dE_0}`$ itself is clearly not since the second term is linear-periodic, i.e. the product of the linear term $`t`$ with a periodic function. The extra linear-periodic term diverges with time, thus seemingly spoiling the oscillatory nature of the solution. However, this problem only arises because the period of the oscillation depends on the amplitude $`A`$ and thus ultimately on the energy $`E_0`$. Expressing a solution with slightly changed period $`T+dT`$ in terms of $`T`$-periodic functions inevitably leads to non-periodic terms. The effect is well-known from celestial mechanics where linear-periodic functions appear as secular terms in the study of stability problems of planetary orbits (see e.g. ).
There is one case where no linear-periodic term occurs, and this is when
$$\frac{dT}{dA}=0,$$
i.e. when the period is independent of the amplitude. This is true for the harmonic oscillator, and consequently there is no non-periodic term in equation (67).
The existence of non-periodic terms in the bosonic function $`x_{ij}`$ can be derived in a mathematically more stringent way from Floquet theory, the theory of linear differential equations with periodic coefficients. Equation (27), with $`\lambda _i\rho _j\rho _i\lambda _j`$ replaced by the constant $`R_{ij}`$ according to (48), determines the motion of $`x_{ij}`$. Because we know that the particular solution proportional to $`U`$ is periodic it suffices to treat the homogeneous equation which can be written in the form
$$\ddot{x}_{ij}+p(t)x_{ij}=0,$$
(76)
where $`p`$ is a $`\widehat{T}`$-periodic function. This allows us to apply Floquet theory which states that :
1. There exists a non-zero constant $`\alpha `$, called the characteristic multiplier, and a non-trivial solution $`x_{ij}(t)`$ such that
$$x_{ij}(t+\widehat{T})=\alpha x_{ij}(t),$$
(77)
from which one deduces
2. There exist linearly independent solutions $`x_{ij,1}`$ and $`x_{ij,2}`$ to (76), such that either
$$x_{ij,1}(t)=e^{m_1t}P_1(t),x_{ij,2}(t)=e^{m_2t}P_2(t)$$
(78)
or
$$x_{ij,1}(t)=e^{mt}P_1(t),x_{ij,2}(t)=e^{mt}(tP_1(t)+P_2(t)),$$
(79)
where in both cases $`P_1,P_2`$ are $`\widehat{T}`$-periodic functions and $`m_1`$, $`m_2`$, $`m`$, called characteristic exponents, are – not necessarily distinct – constants.
Whether the solutions take the form (78) or (79) depends on whether there are two independent solutions of (76) with the property (77) or just one. If we denote by $`X_1,X_2`$ the two linearly independent solutions of (76) with
$$X_1(0)=1,\dot{X}_1(0)=0,X_2(0)=0,\dot{X}_2(0)=1,(t_0=0\text{for simplicity})$$
and by $`M(t)`$ the matrix
$$\left(\begin{array}{cc}X_1(t)& X_2(t)\\ \dot{X}_1(t)& \dot{X}_2(t)\end{array}\right),$$
we get a solution of type (78) if $`M(\widehat{T})`$ is diagonalizable and a solution of type (79) if $`M(\widehat{T})`$ has Jordan normal form.
To determine the characteristic exponents $`m_i`$ it is useful to notice that our equation is not an arbitrary differential equation with periodic coefficients but an example of Hill’s equation which takes the form
$$F(t)\ddot{x}_{ij}+F^{}(t)\dot{x}_{ij}+G(t)x_{ij}=0,$$
$`F`$ and $`G`$ being $`\widehat{T}`$-periodic functions. For equations of Hill’s type the Floquet multipliers are completely determined by the trace $`D`$ of the fundamental matrix $`M(\widehat{T})`$. This trace can be determined indirectly, using the fact that we know one periodic solution of (76), namely $`\dot{x}_0`$, which has either period $`\widehat{T}`$ or $`2\widehat{T}`$, depending on whether $`U(x_0)`$ is reflection-symmetric or not. Now we can use another theorem of Floquet theory which states:
1. Hill’s equation has non-trivial solutions with period $`\widehat{T}`$ if and only if $`D=2`$. Then either $`m_1=m_2=m=0`$ and
$$x_{ij,1}(t)=P_1(t),x_{ij,2}(t)=P_2(t),$$
or $`m=0`$ and
$$x_{ij,1}(t)=P_1(t),x_{ij,2}(t)=tP_1(t)+P_2(t).$$
2. Hill’s equation has non-trivial solutions with period $`2\widehat{T}`$ if and only if $`D=2`$. Then either $`m_1=m_2=\frac{i\pi }{\widehat{T}}`$ and
$$x_{ij,1}(t)=e^{\frac{i\pi }{\widehat{T}}t}P_1(t),x_{ij,2}(t)=e^{\frac{i\pi }{\widehat{T}}t}P_2(t),$$
or $`m=\frac{i\pi }{\widehat{T}}`$ and
$$x_{ij,1}(t)=e^{\frac{i\pi }{\widehat{T}}t}P_1(t),x_{ij,2}(t)=e^{\frac{i\pi }{\widehat{T}}t}(tP_1(t)+P_2(t)).$$
Using these theorems we find that the second independent solution (75) has to be either periodic or linear-periodic. The period is in both cases $`T`$, the period of the first independent solution $`\dot{x}_0`$. This means that we can formally confirm our earlier result derived from physical arguments. Additionally, we have that any solution must be bounded in finite intervals. This is not immediately obvious from the explicit form of (75), which could be singular when $`\dot{x}_0=0`$.
Before we proceed to analyse a particular potential function which admits oscillatory motion we want to comment briefly on the higher order bosonic and fermionic quantities $`\lambda _{ijk},\rho _{ijk}`$ and $`x_{1234}`$. From equations (6) and (6) we can see that all terms that appear in the third order fermionic solution are either periodic or linear-periodic. For the term
$$\ddot{x}_0_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}+\frac{1}{\dot{x}_0}$$
this follows e.g. from the fact that the derivative of a linear-periodic term is again linear-periodic. We can expect this behaviour physically since $`\lambda _{ijk}`$ and $`\rho _{ijk}`$ are given by the first variation of the motion of the first order fermionic vectors with energy and initial time. (There are further periodic contributions to $`\lambda _{ijk}`$ and $`\rho _{ijk}`$ with coefficients $`l_{ijk}`$ and $`r_{ijk}`$.)
Most terms in the fourth order bosonic solution $`x_{1234}`$ can be easily seen to be periodic or linear-periodic in the same manner. However, there are the three terms which have been interpreted as the second variation of $`x_0`$ with energy $`E_0`$. These should contain a quadratic term in $`t`$, because
$$\frac{d^2x_0}{dE_0^2}=\left[\frac{^2x_0}{A^2}+2\frac{^2x_0}{AT}\frac{dT}{dA}+\frac{^2x_0}{T^2}\left(\frac{dT}{dA}\right)^2+\frac{x_0}{T}\frac{d^2T}{dA^2}\right]\left(\frac{dA}{dE_0}\right)^2+\left[\frac{x_0}{A}+\frac{x_0}{T}\frac{dT}{dA}\right]\frac{d^2A}{dE_0^2}$$
and
$$\frac{^2x_0}{T^2}=\frac{}{T}\left(\frac{\dot{x}_0t}{T}\right)=\frac{1}{T^2}\left(2\dot{x}_0t+\ddot{x}_0t^2\right),$$
all other terms being (linear-)periodic. Again, the quadratic term does not occur when period $`T`$ and amplitude $`A`$ are independent, i.e. when $`\frac{dT}{dA}=0`$. This is confirmed by the harmonic oscillator example where $`x_{1234}`$ is completely periodic.
We can also understand the existence of a quadratic-periodic term directly from the solution (6) which contains the term
$$\ddot{x}_0\left(_{t_0}^t\frac{1}{\dot{x}_0}𝑑t^{}\right)^2.$$
We know already that the integral will yield a term proportional to $`t`$; this is squared to give a quadratic term in $`t`$, and then multiplied by the periodic function $`\ddot{x}_0`$. This quadratic term cannot cancel out because the two remaining terms with coefficient $`E_{[12}E_{34]}`$ in (6) are at most linear-periodic.
### 9.1 The hyperbolic potential $`U(x)=c\mathrm{tanh}kx`$
We illustrate our results by the hyperbolic potential $`U(x)=c\mathrm{tanh}kx`$, already discussed in section 4.2 for general Grassmann algebra. Since we are only interested in oscillatory motion here, we make the assumption that $`c^2>2E_0`$.
Inverting the result obtained from (50) we can calculate that
$$x_0(t)=\pm \frac{1}{k}\text{arcsinh}\left(\begin{array}{c}\sqrt{\frac{2E_0}{c^22E_0}}\hfill \end{array}\mathrm{sin}(\omega (tt_0)+\kappa )\right),$$
(80)
with
$$\begin{array}{ccc}\omega =k\sqrt{c^22E_0}\hfill & ,& \kappa =\mathrm{arcsin}\left(\sqrt{\frac{c^2}{2E_0}1}\mathrm{sinh}kx_0(t_0)\right).\hfill \end{array}$$
So $`x_0`$ is indeed a periodic function. For $`\dot{x}_0`$ and $`U`$ we immediately find that
$`\dot{x}_0(t)`$ $`=`$ $`\pm {\displaystyle \frac{\sqrt{c^22E_0}}{\sqrt{\frac{c^2}{2E_0}\mathrm{sec}^2y1}}}`$ (81)
$`U(t)`$ $`=`$ $`\pm {\displaystyle \frac{c\mathrm{tan}y}{\sqrt{\frac{c^2}{2E_0}\mathrm{sec}^2y1}}},`$ (82)
where we have abbreviated $`(\omega (tt_0)+\kappa )`$ to $`y`$. Therefore the motion of the bosonic vector (73) is a non-uniform rotation, which confirms our comments in section 8 since the potential function $`U`$ changes sign only once. All fermionic vectors corotate with the bosonic one.
To determine $`x_{ij}`$ we need the integral
$$_{t_0}^t\frac{1}{\dot{x}_0^2}𝑑t^{}=\frac{1}{k\sqrt{(c^22E_0)^3}}\left(\omega (tt_0)+\frac{c^2}{2E_0}\mathrm{tan}y\right);$$
we then obtain for the $`E_{ij}`$-related part of $`x_{ij}`$:
$$\pm \frac{E_{ij}}{k(c^22E_0)}\left(\frac{\frac{c^2}{2E_0}\mathrm{tan}y}{\sqrt{\frac{c^2}{2E_0}\mathrm{sec}^2y1}}\frac{\omega (tt_0)}{\sqrt{\frac{c^2}{2E_0}\mathrm{sec}^2y1}}\right).$$
(83)
This result clearly shows a linear periodic term which means that the period-amplitude relation is non-trivial. In fact, period and amplitude of $`x_0(t)`$, the latter defined as distance between the two turning points, can be easily calculated using (80):
$$T=\frac{2\pi }{k\sqrt{c^22E_0}},A=\frac{2}{k}\text{arcsinh}\sqrt{\frac{2E_0}{c^22E_0}}.$$
Thus
$$T(A)=\frac{2\pi }{k|c|}\mathrm{cosh}\frac{kA}{2}$$
and $`\frac{dT}{dA}0`$. We point out that all terms in the solution are clearly bounded, which is not the case for the integral itself.
Figure 2 gives an example of both the bosonic quantities $`x_0`$ and $`x_{ij}`$ and the fermionic quantities $`\lambda _i`$ and $`\rho _i`$.
We do not present the higher order solutions in detail here since their explicit form, although not complicated to find, is lengthy and does not provide new insights. The only interesting exception is the part of $`x_{1234}`$ which has been characterized as a second variation with energy. This part can be calculated to be
$`{\displaystyle \frac{1}{2}}E_{[12}E_{34]}[{\displaystyle \frac{(\alpha ^33\alpha ^2+6\alpha )\mathrm{sin}y\mathrm{sec}^3y+(2\alpha ^24\alpha )\mathrm{sin}y\mathrm{sec}y}{k(c^22E_0)^2\sqrt{(\alpha \mathrm{sec}^2y1)^3}}}`$
$`+(tt_0)\left({\displaystyle \frac{\left(2\alpha ^2+\alpha \right)\mathrm{sec}^2y+1}{\sqrt{(c^22E_0)^3}\sqrt{(\alpha \mathrm{sec}^2y1)^3}}}\right)+(tt_0)^2({\displaystyle \frac{k\alpha }{c^22E_0}}{\displaystyle \frac{\mathrm{sin}y\mathrm{sec}^3y}{\sqrt{(\alpha \mathrm{sec}^2y1)^3}}})],`$
where we have abbreviated $`\frac{c^2}{2E_0}`$ to $`\alpha `$. Again, there are two noteworthy points here: Firstly, the occurence of a quadratic-periodic term, which has been predicted in section 8 and secondly the complete boundedness of the whole solution, which is not immediately obvious from the functional form (6), especially regarding the term where the velocity appears in the denominator.
Next we want to show that the two solution methods presented in this paper deliver the same result. Therefore we have to decompose our previous solution, the first of equations (21), from section 4.2. Recall that any real analytical function $`f`$ is extended to a Grassmann-valued function by the formula
$$f(z)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}f^n(z_b)z_s^n,$$
where $`z_b`$ and $`z_s`$ are body and soul of the Grassmann number $`z`$, respectively . To keep the calculation short we will expand here only up to second order, i.e. the following equations have to be understood modulo a component proportional to $`\xi _{1234}`$.
We begin with the frequency $`\omega `$:
$$\omega =k\sqrt{(c^22E_0)2E_{ij}\xi _{ij}}=k\sqrt{c^22E_0}\frac{kE_{ij}}{\sqrt{c^22E_0}}\xi _{ij}.$$
Then
$`\mathrm{sin}(\omega (tt_0)+\kappa )`$ $`=`$ $`\mathrm{sin}(k\sqrt{c^22E_0}(tt_0)+\kappa _0)`$
$`+\mathrm{cos}(k\sqrt{c^22E_0}(tt_0)+\kappa _0)\left({\displaystyle \frac{kE_{ij}(tt_0)}{\sqrt{c^22E_0}}}+\kappa _{a,ij}\right)\xi _{ij}.`$
Since
$$\sqrt{\frac{2E+2ckR}{c^22E}}=\sqrt{\frac{2E_0}{c^22E_0}}+\left(\frac{c^2E_{ij}+ckR_{ij}(c^22E_0)}{\sqrt{2E_0(c^22E_0)^3}}\right)\xi _{ij}$$
we find
$`\sqrt{{\displaystyle \frac{2E+2ckR}{c^22E}}}\mathrm{sin}(\omega (tt_0)+\kappa )`$ $`=`$ $`\sqrt{{\displaystyle \frac{2E_0}{c^22E_0}}}\mathrm{sin}y+\sqrt{{\displaystyle \frac{2E_0}{c^22E_0}}}[{\displaystyle \frac{R_{ij}}{2E_0}}ck\mathrm{sin}y+\kappa _{ij}\mathrm{cos}y`$
$`+E_{ij}({\displaystyle \frac{\frac{c^2}{2E_0}}{c^22E_0}}\mathrm{sin}y{\displaystyle \frac{k(tt_0)}{\sqrt{c^22E_0}}}\mathrm{cos}y)]\xi _{ij},`$
where again $`y=k\sqrt{c^22E_0}(tt_0)+\kappa _0`$. This result equals $`\mathrm{sinh}kx`$; decomposition yields:
$$\mathrm{sinh}kx=\mathrm{sinh}(kx_0+kx_{ij}\xi _{ij})=\mathrm{sinh}kx_0+kx_{ij}(\mathrm{cosh}kx_0)\xi _{ij},$$
thus by comparison
$$\mathrm{sinh}kx_0=\sqrt{\frac{2E_0}{c^22E_0}}\mathrm{sin}y,$$
which gives the same solution for $`x_0`$ as (80). Similarly, we can read off the result for $`kx_{ij}\mathrm{cosh}kx_0`$ and then calculate $`x_{ij}`$:
$`x_{ij}(t)`$ $`=`$ $`{\displaystyle \frac{R_{ij}}{2E_0}}{\displaystyle \frac{c\mathrm{tan}y}{\sqrt{\frac{c^2}{2E_0}\mathrm{sec}^2y1}}}{\displaystyle \frac{\kappa _{ij}}{k}}{\displaystyle \frac{1}{\sqrt{\frac{c^2}{2E_0}\mathrm{sec}^2y1}}}`$
$`+E_{ij}\left({\displaystyle \frac{\frac{c^2}{2E_0}}{k(c^22E_0)}}{\displaystyle \frac{\mathrm{tan}y}{\sqrt{\frac{c^2}{2E_0}\mathrm{sec}^2y1}}}{\displaystyle \frac{1}{\sqrt{c^22E_0}}}{\displaystyle \frac{tt_0}{\sqrt{\frac{c^2}{2E_0}\mathrm{sec}^2y1}}}\right).`$
The term with coefficient $`R_{ij}`$ can be readily identified as the potential function $`U(t)`$, derived in (82). The second term with coefficient $`\kappa _{ij}`$ equals the velocity $`\dot{x}_0`$, which we have calculated in (81), when we make the identification $`\kappa _{ij}=\omega c_{ij}`$. Finally, the term proportional to $`E_{ij}`$ is identical with our result (83).
So the solution found by using our layer-by-layer approach can also be obtained by the decomposition of the full Grassmann solution calculated through direct integration in Grassmann space. We have demonstrated this feature here using the bosonic quantity $`x(t)`$ but we could equally well have chosen one of the fermionic quantities $`\psi _+(t)`$ or $`\psi _{}(t)`$. This means that our two solution methods are compatible with each other.
## 10 The Zero Energy Solutions
We have already mentioned in sections 4 and 6 that the case where the energy $`E_0`$, the body of the full Grassmann energy $`E`$, equals zero has to be treated differently. All the solutions to the equations of motion (26)–(44) were given under the restriction $`E_00`$ so that we cannot use our previous results. It will turn out, however, that for a finitely generated Grassmann algebra we can derive all solutions in explicit functional form for arbitrary potential.
Starting with equation (45) we can see that if $`E_0=0`$ both $`\dot{x}_0`$ and $`U(x_0)`$ have to vanish:
$$\dot{x}_0=0,U(x_0)=0.$$
This means that the particle stays permanently at rest at a minimum $`x_{0,min}`$ of the potential $`U^2`$. One could assume at this point that all higher order bosonic and fermionic functions are trivial as well, but as we shall soon see this is far from being necessary, in contradiction to .
Because $`x_0(t)`$ is constant, all the (spatial) derivatives of $`U`$ are constant functions of time too; we denote their values by
$$U^{}(x_0)=k_1,U^{\prime \prime }(x_0)=k_2,U^{\prime \prime \prime }(x_0)=k_3,\mathrm{};$$
we assume in the following that $`k_10`$.
When we now look at the first order fermionic equations (39) for $`\lambda _i`$ and $`\rho _i`$, we find that they are easily solved by the harmonic oscillator ansatz:
$`\lambda _i`$ $`=`$ $`l_i\mathrm{cos}k_1(tt_0)r_i\mathrm{sin}k_1(tt_0)`$ (84)
$`\rho _i`$ $`=`$ $`l_i\mathrm{sin}k_1(tt_0)+r_i\mathrm{cos}k_1(tt_0).`$ (85)
Unlike the true harmonic oscillator, the constants $`l_i`$ and $`r_i`$ are, however, not linked to the first order supercharges $`Q_i`$ and $`\stackrel{~}{Q}_i`$ which vanish completely as can be verified from (55).
To understand the first order fermionic motion we assume that the energy $`E_0`$ is small but non-zero, restricting the particle motion to a small neighbourhood of the stability point $`x_{0,min}`$ where the potential function $`U`$ is approximately linear. The result is an almost harmonic oscillation with frequency $`k_1`$, mirrored by the fermionic quantities – as follows from (62) and (63). When we now let $`E_0`$ approach zero, this fermionic motion seems to diverge as one can see from the formulae for the coefficients $`L_i`$ and $`R_i`$ in (64) and (65). However, there is a subtle point here: While the supercharges $`Q_i`$ and $`\stackrel{~}{Q}_i`$ are arbitrarily chosen constants for $`E_00`$, they have to vanish for $`E_0=0`$. Thus to avoid any discontinuities they have to smoothly approach zero as the energy decreases. Exactly how they approach zero finally determines which value the harmonic oscillator coefficients $`L_i`$ and $`R_i`$ take in the limit $`E_0=0`$, which justifies the two remaining degrees of freedom in our solution, $`l_i`$ and $`r_i`$.
Next we want to analyse the second order bosonic quantity $`x_{ij}`$. Because $`U^{}`$ and $`U^{\prime \prime }`$ are constants the equation of motion (27) describes formally a harmonic oscillator with frequency $`k_1`$ subject to a constant external force $`k_2R_{ij}`$, so the solution (for $`k_10`$) is
$$x_{ij}=v_{ij}\mathrm{cos}k_1(tt_0)+\stackrel{~}{v}_{ij}\mathrm{sin}k_1(tt_0)+\frac{k_2}{k_1^2}R_{ij},$$
(86)
where $`v_{ij}`$ and $`\stackrel{~}{v}_{ij}`$ are integration constants. To interpret this result we recall that in case $`E_00`$ the homogeneous part of $`x_{ij}`$ consists of two terms, the two variational derivatives of $`x_0`$ with respect to $`E_0`$ and $`t_0`$. When $`E_0`$ is zero, a small change in energy will result in oscillatory motion around the stability point $`x_{0,min}`$. This explains the functional form and one of the free parameters of the solution (86). The second parameter, though, cannot be connected to the variation with $`t_0`$ anymore since this variation is zero for a constant $`x_0`$.
An interesting observation is connected to the second order energy which can be calculated from (46) to be $`E_{ij}=k_1R_{ij}`$. Thus the second order energy is not independent any more but determined by the four first order constants $`l_i`$, $`r_i`$, $`l_j`$, $`r_j`$. Note the fact that $`E_{ij}`$ is not connected to the parameters $`v_{ij}`$ and $`\stackrel{~}{v}_{ij}`$.
The third order fermion equations (44) are again equations describing a harmonic oscillator with a driving term. The homogeneous part of the solution looks therefore the same as (84) and (85) with integration constants $`l_{ijk}`$ and $`r_{ijk}`$. To find the particular solution we have to investigate the driving terms $`k_2x_{[ij}\rho _{k]}`$ and $`k_2x_{[ij}\lambda _{k]}`$ further. Using equations (84), (85) and (86) we find
$`x_{[ij}\rho _{k]}`$ $`=`$ $`C_{ijk}+D_{1,ijk}\mathrm{sin}2k_1(tt_0)D_{2,ijk}\mathrm{cos}2k_1(tt_0)`$
$`x_{[ij}\lambda _{k]}`$ $`=`$ $`\stackrel{~}{C}_{ijk}+D_{2,ijk}\mathrm{sin}2k_1(tt_0)+D_{1,ijk}\mathrm{cos}2k_1(tt_0),`$
where $`C_{ijk}`$, $`\stackrel{~}{C}_{ijk}`$, $`D_{1,ijk}`$ and $`D_{2,ijk}`$ are constants built from $`l_i`$, $`r_i`$, $`v_{ij}`$ and $`\stackrel{~}{v}_{ij}`$. So the driving terms are not constant but have an oscillating part that oscillates with double the basic frequency $`k_1`$. The particular solutions are thus
$`\lambda _{ijk,part.}`$ $`=`$ $`{\displaystyle \frac{k_2}{k_1}}\stackrel{~}{C}_{ijk}+{\displaystyle \frac{k_2}{k_1}}D_{1,ijk}\mathrm{cos}2k_1(tt_0)+{\displaystyle \frac{k_2}{k_1}}D_{2,ijk}\mathrm{sin}2k_1(tt_0)`$
$`\rho _{ijk,part.}`$ $`=`$ $`{\displaystyle \frac{k_2}{k_1}}C_{ijk}+{\displaystyle \frac{k_2}{k_1}}D_{1,ijk}\mathrm{sin}2k_1(tt_0){\displaystyle \frac{k_2}{k_1}}D_{2,ijk}\mathrm{cos}2k_1(tt_0).`$
The fermionic vectors $`(\lambda _{ijk},\rho _{ijk})`$ consist of three parts: A uniform rotation with natural frequency $`k_1`$, a forced uniform rotation with double this frequency that we can interpret as the first excited mode and a constant shift away from the origin. Note that there is no double frequency term if $`U^{\prime \prime }(x_0)=0`$, and in particular for the harmonic oscillator potential. This agrees with our earlier result in section 6.1.
Calculating the supercharges $`Q_{ijk}`$ and $`\stackrel{~}{Q}_{ijk}`$ from (55) we find that $`Q_{ijk}=2k_1C_{ijk}`$ and $`\stackrel{~}{Q}_{ijk}=2k_1\stackrel{~}{C}_{ijk}`$ which gives us a neat interpretation of the displacement constants $`C_{ijk}`$ and $`\stackrel{~}{C}_{ijk}`$. It further means that the third order supercharges are not related to the free parameters $`l_{ijk}`$ and $`r_{ijk}`$ as is the case for $`E_00`$ but instead are completely determined by first and second order parameters. This is the same phenomenon already encountered for the second order energy $`E_{ij}`$ and again it means that we should not think of $`Q_{ijk}`$ and $`\stackrel{~}{Q}_{ijk}`$ as independent constants when $`E_0=0`$.
Finally we have to investigate the fourth order bosonic quantity $`x_{1234}`$. The equation of motion (34) simplifies in the case $`E_0=0`$ to
$$\ddot{x}_{1234}+k_1^2x_{1234}=\frac{3}{2}k_1k_2x_{[12}x_{34]}+k_2R_{1234}+k_3x_{[12}R_{34]},$$
so it describes a harmonic oscillator with three driving terms. The homogeneous part is analogous to (86) with two integration constants $`c_{1234}`$ and $`\stackrel{~}{c}_{1234}`$; the comments made about $`x_{ij}`$ apply here, too. Analyzing the three driving terms we first note that $`k_2R_{1234}`$ specifies a constant external force, playing the same role as $`k_2R_{ij}`$ for the variables $`x_{ij}`$. The first and third terms can be calculated using the explicit formulae for $`x_{ij}`$, resulting in
$`{\displaystyle \frac{3}{2}}k_1k_2x_{[12}x_{34]}+k_3x_{[12}R_{34]}`$ $`=`$ $`{\displaystyle \frac{3}{4}}k_1k_2\left(C_{1234}+D_{1234}\mathrm{cos}2k_1(tt_0)+\stackrel{~}{D}_{1234}\mathrm{sin}2k_1(tt_0)\right)`$
$`+\left(k_33{\displaystyle \frac{k_2^2}{k_1}}\right)\left(F_{1234}\mathrm{cos}k_1(tt_0)+\stackrel{~}{F}_{1234}\mathrm{sin}k_1(tt_0)\right),`$
where $`C_{1234}`$, $`D_{1234}`$, $`\stackrel{~}{D}_{1234}`$, $`F_{1234}`$ and $`\stackrel{~}{F}_{1234}`$ are fixed constants built from $`v_{ij}`$, $`\stackrel{~}{v}_{ij}`$ and $`R_{ij}`$. So besides a further constant term we find four oscillating ones, two with frequency $`k_1`$ and two with frequency $`2k_1`$. The latter ones will cause forced harmonic motion with double the natural frequency as we found for the third order fermionic terms. New, however, are the oscillating terms which have the same frequency as the homogenous solution. This means that the oscillator is driven in resonance. Therefore the solution is not bounded anymore but includes linear-periodic terms like $`t\mathrm{sin}k_1(tt_0)`$ and $`t\mathrm{cos}k_1(tt_0)`$. Combining all contributions we find the particular solution
$`x_{1234,part.}`$ $`=`$ $`{\displaystyle \frac{k_2}{k_1}}\left({\displaystyle \frac{R_{1234}}{k_1}}{\displaystyle \frac{3}{4}}C_{1234}\right)+{\displaystyle \frac{1}{4}}{\displaystyle \frac{k_2}{k_1}}\left(D_{1234}\mathrm{cos}2k_1(tt_0)+\stackrel{~}{D}_{1234}\mathrm{sin}2k_1(tt_0)\right)`$
$`+{\displaystyle \frac{1}{2}}\left(3{\displaystyle \frac{k_2^2}{k_1^2}}{\displaystyle \frac{k_3}{k_1}}\right)\left(\stackrel{~}{F}_{1234}t\mathrm{cos}k_1(tt_0)F_{1234}t\mathrm{sin}k_1(tt_0)\right).`$
Thus the fourth order bosonic solution consists of harmonic oscillation with the natural frequency $`k_1`$, an excited mode with twice this frequency, linear-periodic motion and a constant shift.
Especially interesting are the linear-periodic terms. They can be explained physically as in section 9, although we have to see them as the second variation with energy here: When the particle stays at rest in a potential minimum the first variation gives rise to harmonic oscillation, independently of the shape of the potential function $`U`$ (as long as $`k_10`$). Only when we look at the second order variation do non-harmonic terms come into play: The period of oscillation will in general depend on the amplitude and the energy, therefore a variation in energy results in a change of period; expressing the new solution in terms of the old period then generally leads to secular, non-periodic terms.
Notice the fascinating fact that although the physical interpretation is similar, the way the linear-periodic terms arise mathematically is completely different: For non-zero energy oscillations they come as solutions of a homogenous differential equation with periodic coefficients; in the zero energy case they are particular solutions to an inhomogenous differential equation with constant coefficients.
## 11 Discussion
In this work we have analysed a supersymmetric mechanical model from two different viewpoints: Either we make no specification with regard to the nature of the underlying Grassmann algebra $``$. Then for a range of potential functions $`U`$ the model can be explicitly solved. Or we regard $``$ as finitely generated thus reducing all quantities to a set of real functions and their interrelationships. Then we are able to solve the system completely, without any restrictions on $`U`$. The methods have been shown to be compatible with each other here.
An open question with our first point of view is what meaning we can give to the full, i.e. non-decomposed Grassmann solutions $`x(t),\psi _+(t)`$ and $`\psi _{}(t)`$. Interpretation may be aided by our second approach, where we have shown that the component solutions include the purely classical motion dependent on $`E_0`$ and all its variations with respect to this (real) constant. Apparently, supersymmetric dynamics captures information about a whole range of energies of the mechanical system, so in a sense we can say that the Grassmann energy $`E`$ corresponds to some fuzzy classical energy. This suggests possibly that supersymmetric classical dynamics is closely related to the quantum dynamics. A study of the quantized version of our model would therefore be an important step to complement this research.
We also hope to apply our methods to the full, i.e. space- and time-dependent field theory.
## Acknowledgements
N.S.M. thanks P. Bongaarts and R. Casalbuoni for correspondence, and A. Rogers for discussions. R.H. gratefully acknowledges the support of EPSRC and the Studienstiftung des Deutschen Volkes. |
warning/0001/astro-ph0001113.html | ar5iv | text | # The APM Survey for Cool Carbon Stars in the Galactic Halo - II The Search for Dwarf Carbon Stars.
## 1 Introduction
Until recently it was believed that all faint high-latitude carbon (FHLC) stars were giants. Since main sequence stars do not produce carbon, it was assumed that faint carbon stars were distant examples of the classical, bright carbon giants.
Recently, however a new and growing class of so-called dwarf carbon stars has been discovered (see Green 1996 for a recent review). Dwarf carbon stars are believed to be binary systems, where the dwarf carbon star has received material from a now “invisible” companion during the ascent of the companion star up the asymptotic giant branch (Dahn et al. 1977). Preliminary parallax studies indicate that dwarf carbon stars have the luminosity of late main sequence dwarfs (Dearborn et al. 1986, Harris et al. 1998) but also mimic the overall spectral characteristics of carbon giants. Dwarf carbon stars are recognisable by their relatively high proper motions and it has been suggested (Green et al. 1991) that they have anomalous JHK near-infrared colours.
Spectroscopically, the distinction between dwarf and giant carbon stars is less obvious – it has been suggested by Green et al.(1992) that the spectra of dwarf carbon stars contain an enhanced C<sub>2</sub> bandhead at 6191 $`\AA `$ which is correspondingly less pronounced in the spectra of giant carbon stars.
The APM Survey for cool carbon stars in the Galactic Halo (Totten & Irwin 1998) found 48 carbon stars with $`11\mathrm{}<R\mathrm{}<17`$; $`B_JR\mathrm{}>2.4`$, and at Galactic latitudes $`|b|>30^{}`$. While there is not enough gas and dust present at such high latitudes to support recent star formation, the question of the origin of such carbon stars is an on-going question. We have suggested that these carbon stars provide observational evidence of recent tidal disruption of dwarf satellite galaxies in the Galactic Halo (Totten & Irwin 1998, Irwin & Totten 1999). We argue that many of the Halo carbon stars are the tidal debris of such merging events, and as such may prove to be excellent probes of the outer Halo. However, it should also be born in mind that the current sample may be contaminated by less distant, dwarf carbon stars, which would play no part in such a scenario. It is therefore essential that every precaution is taken to exclude dwarf carbon stars from the putative distant Halo carbon star sample and with that in mind we have carried out a series of proper motion measurements on: the APM carbon star sample; a selection of known dwarf carbon stars to verify the method; and a sample of other FHLC stars.
In Section 2 we describe how proper motions were measured for each carbon star and show how such measurements can readily be used to statistically separate dwarf from giant carbon stars. Section 3 describes the near-infrared photometry program carried out on the 1.9m at the South African Astronomical Observatory (SAAO) and how this has been applied to the classification of dwarf and giant carbon stars. Section 3 also includes a description of how the JHK photometric data can be used to estimate distances for the APM carbon stars.
## 2 Proper Motions
The typical tranverse velocity of Halo stars, including the effects of reflex solar motion and the intrinsic velocity dispersion in the Halo, is $``$150 kms<sup>-1</sup>. At a distance of 20 kpc – a canonical distance for a Halo carbon star of magnitude R $``$ 13.0 and with M$`{}_{R}{}^{}=3.5`$, this would translate to an expected proper motion of $``$ 1.5 mas$`/`$yr. On the other hand, a Halo dwarf carbon star of this apparent magnitude and with M$`{}_{R}{}^{}+9`$ (Harris et al. 1998) would be at a distance of around 100 pc and would be expected to have a proper motion of $``$ 300 mas$`/`$yr. Even with disk kinematics the expected proper motion of a dwarf carbon star would be $``$ 100 mas$`/`$yr. Clearly then, measuring proper motions should be a very powerful way of distinguishing between dwarf and giant carbon stars.
Suitable first epoch plate material is provided by the red glass copies (Ennnn in Tables 1,2) of the first Palomar Sky Survey (POSSI) undertaken during the 1950s. For the second epoch, a mixture of the available second Palomar Sky Survey (POSSII) IIIaJ glass copies or IIIaF film copies (SJnnnn, SFnnnn in Tables 1,2), and UK Schmidt Telescope (UKST) original plates (Rnnnn or ORnnnn in Tables 1,2), obtained during the late 1980s and early 1990s, provided most of the material. In addition, for some of the northern hemisphere APM carbon stars we obtained second epoch data on the 2.5m Isaac Newton Telescope (INT) on La Palma. The INT data were taken in April 1997 using the first incarnation of the INT Wide Field Camera, with 2k $`\times `$ 2k thinned Loral CCDs. The target fields were centred on the best of the two working devices giving a field coverage of 12.5 $`\times `$ 12.5 arcmin, at a spatial sampling of 0.37 arcsec/pixel. An R-band filter was used to provide a match to the first epoch red plates and exposure times between 50s and 100s were used to avoid saturating the target image.
Much of the required plate material had already been measured on the APM facility (Kibblewhite et al. 1984) as part of the APM sky survey catalogues (Irwin & McMahon 1992, Irwin et al. 1994). Any remaining second epoch POSSII plates were also measured and processed in the same way. The baseline difference between the two epochs for the plate material is generally between 30–40 years, rising to well over 40 years for the CCD data (see Tables 1, 2). The CCD data was preprocessed (bias-corrected, trimmed and flat-fielded) in the standard manner and then an object detection and parameterisation algorithm, similar to that run on the APM, was used to generate an object list.
Second epoch plates were also scanned around any previously published FLHC stars, not in the APM survey (eg. Totten $`\&`$ Irwin 1998 Table 1) and of several known dwarf carbon stars, wherever suitable plate material was readily available. Derived proper motions for this extra subset were then used to check for any previously overlooked dwarf carbon stars in the non-APM FHLC sample, and the published proper motions of the known dwarf carbon stars (eg. Deutsch 1994) were used to provide a benchmark to assess the external accuracy of our derived proper motions.
### 2.1 Procedure
The output from the measuring process, including the CCD data, is a list of detected objects together with a parameterisation including: x-y coordinates, flux, and morphological information. All plate/CCD matching was performed in the natural plate-based coordinate system of the data. Derived proper motion estimates were then transformed to a celestial system using the usual APM plate-based astrometric calibration. All images on both reference (generally second epoch) and comparison material were iteratively matched using a general linear 6 plate constant coordinate transform over a region of 20 $`\times `$ 20 arcmin, centred on the target carbon star, for the photographic data and 12.5 $`\times `$ 12.5 arcmin for the CCD data. The linear transform allows for shifts, rotation and scaling differences between the two epochs. Any slight bias in the internally derived proper motion zero-point from using all images on the plates is negligible $`<1`$mas/yr compared to the anticipated proper motion of dwarf carbon stars and also much smaller than the random individual measuring error for each carbon star.
The linear transformation between 1st and 2nd epoch was derived using a least-squares fit between matched co-ordinates of the two datasets. 3-$`\sigma `$ clipping (where $`\sigma `$ = 1.48 x median absolute difference of the coordinates) was used to reject outliers. The least-square fits were then repeated iteratively using 3-$`\sigma `$ clipping until all matched transformed objects lie within 3-$`\sigma `$ of their associated positions on the reference system.
The proper motion of the target carbon star ($`\mu _\alpha `$ and $`\mu _\delta `$ in arcsec/yr) is then simply the difference between the carbon star positions on the $`1^{st}`$ and $`2^{nd}`$ epoch plates (or CCD frames), normalised by the epoch difference. The typical accuracy of the positional difference estimate between two plates is $``$ 0.27 arcsec for stellar images and is dominated by the random errors of the individual star measurements. The accuracy of the internally-derived zero-point, which was typically based on $``$100 objects, is better than 1 mas/yr, again much smaller than any expected dwarf carbon star proper motion. For a baseline of $`3040`$ years the corresponding error on the derived carbon star proper motion is approximately 5-10 mas/yr on each coordinate.
### 2.2 Proper Motion Results
Tables 1, 2 list the derived proper motions for the sample studied here. Proper motion estimates have already been determined for the three dwarf carbon stars included in Table 1, by Dahn et al. (1977), Green et al. (1991) and Heber et al. (1993). Included in Table 1 are our estimates for several previously published “normal” FHLC stars (eg. Sanduleak & Pesch 1988, Bothun et al. 1991 and Green et al. 1992). Table 2 lists estimates for the majority of the APM Survey carbon stars listed in Totten & Irwin (1998). The two bright objects, R$`<`$11, without a proper motion estimate in Table 2 are blended with neighbouring images on the 1st epoch POSSI plate, making it impossible to accurately measure the position of the carbon star. The other two bright images are included in the table for completeness.
The distribution of proper motions is plotted in Figure 1. Panel 1a shows the distribution of the proper motions of the stars as measured, where the dashed line corresponds to the average 3-$`\sigma `$ error for the proper motion measurements ($``$ 21 mas/yr). Any star with a significant proper motion will lie outside this line. Panel 1b shows the distribution of carbon stars proper motions normalised by the individual $`\sigma `$ for each measurement. The dashed line again represents the notional 3-$`\sigma `$ boundary between a null detection of proper motion and stars having a significant proper motion. The three dwarf carbon stars are denoted by open circles or arrows and are outside the 3-$`\sigma `$ boundary on both panels. All other carbon stars are shown as filled circles. Most lie well within the null proper motion boundary and only two fall outside of it, highlighting the simplicity of this approach for statistically identifying dwarf proper motion candidates and also for ruling out the dwarf hypothesis for the majority of the sample.
### 2.3 The Dwarf Carbon Stars
PG0824$`+`$2853 lies just outside the 3-$`\sigma `$ boundary in Figure 1., but even so would have been a good candidate for a dwarf carbon star based on this position. Previous determinations of the proper motion reported by Heber et al. (1993) and by Deutsch (1994) of –0.028,0.002 and –0.036,0.000 respectively, agree within the errors with our value of –0.022,–0.001 arcsec/yr. As suggested by previous authors, this relatively low proper motion is more consistent with a disk population dwarf carbon star, rather than a Halo star.
CLS50 has a significant proper motion which places it near the edge of the plot in Figure 1a,b. Green et al. (1992) first reported this object as a dwarf carbon star and estimated its proper motion to be –0.068,–0.013 arcsec/yr. Deutsch (1994) re-estimated the proper motion and found a result in excellent agreement with the above of –0.069,–0.012 and in good agreement with our derived value of –0.077,–0.019 arcsec/yr.
G77-61 is off the scale on both panels of the figure. However, our value for the proper motion of 0.195,–0.745 agrees well with previous determinations by Dearborn et al. (1986) and by Deutsch (1994) of 0.189,–0.749 and 0.184,–0.745 respectively. Both G77-61 and CLS50 have the high proper motions expected from Halo population objects
We conclude from this brief comparison that our error estimates of between 5–10 mas/yr for the derived proper motions, based on internal statistical considerations, provide realistic absolute proper motion errors.
### 2.4 Other Outliers – A New Dwarf Carbon Star
With the exception of two stars, all of the FHLC stars studied lie well within the 3-$`\sigma `$ boundary and have relatively insignificant proper motion, leading us to conclude that none of them are dwarf carbon stars.
Of the two stars lying outside the 3-$`\sigma `$ boundary: 0748$`+`$5404 is a bright CH-type carbon star previously reported in Stephenson’s catalogue of cool carbon stars (Stephenson 1989) and re-observed during the APM Survey. The brightness of this object means that the diffraction spikes are clearly visible on both the POSSI and POSSII plates and that it is heavily saturated on both plates. This leads to larger than average centroiding errors and hence the apparently significant proper motion is misleading. On further visual examination of the plate material by digitally blinking pixel maps of the pair of images, we cannot detect any obvious motion at the 1 arcsec level and therefore conclude that this star is probably not a dwarf carbon star.
CLS29$`=`$1037$`+`$3603 on the other hand is a much fainter carbon star, previously discovered by Sanduleak & Pesch (1988) and re-observed during the APM survey. We have detected a significant proper motion for this star of $`\mu _\alpha =+0.035\pm 0.006`$ and $`\mu _\delta =0.050\pm 0.006`$. Over a 35.8 yr baseline this corresponds to a total motion of 2.2 arcsec and should be readily visible to the eye. To check this an 8 $`\times `$ 8 arcmin region centred on the carbon star was digitised at 1/2 arcsec sampling for the red POSSI glass plate copy and the red POSSII film copy using the APM facility. The resulting pixel maps were coaligned in a similar manner to that described previously, using the POSSI image as reference, and using a bilinear interpolation to transform the POSSII image onto the reference system. Figure 2 shows a 5 $`\times `$ 5 arcmin sub-region centred on the carbon star for each plate. CLS29 has clearly moved relative to the majority of faint images, which are expected to have negligible proper motion. Other relatively bright images also show proper motion between the frames but this is to be expected given the baseline between the plates.
Green et al. (1992) previously investigated a sample of the then known FHLC stars and found CLS29 to not have a significant proper motion, However, their 3-$`\sigma `$ proper motion limit of $``$60–70 mas/yr is a factor of three greater than our limit of $``$20 mas/yr. With a total proper motion of 61 mas/yr (at PA 145), CLS29, was marginally below their detection limit. Such a low value for the proper motion is characteristic of disk population dwarf carbon stars and we suspect that CLS29 may be an additional member of that class.
We can place additional constraints on the nature of CLS29 by combining the measured value for the proper motion with our published values for the radial velocity and $`B_J,R`$ magnitudes (Totten & Irwin 1998). At Galactic coordinates of $`l=187.4`$, $`b=60.8`$, CLS29 lies within 30 degrees of the North Galactic pole and hence the low heliocentric radial velocity of $`V_h=3\pm 6`$km/s is indicative of a low value for the Z component of the Galactocentric velocity, consistent with disk membership.
The colour transformations described in Irwin et al (1990) and the measured photographic magnitudes for CLS29 of $`R=14.3`$ and $`B_J=16.4`$, imply $`V=15.2`$. With the caveat of low number statistics, the dwarf carbon stars with measured parallaxes have a luminosity distribution in the range 9.6 $`<M_V<`$ 10.0 (Harris et al. 1998), suggesting a distance for CLS29 of approximately 120 pc. Combining the proper motion, radial velocity and estimated distance yields the following Galactocentric components of velocity, $`(U,V,W)(34,210,16)`$, indicative of disk membership.
The spectrum of CLS29, Figure 5. of Totten & Irwin (1998), is also unusual. Detailed examination of the spectrum reveals no obvious counterpart to the enhanced C<sub>2</sub> bandhead at 6191$`\AA `$, that Green et al. (1992) have suggested is indicative of dwarf carbon stars. Conventionally, CLS29 is a CH-type carbon star. However, it also has an unambiguous H$`\alpha `$ emission line superimposed on the usual carbon star spectral features. Although not uncommon in N-type carbon stars from our sample, CLS29 is the only CH-type carbon star we observed that has Balmer lines in emission. For N-type carbon stars, Balmer emission has been attributed to strong chromospheric activity or Mira-like shock waves , in CH-type stars however, it is more likely to indicate mass transfer or a similar interaction between the dwarf carbon star and its now invisible binary companion (eg. a faint white dwarf). Future UV observations might confirm the presence of the white dwarf and hence the binary nature of CLS29.
Finally, as we show in the next section, CLS29 has JHK colours that lie close to the zone containing the known dwarf carbon stars with extant JHK photometry. Taking all the evidence together strongly suggests that CLS29 is a dwarf carbon star and that it is highly likely to be a member of the disk population of dwarf carbon stars.
## 3 Near-Infrared JHK Photometry
Green et al.(1992) and Westerlund et al.(1995) have suggested that dwarf carbon stars have anomalous infrared colours. Higher gravities and lower metallicities encourage the association of hydrogen, thereby reducing the opacity in the H-band and driving the locus of dwarf carbon star colours away from the normal carbon star locus in conventional two-colour JHK diagrams.
With this in mind a program to obtain near-infrared JHK (1.25$`\mu `$, 1.65$`\mu `$, 2.2$`\mu `$) photometry for all the previously published carbon stars, visible from SAAO, was started during 1996, using the Mk III infrared photometer on the 1.9m telescope at SAAO. Observations were transformed to the SAAO photometric system using standards taken from Carter (1990). The mean JHK magnitudes for the carbon stars observed at SAAO are listed in Table 3. Associated errors for each magnitude measurement are in the range $`\pm `$ 0.01–0.02 mag for the majority of the observations, rising to 0.05–0.1 mag for those denoted by “:”. Several of the stars were observed on more than one occasion and were found to be variables. In these cases the average magnitude is quoted in Table 3. The repeat observations, variability and periods of such stars will be the subject of a forth-coming paper. The pertinent issue here is the luminosity class, which can be considered using the average magnitudes.
Combining the new observations with previously published JHK photometry transformed to the SAAO system (see Carter 1990), for both the dwarf carbon stars and FHLC stars (see Table 1. of Totten & Irwin 1998) yields the two-colour diagram in J–H -v- H–K shown in Figure 3, where we have neglected the effects of extinction. All of the optically classified N-type stars in these tables are plotted as open circles, all CH-type stars as filled circles and all previously known dwarf carbon stars are plotted as dots inside open circles. As expected there is an excellent discrimination in colour between the locii of CH-type and N-type carbon stars, confirming the original optical classification. Although the dwarf carbon star population generally lies below the locus of normal carbon stars, there is some overlap with the distribution of normal carbon giants. From the diagram it is apparent that:
* the bluer and more common CH-type stars, mainly from the earlier FHLC sample, almost exclusively populate the bottom left hand corner of the figure.
* N-type carbon stars, which are also much redder optically (eg. Totten & Irwin 1998), are generally well separated from the CH-type stars and occupy the upper right hand section of the diagram. Mira variables will fall along a general loci similar to that of the N-type carbon stars, however most Miras are extremely red and so we would expect them to lie in the extreme top-right section of the plot, with some falling outside the boundary of the diagram. Both from repeat variability measurements and from their position in the carbon star locus, several of the N-type carbon stars are likely to be carbon-rich Miras.
* dwarf carbon stars, for which significant proper motions have been measured, are seen to occupy a smaller section of the diagram, along the red edge of the CH-type population. They are unambiguously separated from the N-type population.
* CLS29, the newly identified dwarf carbon star, plotted as a filled triangle in the figure, lies on the boundary between the CH-type and dwarf domains. PG0824$`+`$2853, which has a visible DA white dwarf companion possibly affecting the JHK photometry, lies inside the CH-type zone.
So although the JHK colour alone is insufficient evidence to guarantee membership of the dwarf carbon star class, it does act as a useful secondary indicator when combined with the proper motion measurements. JHK colour, however, does give a good indication of generic carbon star type with a well-defined boundary between CH and N-type stars.
Several of the stars in the list presented in Table 3. of Totten & Irwin (1998) had uncertain classification based solely on optical data. Of these: 0351$`+`$1127 with J–H,H–K colours of 1.12,0.33 lies just inside the N-type zone; 0936–1008 at 1.21,0.49 is well inside the N-type zone; and 1339–0700 at 0.96,0.35 lies on the boundary between CH and N-type;
Westerlund et al.(1995) defined dwarf carbon stars as having J–H $`<`$ 0.75, H–K $`>`$ 0.25 mag, using the transformations of Bessell $`\&`$ Brett 1988, these become 0.76 and 0.26 respectively in the SAAO system, similar to that seen in Figure 3. This gives a clear separation between N-type and dwarf carbon star populations, and shows independently of the proper motion measurements, that none of the N-type carbon stars found during the APM Survey are likely to be dwarf carbon stars. CLS29$`=`$1037$`+`$3603, which has colours on the SAAO system of J–H $`=`$ 0.74, H–K $`=`$ 0.27 lies close to the putative dwarf carbon star zone defined by Westerlund et al..
### 3.1 Calibrating distances
Over the same period as the photometric observations of the FHLC stars were taken, a similar set of photometry was recorded (one dataset by MJI, the other by PAW $`\&`$ MWF) for a series of cool N-type carbon stars in the outer parts of the SMC and LMC. This combined dataset proved extremely valuable in attempting to calibrate carbon star distances derived from JHK photometry.
The process of calibrating stellar distances from near-infrared photometry of carbon stars relies heavily on the fact that the distances to several nearby Galactic satellite systems are well defined and also that these dwarf satellite galaxies contain populations of carbon stars of similar nature to those found in the Halo surveys. A compilation of carbon stars with published JHK photometry was made for the Galactic dwarf spheroidal satellites: Fornax, Carina, Sculptor, Ursa Minor, Draco, Leo I and Leo II, and was combined with the aforementioned LMC and SMC carbon star sample, supplemented by some additional LMC and SMC carbon star studies with JHK photometry. The photometric data for the dwarf spheroidals was taken from the literature. Relevant information and references are given in Table 4. All measurements were again transformed to the SAAO photometric system as necessary (Glass 1985) using the equations of Carter (1990) and Bessell and Brett (1988). The distance moduli used were taken from a review by Van den Bergh (1989) and are also given in Table 4. Extinction corrections in the K-band are less than 0.02 mag for all the carbon stars considered and we have therefore ignored the effects of extinction throughout. Figure 4 shows the derived absolute K-band magnitude for each carbon star as a function of its J–K colour. Distance modulii for all stars were assumed to be the same as for the parent galaxy – the values quoted in Table 4 are used in the interest of using a consistent distance scale, since in this context small systematic recalibration of the absolute distance is not of crucial importance. In all of the following analysis we have also neglected the effects of intervening extinction, for both the calibrating carbon stars and the Halo sample, since for both samples the estimated JHK Galactic extinction is negligible compared to other sources of uncertainty.
The Hartwick and Cowley (1988) sample of bright CH-type carbon stars have been included in Figure 4, using the JHK photometry from Feast & Whitelock (1992). (Much of the Suntzeff et al. JHK photometry for the Hartwick & Cowley sample is extrapolated from measurements in R and I, therefore we have used only the Feast & Whitelock measurements in the figure.) As already noted by several authors, these carbon stars appear to be significantly brighter and/or bluer than the majority of LMC carbon stars in NIR colour-magnitude diagrams. Suntzeff et al. 1993 argued that the extant spectroscopic, photometric and kinematic data, provided a compelling case for these objects being associated with a much younger (10<sup>8</sup> years) population of AGB stars compared to the ”normal” LMC carbon population (although see Costa & Frogel 1996 for an alternative point-of-view). For the purposes of determining the distances listed in Table 5 we assume that the halo giants discussed here are similar to those found in the dwarf spheroidals and to the “normal” carbon stars in the LMC and SMC, and hence are unlike the bright CH-type carbon stars of Hartwick $`\&`$ Cowley. The possibility still remains however that some or all of the halo CH stars might be similar to these brighter LMC carbon stars, in which case the distances listed for them in Table 5 should be regarded as lower limits.
We analysed the scatter in the distribution of carbon star JHK photometry using Principal Components Analysis and found that the $`M_K`$ -v- J–K plane produced the least scatter of any two-dimensional projection of the data (though the average of $`M_J,M_H,M_K`$ was equally good). An empirical fit of $`M_K`$ with respect to J–K was made and is shown plotted as the solid curve in Figure 4. The vertical scatter about the fitted curve covers a range of $`\pm `$0.5<sup>m</sup>, with occasional more extreme outliers, which in the main are probably caused by variable stars. The empirical fit used has the form
$$\mathrm{log}_{10}(M_K+9.0)=1.140.65(JK)$$
(1)
There are several caveats in using this to estimate the absolute K-band magnitudes, and hence distance of the Halo carbon stars. For example: even in the near infrared, dusty shells surrounding the central star will affect both the J–K colour estimate and also contribute to extinction in the K-band; we have no prior way of estimating the age of the Halo carbon star population nor (easily) the intrinsic metallicity of the individual carbon stars, both age and metallicity difference can cause changes in the carbon star luminosities; many carbon stars are known to be variables and therefore without long term monitoring it is difficult to estimate the underlying “true” magnitude of this subset. However, since the compilation of carbon stars used to define the empirical relationship is likely to contain a similar spread of both age, metallicity and variable stars as the Halo population, the observed range in Figure 4 of $`\pm `$0.5<sup>m</sup>provides a realistic error range for the distance estimate of $`\pm `$25%.
Equation 1 was used to estimate distances for all the FHLC star sample with extant JHK photometry and the derived absolute K-band magnitudes, $`M_K`$ and heliocentric distances for these stars are listed in Table 5.
A visual comparison between optical R-band distance estimates and JHK distance estimates is shown in Figure 5. Optically-derived distances were determined for the N-type carbon stars (Figure 5), by assuming a luminosity of M<sub>R</sub> = –3.5 (Totten & Irwin 1998). For the CH-type carbon stars however, the situation is more complicated because although the optical luminosity of cool carbon stars with optical colours of $`B_JR>2.4`$ is well approximated by a fixed luminosity in M<sub>R</sub>, blueward of this the M<sub>R</sub> luminosity fades rapidly with optical colour and a reliable calibration for the variation is not available. Most of the wildly discrepant points are readily explained by severe optical extinction due to surrounding dusty shells (denoted by arrows) or by variability. For the rest there is a good correlation between the optical and JHK distance estimators for the APM sample of cool carbon stars. One carbon star, 1225–0011, which we initially suspected from the optical spectrum to have a dusty envelope, probably does not, given the agreement between the optical and near infrared distance estimates. The range of Halo carbon distances derived in Table 5 extends from a small number of relatively nearby ($`<`$10 kpc) objects, typically dust enshrouded, to what appear to be normal carbon star giants $``$100kpc out in the Halo of the Galaxy.
Some of the reddest carbon stars, the suspected Miras with large amplitude magnitude variations, will have uncertain derived distances. In particular, if the average magnitude is weighted by a severe fading episode which can happen for some Miras, the distances will be overestimated. More accurate distance estimates for these objects require fuller time series analysis of the light curves and will be presented elsewhere.
## 4 Summary and Conclusions
We have estimated proper motions for a sample of 48 carbon stars taken from Totten & Irwin (1998). Because of their intrinsically faint luminosity (Harris et al. 1998), dwarf carbon stars should have a relatively high and measureable proper motion compared to more distant carbon giants found in the Halo. With a 3-$`\sigma `$ detection threshold of 21 mas/yr, our proper motion estimates show that none of the APM colour-selected carbon stars have proper motions indicative of dwarf carbon stars. A complimentary program of near infrared JHK photometry was used as further verification of carbon star type. It was found that none of the APM carbon stars lie in the region of a J–H -v- H–K plot expected to be populated by dwarf carbon stars (Westerlund et al. 1995 ) and this is taken as further proof that the sample of APM carbon stars discussed here and in Totten & Irwin (1998) are all distant carbon giants.
As a further test, proper motion measurements and extant near infrared photometry were also analysed from a previously published sample of FHLC stars and known dwarf carbon stars (Totten & Irwin 1998 Table 1.) with the purpose of verifying the existing luminosity classes of these stars and checking our proper motion measurements. It was found that one of these stars, CLS29$`=`$1037$`+`$3603 has a significant proper motion ($`\mu _\alpha `$ = 0.035 $`\pm `$ 0.006 and $`\mu _\delta `$ = -0.050 $`\pm `$ 0.006 mas/yr), indicating that it is a previously unrecognised dwarf carbon star. We have shown that CLS29 lies within the region occupied by dwarf carbon stars in a J–H, H–K two-colour diagram, confirming the implication of the proper motion measurement. CLS29 therefore appears to be an additional member of the handful of currently known dwarf carbon stars. Further examination of the space motion of CLS29, making plausible assumptions regarding the intrinsic luminosity, show that it has a Galactocentric velocity of (U,V,W) $``$ (34, 210, 16) suggesting it is highly likely to be a dwarf carbon star belonging to the Galactic disk population.
Finally, by compiling a list of JHK photometry for known carbon stars in Galactic satellite dwarfs and supplementing it with SAAO JHK photometry for a large sample of cool carbon stars in the outer halos of the SMC and LMC, we have produced a calibration linking M<sub>K</sub> and J–K for the FHLC sample. An empirical fit to this distribution was used to determine absolute K-band magnitudes for all of the FHLC stars with available JHK photometry. These absolute magnitude estimates were then used to derive approximate distances to the Halo sample of carbon stars accurate to a range of $`\pm `$25%, equivalent to a $`\sigma _{dist}`$0.15%. A comparison of distances estimated from JHK observations and distances deduced from optical observations, for the mainly N-type cooler carbon stars, shows a good correlation for most of the sample. For a small subset of N-type carbon stars, the effect of extinction from a putative dusty enveloping shell is clearly seen in the differences between the JHK and the R-band derived distances, and is also apparent in the published optical spectra.
The original primary aims of the APM carbon star survey were: to find a well-defined sample of FHLC stars covering all of the high Galactic latitude sky; to prove that the majority, if not all, of these carbon stars are giants and hence members of the Halo; and to aquire accurate radial velocities together with good distance estimates for the entire sample, via JHK photometry. The survey is now complete over 3/4 of the high latitude sky; none of the newly discovered carbon stars have been found to be dwarf carbon stars; and we have accurate radial velocities and JHK photometric distances, for the majority of the sample. Interpreting the phase space structure seen in this distant Halo carbon star sample and using it as a probe of the Galactic Halo will be the subject of future papers.
## 5 Acknowledgments
We would like to take this opportunity to thank M.W. Feast for helpful comments and for contributing to the JHK observing progam, and the Director of SAAO for the use of SAAO facilities. Thanks are also due to the UKSTU for providing the plate material used in the southern part of the survey, and to members of the APM facility, past and present for maintaining such an excellent system. The CCD observations were made on the Isaac Newton Telescope which is operated on the island of La Palma by the Isaac Newton Group in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias. This research has made use of the Simbad database, operated at CDS, Strasbourg, France. |
warning/0001/cond-mat0001189.html | ar5iv | text | # Friedel Oscillations and Charge-Density Waves Pinning in Quasi-one-dimensional Conductors: An X-ray Access.
\[
## Abstract
We present an x-ray diffraction study of the vanadium-doped blue bronze K$`{}_{0.3}{}^{}(`$Mo<sub>0.972</sub>V<sub>0.028</sub>)O<sub>3</sub>. At low temperature, we have observed both an intensity asymmetry of the $`\pm 2k_F`$ satellite reflections relative to the pure compound, and a profile asymmetry of each satellite reflections. We show that the profile asymmetry is due to Friedel oscillation around the V substituant and that the intensity asymmetry is related to the charge density wave (CDW) pinning. These two effects, intensity and profile asymmetries, give for the first time access to the local properties of CDW in disordered systems, including the pinning and even the phase shift of Friedel oscillations.
PACS numbers: 71.45.Lr, 61.10.-i, 61.72.Dd
\]
The effects of impurities on the physical properties of crystals is one of the major issues of solid state physics. In metals, impurities are known to originate Friedel oscillations (FOs) of the electronic density and to affect generic ones like charge-density waves (CDWs). In quasi-one dimensional (1D) metals both features occur. Due to its divergent susceptibility at twice the Fermi wave vector $`2k_F`$, a 1D electron gas is unstable with respect to the formation of a $`2k_F`$-CDW, which, coupled to the lattice, induces a $`2k_F`$-periodic lattice distortion. The $`2k_F`$-satellite reflections arising from this distortion provides a rich variety of information on the CDW. While the peak intensity and its position give the amplitude and the wave length of the CDW, the satellite reflections profiles is related to the phase-phase correlation function of the CDW. In CDW materials like blue bronze K<sub>0.3</sub>MoO<sub>3</sub> or transition metal trichalcogenides like NbSe<sub>3</sub> ,, diffraction experiments have clearly demonstrated the loss of the CDW long range order upon doping. But despite this recent progress in the description of the CDW structure, the microscopic nature of the pinning is still largely unknown. Recently, two new methods have been found to access the local properties of CDW in disordered systems . The first one is the analysis of the intensity asymmetry (IA) of the satellite reflections at $`+2𝐤_F/2𝐤_F`$ from a Bragg reflection, which gives information of the value of the phase at an impurity position. Another method, that we describe here for the first time, consists in analysing the profile asymmetry (PA) of the individual peaks. In this letter, we shall demonstrate that both effects, intensity and profile asymmetries, can be observed simultaneously and that they provide a unique tool to access the FO’s and the pinning.
Let us first consider the general case of a modulated crystal containing impurities in concentration $`c`$. The substitution disorder is characterized by $`\sigma (𝐫)`$, which is $`1`$ if an impurity sits in position $`𝐫`$ and $`0`$ otherwise. The displacements of the atoms from their regular positions are $`𝐮(𝐫)`$. The total diffracted intensity at the scattering vector $`𝐐=𝐆_{hkl}+𝐪`$ close to one of the reciprocal wave vector $`𝐆_{hkl}`$ reads, :
$`I(𝐐)=I_L+I_d+I_a`$ (1)
$`=\mathrm{\Delta }f^2\sigma _𝐪\sigma _𝐪+\overline{f}^2|𝐐.𝐮_𝐪|^22\overline{f}\mathrm{\Delta }fIm\sigma _𝐪𝐐.𝐮_𝐪`$ (2)
where $`..`$ denotes an average on both disorder and thermal fluctuations. $`\mathrm{\Delta }f=f_If`$ is the difference between the impurity and the host atom form factors, $`\overline{f}=cf_I+(1c)f`$ is the average form factor and $`𝐮_𝐪`$ and $`\sigma _𝐪`$ are the Fourier transforms of $`𝐮(𝐫)`$ and $`\sigma (𝐫)c`$ respectively. $`𝐪`$, which is any wave vector of the first Brillouin zone, is close to $`2𝐤_F`$ in the present case.
The first term gives the scattering intensity due to disorder, usually called the ”Laue scattering”. The second term represents the intensity due to atomic displacements i.e. the usual Fourier transform of the correlation function $`𝐮(0)𝐮(𝐫)`$. The third term arises from the coupling between the disorder and the displacements. Remarkably, $`I_a`$ is linear in $`𝐮_𝐪`$ and odd in $`𝐪`$, which changes the relative intensities at $`𝐆_{hkl}+𝐪`$ and $`𝐆_{hkl}𝐪`$ with respect to that of the pure crystal. An intensity asymmetry occurs around the $`𝐆_{hkl}`$ reciprocal position. Physically, this term is due to an interference between the reference wave scattered by the impurity and the wave scattered by the atomic displacements originated by the same impurity. In that sense, this phenomenon can be seen as an holography of the lattice distortion around the impurity. $`I_a`$ cancels out when there is no coupling between the impurity positions and the atomic displacements ($`\sigma _𝐪𝐐.𝐮_𝐪=\sigma _𝐪𝐐.𝐮_𝐪=0`$). However such a coupling does exist for FO’s and CDW when it is pinned. In a simple model of strong pinning, where the lattice distortion has an amplitude $`𝐮_{2𝐤_F}`$ and a phase $`\phi _0`$ at the impurity site, it has been shown that , :
$$I_a(𝐐=𝐆_{hkl}\pm 2𝐤_F)\overline{f}\mathrm{\Delta }f(𝐐.𝐮_{2𝐤_F})\mathrm{cos}\phi _0.$$
(3)
This gives an intensity asymmetry of the $`+2𝐤_F/2𝐤_F`$ satellite reflections and provides a unique way of evaluating $`\mathrm{cos}\phi _0`$. In organic materials, ”white lines” due to strong intensity asymmetry have been observed and used to determine the phase $`\phi _0`$,. With the same formalism, it can be shown that if the phase of the CDW undergoes a deformation around the defect, a profile asymmetry of each satellite is produced. The same effects is produced by the notorious phse shifts of FO’s. In this communication we report on how these ideas have been tested in doped blue bronzes, which can be considered, with NbSe<sub>3</sub> as a prototype of charge-density wave materials.
Quasi-one-dimensional blue bronze K<sub>0.3</sub>MoO<sub>3</sub> undergoes a Peierls transition at $`T_p`$=183K. Below $`T_p`$, satellite peaks appear at the reduced wavevector $`𝐪_c`$, with $`𝐪_c=(1,0.748,0.5)`$ at 15K . In order to maximize the effect of impurities on the scattering, we have investigated heavily vanadium-doped blue bronzes (2.8 at.% V). X-ray diffraction studies were performed with a three-circle diffractometer on a 12 kW rotating anode ($`\lambda _{MoK_a}`$=0.711 Å) and with a four-circle diffractometer at the BM2 beamline in ESRF for high resolution measurements ($`\lambda `$=0.7Å and $`\lambda `$=0.8Å). Previous studies had shown that at low temperature, the $`2k_F`$-satellite reflections observed at the reduced position $`𝐪_c`$=($`1,1q_b=0.68,0.5`$) were broadened, indicating the lost of the CDW long range order . At last, the measured $`2k_F=(1q_b)b^{}`$ ($`b^{}=2\pi /b`$) was in accordance with the $`2k_F`$ value expected from the change in band filling, due to the substitution of 2.8% V<sup>5+</sup> for Mo<sup>6+</sup>.
In order to gain evidence for an intensity asymmetry, we have measured the profiles of $`2k_F/2k_F`$ scattering at different reciprocal positions and carefully compared the results obtained in doped and pure crystals. Typical high resolution scans in the chain ($`𝐛`$) direction around two satellite reflections are shown in Fig. 1, after background substraction. A casual inspection of Fig. 1 clearly reveals a profile asymmetry of the satellite reflections, already noted in Ref. . This asymmetric peaks can be analyzed by a sum of two components, a broad one, located at the reduced position $`𝐪_s=(1,1q_s,0.5)`$, where $`q_s`$=0.5 at 15 K, and a narrow one, corresponding to the regular $`𝐪_c`$-scattering by the CDW.
This analysis is confirmed by the temperature variation of the satellite profile. Fig. 2. shows that the $`𝐪_s`$ broad component is still present at 300 K, with the same intensity. The curves in fig. 2 are the result of a fit by a sum of Lorentzian-squared functions, convoluted to the resolution function. From this analysis, the temperature dependences of $`1q_b`$ and $`1q_s`$ have been extracted and are displayed in Fig. 3.
Another striking feature of Fig. 1 is the difference between the $`+2𝐤_F`$ and $`2𝐤_F`$ profiles. Consistenly with the previous analysis, this has been interpreted as due to an intensity asymmetry $`I_a^{}`$ of the $`𝐪_s`$-scattering, as indicated in Fig. 1. At last, a comparison with the satellite reflection intensities of the pure blue bronze (not shown here) reveals an intensity asymmetry of the $`𝐪_c`$-scattering . This is evidenced by an intensity ratio $`I_{2k_F}/I_{2k_F}`$ 20% lower than that of the pure compound at low temperature . This effet is indicated by $`I_a`$ in fig. 1.
As far as the low temperature CDW correlation lengths are concerned, they can be estimated from the inverse of the Half Widths at Half Maximum (HWHM) of the $`𝐪_c`$-scattering. Along the chains, one finds $`\mathrm{}_b^{}=`$28.7 Å at 15 K . The ordered domains are quasi-one-dimensional and they contain on average one V substituant .
Let us now present a simple model, which indicates that the $`𝐪_s`$-scattering is due to Friedel oscillations. At $`T=0`$ K, the oscillating part of the electronic density of a metal at large distance $`r`$ from an impurity of charge -Z located at $`r=0`$ reads :
$$\delta \rho (r)\frac{\mathrm{cos}(2k_Fr+\eta )}{r^D},$$
(4)
where $`D`$ is the space dimension and $`\eta `$ is the phase shift of the electronic wave functions at the Fermi level. With these definitions, $`\eta `$ is related to $`Z`$ through the Friedel sum rule $`Z=\frac{2}{\pi }\eta `$.
Physically, this relation means that the additional charge -Z has to be screened by the conduction electrons, by bringing an opposite charge Z in the vicinity of the impurity. In 1D, the lattice distortion associated to the FO reads :
$$𝐮(x)=𝐮_0\frac{\mathrm{exp}(\left|x\right|/\xi )}{\left|x\right|}\mathrm{sin}(2k_Fx+\chi (x)).$$
(5)
where $`r=\left|x\right|`$. In this expression we have introduced a damping length $`\xi `$, due to the temperature and/or the disorder, and the phase function $`\chi (x)`$, whose limits are $`\chi (\pm \mathrm{})=\pm \eta `$, consistently with equation (4). $`\chi (x)`$ jumps between these values on a distance roughly equal to the extension of the potential of the impurity, i.e. less than the lattice spacing. At last, let us remark that a decrease of the distance between neighbors corresponds to a decrease (increase) of the hole (electron) density. The two modulations are thus in quadrature, in agreement with expressions (4) and (5).
For the sake of simplicity, we shall model the x-ray scattering by taking the 1D lattice Fourier transform $`𝐮_q`$ of $`𝐮(x)`$, which can be calculated exactly . This 1D approximation is justified by the small tranverse correlation lengths of the $`𝐪_s`$-scattering. The intensity diffracted by the FO, given by the $`I_d\left|𝐮_q𝐮_q\right|`$ term, mainly depends on $`\xi `$ and $`\eta `$. Solid lines in fig. 4 represent the calculated intensity, for $`\eta =\pm \pi /2`$ and the blue bronze low temperature value of $`2k_F=0.75b^{}`$. Indeed, this value of $`\eta `$ corresponds to the screening of a single charge impurity, which is the case here as discussed below. For large values of $`\xi `$, the intensity exhibits a sharp discontinuity at $`\pm 2k_F`$ and a long tail in the small-q direction. These discontinuities are smoothed for smaller values of $`\xi `$, which slightly shifts the maxima from the $`\pm 2k_F`$ positions. As expected from the general analysis , the phase distortion due to the FO phase shift gives rise to a profile asymmetry of the satellite reflections.
In fact, the total intensity diffracted by the FOs in the real crystal is given by (1). As the Laue scattering is weak here, the only additional term is the third one : $`I_a^{}`$. The dashed line of the lower part of Fig. 4 gives the total scattering intensity in the $`\mathrm{\Delta }f\mathrm{sin}\eta <0`$ case. As expected, an IA of the $`+𝐪/𝐪`$ is obtained, which gives the possibility of measuring $`\mathrm{sin}\eta `$. Indeed, using (1), the IA term can be written:
$$I_a^{}(𝐐=𝐆_{hkl}\pm 𝐪)\pm \overline{f}\mathrm{\Delta }f(𝐐.𝐮_0)\mathrm{sin}\eta .$$
(6)
A comparison of Figs. 1 and 4 strongly suggests the $`𝐪_s`$-scattering to be due to FOs around the single charged V impurities. From the position of the $`𝐪_s`$-scattering with respect to $`2𝐤_F`$, the damping length can be estimated as $`\xi 8`$ Å. The FOs are present at ambient temperature, as shown in Fig. 2, and still exist in the CDW phase with the same characteristics. Concerning the $`𝐪_c`$-scattering, it corresponds to the regular scattering by the $`2k_F`$ lattice distortion at larger distance from the impurity. The correlated variation of the $`𝐪_c`$\- and the $`𝐪_s`$-scattering maxima (Fig. 3), both related to the thermal variation of $`2k_F`$, supports this interpretation.
The observation of intensity asymmetries on both $`𝐪_c`$\- and $`𝐪_s`$-scattering gives evidence of a coherence between the position of an impurity, and respectively the FO and the CDW. Using eq. (3) and (6) and the signs of $`I_a`$ and $`I_a^{}`$ obtained from the experiment, one can readily calculate the signs of $`\mathrm{cos}\phi _0`$ and $`\mathrm{sin}\eta `$. Considering that $`\mathrm{\Delta }f=f_Vf_{Mo}<0`$ and $`𝐐.𝐮_{2𝐤_F}>0`$ for positive k-values, one gets $`\mathrm{cos}\phi _0>0`$ and $`\mathrm{sin}\eta >0`$, which is consistent $`\phi _00`$ and $`\eta \frac{\pi }{2}`$. Both values correspond to a local increase of the hole density around the impurity, which is natural for the V substituant. Indeed, the V<sup>5+</sup> atom provide a negative charge (Z=1) with respect to the molybdenum Mo<sup>6+</sup> background. This charge has to be screened by a positive charge, which induces a local increase of the hole density as found experimentally. The $`\eta \frac{\pi }{2}`$ value is that expected from the Friedel sum rule with Z=1
Fig. 5 displays a tentative representation of the CDW/FO structure around a V atom according to the present experimental results. FO’s dominate the charge modulation in a tiny $`2\xi `$ 16 Å region around the impurity. Consistently with this result, this damping length can be estimated at $`\xi `$ 9 Å from $`\xi ^1\mathrm{}^1+\xi _0^1`$, where $`\xi _0=\mathrm{}v_F/\mathrm{\Delta }`$ 13 Å is the electronic coherence length , and $`\mathrm{}=`$ 27 Å is the average distance beetween V substituants along the chains. At larger distances, the CDW dominates the charge oscillation. However, the CDW-phase extrapolated at the impurity site is $`\phi _00`$, as indicated by the dotted line. This description is consistent with the strong pinning picture as proposed in refs. . In addition, the region of mismatch between the CDW and the FO corresponds to the $`q\xi ^1`$ wave vectors, which indicates that the whole $`\pm 2𝐤_F`$ profiles contain also information on this important crossover region. Finally, let us point out that these $`\pm 2𝐤_F`$\- asymmetric profiles, which clearly depends on FOs, CDWs and their interferences, are of great importance for the understanding of the sliding of CDWs and open a unique access to the properties of CDW at both microscopic (FO) and mesoscopic pinning) scales.
The conclusion of this study is the evidence of Friedel oscillations in the vicinity of vanadium atoms in V-doped blue bronze. The observation of intensity asymmetries provides evidence of a coherence between the impurity position and the CDW/FO. Moreover, the observation of the profile asymmetry clearly indicates the presence of phase distortions, corresponding to a local decrease of the electronic density. Additional experiments on crystal with different doping levels are planned in order to elucidate more quantitatively the microscopic features of the pinning of CDWs in low-dimensional materials. More generally, we have demonstrated how methods of asymmetry analyses of the x-ray scattering allows one to study the subtle interplay between structural and electronic properties in disordered systems.
We are indebted to J.-F Bérar and R. Moret for their help during the synchrotron radiation experiments. |
warning/0001/astro-ph0001530.html | ar5iv | text | # X–ray/optical observations of XTE J0421+560/CI Cam in quiescence
## 1 Introduction
The soft X–ray transient (SXT) XTE J0421+560 was the target of a series of observations by CGRO (Harmon et al. (1998)), RXTE (Marshall et al. (1998)), ASCA (Ueda et al. (1998)) and BeppoSAX (Orlandini et al. (1998)) soon after an outburst discovered by the All-Sky Monitor (ASM) on-board RXTE in 1998 April (Smith et al. (1998)). Radio observations of XTE J0421+560 revealed the presence of radio jets (Hjellming and Mioduszewski (1998)), similar to those observed from SS433. The jet motion was estimated to be $``$26 mas/day, corresponding to a velocity of $`0.15c`$ assuming a source distance of 1 kpc (Chkhikvadze (1970)). Subsequent radio observations have revealed a slow ($``$1000 Km s<sup>-1</sup>), shell-like motion (Hjellming et al. (1998)), confirmed by optical observations (Robinson et al. (2000)).
The optical counterpart of XTE J0421+560 is the peculiar star CI Cam (aka MWC 84) which, on the basis of the new classification criteria proposed by Lamers et al. (1998), is classified as a B\[e\] star. This classification includes supergiants, pre-main sequence stars, compact planetary nebulae, symbiotic stars and unclassified stars. Lamers et al. (1998) include CI Cam among the unclassified stars, while Zorec (1998) includes it among the proto-planetary nebulae with dusty circumstellar envelopes. The binary nature of CI Cam has been deduced from the extremely large ratio between IRAS 84 $`\mu `$m and 12 $`\mu `$m fluxes, which is close to that of binary systems that contain both a hot and a cool star (Miroshnichenko (1995)).
We have already reported on the two Target of Opportunity (TOO) observations performed by BeppoSAX during the 1998 April outburst (Frontera et al. (1998); Orr et al. (1998)). The energy spectra cannot be fit by any simple model, and displayed a dramatic change from TOO1 (performed on 1998 April 3) to TOO2 (1998 April 9), namely the onset of a soft (E$``$2 keV) component (Orr et al. (1998)). A two-temperature bremsstrahlung model was used to describe the spectra of both TOOs, with temperatures ($`kT_1`$, $`kT_2`$)$``$(1.27, 6.81) keV for TOO1, and $``$(0.20, 2.78) keV for TOO2 (Orr et al. (1998)). The spectra for both TOOs included line features, identified with O, Ne/Fe-L, Si, S, Ca and Fe-K. During TOO2 the O and Ne/Fe-L line energies decreased smoothly by $``$9%, while the other lines did not show any shifts. Because of the peculiar temporal variability of the source, Frontera et al. (1998) associated the soft component to the relativistic jets, and the hard component to processes occurring in circumstellar matter.
The nature of the compact object responsible for the X–ray emission is still unknown and controversial. The low energetics involved in the outburst and the absence of erratic time variability are unlike outbursts from neutron star or black hole X–ray novae (Frontera et al. (1998)). However the presence of X–ray, optical and radio emission, together with relativistic jets, is typical of neutron star and black hole systems.
In order to try to elucidate the nature of the compact object by studying the source spectral evolution during its quiescent phase, we performed a third TOO observation of XTE J0421+560 as soon as the source was once again observable by BeppoSAX. In the next section we detail the data analysis performed on the X–ray data, while in Sect. 3 we present results from optical observations performed at the Teramo and Bologna astronomical observatories. Finally, in Sect. 4 we discuss the implications of these observations.
## 2 X–ray Observation and data analysis
The BeppoSAX satellite (Boella et al. 1997a ) is equipped with four narrow field instruments (NFIs) able to cover the unprecedented wide 0.1–200 keV energy band. Two NFIs are imaging instruments, namely the LECS (Parmar et al. (1997)) and MECS (Boella et al. 1997b ), operating in the 0.1–10 keV and 1.5–10 keV energy bands, respectively. The other two NFIs are mechanical collimated instruments: the HPGSPC (Manzo et al. (1997)) and PDS (Frontera et al. (1997)). The former operates in the 3–180 keV band, while the latter operates in the 15–200 keV band. The background for the non-imaging NFIs is monitored by rocking the collimators off-source by $`3^{}`$ (one-side rocking) for the HPGSPC, and 3$`\stackrel{}{.}`$5 (two-side rocking) for the PDS.
The third BeppoSAX observation of XTE J0421+560 was performed between 1998 September 3 14:19 UT and September 4 13:47. This is 157 days after the XTE J0421+560 burst peak of 1998 April 1 (the long delay between TOO2 and TOO3 is due to unobservability of the source with BeppoSAX because of viewing constraints). All four NFIs worked nominally during the observation. Data were collected in direct mode, providing information on time, energy and position (for the imaging instruments), and were processed using the saxdas 2.0 package (Lammers (1997)) except for PDS data, where xas 2.1 (Chiappetti and Dal Fiume (1997)) was used. Good data were selected using default criteria. For the imaging instruments, data were extracted from circular regions centered on the source position, with a $`4^{}`$ radius for the LECS, and $`2^{}`$ for the MECS (the smaller MECS extraction region is due to S/N optimization above 4 keV).
Because of the low galactic latitude of the source, we did not use the standard background LECS blank field measurement, but instead the background was estimated from two semi-annuli near the outside of the field of view (Parmar et al. (1999)). The 3$`\sigma `$ uncertainty obtained using this new method is $``$2.2$`\times 10^3`$ c s<sup>-1</sup> (0.1–10 keV), or $``$3.7$`\times 10^3`$ c s<sup>-1</sup> (0.1–2 keV). To estimate the MECS background we used both a standard file and a background estimated from an annular region centered on the source position with inner and outer radii of $`4^{}`$ and $`8^{}`$, respectively. The results do not depend significantly on which MECS background was used. For the collimated instruments, we evaluated the background from the offset fields, using a standard background subtraction procedure. The offset fields were also checked for the presence of contaminating sources.
A faint source at a position consistent with XTE J0421+560 was detected in both imaging instruments (see Fig. 1). The 0.1–10 keV LECS net count rate is $`0.0037\pm 0.0006`$ c s<sup>-1</sup>, while the 1.5–10 keV MECS count rate is $`0.0024\pm 0.0003`$ c s<sup>-1</sup>. The exposure times for the LECS and MECS are 19 ks and 45 ks, respectively. This difference is due to the constraint that the LECS can only be operated in spacecraft night time. The 2$`\sigma `$ PDS upper limit is 0.5 mCrab (15–30 keV).
The combined LECS and MECS spectrum can be fit with the same continuum model as used for TOO1 and TOO2, namely a two-temperature bremsstrahlung (2BREMS) model. A factor was included in the spectral fitting to allow for known normalization differences between the two instruments (Fiore et al. (1999)). The fit yields a $`\chi ^2`$ of 10.9 for 6 degrees of freedom (dof). The inclusion of a narrow Gaussian emission line at $``$7 keV improved the fit, yielding a $`\chi ^2`$/dof of 2.5/4. The inclusion of this line is marginally significant, the probability of chance improvement (PCI) of the $`\chi ^2`$, computed by means of an F-test, being equal to 5.3%. In Fig. 2 the 2BREMS plus Iron line fit to the LECS and MECS spectra is shown, together with the fit residuals. The line normalization has been set to zero in the lower panel to display its profile. In Table 1 the best fit parameters for the 2BREMS model, together with other continuum models used to fit the data: a simple power-law and a one-temperature bremsstrahlung are presented. A simple black-body spectrum does not fit our data, with a $`\chi ^2`$/dof of 17.6/7. The amount of photo-electric absorption was not well constrained with any of the models, and it was therefore fixed at the galactic value (Daltabuit and Meyer (1972)). The unacceptable fit using the 1BREMS model is due to the need for a second component above 5 keV. The PCI of the $`\chi ^2`$ from the PL to the 2BREMS model is 56%. We also tried to fit the spectrum using a two-temperature equilibrium plasma emission model (Raymond and Smith (1977)), as performed with ASCA data (Ueda et al. (1998)). The fit yields a $`\chi ^2`$/dof of 9.6/7, with large positive residuals near $``$7 keV.
The observed 0.5–2 keV and 2–10 keV fluxes computed from the 2BREMS model are $`7.5\times 10^{13}`$ and $`1.5\times 10^{13}`$ erg cm<sup>-2</sup> s<sup>-1</sup>, respectively. The unabsorbed fluxes (computed by setting N<sub>H</sub>$``$0) in the 0.5–2 keV and 2–10 keV energy ranges are $`6.5\times 10^{12}`$ and $`1.7\times 10^{13}`$ erg cm<sup>-2</sup> s<sup>-1</sup>, respectively. Using these values, we obtain X–ray luminosities of $`7.8\times 10^{32}`$ (0.5–2 keV) and $`2.0\times 10^{31}`$ (2–10 keV) d$`{}_{\mathrm{kpc}}{}^{}{}_{}{}^{2}`$ erg s<sup>-1</sup>, where d<sub>kpc</sub> is the distance to XTE J0421+560 in kpc. These estimates are strongly affected by the uncertainty in the N<sub>H</sub> value: a 50% increase in N<sub>H</sub> corresponds to a 60% increase in the 0.5–2 keV luminosity. On the other hand $`kT_1`$ is insensitive to N<sub>H</sub>, with only a 18% decrease in the best fit temperature with respect to a 50% increase in N<sub>H</sub>.
## 3 Optical observations and data analysis
The field of CI Cam was imaged on 1998 September 3, simultaneously with the BeppoSAX observation, with the 72 cm Teramo-Normale Telescope (TNT) of the Teramo Observatory. A total of 15 frames in the $`B`$, $`V`$, $`R`$ and $`I`$ bands were acquired between September 3.980 and September 4.048, with exposure times between 1 and 15 minutes. The frames were corrected for bias and flat fielded in the standard fashion and then reduced with the daophot ii package (Stetson (1987)) and the PSF-fitting algorithm allstar inside midas. The star, during these observations, had $`V=11.83\pm 0.05`$, $`B`$$`V=0.81\pm 0.07`$, $`V`$$`R=0.82\pm 0.07`$ and $`V`$$`I=1.58\pm 0.07`$, with no substantial luminosity variations amongst the frames acquired in each single filter.
Spectroscopy on this object was then performed on 1998 December 14 and 1999 January 23 with the 1.5 m telescope of the Bologna Astronomical Observatory. Spectra with grisms #3 (3000–6500 Å), #4 (4000–9000 Å) and #5 (5000–10000 Å) were acquired with a slit width of $`2\stackrel{}{.}5`$, which gave dispersions of 2.1, 3.0 and 2.8 Å/pixel, respectively. The exposure times ranged from 2 to 30 minutes. Table 2 is a log of the spectrophotometric observations.
Spectra were debiased and flat-fielded in the standard way and then extracted and reduced with iraf. Wavelength calibration was made using He–Ar lamps. Flux calibration was performed only for the December 14 spectra using the spectroscopic standard HD 60778. The January 23 spectra were not flux calibrated because of poor atmospheric conditions. Due to the constancy, within the uncertainties, of the $`V`$ band magnitude between the two observations as shown by the VSOLJ data (Nogami (1999)), and because of non variability of the main emission line ratios in the two data sets, we assumed that the flux level of the continuum remained constant during the two runs, and so we calibrated the January 23 spectra with the same standard as December 14.
The summed (3500–10000 Å) optical spectrum of CI Cam for the night of January 23 is shown in Fig. 3. It reveals very strong emission lines of the Balmer series of Hydrogen, plus He I, \[Fe II\], \[O I\] and weak He II (see Table 3). A quick-look comparison with the spectrum of Downes (1984) acquired 15 years before shows that all the main emission lines identified by that author are still present; moreover, in the red branch — which was not covered by Downes — a strong O I line at $`\lambda 8446`$ and the Paschen series in emission are seen. We note that the strength of the He I lines is strongly reduced. The He II emission lines at $`\lambda \lambda 4686`$ and 5411 are marginally detected. In Table 3 we detail some of the lines detected in the CI Cam spectrum, together with their equivalent widths and line fluxes.
We de-reddened the optical data using the N<sub>H</sub> column value computed in the direction of CI Cam (N$`{}_{\mathrm{H}}{}^{}=4.95\times 10^{21}`$ cm<sup>-2</sup>; Daltabuit & Meyer 1972). We then fit the 4000–10000 Å optical spectrum with a power-law ($`F(\lambda )\lambda ^\alpha `$), yielding a power-law index of $`2.43\pm 0.01`$. The total optical unabsorbed flux is $`4.0\times 10^9`$ erg cm<sup>-2</sup> s<sup>-1</sup>, corresponding to an optical luminosity $`L_{\mathrm{opt}}=4.8\times 10^{35}`$ d$`{}_{\mathrm{kpc}}{}^{}{}_{}{}^{2}`$ erg s<sup>-1</sup>.
The mean values reported in Table 3 for the EWs of the \[Fe II\] $`\lambda `$4414 and \[O I\] $`\lambda `$6364 forbidden emission lines were computed using only the January spectra. This is due to the low S/N ratio for these features in the December observations. Since the EWs of \[Fe II\] $`\lambda \lambda `$5527 and 5746 lines, as well as those of the permitted emission lines, did not vary substantially between the two spectroscopic runs, it is likely that also the EWs of \[Fe II\] $`\lambda `$4414 and \[O I\] $`\lambda `$6364 remained constant within the errors.
It is noteworthy that, for at least the \[Fe II\] $`\lambda \lambda `$5527 and 5746, a shift of about 8 Å is observed with respect to the main permitted emission lines such as the Balmer series, the He I, O I and Fe II lines. A similar shift cannot be verified for \[Fe II\] $`\lambda `$4414 and \[O I\] $`\lambda `$6364, because of their poorer S/N ratio and the insufficient spectral resolution, especially for the \[O I\] line. This suggests different origins and dynamics for the permitted and at least some of the forbidden lines. We also note the presence of weak interstellar absorption bands at $`\lambda `$5780 (EW $`=0.4\pm 0.1`$) and $`\lambda `$6284 (EW $`=1.6\pm 0.3`$).
Using the ratios of some He I emission lines, particularly $`\lambda \lambda `$4471, 5875 and 6678, it is possible to evaluate the $`E(B`$$`V)`$ color excess (see Della Valle & Dürbeck (1993) and references therein). Comparing the theoretical and observed ratios of $`\lambda \lambda `$5876/4471 and $`\lambda \lambda `$6678/4471 we derive $`E(B`$$`V)=1.47`$ and 1.60, respectively. This gives a mean $`E(B`$$`V)=1.54`$. Alternatively, the H<sub>α</sub>/H<sub>β</sub> line ratio yields the lower value $`E(B`$$`V)=1.02`$; we anyway caution that in some cases the Balmer decrement may not be attributed only to the reddening effect (Whitney and Clayton (1989)). Nevertheless, using the mean of the values derived from the H and He line ratios we obtain $`E(B`$$`V)=1.28`$. This corresponds to a $`V`$ band absorption $`A_V=4.0`$ and, using the empirical formula of Predehl & Schmitt (1995), to an hydrogen column density $`N_\mathrm{H}=7.1\times 10^{21}`$ cm<sup>-2</sup>. This value is about 40% higher than the Galactic hydrogen column density in the direction of CI Cam (Daltabuit and Meyer (1972)). This suggests that intrinsic absorption plays an important role. Indeed, from our measured value of N<sub>H</sub>, consistent with that measured during TOO2, we derive a 90% confidence interval of 4.13–$`6.03\times 10^{21}`$ cm<sup>-2</sup> which translates to $`2.3<A_V<3.4`$. Belloni et al. (1999) obtained a value of A$`{}_{V}{}^{}=4.36`$ by fitting the optical/IR spectrum of CI Cam with a combined Kurucz plus optical thin dust model (Waters et al. (1988)). Alternatively, Zorec (1998) derived for this source the higher value of A$`{}_{V}{}^{}=4.88`$, which he interpreted as partly (2.88) due to the interstellar medium and partly (2.40) due to a dusty circumstellar envelope.
Doppler analysis of the most prominent emission lines of the two sets of spectral data shows that no substantial line shifts are detectable within the same night, i.e. the centroid line variations fall inside the measurement uncertainty of 0.1 Å. The same result is found when the December and January data sets are compared. Because it is quite likely that most of the observed lines originate in the ionized shell shrouding the system, the absence of line shifts cannot be used to establish a firm upper limit on the projected orbital velocity.
## 4 Discussion
The major problem in understanding the XTE J0421+560/CI Cam system is the fact that the nature of the components in the system is not well established. Miroshnichenko (1995), by fitting the optical continuum, derived a spectral type for the two CI Cam components as B0 V and K0 II, and an interstellar extinction A<sub>V</sub> of 1.1. The derived spectral type implies a distance of 6 kpc to reconcile with the observed $`V`$ magnitude. Miroshnichenko (1995) also fitted the optical continuum with a single star model, obtaining the same spectral type for the hot star, but a higher extinction (A$`{}_{V}{}^{}=3.7`$). In the latter case, a distance of 2.4 kpc was estimated. With the value of $`A_V=4.88`$ estimated by Zorec (1998) a distance of 1.75 kpc was instead derived. From an observation of the H I absorption profile at 21 cm, Hjellming (private communication) inferred a distance of CI Cam of $`1.0\pm 0.2`$ kpc, that is smaller than that inferred from the Zorec calculations, but not inconsistent with the measured $`V`$ magnitude, if an extinction A<sub>V</sub> of the order of 4 is assumed. It is therefore likely that the normal object is a hot star showing the B\[e\] phenomenon, with a dusty envelope responsible for the IR emission. This is confirmed by optical observations showing a spherical-symmetric shell expanding at $``$32 Km s<sup>-1</sup> and present before the X–ray outburst, and an asymmetric shell, moving at $``$2000 Km s<sup>-1</sup>, which emerged from the low-velocity shell soon after the outburst (Robinson et al. (2000)). From the observed $`L_x/L_{\mathrm{opt}}10^3`$ the quiescent optical emission cannot be due to re-processing of the X–rays, but has to be generated in the optical companion or the circumstellar material.
The nature of the compact object present in XTE J0421+560 is not revealed by the observation of X–ray phenomena typical of black hole (BH), neutron star (NS), or white dwarf (WD) systems, therefore their presence can only be inferred indirectly by comparison with the phenomenology observed in other systems in which the compact object is known. The weakness of this approach is the peculiarity of the XTE J0421+560 phenomenology, that makes it a unique system amongst the class of SXTs.
In the presence of a BH system an X–ray outburst can occur either via an accretion disc instability or through a mass transfer instability (see e.g. Osaki (1996)). The latter instability is unlikely to work in XTE J0421+560 because of the lack of hard ($``$7 keV) X–ray photons in the quiescent spectrum. Indeed, if the transient event is due to mass loss instability that arises in the secondary star as a result of X–ray illumination of the atmosphere, then hard X–ray photons are required in order to start the instability and therefore produce the outburst (Hameury et al. (1986)). The observed quiescent X–ray luminosity is not sufficient to trigger this mass-overflow instability (see e.g. Mineshige et al. (1992)). Indeed, for this instability to work it is necessary that the X–ray flux (E$``$7 keV) at the inner Lagrangian point $`L1`$ and the stellar flux at $`L1`$ be comparable (Hameury et al. (1986)). The X–ray flux at $`L1`$ (assuming isotropic emission) is $`L_x/4\pi b^2`$, where $`b`$ is the distance between $`L1`$ and the compact object. The stellar flux at $`L1`$ is $`L_{\mathrm{opt}}/4\pi (ab)^2`$, where $`a`$ is the orbital separation. Therefore the mass-transfer instability will work if $`L_x/L_{\mathrm{opt}}(b/(ab))^2(M_x/M_{\mathrm{opt}})^2`$, where $`M_x`$ and $`M_{\mathrm{opt}}`$ are the compact object and the companion masses, respectively. From our observed value $`L_x(`$7 kev)/$`L_{\mathrm{opt}}10^5`$ we conclude that it is quite unlikely for the mass-overflow instability to take place in the XTE J0421+560/CI Cam system. The presence of an accretion disc would produce a strong temporal variability, and double peaked emission lines in the optical spectrum of SXTs, expecially H<sub>α</sub> and H<sub>β</sub> (Robinson et al. (1994); Horne and Marsh (1986)). While temporal variability was observed in XTE J0421+560 only in the soft (E$`<`$1 keV) energy range soon after the burst and attributed to the relativistic jets (Frontera et al. (1998)), the optical lines did not show the presence of double peaks. From our data we are not able to distinguish if this is due to the presence of circumstellar matter that smears the double peaked lines into single peaked ones, or due to the real absence of an accretion disc. It is worth noting at this point that there is a class of binaries, namely the SW Sex cataclysmic variables, in which the presence of an accretion disc does not correspond to the presence of double peaked emission lines (see e.g. Dhillon et al. (1997)). Finally, the short outburst duration and the temporal evolution of the X–ray spectrum from the outburst to quiescence is not typical of a BH system, which is characterized by a two-component spectrum (see e.g. White et al. (1984)): a thermal-like ($`kT`$1 keV) and a high energy power-law tail that becomes comparatively stronger as the source weakens, leading to spectral changes not observed in XTE J0421+560 (however GS 2023+338 and GRO J0422+32 do not show the soft component; see Barret et al. (1996)). Also the observed very high power-law index (see Table 1) is in contrast with a typical BH system (Barret et al. (1996). An exception is A0620–00; Coe et al. (1976)). Although we cannot firmly exclude the presence of a BH in XTE J0421+560, for these reasons we consider it unlikely.
Next the NS case: the presence of an accretion disc is unlikely because of the same considerations given for the BH case. Also the presence of a hot, optically thin corona around the NS is excluded by the lack of hard X–ray emission in quiescence (Breedon et al. (1986)). While the majority of X–rays from a BH system probably comes from an accretion disc, in the case of a NS system the surface of the compact object can also be a source of X–rays. The $`kT_1220`$ eV temperature observed in XTE J0421+560 and its X–ray luminosity would correspond to an emitting area of $``$1 Km<sup>2</sup>, too small to be produced at the surface of a NS unless funnelling of the accretion by the magnetic field onto a small area is introduced. This emitting area estimate is however based on the assumption of blackbody emission from the NS surface. It has been shown that because of cooling and back warming effects at the surface the spectrum differs significantly from that of a blackbody (London et al. (1986)), with the effect that the emitting area can be understimated by as much as 2 orders of magnitudes. Fits with Hydrogen atmosphere spectral models to three type I bursting NS systems have shown the consistency of the emitting area with a 10 Km radius NS (Rutledge et al. (1999)). Because our $`kT_1`$ is quite similar to that observed in these three systems, we are not able to exclude that XTE J0421+560 contains a NS, although this is not supported by direct evidence, such as type I X–ray bursts or coherent pulsation (that could have been smeared out by the circumstellar matter).
We finally discuss the possibility that XTE J0421+560/ CI Cam is a binary system containing a WD. Thermal emission from the WD surface is not able to explain the observed quiescent X–ray luminosity unless only a very small fraction of the WD is responsible of the X–ray emission. Indeed a typical photon energy of $`kT_{\mathrm{bb}}2.5\alpha ^{0.25}\sqrt{\mathrm{d}_{\mathrm{kpc}}}`$ eV, where $`\alpha `$ is the fraction of the WD surface that emits X–rays, is implied. Therefore the most likely process is direct accretion from the companion star. For a 1 M, $`R_x`$=$`10^9`$ cm WD, the accretion rate is $``$10<sup>-12</sup> d$`{}_{\mathrm{kpc}}{}^{}{}_{}{}^{2}`$ M yr<sup>-1</sup>. For such a low rate we expect that the main cooling mechanism is not free-free (bremsstrahlung) emission but thermal cyclotron emission (Lamb and Master (1979)), with the consequence that a two-temperature thermal spectrum is expected. Indeed, ROSAT observations of AM Her systems in low-state show two-temperature spectra, with $`(kT_1,kT_2)`$ in qualitative agreement with that observed in XTE J0421+560 (Ramsay et al. (1995)). Anyway, a more detailed analysis, beyond the scope of this work, is needed to quantitatively describe the quiescence XTE J0421+560 X–ray spectrum.
In the framework of a WD system scenario, the outburst experienced by XTE J0421+560 would be associated to a thermonuclear runaway on the surface of a $`1`$ M hot WD. The calculations performed by Iben (1982; Section V, page 254) show that a peak duration of about one week or less, depending on the accretion rate, can be achieved, with a burst recurrence time $``$500 yr. Furthermore, if the WD is young enough to suffer its first thermonuclear instability then it could be thermally unsettled (Sion and Ready (1992)), and therefore have not yet achieved the long term equilibrium between accretion rate and nuclear burning, with the possible consequence of a short post-burst phase. Of course, for a quantitative description of the outburst a detailed application of the Iben’s calculations, beyond the scope of this paper, must be carried out. From a qualitatively point of view, the onset of the soft (moving) component observed during TOO2 (Orr et al. (1998)) would be explained in terms of ejection of the H- and He-rich layers. This would also explain the reduction of the He I intensity observed in the quiescent optical spectrum. The outburst radio emission would be due to relativistic electrons accelerated in the outward-moving shock (see e.g. Hjellming and Han (1995)), while the quiescent (shell-like) radio emission would be due to the slower motion of the layers.
The low ionization state lines such as Fe II observed from the optical spectrum could then arise on the surface of the cool component because of irradiation by the hot star (see Hoffmaister et al. (1985) and references therein), while the high-excitation emission lines such as Fe XXIV could be due either to an extended nebular shell shrouding the system, or to the reflection of the X–rays on the optically thick cold matter on the companion’s surface.
Finally, we can exclude that the X–rays observed from XTE J0421+560 during quiescence come directly from the optical star if it is of spectral type OB. Indeed, surveys with the Einstein Observatory showed that OB stars are emitters of soft ($``$4 keV) X–ray photons (Long and White (1980)). Pallavicini et al. (1981) have shown that for OB stars a relation between X–ray and bolometric luminosity holds: $`L_x/L_{\mathrm{bol}}10^7`$. From a typical effective temperature for a B star of $`T_{\mathrm{eff}}22000`$ K we infer $`L_{\mathrm{bol}}5\times 10^{37}`$ erg s<sup>-1</sup>. With our value of $`L_x`$ we obtain $`L_x/L_{\mathrm{bol}}10^5`$, at least two orders of magnitude greater that that expected from OB stars. Therefore we conclude that the observed quiescent X–ray emission cannot be due to a B star.
## 5 Summary and conclusions
We have shown that the quiescent X–ray spectrum observed from XTE J0421+560 can be fit with the same model used soon after its outburst, namely a two temperature bremsstrahlung. While the lower temperature, of the order of few hundreds eV, did not change between TOO2 and this observation, the higher temperature decreased considerably. The optical spectrum is very complex, and it is not possible to determine a spectral class for the system components. We discussed the nature of the compact object present in the system, and taking into account the peculiarity of the source, and the difficulty to compare its properties with those of typical systems, we conclude that it is unlikely for the XTE J0421+560/CI Cam system to contain a BH. Both a NS and a WD are possible, but the WD hypothesis is more appealing because it better fits the observational scenario: a two-temperature thermal spectrum for the X–ray emission, the lack of any temporal variability, and the presence of shell like motion observed in radio, that can be explained in terms of ejection of H- and He-rich layers during the outburst due to a thermonuclear runaway. This also fits nicely with the observed reduction of the He I line strengths when compared to observations performed before the outburst.
Finally, we can exclude that the X–ray luminosity observed in quiescence is due to the optical star if it is of spectral type OB. Moreover, the optical emission cannot be due to re-processing of the X–rays because $`L_x/L_{\mathrm{opt}}10^3`$.
###### Acknowledgements.
We wish to thank Bob Hjellming for letting us know prior publication the XTE J0421+560 distance as obtained from his radio observations. We thank the anonymous referee for helpful comments that greatly improved the paper. BeppoSAX is a joint Italian and Dutch programme. This research was supported in part by the Italian Space Agency. |
warning/0001/math0001126.html | ar5iv | text | # Symplectic realizations of bihamiltonian structures
## 0 Introduction
A smooth manifold $`M`$ is endowed by a Poisson pair if two linearly independent bivector fields $`c_1,c_2`$ are defined on $`M`$ and moreover $`c_\lambda =\lambda _1c_1+\lambda _2c_2`$ is a Poisson tensor for any $`\lambda =(\lambda _1,\lambda _2)R^2`$. A bihamiltonian structure $`J=\{c_\lambda \}`$ is the whole 2-dimensional family of tensors.
There are two classes of bihamiltonian structures playing important role in the theory of completely integrable systems. The geometries corresponding to these classes are different and so are the ways for appearing of functions in involution.
The first class, called symplectic in this paper, is characterized by the condition that $`rankc_\lambda =dimM`$ (cf. Convention 1.12. Example concerning the definition of rank) for generic $`c_\lambda J`$. If $`c_1`$ is nondegenerate, one can define the so-called recursion operator $`c_2(c_1)^1:TMTM`$. Its eigenvalues are in involution with respect to $`c_1`$. Off course, one should impose additional conditions on $`J`$ in order that these functions are independent and that they form a ”complete” set, i.e. the foliation defined by them is lagrangian (not only coisotropic).
One can obtain examples of global symplectic bihamiltonian structures considering holomorphic symplectic manifolds $`(M,\omega )`$ and putting $`c_1=Rec,c_2=Imc`$, where $`c=(\omega )^1`$ is the holomorphic bivector field inverse to $`\omega `$. Off course, locally they are all the same due to the Darboux theorem and they are quite not interesting from the above point of view since the recursion operator coincides with the complex structure and has only constant eigenvalues $`\pm \mathrm{i}`$. However, these bihamiltonian structures will be important for us and we call them holomorphic symplectic.
The second class consists of degenerate bihamiltonian structures, which are described by the condition $`max_\lambda rankc_\lambda <dimM`$. Given such a structure, one can construct the family of functions $`F_0=_{cJ_0}Z_c`$, where $`J_0J`$ is a subset of tensors of maximal rank and $`Z_c`$ stands for the space of local Casimir functions of a Poisson tensor $`c`$. It turns out that this family is in involution with respect to any $`c_\lambda J`$. Again, keeping in mind the aim of getting the completely integrable system, one should put some restrictions on $`J`$.
An elegant and easily checkable condition which guarantees that the family $`F_0`$ is locally ”complete”, i.e. defines a lagrangian foliation on a generic symplectic leaf of $`J`$, is given by the Bolsinov-Brailov theorem (see 2) and is formulated as follows:
$`rank(\lambda _1c_1+\lambda _2c_2)(x)=R_0`$ for any $`(\lambda _1,\lambda _2)C^2\{0\}`$.
Here $`R_0=\mathrm{max}_\lambda rankc_\lambda `$ and $`x`$ is a point in a neighbourhood of which we are checking the ”completeness” of $`F_0`$. Taking ($``$) as a starting point we define complete bihamiltonian structures as those satisfying this condition on an open dense subset.
The reader is referred to papers - for the detailed exposition of the geometric and algebraic aspects of bihamiltonian structures based on the classical theory of pencils of operators. Note that according to the terminology of these articles the symplectic and complete bihamiltonian structures mentioned above should be called (micro) Jordan and (micro) Kronecker (cf. Theorem 2.21. Example, below).
The aim of this paper is to study some relations between the above classes. More precisely, we study the reductions of holomorphic symplectic bihamiltonian structures (by means of real foliations) resulting in complete ones. The construction inverse to such a reduction is called a realization; hence the title of the paper. Our main theorem (see 7) states the completeness of the reduction $`J^{}`$ of the holomorphic symplectic structure $`J`$ associated with the canonical symplectic form $`\omega `$ on a generic coadjoint orbit $`Mg^{}`$, where $`g`$ is a complex Lie algebra from a wide class including the semisimple algebras (cf. Convention 5) and the reduction is performed with respect to a real form $`G_0G`$ of the (simple, semisimple) complex Lie group adjoint to $`g`$. Also, the ”first integrals”, i.e. the elements of the family $`F_0`$ corresponding to $`J^{}`$, are calculated (Proposition 7). Let us make a few comments on the proof.
Note that generic coadjoint $`G_0`$-orbits in $`g^{}`$ satisfy the condition of $`CR`$-genericity (see Definition 1.17.). The main theorem is a consequence of a relatively simple criterion (Theorem 4) of completeness for the reduction $`J^{}`$ of a holomorphic symplectic structure $`J`$ by means of a real $`CR`$-generic foliation $`𝒦`$ on $`M`$. We want to stress that the assumption of the $`CR`$-genericity for $`𝒦`$ is natural in the context discussed in Section 4. The study of reductions without this assumption seems reasonable, but more complicated.
In order to use the mentioned criterion to the proof of the main theorem, one studies the auxiliary complex Poisson pair $`c,\stackrel{~}{c}`$ on $`g^{}`$, where $`c:g^{}g^{}g^{}`$ is the canonical linear Poisson bivector and $`\stackrel{~}{c}`$ is its composition with the real involution corresponding to the real form $`g_0g`$. It turns out that for the reduced Poisson pairs $`c^{},\overline{c}^{}`$ and $`c^{},\stackrel{~}{c}^{}`$ the ”first integrals” coincide (see the proof of Theorem 7). But it is easy to calculate them for $`c^{},\stackrel{~}{c}^{}`$ using the method similar to the classical method of argument translation (). This enable us to control rank of the bivectors from $`J^{}`$ in the way required in the criterion.
The last two essential ingredients of the proof are the Gelfand-Zakharevich theorem about the structure of the pair of bivectors in a vector space (see 2.21. Example) and some $`CR`$-geometric facts about the $`G_0`$-orbits in $`g^{}`$ (Section 6).
Note that the pair $`c,\stackrel{~}{c}`$ is defined canonically and some of the results about it combined with that from Section 6 may be of independent interest (see Proposition 6, for example).
The paper is organized as follows. In Section 1 we recall some definitions and facts from the theory of Poisson manifolds and introduce the class of complex Poisson structures, which are generalizations of the standard ones to the case of the complexified tangent bundle. Holomorphic Poisson structures are strictly contained in this class. Also, we recall elementary definitions from the theory of $`CR`$-manifolds and adapt some of them to the symplectic context.
Section 2 is devoted to bihamiltonian structures and their relations with the completely integrable systems. We define complete bihamiltonian structures, present some examples and describe their structure from the point of view of the Gelfand-Zakharevich theorem.
In Section 3 we prove that the Poisson reduction $`(c_1^{},c_2^{})`$ of a Poisson pair $`(c_1,c_2)`$ is again a Poisson pair under the requirement of the linear independence for $`c_1^{},c_2^{}`$. This result follows from the natural behavior of the Schouten bracket with respect to the reduction. We also study the relations between the characteristic distributions of $`c_\lambda `$ and $`c_\lambda ^{}`$.
The main theorem of Section 4 (see 4) is the criterion mentioned above. It is preceded by the discussion of the linear algebraic aspects of the reductions resulting in complete bihamiltonian structures. In the end of this section a notion of minimal realization is discussed.
The goal of Section 5 is to study the auxiliary Poisson pair $`c,\stackrel{~}{c}`$ from the point of view of Section 2. In particular, it is proved that it is complete and the corresponding ”first integrals” are calculated.
In section 6 we show that the coadjoint $`G_0`$-orbits are $`CR`$-generic outside some $`G_0`$-invariant real algebraic set in $`g^{}`$ and calculate their dimension and $`CR`$-dimension. We also show that they are isotropic with respect to the canonical holomorphic symplectic form $`\omega `$ on the corresponding $`G`$-orbit.
The concluding section is devoted to the formulation and proof of the main theorem.
Off course, the inspiration for this paper is, besides the mentioned papers of I.M.Gelfand and I.S.Zakharevich, the theory of symplectic realizations for Poisson structures (). Considering realizations of degenerate bihamiltonian structures in symplectic bihamiltonian structures different from holomorphic ones is also meaningful (recently the author was informed by Prof. F.J.Turiel that realizations in a symplectic bihamiltonian structure of different kind, but also with constant coefficients, give an elegant way for reconstructing the bihamiltonian structure from its Veronese web, cf. ). However, the author hopes that using of the holomorphic structures opens a new perspective of applying the complex-analytic methods to the theory of real bihamiltonian structures.
We conclude this introduction by the following conjecture: a generic real-analytic complete bihamiltonian structure has a realization in a holomorphic symplectic one; the double complex of differential operators related to the problem of reconstruction the bihamiltonian structure from its Veronese web (see ) is a kind of reduction of the $`d,d^c`$-bicomplex.
## 1 Complex Poisson structures and other preliminaries
###### 1.1.
Let $`M`$ be a $`C^{\mathrm{}}`$-manifold; write $`(M)(^C(M))`$ for the space of $`C^{\mathrm{}}`$-smooth real (complex) valued functions on $`M`$. We shall write $`TM`$ for the tangent bundle and $`T^CM`$ for its complexification.
All complex manifolds $`M`$ will be treated from the $`C^{\mathrm{}}`$ point of view, so we shall not use special symbols for the underlying real manifolds. The holomorphic tangent bundle will be denoted by $`T^{1,0}M`$.
For a $`C^{\mathrm{}}`$ vector bundle $`\pi :NM`$, let $`\mathrm{\Gamma }(N)`$ denote the space of $`C^{\mathrm{}}`$-smooth sections of $`\pi `$. Elements of $`\mathrm{\Gamma }(^2TM)(\mathrm{\Gamma }(^2T^CM))`$ will be called (complex) bivectors for short.
###### 1.2. Definition
A (complex) bivector $`c\mathrm{\Gamma }(^2TM)(\mathrm{\Gamma }(^2T^CM))`$ is called Poisson if $`[c,c]=0`$.
Here $`[,]`$ denotes the complex extension of the Schouten bracket which associates a trivector field $`[c_1,c_2]\mathrm{\Gamma }(^3T^CM)`$ to two bivectors $`c_1,c_2\mathrm{\Gamma }(^2T^CM)`$. The corresponding local coordinate formula looks as follows:
$$[c_1,c_2]^{ijk}(x)=\frac{1}{2}\underset{\text{c.p.}ijk}{}(c_1^{ir}(x)\frac{}{x^r}c_2^{jk}(x)+c_2^{ir}(x)\frac{}{x^r}c_1^{jk}(x)),$$
(1.2.1)
where $`c_\alpha =c_\alpha ^{ij}(x)\frac{}{x^i}\frac{}{x^j},\alpha =1,2,_{\text{c.p.}ijk}`$ denotes the sum over the cyclic permutations of $`i,j,k`$ and the summation convention over repeated indices is used (the latter will be used systematically in this paper).
###### 1.3. Definition
Let $`M`$ be a complex manifold. A holomorphic section of the bundle $`^2T^{1,0}MT^CM`$ will be called a holomorphic bivector. In particular, holomorphic bivectors can be considered as complex ones and they will be called holomorphic Poisson if, in addition, they are Poisson in the sense of previous definition.
###### 1.4. Definition
A hamiltonian vector field $`c(f)`$ corresponding to a function $`f(M)(^C(M))`$ is obtained by the contraction of the differential $`df`$ and the Poisson bivector $`c`$ with respect to the first index.
###### 1.5. Proposition
A (complex) bivector $`c`$ is Poisson if and only if an operation $`\{,\}_c:(M)\times (M)(M)(^C(M)\times ^C(M)^C(M))`$ given by
$$\{f,g\}_c=c(f)g,f,g(M)(^C(M))$$
is a Lie algebra bracket over $`R(C)`$.
If $`c`$ is Poisson, then the map $`fc(f):(M)Vect(M)`$, where $`Vect(M)`$ is a Lie algebra of smooth vector fields on $`M`$ with the commutator bracket, is a Lie algebra homomorphism.
###### 1.6. Definition
$`\{,\}_c`$ is called the Poisson bracket corresponding to a (complex) Poisson bivector $`c`$. A family of functions $`F(M)(^C(M))`$ is involutive with respect to $`c`$ if $`\{f,g\}_c=0`$ for each two functions $`f,gF`$.
###### 1.7. Definition
Consider a (complex) bivector $`c`$ at $`xM`$ as a map $`c_x^{\mathrm{}}:T_x^{}MT_xM((T_x^CM)^{}T_x^CM)`$ evaluating the first argument of the bivector on a $`1`$-form. Kernel $`kerc(x)`$ and rank $`rankc(x)`$ of $`c`$ at $`x`$ are defined as that of $`c_x^{\mathrm{}}`$. We say that $`c`$ is nondegenerate if $`c^{\mathrm{}}`$ is an isomorphism. A complex bivector of type $`(2,0)`$ on a complex manifold $`M`$ is called nondegenerate in the holomorphic sense if the restricted sharp map $`c^{\mathrm{}}:(T^{1,0}M)^{}T^{1,0}M`$ is an isomorphism.
###### 1.8. Definition
A characteristic subspace $`P_{c,x}`$ of a (complex) bivector $`c`$ at $`xM`$ is defined as $`imc_x^{\mathrm{}}`$. A generalized distribution of subspaces $`P_cTM(T^CM)`$ is said to be a characteristic distribution for the bivector $`c`$.
Note that a complex bivector of type $`(2,0)`$ nondegenerate in holomorphic sense is not nondegenerate since $`P_{c,x}=T^{1,0}MT^CM`$. We shall usually understand the nondegeneracy of holomorphic bivectors in the holomorphic sense.
###### 1.9. Theorem
() Let $`c`$ be a real Poisson bivector. The generalized distribution $`P_c`$ is completely integrable, i.e. there exists a tangent to $`P_c`$ generalized foliation $`\{S_\alpha \}_{\alpha I}`$ on $`M`$: $`T_xS_\alpha =P_{c,x}`$ for any $`\alpha I`$ and for any $`xS_\alpha `$. The restriction of $`c`$ to each $`S_\alpha `$ is a nondegenerate Poisson bivector; consequently, $`S_\alpha `$ are symplectic manifolds with the symplectic forms $`\omega _\alpha =(c|_{S_\alpha })^1`$.
Here and subsequently the 2-form $`\omega `$ inverse to a nondegenerate bivector $`c`$ is defined as follows. If $`^2c^{\mathrm{}}`$ is the extension of the sharp map defined above to the second exterior power of $`T^{}M`$, then $`\omega =(^2c^{\mathrm{}})^1(c)`$. The inverse to a nondegenerate 2-form bivector is defined similarly.
The above theorem is also true in the complex analytic category if we understand $`P_c`$ as a holomorphic subbundle in $`T^{1,0}M`$ and the nondegeneracy in the holomorphic sense. The definition of inverse objects in this case is analogous to real one.
###### 1.10. Definition
The submanifolds $`S_\alpha `$ are called symplectic leaves of a Poisson bivector $`c`$.
###### 1.11. Proposition
Given a complex Poisson bivector $`c\mathrm{\Gamma }(^2T^CM)`$, its characteristic distribution $`P_cT^CM`$ is involutive, i.e.
$$[v,w](x)P_{c,x}$$
for any complex valued vector fields $`v,w`$ such that $`v(x),w(x)P_{c,x},xM`$.
In general, one can say nothing about the complete integrability of $`P_c`$ even if one understands this in spirit of the Newlander-Nierenberg theorem. A nonconstant rank of the subspaces $`P_{c,x}`$ or $`P_{c,x}\overline{P}_{c,x}`$ (the overline means the complex conjugation) may be the obstruction here as well as some other reasons (see ).
###### 1.12. Example
Let $`M=C^3`$ with coordinates $`z_1,z_2,z_3`$, $`c=\overline{z}_1\frac{}{z_2}\frac{}{z_3}+\overline{z}_2\frac{}{z_3}\frac{}{z_1}+\overline{z}_3\frac{}{z_1}\frac{}{z_2}`$, $`f=|z_1|^2+|z_2|^2+|z_3|^2`$. The bivector $`c`$ is obviously Poisson. Since $`c(f)=0`$, its characteristic subspace $`P_{c,x}`$ is equal to the $`(1,0)`$-tangent space (cf. 1) to the $`5`$-dimensional sphere $`SM`$ centered in $`0`$ and passing through $`x`$. Off course, this example is related to the Lie algebra $`so(3)`$. We shall generalize it in Section 5.
###### 1.13. Convention
In the sequel, all Poisson bivectors will be assumed to have maximal rank on an open dense subset in $`M`$. For real Poisson bivectors this is equivalent to the following: the union of symplectic leaves of maximal dimension is dense in $`M`$.
###### 1.14. Definition
Let $`c`$ be a (complex) Poisson bivector. Define $`rankc`$ as $`\mathrm{max}_{xM}rankc(x)`$.
###### 1.15. Definition
A Casimir function $`f(U)(^C(U))`$ over an open set $`UM`$ for a (complex) Poisson bivector $`c`$ is defined by the condition $`c(f)=0`$. A space of all Casimir functions over $`U`$ for $`c`$ is denoted by $`Z_c(U)`$ and $`Z_{c,x}`$ stands for the space of germs of Casimir functions at $`x,xM`$.
Note that if $`c`$ is real and $`rankc<dimM`$ there exist local nontrivial Casimir functions and their differentials at $`x`$ span $`kerc(x)`$, provided that $`x`$ is taken from a symplectic leaf of maximal dimension. This is not true concerning the global Casimir functions: it is easy to construct a Poisson bivector $`c`$ with $`rankc<dimM`$ possessing only trivial ones.
###### 1.16. Definition
Let $`(M,\omega ),dimM=2n`$, be a symplectic manifold. A submanifold $`LM`$ is called
* coisotropic if $`(T_xL)^{\omega (x)}T_xL`$ for any $`xL`$;
* isotropic if $`(T_xL)^{\omega (x)}T_xL`$ for any $`xL`$;
* lagrangian if $`(T_xL)^{\omega (x)}=T_xL`$ for any $`xL`$.
A foliation $``$ on $`M`$ is coisotropic (isotropic, lagrangian) if so is its every leaf.
Here $`\omega (x)`$ stands for a skew-orthogonal complement in $`T_xM`$ with respect to $`\omega (x)`$. For the third case the following definition is equivalent: $`dimL=n`$ and $`\omega |_{TL}0`$.
###### 1.17.
We shall need a specific generalization of this definition in the complex case. Let $`M`$ be a complex manifold with the complex structure $`𝒥:TMTM`$. Consider a $`C^{\mathrm{}}`$-smooth submanifold $`LM`$. Write $`T_x^{CR}L`$ for $`T_xL𝒥T_xL`$ and $`T_x^{1,0}L`$ for $`T_x^CLT_x^{1,0}M,xL`$. Another definition for $`T_x^{1,0}L`$ is the following: $`T_x^{1,0}L=\{v\mathrm{i}𝒥v;vT_x^{CR}L\}`$.
###### 1.18. Definition
(,) $`L`$ is called a $`CR`$-submanifold in $`M`$ if $`dimT_x^{1,0}L`$ is constant along $`L`$; we say that this number is $`CR`$-dimension of $`L`$; L is generic (completely real) if $`T_xL+𝒥T_xL=T_xM`$ ($`T_xL𝒥T_xL=T_xM`$) for each $`xL`$.
If a generic $`CR`$-submanifold $`L`$ is given by the equations $`\{f_1=\alpha _1,\mathrm{},f_k=\alpha _k\},f_i(M)`$, such that $`df_1\mathrm{}df_k0`$ along $`L`$, $`\alpha _iR`$, then $`f_1\mathrm{}f_k0`$ along $`L`$ and $`T_x^{1,0}L=\{f_1(x),\mathrm{},f_k(x)\}^{1,0}`$, where $``$ is the (1,0)-differential on $`M`$, $`1,0`$ denotes the annihilator in $`T_x^{1,0}M`$.
###### 1.19. Definition
A foliation $``$ on $`M`$ is a generic (completely real) $`CR`$-foliation if its each leaf is a generic (completely real) $`CR`$-submani-fold.
###### 1.20. Definition
Let $`(M,\omega )`$ be a holomorphic symplectic manifold. A $`CR`$-submanifold $`LM`$ is
* $`CR`$-coisotropic if $`(T_x^{1,0}L)^{\omega (x)}T_x^{1,0}L`$ for any $`xL`$;
* $`CR`$-isotropic if $`(T_x^{1,0}L)^{\omega (x)}T_x^{1,0}L`$ for any $`xL`$;
* $`CR`$-lagrangian if $`(T_x^{1,0}L)^{\omega (x)}=T_x^{1,0}L`$ for any $`xL`$.
A $`CR`$-foliation $``$ on $`M`$ is said to be $`CR`$-coisotropic ($`CR`$-isotropic, $`CR`$-lagrangian) if so is its every leaf.
Here $`\omega (x)`$ denotes a skew-orthogonal complement in $`T_x^{1,0}M`$ with respect to the (2,0)-form $`\omega (x)`$.
Suppose $``$ is generic and consists of the common level sets of the functions $`f_1,\mathrm{},f_k(M),kn=(1/2)dim_CM`$. Then $``$ is $`CR`$-coisotropic if and only if the family $`\{f_1,\mathrm{},f_k\}`$ is involutive with respect to the holomorphic Poisson bivector $`c=(\omega )^1`$. In particular, if $`k=n`$ one gets $`CR`$-lagrangian foliation.
###### 1.21. Definition
Let $`(M,\omega ),dimM=2n`$, be a symplectic manifold. A completely integrable system on $`M`$ is defined as a family of functions $`(M)`$ involutive with respect to $`c=(\omega )^1`$ and containing a subfamily of $`n`$ functions that are functionally independent almost everywhere on $`M`$. In other words, a completely integrable system on $`M`$ is a lagrangian foliation $``$ on an open dense subset in $`M`$.
We conclude this section by recalling main definitions concerning hamiltonian actions of Lie groups (see for details).
###### 1.22. Definition
Let $`G`$ be a connected Lie group with the Lie algebra $`g`$. Assume it is acting on a Poisson manifold $`M`$ with the Poisson bivector $`c`$, i.e. a Lie algebra homomorphism $`\rho :gVect(M)`$ is given. The action is called hamiltonian if there exists a Lie algebra homomorphism $`\psi :g(M)`$ such that the following diagram is commutative
$$\begin{array}{ccc}g& \stackrel{\psi }{}& (M)\\ & & c()\\ g& \stackrel{\rho }{}& Vect(M),\end{array}$$
where $`c()`$ is a Lie algebra homomorphism of taking the hamiltonian vector field (see Proposition 1.4. Definition).
## 2 Bihamiltonian structures and completeness
Let $`M`$ be a $`C^{\mathrm{}}`$-manifold.
###### 2.1. Definition
Two linearly independent (complex) Poisson bivectors $`c_1,c_2`$ on $`M`$ form a (complex) Poisson pair if $`c_\lambda =\lambda _1c_1+\lambda _2c_2`$ is a Poisson bivector for any $`\lambda =(\lambda _1,\lambda _2)R^2`$ ($`C^2`$).
###### 2.2. Proposition
A pair of linearly independent (complex) bivectors $`(c_1,c_2)`$ is Poisson if and only if $`[c_1,c_1]=0,[c_1,c_2]=0,[c_2,c_2]=0`$.
###### 2.3. Definition
Let $`M`$ be a $`C^{\mathrm{}}`$-manifold. A (complex) bihamiltonian structure on $`M`$ is defined as a two-dimensional linear subspace $`J=\{c_\lambda \}_{\lambda 𝒮}`$ of (complex) Poisson bivectors on $`M`$ parametrized by a two-dimensional vector space $`𝒮`$ over $`R`$ ($`C`$). The trivial bihamiltonian structure is the zero-dimensional linear subspace in $`\mathrm{\Gamma }(^2TM)`$.
It is clear that every Poisson pair generates a nontrivial bihamiltonian structure and the transition from the latter one to a Poisson pair corresponds to a choice of basis in $`𝒮`$. We shall write $`(J,c_1,c_2)`$ for a bihamiltonian structure $`J`$ with a chosen Poisson pair $`(c_1,c_2)`$ generating $`J`$.
###### 2.4. Definition
Let $`(J,c_1,c_2)`$ be a bihamiltonian structure. A complex bihamiltonian structure
$$J^C=\{\lambda _1c_1+\lambda _2c_2;(\lambda _1,\lambda _2)C^2\}$$
is called the complexification of $`J`$.
###### 2.5. Proposition
A complex bihamiltonian structure $`J`$ is the complexification of some real one if and only if one can choose a generating $`J`$ Poisson pair $`(c,\overline{c})`$, where $`c^2(T^CM)`$, the bar stands for the complex conjugation.
Proof. Generate $`J^{}`$ by $`Rec,Imc`$. Then $`J=(J^{})^C`$. Conversely, one checks that for $`(J^{},c_1,c_2)`$ the complexification $`(J^{})^C`$ is generated by $`c_1\pm \mathrm{i}c_2`$. q.e.d.
###### 2.6. Definition
Let $`J`$ be a (complex) bihamiltonian structure and let $`J_0J`$ be a subfamily of (complex) Poisson bivectors of maximal rank $`R_0`$ (the set $`JJ_0`$ is at most a finite sum of 1-dimensional subspaces). We say that $`J`$ is symplectic if $`rankc_\lambda =dimM`$ for any $`c_\lambda J_0`$ and that $`J`$ is degenerate otherwise.
###### 2.7. Example
Consider a family $`J^C`$ generated by a pair $`(c,\overline{c})`$, where $`c=(\omega )^1`$ is a complex Poisson bivector inverse to a holomorphic symplectic form $`\omega `$ on a complex symplectic manifold $`M`$. Since $`c`$ is holomorphic and $`\overline{c}`$ is antiholomorphic, we have $`[c,\overline{c}]=0`$. Thus $`J^C`$ is a bihamiltonian structure. By Proposition 2.4. Definition it is the complexification of the real bihamiltonian structure $`(J,Rec,Imc)`$. This example is fundamental for the paper and we shall need the following fact.
###### 2.8. Proposition
Let $`M,\omega ,c`$ and $`J^C`$ be as in Example 2. Then $`J^C`$ is symplectic and the only degenerate bivectors in $`J^C`$ are those proportional to $`c`$ and $`\overline{c}`$. Moreover, $`rank_Cc=rank_C\overline{c}=\frac{1}{2}dim_CM,P_c=T^{1,0}M,P_{\overline{c}}=T^{0,1}M`$.
Proof. The last assertion is obvious as well as the following equality
$$c\text{ }\text{ }\overline{\omega }=0,$$
where stands for the contraction with respect to the first index. For $`\omega _1=Re\omega ,\omega _2=Im\omega ,c_1=Rec,c_2=Imc`$ this implies
$$c_1\text{ }\text{ }\omega _1+c_2\text{ }\text{ }\omega _2=0,c_2\text{ }\text{ }\omega _1c_1\text{ }\text{ }\omega _2=0.$$
We have for $`\lambda C`$
$`(c_1+\lambda c_2)\text{ }\text{ }(\omega _1\lambda \omega _2)=c_1\text{ }\text{ }\omega _1\lambda ^2c_2\text{ }\text{ }\omega _2\lambda (c_1\text{ }\text{ }\omega _2c_2\text{ }\text{ }\omega _1)=`$
$`(1+\lambda ^2)c_1\text{ }\text{ }\omega _1=(1+\lambda ^2){\displaystyle \frac{1}{4}}id_{TM}.`$
The last equality is verified directly in the Darboux local coordinates. Thus $`(c_1+\lambda c_2)^1=\frac{4}{1+\lambda ^2}(\omega _1\lambda \omega _2)`$. Since $`c_1\text{ }\text{ }\omega _1=c_2\text{ }\text{ }\omega _2`$, $`c_2`$ is also nondegenerate. q.e.d.
###### 2.9. Definition
Let $`(M,\omega )`$ be a complex symplectic manifold. The bihamiltonian structure $`J`$ and its complexification $`J^C`$ from Example 2 are called holomorphic symplectic.
###### 2.10.
Given a (complex) bihamiltonian structure $`J`$, let $`F_0`$ denote the space $`_{cJ_0}Z_c(M))(M)`$.
The following theorem shows how the degenerate bihamiltonian structures can be applied for constructing the completely integrable systems.
###### 2.11. Theorem
Let $`J`$ be a degenerate (complex) bihamiltonian structure on $`M`$. A family $`F_0`$ is involutive with respect to any $`c_\lambda J`$.
Proof. Let $`c_1,c_2J_0`$ be linearly independent, $`f_iZ_{c_i},i=1,2`$. Then
$$\{f_1,f_2\}_{c_\lambda }=(\lambda _1c_1(f_1)+\lambda _2c_2(f_1))f_2=\lambda _2c_2(f_2)f_1=0.$$
(2.11.1)
Now it remains to prove that for any $`cJ_0,f_iZ_c,i=1,2`$, one has $`\{f_1,f_2\}_{c_\lambda }=0`$. For that purpose we first rewrite (2.11. Theorem) as
$$c_\lambda (x)(\varphi _1,\varphi _2)=0,$$
(2.11.2)
where $`\varphi _ikerc_i(x),i=1,2,xM`$, and the lefthandside denotes a contraction of the bivector with two covectors. Second, we fix $`x`$ such that $`rankc(x)=R_0`$ and approximate $`df_2|_x`$ by a sequence of elements $`\{\varphi ^i\}_{i=1}^{\mathrm{}},\varphi ^ikerc^i(x)`$, where $`c^iJ_0,i=1,2,\mathrm{},`$ is linearly independent with $`c`$. Finally, by (2.11.1) we get $`c_\lambda (x)(df_1|_x,\varphi ^i)=0`$ and by the continuity $`\{f_1,f_2\}_{c_\lambda }(x)=0`$. Since the set of such points $`x`$ is dense in $`M`$, the proof is finished. q.e.d.
In fact this theorem is true for the local Casimir functions (for the germs of Casimir functions).
###### 2.12. Definition
The functions from the family $`F_0`$ (see 2.9. Definition) are called (global) first integrals of the bihamiltonian structure $`J`$. The family of functions $`_{cJ_0}Z_c(U)`$ ($`_{cJ_0}Z_{c,x}`$) is denoted by $`F_0(U)`$ ($`F_{0,x}`$) and its elements are called local first integrals over an open $`UM`$ (germs of first integrals at $`xM`$).
In order to obtain a completely integrable system from Casimir functions one should require additional assumptions on the bihamiltonian structure $`J`$. Off course, the condition of completeness given below concerns the local Casimir functions (in fact their germs) and may be insufficient for obtaining the completely integrable system. However, it is of use if the local Casimir functions are restrictions of the global ones (see Example 2, below).
Given a characteristic distribution $`P_cTM`$ ($`T^CM`$) of some (complex) Poisson bivector and a point $`xM`$, let $`P_{c,x}^{}`$ denote a dual space to $`P_{c,x}`$. Any functional $`\varphi T_x^{}M`$ ($`(T_x^CM)^{}`$) can be regarded as an element of $`P_{c,x}^{}`$ called the restriction of $`\varphi `$ to $`P_{c,x}`$.
###### 2.13. Definition
() Let $`J`$ be a (complex) bihamiltonian structure; fix some $`c_\lambda J`$.
$`J`$ is called complete at a point $`xM`$ with respect to $`c_\lambda `$ if a linear subspace of $`P_{c_\lambda ,x}^{}`$ generated over $`R`$ ($`C`$) by the differentials of the germs $`fF_{0,x}`$ restricted to $`P_{c_\lambda ,x}`$ has dimension $`\frac{1}{2}dim_RP_{c_\lambda ,x}`$ ($`\frac{1}{2}dim_CP_{c_\lambda ,x}`$).
###### 2.14. Proposition
A (complex) bihamiltonian structure $`J`$ is complete with respect to $`c_\lambda J`$ at a point $`xM`$ if and only if $`dim(_{cJ_0}P_{c,x})=\frac{1}{2}dimP_{c_\lambda ,x}`$.
Proof is obvious.
The following theorem is due to A.Brailov (see , Theorem 1.1 and Remark after it).
###### 2.15. Theorem
A (complex) bihamiltonian structure $`J`$ is complete with respect to $`c_\lambda J_0`$ at a point $`xM`$ such that $`P_{c_\lambda ,x}`$ is of maximal dimension if and only if the following condition holds
$`rankc(x)=R_0`$ for any $`cJ^C\{0\}`$ ($`J\{0\}`$),
where $`R_0`$ is as in 2.
Proof of this theorem is a consequence of the following linear algebraic fact.
###### 2.16. Proposition
() Let $`V`$ be a vector space over $`R`$ ($`C`$) and let $`J`$ be a two dimensional linear subspace in $`^2V`$. In the real case we let $`J^C^2V^C`$ denote the complexification of the subspace $`J`$. We write $`J_0J`$ for the subset of bivectors of maximal rank $`R_0`$ and $`F_0V^{}`$ for the subspace generated by the kernels of bivectors from $`J_0`$. Let $`c^{\mathrm{}}:V^{}V`$ stand for the corresponding sharp map of $`c^2V`$ (cf. 1.6. Definition).
Then, given a bivector $`c_\lambda J_0`$, the following two conditions are equivalent:
$`dim(F_0|_{P_\lambda })=1/2dimP_\lambda `$, where $`F_0|_{P_\lambda }=Span\{\{f|_{P_\lambda }\}_{fF_0}\}P_\lambda ^{}`$ and $`P_\lambda =c_\lambda ^{\mathrm{}}(V^{})`$;
$`rankc=R_0`$ for any $`cJ^C\{0\}`$ ($`J\{0\}`$).
Proof. We reproduce the proof from with a small completion.
We perform the proof in the following four steps.
First, we observe that for any two bivectors $`a,bJ\{0\}`$ one has the equality $`a^{\mathrm{}}(F_0)=b^{\mathrm{}}(F_0)`$. Indeed, suppose that $`a,b`$ are linearly independent. The subspace $`F_0`$ is generated by a finite number of kernels $`\mathrm{ker}b_1,\mathrm{},\mathrm{ker}b_s,b_iJ_0`$. Without loss of generality, we may assume that $`b_i=\alpha _ia+\beta _ib`$, where $`\alpha _i,\beta _i0`$. Since $`(\alpha _ia^{\mathrm{}}+\beta _ib^{\mathrm{}})(\mathrm{ker}b_i)=0,i=1,\mathrm{},s`$, then $`a^{\mathrm{}}(\mathrm{ker}b_i)=b^{\mathrm{}}(\mathrm{ker}b_i)`$ and, consequently, $`a^{\mathrm{}}(F_0)=b^{\mathrm{}}(F_0)`$.
Second, consider the skew-orthogonal complement $`\stackrel{~}{F}_0=(F_0)^b=(b^{\mathrm{}}(F_0))^{}`$ and note that: 1) it does not depend on $`bJ\{0\}`$ (previous step); 2) $`F_0\stackrel{~}{F}_0`$ (the skew-orthogonal complement of any subspace in $`V^{}`$ with respect to any $`bJ\{0\}`$ contains $`\mathrm{ker}b`$, in particular $`\stackrel{~}{F}_0\mathrm{ker}b,bJ\{0\}`$); 3) if $`aJ_0`$, then $`b^{\mathrm{}}(\stackrel{~}{F}_0)a^{\mathrm{}}(\stackrel{~}{F}_0)`$ for any $`bJ`$ (this is equivalent to $`(F_0^b)^b(F_0^a)^a`$ or $`F_0+\mathrm{ker}bF_0+\mathrm{ker}a=F_0`$).
Third, given two linearly independent bivectors $`a,bJ`$, with $`ranka=R_0`$, we define a ”recursion” operator $`\mathrm{\Phi }:\stackrel{~}{F}_0/F_0\stackrel{~}{F}_0/F_0`$ by the formula $`\mathrm{\Phi }(\pi (\xi ))=\pi ((a^{\mathrm{}})^1b^{\mathrm{}}(\xi ))`$, where $`\xi \stackrel{~}{F}_0`$ and $`\pi :\stackrel{~}{F}_0\stackrel{~}{F}_0/F_0`$ is the natural projection. The operator is correctly defined due to the conditions $`a(F_0)=b(F_0)`$, $`b(\stackrel{~}{F}_0)a(\stackrel{~}{F}_0)`$, and $`\mathrm{ker}aF_0`$. It is easy to see that the eigenvalues of $`\mathrm{\Phi }`$ are precisely those $`\lambda C`$ for which $`rank(a\lambda b)<R_0`$. In particular ($`ii`$) holds if and only if $`\mathrm{\Phi }`$ does not have eigenvalues, i.e. $`F_0=\stackrel{~}{F}_0`$.
Finally, we use the following sequence of subspaces and relations between them
$`F_0=\pi ^1(\pi (F_0))=\pi ^1(F_0|_{P_\lambda })\pi ^1((c^{\mathrm{}}(F_0|_{P_\lambda }))^_\lambda )=`$
$`(c_\lambda ^{\mathrm{}}(F_0|_{P_\lambda }))^{}=(c_\lambda ^{\mathrm{}}(F_0))^{}=\stackrel{~}{F}_0,`$
where $`\pi ::V^{}V/P_\lambda ^{}P_\lambda ^{}`$ is the canonical projection and $`_\lambda `$ is the annihilator in the sense of the dual pair $`(P_\lambda ,P_\lambda ^{})`$. The essential moment here is that $`\mathrm{ker}\pi =\mathrm{ker}c_\lambda F_0`$; this implies the first equality. The only inclusion in this sequence is the equality, i.e. $`F_0|_{P_\lambda }`$ is a lagrangian subspace with respect to $`C_\lambda |_{P_\lambda }`$, if and only if condition ($`i`$) holds. q.e.d.
Theorem 2 shows that $`J`$ is complete with respect to a fixed $`c_\lambda J_0`$ at a point $`x`$ such that the dimension $`P_{c_\lambda ,x}`$ is maximal if and only if $`J=J_0\{0\}`$ and $`J`$ is complete at $`x`$ with respect to any nontrivial $`c_\lambda J`$. This motivates the next definition.
###### 2.17. Definition
Let $`(J,c_1,c_2)`$ be a (complex) bihamiltonian structure. The structure $`J`$ (the pair $`(c_1,c_2)`$) is complete at a point $`xM`$ if condition $`()`$ of Theorem 2 holds at $`x`$. $`J`$ ($`(c_1,c_2)`$) is called complete if it is so at any point from some open and dense subset in $`M`$. The trivial bihamiltonian structure is complete by definition.
###### 2.18. Corollary
Let a bihamiltonian structure $`J`$ be complete at any $`x`$ from some sufficiently small open set $`U`$. Then the functions from $`F_0(U)`$ (see 2.9. Definition) define a foliation $``$ on $`U`$ that is lagrangian in any symplectic leaf $`S_\lambda `$ of any $`c_\lambda |_U,c_\lambda J|setminus\{0\}`$. On the overlap of two such sets the corresponding foliations coincide.
Proof. The first assertion follows from Theorem 2. The second one is a consequence of the uniqueness of the set of local first integrals of a degenerate bihamiltonian structure. q.e.d.
###### 2.19. Definition
The foliation $``$ described in Proposition 2.17. Definition will be called the bilagrangian foliation of a complete bihamiltonian structure.
###### 2.20. Example
(Method of argument translation, see , .) Let $`g`$ be a nonabelian Lie algebra, $`g^{}`$ its dual space. Fix a basis $`\{e_1,\mathrm{},e_n\}`$ in $`g`$ with the structure constants $`\{c_{ij}^k\}`$. The standard linear Poisson bivector on $`g^{}`$ is defined as
$$c_1(x)=c_{ij}^kx_k\frac{}{x_i}\frac{}{x_j},$$
where $`\{x_k\}`$ are linear coordinates in $`g^{}`$ corresponding to $`\{e_1,\mathrm{},e_n\}`$. In more invariant terms $`c_1`$ is described as dual to the Lie-multiplication map $`[,]:ggg`$. It is well-known that the symplectic leaves of $`c_1`$ are the coadjoint orbits in $`g^{}`$. Now define $`c_2`$ as a bivector with constant coefficients $`c_2=c(a)`$, where $`a`$ is a fixed point on any leaf of maximal dimension. It turns out that $`c_1,c_2`$ form a Poisson pair and it is easy to describe the set $`I`$ of points $`x`$ for which condition $`()`$ fails. Consider the complexification $`(g^{})^C(g^C)^{}`$ and the sum $`Sing(g^C)^{}`$ of symplectic leaves of nonmaximal dimension for the complex linear bivector $`c_{ij}^kz_k\frac{}{z_i}\frac{}{z_j},`$ where $`z_j=x_j+\mathrm{i}y_j,j=1,\mathrm{},n,`$ are the corresponding complex coordinates in $`(g^{})^C`$. Then $`I`$ is equal to the intersection of the sets $`g^{}(g^{})^C`$ and $`\overline{a,Sing(g^C)^{}}`$, where $`\overline{a,Sing(g^C)^{}}`$ denotes a cone of complex $`2`$-dimensional subspaces passing through $`a`$ and $`Sing(g^C)^{}`$. In particular, $`(c_1,c_2)`$ is complete for a semisimple $`g`$ since $`Singg^C`$ has codimension at least $`3`$. Note that this gives rise to completely integrable systems, since the local Casimir functions on $`g^{}`$ are restrictions of the global ones, i.e. the invariants of the coadjoint action.
###### 2.21. Example
(Bihamiltonian structure of general position on an odd-dimensional manifold, see .) Consider a pair of bivectors $`(a_1,a_2)`$, $`a_i^2V,i=1,2`$, where $`V`$ is a $`(2m+1)`$-dimensional vector space; $`(a_1,a_2)`$ is in general position if and only if is represented by the Kronecker block of dimension $`2m+1`$, i.e.
$$\begin{array}{c}a_1=p_1q_1+p_2q_2+\mathrm{}+p_mq_m\hfill \\ a_2=p_1q_2+p_2q_3+\mathrm{}+p_mq_{m+1}\hfill \end{array}$$
(2.21.1)
in an appropriate basis $`p_1,\mathrm{}p_m,q_1,\mathrm{},q_{m+1}`$ of $`V`$. A bihamiltonian structure $`J`$ on a $`(2m+1)`$-dimensional $`M`$ is in general position if and only if the pair $`(c_1(x),c_2(x))`$ is so for any $`xM`$. Such $`J`$ is complete: it is easy to prove that $`J=J_0\{0\},dim_{cJ}P_c(x)=n`$ and then use Proposition 2.13. Definition. In general, a complete Poisson pair at a point is the direct sum of the Kronecker blocks and the zero pair as the corollary of the next theorem shows. This theorem is a reformulation of the classification result for pairs of $`2`$-forms in a vector space (, ).
###### 2.22. Theorem
Given a finite-dimensional vector space $`V`$ over $`C`$ and a pair of bivectors $`(c_1,c_2),c_i^2V,`$ there exists a direct decomposition $`V=_{j=1}^kV_j,c_i=_{j=1}^kc_i^{(j)},c_i^{(j)}^2V_j,i=1,2,`$ such that each pair $`(c_1^{(j)},c_2^{(j)})`$ is from the following list:
the Jordan block: $`dimV_j=2n_j`$ and in an appropriate basis of $`V_j`$ the matrix of $`c_i^{(j)}`$ is equal to
$$\left(\begin{array}{cc}0& A_i\\ A_i^T& 0\end{array}\right),i=1,2,$$
where $`A_1=I_{n_j}`$ (the unity $`n_j\times n_j`$-matrix) and $`A_2=J_{n_j}^\lambda `$ (the Jordan block with the eigenvalue $`\lambda `$);
the Kronecker block: $`dimV_j=2n_j+1`$ and in an appropriate basis of $`V_j`$ the matrix of $`c_i^{(j)}`$ is equal to
$$\left(\begin{array}{cc}0& B_i\\ B_i^T& 0\end{array}\right),i=1,2,$$
where $`B_1=\left(\begin{array}{cccccc}1& 0& 0& \mathrm{}& 0& 0\\ 0& 1& 0& \mathrm{}& 0& 0\\ & & & \mathrm{}& & \\ 0& 0& 0& \mathrm{}& 1& 0\end{array}\right),B_2=\left(\begin{array}{cccccc}0& 1& 0& \mathrm{}& 0& 0\\ 0& 0& 1& \mathrm{}& 0& 0\\ & & & \mathrm{}& & \\ 0& 0& 0& \mathrm{}& 0& 1\end{array}\right)`$ ($`(n_j+1)\times n_j`$-matrices).
the trivial Kronecker block: $`dimV_j=1`$, $`c_1^{(j)}=c_2^{(j)}=0`$;
###### 2.23. Corollary
Let $`J`$ be a (complex) bihamiltonian structure. It is complete at a point $`xM`$ if and only if a pair $`(c_1(x),c_2(x)),c_i(x)^2(T_x^CM),i=1,2,`$ does not contain the Jordan blocks in its decomposition.
Proof follows from the definition of completeness.
The following example of a complete Poisson pair shows that the structure of decomposition to the Kronecker blocks may change from point to point.
###### 2.24. Example
() Let $`M=R^6`$ with coordinates $`(p_1,p_2,q_1,\mathrm{},q_4)`$, $`c_1=\frac{}{p_1}\frac{}{q_1}+\frac{}{p_2}\frac{}{q_2},c_2=\frac{}{p_1}(\frac{}{q_2}+q_1\frac{}{q_3})+\frac{}{p_2}\frac{}{q_4}`$. Here we have: two $`3`$-dimensional Kronecker blocks on $`MH,H=\{q_1=0\}`$; the $`5`$-dimensional Kronecker block and the $`1`$-dimensional zero block on the hyperplane $`H`$.
###### 2.25. Remark
The decomposition of a pair of bivectors $`c_1,c_2`$ in a vector space $`V`$ to Kronecker blocks is defined noncanonically. For example, let us consider $`4`$-dimensional $`V=Span\{e,p,q_1,q_2\},c_1=pq_1,c_2=pq_2`$. Here $`V=V_1V_2`$, where $`V_1=Span\{e\},V_2=Span\{p,q_1,q_2\}`$, but instead $`V_1`$ one can choose any direct complement to $`V_2`$. However, dimensions of the direct sums for the Kronecker blocks of equal dimension are invariants (see ,). For instance, dimension of the sum of the trivial Kronecker blocks is equal to $`dim(\mathrm{ker}c_1\mathrm{ker}c_2)`$ (see Proposition 2, below).
We conclude the section by a result that will be used later on.
###### 2.26. Proposition
Let $`V`$ be a vector space over $`C`$ and let a pair of bivectors $`c_1,c_2^2V`$ be such that there are no Jordan blocks in the decomposition of Theorem 2.21. Example. Set
$`\mu =dim(\mathrm{ker}c_1\mathrm{ker}c_2)`$
$`\mu _\lambda =dim(\mathrm{ker}c_1\mathrm{ker}c_\lambda ),`$
where $`c_\lambda =\lambda _1c_1+\lambda _2c_2,\lambda _1,\lambda _20`$. Then $`\mu =\mu _\lambda `$ and this number is equal to dimension of the sum of the trivial Kronecker blocks.
Proof. Let $`(V^{},a_1,a_2),V^{}V,dimV^{}=2m+1,a_i^2V^{}`$, be a nontrivial Kronecker block. By formula 2.21. Example
$$\mathrm{ker}a_\lambda =\lambda _2^mq^{m+1}\lambda _1^{m1}\lambda _2q^m+\mathrm{}+(1)^m\lambda _2^mq^1,$$
where $`a_\lambda =\lambda _1a_1+\lambda _2a_2`$ and $`q^1,\mathrm{},q^{m+1}`$ is a part of the basis $`p^1,\mathrm{},p^m,q^1,\mathrm{},q^{m+1}`$ in $`V^{}`$ dual to $`p_1,\mathrm{}p_m,q_1,\mathrm{},q_{m+1}`$ (let us denote these bases by $`𝐩.,𝐪.`$ and $`𝐩^.,𝐪^.`$, correspondingly, and call them adapted to the pair $`a_1,a_2`$). The above formula shows that $`\mathrm{ker}a_1\mathrm{ker}a_\lambda =\{0\}`$ if $`\lambda _20`$.
Now, let $`V=_{j=1}^kV_j,c_i=_{j=1}^kc_i^{(j)},i=1,2`$, be the decomposition to the Kronecker blocks and let $`V_{k^{}+1},\mathrm{},V_k`$ be all trivial ones. Consider a basis of $`V`$ of the following form
$`𝐩.^{(1)},𝐪.^{(1)},\mathrm{},𝐩.^{(k^{})},𝐪.^{(k^{})},r_1,\mathrm{},r_{kk^{}},`$
where $`𝐩.^{(j)},𝐪.^{(j)}`$ is a basis of $`V_j`$ adapted to $`c_1^{(j)},c_2^{(j)},j=1,\mathrm{},k^{}`$, and $`r_1,\mathrm{},r_{kk^{}}`$ generate $`V_{k^{}+1},\mathrm{},V_k`$, respectively. The dual basis will be of the form
$`𝐩_{}^{.}{}_{}{}^{(1)},𝐪_{}^{.}{}_{}{}^{(1)},\mathrm{},𝐩_{}^{.}{}_{}{}^{(k^{})},𝐪_{}^{.}{}_{}{}^{(k^{})},r^1,\mathrm{},r^{kk^{}}`$
and the above considerations show that $`\mathrm{ker}c_1\mathrm{ker}c_\lambda `$ is generated by $`r^1,\mathrm{},r^{kk^{}}`$ if $`\lambda _20`$; consequently $`dim(\mathrm{ker}c_1\mathrm{ker}c_\lambda )`$ is constant over $`\lambda ,\lambda _20`$ and equal to dimension of the sum of the trivial Kronecker blocks. q.e.d.
## 3 Reductions and realizations of bihamiltonian structures.
Our next aim is to prove that a Poisson reduction of a bihamiltonian structure is again a bihamiltonian structure. This result follows from the naturality of behavior of the Schouten bracket with respect to the reduction.
###### 3.1.
Consider a $`C^{\mathrm{}}`$-smooth surjective submersion $`p:MM^{}`$ such that $`p^1(x^{})`$ is connected for any $`x^{}M^{}`$. The foliation of its leaves will be denoted by $`𝒦`$. Write $`p_{}:TMTM^{}`$ for the corresponding tangent bundle morphism, $`^kp_{}:^kTM^kTM^{}`$ for its exterior power extension and $`\mathrm{ker}^kp_{}`$ for a subbundle in $`^kTM`$ that is a kernel of $`^kp_{}`$ Multivector fields on $`M`$ or $`M^{}`$ will be called multivectors for short.
If $`(U,\{x^1,\mathrm{},x^l,y^1,\mathrm{},y^m^{}\})`$ is a local coordinate system on $`M`$ such that $`m^{}=dimM^{}`$ and $`y^1,\mathrm{},y^m^{}`$ are constant along $`𝒦`$, then the restriction $`Z|_U`$ of $`Z\mathrm{\Gamma }(^kTM)`$ belongs to $`\mathrm{\Gamma }(\mathrm{ker}^kp_{})(U)`$ if and only if each term of its decomposition with respect to $`\{_{x^1},\mathrm{},_{x^l},_{y^1},\mathrm{},_{y^m^{}}\}`$ contains at least one $`_{x^i},1il`$.
###### 3.2. Theorem
Let $`Z\mathrm{\Gamma }(^kTM)`$. The following conditions are equivalent:
$`_XZ\mathrm{\Gamma }(\mathrm{ker}^kp_{})X\mathrm{\Gamma }(\mathrm{ker}p_{})`$, where $`_X`$ is a Lie derivation;
$`\varphi _{t,}^XZZ\mathrm{\Gamma }(\mathrm{ker}^kp_{})tX\mathrm{\Gamma }(\mathrm{ker}p_{})`$, where $`\varphi _t^X`$ denotes the flow of the vector $`X`$;
in any local coordinate system $`(U,\{x^1,\mathrm{},x^l,y^1,\mathrm{},y^m^{}\})`$ on $`M`$ such that $`m^{}=dimM^{}`$ and $`y^1,\mathrm{},y^m^{}`$ are constant on the leaves of $`p`$ the multivector $`Z`$ can be written as
$$Z(x,y)=Z^{}(y)+\stackrel{~}{Z}(x,y),$$
(3.2.1)
where
$$Z^{}(y)=Z^{i_1\mathrm{}i_k}(y)_{y^{i_1}}\mathrm{}_{y^{i_k}}$$
(3.2.2)
and $`\stackrel{~}{Z}\mathrm{\Gamma }(\mathrm{ker}^kp_{})(U)`$.
If one of these conditions is satisfied for $`Z`$, then $`Z^{}(x^{})=^kp_{}(Z(x))`$, $`x^{}M^{},xp^1(x^{})`$, is a correctly defined multivector on $`M^{}`$. Moreover, if $`(p(U),\{y^1,\mathrm{},y^m^{}\})`$ is the induced local coordinate system on $`M^{}`$, then the corresponding local expression for $`Z^{}`$ coincides with (3.2.1).
Proof. In order to prove the last assertion it is sufficient to note that for any two points $`x_1,x_2p^1(x)`$ there exist $`X_1,\mathrm{},X_s\mathrm{\Gamma }(\mathrm{ker}p_{})`$ and $`t_1,\mathrm{},t_sR`$ such that $`\varphi _{t_1}^{X_1}\mathrm{}\varphi _{t_s}^{X_s}(x_1)=x_2`$ and then use the second condition.
Obviously, $`(ii)(i)`$. To prove the converse we choose a vector bundle direct decomposition $`TM=\mathrm{ker}p_{}C`$ such that $`Z\mathrm{\Gamma }(C)`$ if $`Z\mathrm{\Gamma }(\mathrm{ker}p_{})`$ and $`C`$ is arbitrary otherwise. Let $`\mathrm{\Pi }:\mathrm{\Gamma }(TM)\mathrm{\Gamma }(C)`$ be a projection on $`\mathrm{\Gamma }(C)`$ along $`\mathrm{\Gamma }(\mathrm{ker}p_{})`$. Then
$$\frac{d}{dt}\mathrm{\Pi }(\varphi _t^XZZ)=\mathrm{\Pi }\frac{d}{dt}(\varphi _t^XZZ)=\mathrm{\Pi }(\varphi _t^X[X,Z])=0$$
(we have used the equality $`\frac{d}{dt}\varphi _t^XZ=\varphi _t^X[X,Z]`$ and the fact that $`[X,Z]=_XZ`$, see ). Thus $`\mathrm{\Pi }(\varphi _t^XZZ)`$ is a constant with respect to $`t`$ multivector and, since $`\mathrm{\Pi }(\varphi _t^XZZ)|_{t=0}=\mathrm{\Pi }(0)=0`$, we deduce that $`\mathrm{\Pi }(\varphi _t^XZZ)0`$.
The equivalence $`(i)(iii)`$ follows from the local expression
$$[X,Z]^{i_1\mathrm{}i_k}=\frac{1}{k!}ϵ_{s_1\mathrm{}s_k}^{i_1\mathrm{}i_k}X^r_rZ^{s_1\mathrm{}s_k}\frac{1}{(k1)!}ϵ_{is_2\mathrm{}s_k}^{i_1\mathrm{}i_k}Z^{rs_2\mathrm{}s_k}_rX^i$$
(3.2.3)
for the Schouten bracket (). Indeed, if one applies (3.2. Theorem) to the local coordinate system from condition $`(iii)`$ one finds that $`_XZ\mathrm{\Gamma }(\mathrm{ker}^kp_{})`$ if and only if (($`iii`$)) holds. q.e.d.
###### 3.3. Definition
We say that a multivector $`Z\mathrm{\Gamma }(^kTM)`$ is projectable or admits the push-forward if one of the conditions of Theorem 3.1. is satisfied. The push-forward, which will be denoted by $`Z^{}`$, is the uniquely defined multivector from $`\mathrm{\Gamma }(^kTM^{})`$, see Theorem 3.1..
###### 3.4. Definition
A complex multivector $`Z\mathrm{\Gamma }(^kT^CM)`$ admits the push-forward $`Z^{}\mathrm{\Gamma }(^kT^CM^{})`$ if the multivectors $`ReZ,ImZ\mathrm{\Gamma }(^kTM)`$ do so. We put $`Z^{}=(ReZ)^{}+\mathrm{i}(ImZ)^{}`$.
###### 3.5. Corollary
Let $`c`$ be a (complex) bivector on $`M`$ admitting the push-forward $`c^{}\mathrm{\Gamma }(^2TM^{})`$ ($`c^{}\mathrm{\Gamma }(^2T^CM^{})`$). Then for any $`x^{}M^{}`$ and any $`xp^1(x^{})`$ the following conditions hold:
the subspace $`p_{,x}(^{\mathrm{}}((T_x𝒦)^{})T_x^{}M^{}`$ ($`p_{,x}^C(^{\mathrm{}}((T_x^C𝒦)^{})T_x^{}^CM^{}`$), where $``$ is the annihilator sign, is independent of $`x`$;
the kernel of the map $`p_{,x}|_{c^{\mathrm{}}((T_x𝒦)^{})}`$ ($`p_{,x}^C|_{c^{\mathrm{}}((T_x^C𝒦)^{})}`$) equals $`c^{\mathrm{}}((T_x𝒦)^{})T_x𝒦`$ ($`c^{\mathrm{}}((T_x^C𝒦)^{})T_x^C𝒦`$);
the characteristic subspace of the push-forward can be described by the following isomorphism
$`P_{c^{},x^{}}c^{\mathrm{}}((T_x𝒦)^{})/(c^{\mathrm{}}((T_x𝒦)^{})T_x𝒦)`$
$`\text{(}P_{c^{},x^{}}c^{\mathrm{}}((T_x^C𝒦)^{})/(c^{\mathrm{}}((T_x^C𝒦)^{})T_x^C𝒦)\text{)}.`$
Proof. $`iii`$) follows from $`i`$) and $`ii`$). These last are consequences of Theorem 3.1.. q.e.d.
###### 3.6. Remark
Although $`dimc^{\mathrm{}}((T_x𝒦)^{})/c^{\mathrm{}}((T_x𝒦)^{})T_x𝒦`$ is constant along $`𝒦`$, dimensions of $`c^{\mathrm{}}((T_x𝒦)^{})`$ and $`c^{\mathrm{}}((T_x𝒦)^{})T_x𝒦`$ may not be so. For example, let $`p:R^4R^3`$ be the projection$`(x_0,x_1,x_2,x_3)(x_1,x_2,x_3)`$ and let $`c=x_0_{x_0}_{x_1}+_{x_2}_{x_3}`$. Then $`c`$ is projectable, but dimension of $`c^{\mathrm{}}((T_x𝒦)^{})=Span\{_{x_2},_{x_3},x_0_{x_0}\}`$ jumps at $`0`$.
###### 3.7. Proposition
Let a bivector $`Z_i\mathrm{\Gamma }(^2TM)`$ admit the push-forward $`Z_i^{}\mathrm{\Gamma }(^2TM^{}),i=1,2`$. Then a trivector $`Z=[Z_1,Z_2]\mathrm{\Gamma }(^3TM)`$ admits the push-forward $`Z^{}\mathrm{\Gamma }(^3TM^{})`$ and $`Z^{}=[Z_1^{},Z_2^{}]`$.
Proof. In any local coordinate system as in condition $`(iii)`$ of Theorem 3.1. $`Z_i`$ can be written in the form
$$Z_i(x,y)=Z_i^{}(y)+\stackrel{~}{Z}_i(x,y),$$
where $`Z_i^{}(y)=Z_{}^{}{}_{i}{}^{jk}(y)_{y^j}_{y^k}`$ and $`\stackrel{~}{Z}_i\mathrm{\Gamma }(\mathrm{ker}^2p_{})(U)`$. By formula (1.2. Definition)
$$[Z_1,Z_2](x,y)=[Z_1^{},Z_2^{}](y)+\stackrel{~}{Z}(x,y),$$
where $`\stackrel{~}{Z}\mathrm{\Gamma }(\mathrm{ker}^3p_{})(U)`$. Thus by Theorem 3.1. $`Z`$ admits the push-forward $`Z^{}`$ and $`Z^{}=[Z_1^{},Z_2^{}]`$. q.e.d.
###### 3.8. Corollary
Let $`(c_1,c_2)`$ be a Poisson pair on $`M`$ such that $`c_i`$ admits the push-forward $`c_i^{}\mathrm{\Gamma }(^2TM^{}),i=1,2`$, and $`c_1^{},c_2^{}`$ are linearly independent. Then $`(c_1^{},c_2^{})`$ is a Poisson pair on $`M^{}`$.
Proof follows immediately from Propositions 2.1. Definition and 3.6. Remark. q.e.d.
###### 3.9. Corollary
Let $`(M,\omega )`$ be a complex symplectic manifold and let $`G`$ be a real Lie group acting on $`M`$ by biholomorphic symplectomorphisms. Assume that $`M/G`$ is a manifold. Then $`c_1=Re(\omega ^1),c_2=Im(\omega ^1)`$ (see Example 2) admit the push-forwards $`c_1^{},c_2^{}\mathrm{\Gamma }(^2T(M/G))`$ and $`(c_1^{},c_2^{})`$ is a Poisson pair on $`M/G`$, provided that $`c_1^{},c_2^{}`$ are linearly independent.
Proof. It is sufficient to observe that: a) $`_{X_j}c_i=0,i=1,2`$, for generators $`X_1,\mathrm{},X_l\mathrm{\Gamma }TM`$ of the $`G`$-action; b) an arbitrary vector $`X\mathrm{\Gamma }(kerp_{})`$, where $`p:MM/G`$ is a natural projection, is expressed as $`X=a^jX_j`$ for some $`a^j(M)`$ and $`_Xc_i=[a^jX_j,c_i]=[a^j,c_i]X_j\mathrm{\Gamma }(\mathrm{ker}^2p_{}),i=1,2`$ (we have used the standard properties of the Schouten bracket, see ,p.454). q.e.d.
###### 3.10. Definition
Let $`p:MM^{}`$ be as in 3. A bihamiltonian structure $`(J,c_1,c_2)`$ on $`M`$ is called projectable (via $`p`$) if the bivectors $`c_1,c_2`$ are so and their push-forwards $`c_1^{},c_2^{}`$ are linearly independent or zero. The bihamiltonian structure generated by $`c_1^{},c_2^{}`$ on $`M^{}`$ will be denoted by $`J^{}`$ and will be called the push-forward or reduction of $`J`$.
###### 3.11. Definition
Let $`p:MM^{}`$ be as in 3 and let $`J`$ be a projectable bihamiltonian structure. We say that the triple $`(M,J,𝒦)`$ is a realization of $`J^{}`$. If, moreover, $`J`$ is (holomorphic) symplectic (Definitions 2, 2), we call $`(M,J,𝒦)`$ (holomorphic) symplectic realization.
## 4 From symplectic to complete
Let $`p:MM^{}`$ be as in 3 and let $`J`$ be a projectable symplectic bihamiltonian structure on $`M`$ with the push-forward $`J^{}`$. In this section we discuss some conditions on the triple $`(M,J,𝒦)`$ that guarantee the completeness of $`J^{}`$.
In view of Corollary 3.4. Definition, ($`iii`$) and the definition of completeness (2) our considerations should be linear algebraic in essence.
###### 4.1.
So let $`V`$ be a vector space over $`C`$ and let $`c_1,c_2^2V`$ be such that the bihamiltonian structure $`J=\{c_\lambda \}_{\lambda C^2},c_\lambda =\lambda _1c_1+\lambda _2c_2,\lambda =(\lambda _1,\lambda _2)`$, where $`c_\lambda `$ is considered as a constant complex bivector field, is symplectic (Definition 2). Also, let $`KV`$ be a subspace such that the push-forwards $`c_1^{},c_2^{}^2(V^{})`$, where $`V^{}=V/K`$, (via the canonical projection $`p:VV/K`$) are linearly independent.
Set $`R_0=\mathrm{max}_{\lambda C^2}rankc_\lambda ,R_0^{}=\mathrm{max}_{\lambda C^2}rankc_\lambda ^{}`$, where $`c_\lambda ^{}=\lambda _1c_1^{}+\lambda _2c_2^{}`$, and
$$d_\lambda =dimc_\lambda ^{\mathrm{}}(K^{})/(Kc_\lambda ^{\mathrm{}}(K^{})).$$
###### 4.2. Proposition
The condition of completeness
$`rankc_\lambda ^{}=R_0^{}`$ for any $`\lambda C^2\{(0,0)\}`$
holds if and only if $`d_\lambda `$ is independent of $`\lambda C^2\{(0,0)\}`$.
Proof. By Corollary 3.4. Definition, ($`iii`$) the space $`c_\lambda ^{\mathrm{}}(K^{})/(Kc_\lambda ^{\mathrm{}}(K^{}))`$ is isomorphic to the characteristic subspace $`P_{c_\lambda ^{}}=(c_\lambda ^{})^{\mathrm{}}(V^{})`$ of the push-forward $`c_\lambda ^{}`$. q.e.d.
Under some additional assumption one can characterize the condition of completeness ($``$) in terms of the subspace $`Kc_\lambda ^{\mathrm{}}(K^{})`$ itself.
###### 4.3. Proposition
Let $`\mathrm{\Lambda }_1=Span_C\{\widehat{\lambda }_1\},\mathrm{}\mathrm{\Lambda }_s=Span_C\{\widehat{\lambda }_s\}`$ be the complex lines in $`C^2`$ on which $`rankc_\lambda `$ is less than maximal. Set $`\mathrm{\Lambda }=_{i=1}^s\mathrm{\Lambda }_i`$ and $`k_\lambda =dimKc_\lambda ^{\mathrm{}}(K^{})`$. Assume that $`K^{}\mathrm{ker}c_{\widehat{\lambda }_i}^{\mathrm{}}=\{0\},i=1,\mathrm{},s`$.
Then $`k_\lambda =codimP_{c_\lambda ^{}}`$, where $`P_{c_\lambda ^{}}`$ is the characteristic subspace of $`c_\lambda ^{}`$.
Consequently, the condition ($``$) of Proposition 4.1. holds if and only if
$`k_\lambda =k`$ is constant over $`\lambda C^2\mathrm{\Lambda }`$;
$`k_{\widehat{\lambda }_1}=\mathrm{}=k_{\widehat{\lambda }_s}=k`$.
Proof. Since $`c_\lambda ,\lambda \mathrm{\Lambda }`$ is nondegenerate, $`codim(K+c_\lambda ^{\mathrm{}}(K^{}))=dim(Kc_\lambda ^{\mathrm{}}(K^{})`$. On the other hand, $`codim(K+c_\lambda ^{\mathrm{}}(K^{}))=codimP_{c_\lambda ^{}}`$ for any $`c_\lambda `$. Thus $`k_\lambda =codimP_{c_\lambda ^{}}`$ for $`\lambda \mathrm{\Lambda }`$.
Now, the condition $`K^{}\mathrm{ker}c_{\widehat{\lambda }_i}^{\mathrm{}}=\{0\}`$ implies the equalities $`dimc_{\widehat{\lambda }_i}^{\mathrm{}}(K^{})=dimc_\lambda ^{\mathrm{}}(K^{}),i=1,\mathrm{},s`$, where $`\lambda \mathrm{\Lambda }`$. Hence $`codim(K+c_{\widehat{\lambda }_i}^{\mathrm{}}(K^{}))=dim(Kc_{\widehat{\lambda }_i}^{\mathrm{}}(K^{})`$ and $`k_{\widehat{\lambda }_i}=codimP_{\widehat{\lambda }_i},i=1,\mathrm{},s`$. q.e.d.
The following theorem gives the necessary and sufficient conditions for the completeness of the reduction $`J^{}`$ of a holomorphic symplectic bihamiltonian structure $`J`$ under an additional assumption corresponding to that in Proposition 4. Namely, the foliation $`𝒦`$ of the leaves of the projection $`p`$ is supposed to be a generic $`CR`$-foliation.
Let $`\widehat{\lambda }_1=(1,\mathrm{i}),\widehat{\lambda }_2=(1,\mathrm{i})`$ and let $`\mathrm{\Lambda }`$ denote the cross $`Span_C\{\widehat{\lambda }_1\}Span_C\{\widehat{\lambda }_2\}C^2`$.
###### 4.4. Theorem
Let $`(M,\omega )`$ be a complex symplectic manifold with the corresponding holomorphic symplectic bihamiltonian structure $`J`$ (see Definition 2) and let $`p:MM^{}`$ be as in 3. Assume that the foliation $`𝒦`$ is a generic $`CR`$-foliation on $`M`$ and that $`c=\omega ^1`$ admits the push-forward $`c^{}\mathrm{\Gamma }(^2T^CM^{})`$. For $`x^{}M^{},xp^1(x^{})`$, and $`\lambda C^2\mathrm{\Lambda }`$ set
$`k_\lambda ^x=dimT_x^C𝒦(T_x^C𝒦)^{\omega _\lambda (x)},`$
$`k^x=dimT_x^{1,0}𝒦(T_x^{1,0}𝒦)^{\omega (x)},`$
where $`\omega _\lambda =(c_\lambda )^1=(\lambda _1Rec+\lambda _2Imc)^1`$. Assume that these numbers are constant along $`𝒦`$ (cf. Remark 3) and set $`k_\lambda ^x^{}=k_\lambda ^x,k^x^{}=k^x`$.
Then $`k_\lambda ^x^{}=codim_CP_{c_\lambda ^{},x^{}},k^x^{}=codim_CP_{c^{},x^{}}=codim_CP_{\overline{c}^{},x^{}}`$.
Consequently, the reduction $`J^{}`$ of $`J`$ via $`p`$ is complete at a point $`x^{}M^{}`$ if and only if
$`k_\lambda ^x^{}=k`$ is constant in $`\lambda `$;
$`k^x^{}=k`$
$`k=\mathrm{min}_{y^{}M^{}}k_\lambda ^y^{}`$.
Here $`\omega _\lambda ,\omega `$ denote the skew-orthogonal complements in $`T^CM,T^{1,0}M`$ with respect to $`\omega _\lambda ,\omega `$, correspondingly, i.e. $`(T_x^C𝒦)^{\omega _\lambda }=c_\lambda ^{\mathrm{}}((T_x^C𝒦)^{}),(T_x^{1,0}𝒦)^\omega =c^{\mathrm{}}((T_x^{1,0}𝒦)^{})`$.
Proof. If $`W`$ is a real vector space with a complex structure $`𝒥`$ and $`YW`$ a subspace, let $`W^{1,0}`$ denote the space $`\{w\mathrm{i}𝒥w;wW\}W^C`$ and let $`Y^{1,0}=Y^CW^{1,0}=\{y\mathrm{i}𝒥y;yY𝒥Y\}`$ (cf. 1).
Put $`V=T_x^CM,K=T_x^C𝒦`$. We claim that the assumptions of Proposition 4 are satisfied. Indeed, by Proposition 2.7. Example $`\mathrm{\Lambda }`$ is appropriate since the only, up to rescaling, degenerate bivectors from family $`J`$ are $`c`$ and $`\overline{c}`$. On the other hand the condition $`T_x𝒦+𝒥T_x𝒦=T_xM`$ of $`CR`$-genericity for $`𝒦`$ implies that $`(T_x𝒦)^{}𝒥^{}((T_x𝒦)^{})=\{0\}`$, where $`𝒥^{}:T^{}MT^{}M`$ is adjoint to the complex structure operator $`𝒥`$ on $`TM`$. This means equalities $`((T_x𝒦)^{})^{1,0}=\{0\}=((T_x𝒦)^{})^{0,1}`$ equivalent to $`K^{}T_x^{1,0}M=0=K^{}T_x^{0,1}M`$. Recalling that $`T_x^{0,1}M=\mathrm{ker}c(x)`$ and $`T_x^{1,0}M=\mathrm{ker}\overline{c}(x)`$ we get the claim.
Now, put $`k_\lambda =k_\lambda ^x^{}`$ and $`k_{\widehat{\lambda }_1}=k_{\widehat{\lambda }_2}=k^x^{}`$ and apply Proposition 4. Conditions ($`i`$) and ($`ii`$) are equivalent to the constancy of rank for $`c_\lambda J^{}(x^{}),\lambda 0`$. Its maximality is guaranteed by ($`iii`$). q.e.d.
###### 4.5. Corollary
In the assumptions of Theorem 4 suppose that $`𝒦`$ is completely real (Definition 1). Then if $`J^{}`$ is nontrivial it is not complete.
Proof. Assume the contrary. By condition $`(ii)`$ corank of any $`c^{}J^{}\{0\}`$ is $`0`$. This contradicts with the definition of completeness. q.e.d.
Given a complete bihamiltonian structure $`J^{}`$ on $`M^{}`$, consider all its realizations with $`𝒦`$ being a generic $`CR`$-foliation. Then the smallest realizations in this class will be characterized by the smallest difference $`T^{1,0}𝒦T^{1,0}𝒦(T^{1,0}𝒦)^\omega `$.
###### 4.6. Definition
Let $`J^{}`$ be a complete bihamiltonian structure on $`M^{}`$. Its realization $`(M,\omega )`$ is called minimal if $`T^{1,0}𝒦(T^{1,0}𝒦)^\omega =T^{1,0}𝒦`$, i.e. $`𝒦`$ is a $`CR`$-isotropic foliation (Definition 1.19. Definition).
We shall give another characterization of the minimal realizations below.
###### 4.7.
There is a natural $`CR`$-coisotropic foliation $`𝒦`$ associated with any realization $`J`$ on $`(M,\omega )`$ of a complete $`J^{}`$. This foliation is built as follows. Consider the ”real form” $`J_R^{}`$ of $`J^{}`$, i.e. the following real bihamiltonian structure on $`M^{}`$ (cf. Proposition 2.4. Definition)
$$\{\lambda _1Rec^{}+\lambda _2Imc^{}\}_{\lambda =(\lambda _1,\lambda _2)R^2},$$
where $`c^{}=p_{}c,c=(\omega )^1`$. Now take the bilagrangian foliation $`^{}`$ of $`J^{}`$ (see Definition 2). The equations for $`^{}`$ are the functions from the involutive family $`F_0^{}`$ (see 2.9. Definition2). We define $``$ as $`p^1(^{})`$. Note that it is $`CR`$-coisotropic due to the fact that its equations $`fp^1(F_0^{})`$ are in involution with respect to $`c`$.
###### 4.8. Proposition
A realization $`J`$ of a complete bihamiltonian structure $`J^{}`$ is minimal if and only if the foliation $``$ is a $`CR`$-lagrangian foliation.
Proof. Let $`2n,r`$ denote rank and corank of the bivector $`c^{}J^{}`$, respectively, and let $`dim_CM=2N`$. By Definition 4 and Theorem 4 $`J`$ is minimal if and only if $`r=d`$, where $`d`$ is $`CR`$-dimension of the leaves of $`𝒦`$. On the other hand, since $`𝒦`$ is generic, $`CR`$-codimension of the leaves is equal to their real codimension, hence $`2Nd=2n+r`$. Thus the minimality of $`J`$ is equivalent to the equality $`n+r=N`$ that is necessary and sufficient for $``$ to be $`CR`$-lagrangian (see 1.19. Definition).
## 5 Canonical complex Poisson pair associated with complexification of Lie algebra
###### 5.1.
Let $`g_0`$ be a nonabelian Lie algebra over $`R`$ and let $`g=g_0^C`$ be its complexification. All our further results can be formulated and proved using $`g_0,g`$ only. But we introduce the corresponding Lie groups for the convenience.
So $`G_0`$ will stand for a connected simply connected Lie group with the Lie algebra $`Lie(G_0)=g_0`$ and $`G`$ for a connected simply connected complex Lie group with $`Lie(G)=g`$. One can consider $`G_0`$ as a real Lie subgroup in $`G`$ (see , III.6.10).
Write $`g_0^{},g^{}`$ for the dual spaces. Fix a basis $`e_1,\mathrm{},e_n`$ in $`g_0`$; let $`c_{ij}^k`$ be the corresponding structure constants and let $`z_1=x_1+\mathrm{i}y_1,\mathrm{},z_n=x_n+\mathrm{i}y_n`$ be the complex linear coordinates in $`g^{}`$ associated to the dual basis in $`g^{}g_0^{}`$. There are the standard linear bivectors $`c=c_{ij}^kz_k\frac{}{z_i}\frac{}{z_j}`$ in $`g^{}`$ and $`c_0=c_{ij}^kz_k\frac{}{x_i}\frac{}{x_j}`$ in $`g_0^{}`$. They can be defined intrinsically for instance as the maps
$$\begin{array}{cc}g^{}\stackrel{c}{}g^{}g^{},\hfill & g_0^{}\stackrel{c}{}g_0^{}g_0^{}\hfill \end{array}$$
dual to the Lie brackets $`[,]:ggg`$ and $`[,]:g_0g_0g_0`$.
It is well-known that the symplectic leaves of $`c_0`$ (respectively $`c`$) are the coadjoint orbits for $`G_0`$ (respectively $`G`$). Also, there is a natural (right) action of $`G_0`$ on $`g^{}`$:
$$(a+\mathrm{i}b)g=Ad^{}g(a)+\mathrm{i}Ad^{}g(b),gG_0,a,bg_0.$$
Let $`Singg^{}`$ be the union of symplectic leaves of nonmaximal dimension for $`c`$
###### 5.2. Proposition
The set $`Singg^{}`$ is algebraic.
Proof. The defining polynomials for $`Singg^{}`$ are minors of $`m`$-th order of the $`n\times n`$-matrix $`c_{ij}^kz_k`$, where $`m=rankc`$. q.e.d.
###### 5.3. Convention
In the sequel we shall assume that the nonabelian Lie algebra $`g`$ satisfies condition $`codim_CSingg^{}3`$.
###### 5.4.
This condition is satisfied by a wide class of Lie algebras including the semisimple ones. Indeed, in the semisimple case we can identify $`g^{}`$ and $`g`$ by means of the Killing form. On the other hand, it is well known that the algebraic set of all nonregular (regular means semisimple contained in the unique Cartan subalgebra) elements is at least of codimension three and contains $`Singg^{}`$.
###### 5.5. Definition
Let us introduce a set
$$𝒞=\{zg^{};(\lambda _1,\lambda _2)C^2\{(0,0)\},\lambda _1z+\lambda _2\overline{z}Singg^{}\},$$
where the bar stands for the complex conjugation corresponding to $`g_0g`$, and call it the incompleteness set (see 5.8. for the explanation of this terminology).
###### 5.6. Proposition
The incompleteness set $`𝒞`$ is a real algebraic set of positive codimension.
Proof. We use the product $`\mathrm{\Pi }=g^{}\times (C^2\{(0,0)\})`$ with the coordinates $`z_1,\mathrm{},z_n,\lambda _1,\lambda _2`$ and the real algebraic map $`\varphi :\mathrm{\Pi }g^{}`$ given by the formula
$$(z_1,\mathrm{},z_n,\lambda _1,\lambda _2)(\lambda _1z_1+\lambda _2\overline{z_1},\mathrm{},\lambda _1z_n+\lambda _2\overline{z_n}).$$
The set $`𝒞`$ can be regarded as $`pr_1(\varphi ^1(Singg^{}))`$, where $`pr_1`$ is the projection onto $`g^{}`$.
The above construction shows that $`dim_R𝒞dim_RSingg^{}+4`$ q.e.d.
###### 5.7. Example
Let $`g_0=so(3),g=sl(2,C)C^3`$. Then $`Singg^{}=\{0\}`$, $`𝒞=\{zg^{};z\text{linearly independent with}\overline{z}\}`$; consequently $`𝒞`$ is described by two real equations: $`z_1\overline{z}_2z_2\overline{z}_1=0,z_1\overline{z}_3z_3\overline{z}_1=0`$. The set $`\{zg^{};z\text{linearly independent with}\overline{z}\}`$ is contained in $`𝒞`$ for arbitrary $`g`$.
###### 5.8.
Now, we shall introduce a remarkable pair of complex bivectors on $`g^{}`$ playing the crucial role in the sequel of the paper. This pair is $`(c,\stackrel{~}{c})`$, where $`c`$ is as in 5 and $`\stackrel{~}{c}`$ is given by $`\stackrel{~}{c}=c_{ij}^k\overline{z}_k\frac{}{z_i}\frac{}{z_j}`$. One can define $`\stackrel{~}{c}`$ intrinsically by the diagram
$$\begin{array}{ccc}g^{}\hfill & \stackrel{c}{}& g^{}g^{}\\ \overline{}\hfill & & \stackrel{~}{c}\\ g^{}\hfill & =& g^{},\end{array}$$
where $`c`$ is from (5.1.) and $`\overline{}`$ stands for the complex conjugation corresponding to the real form $`g_0g`$.
###### 5.9. Proposition
$`\stackrel{~}{c}`$ is $`G_0`$-invariant;
$`(c,\stackrel{~}{c})`$ is a complex Poisson pair;
$`(c,\stackrel{~}{c})`$ is complete at any point $`zg^{}𝒞`$ (see Definition 2).
Proof. ($`i`$) follows from the $`G`$-invariance of the bivector $`c`$ and $`G_0`$-equivariance of $`\overline{}`$. ($`ii`$) is obtained by direct calculations. The last assertion follows from Proposition 5.5. Definition since the set $`𝒞`$ consists precisely of the points of incompleteness for $`(c,\stackrel{~}{c})`$. Indeed, $`rank(\lambda _1c+\lambda _2\stackrel{~}{c})(z)=rankc_{ij}^k(\lambda _1z_k+\lambda _2\overline{z}_k)\frac{}{z_i}\frac{}{z_j}`$ is less than maximal if and only if $`\lambda _1z+\lambda _2\overline{z}Singg^{}`$. q.e.d.
###### 5.10. Definition
The bihamiltonian structure generated by $`c,\stackrel{~}{c}`$ will be denoted by $`\stackrel{~}{J}`$ and will be called the canonical bihamiltonian structure.
The end of this section is devoted to the study of the first integrals (Definition 2) for the canonical bihamiltonian structure $`(\stackrel{~}{J},c,\stackrel{~}{c})`$.
###### 5.11. Definition
Let $`r=corankc`$ (codimension of symplectic leaf of maximal dimension). Let us write $`rankg`$ for $`r`$ and call this number the rank of $`g`$.
Note that for the semisimple case this notion of rank coincides with the standard one, i.e. with dimension of a Cartan subalgebra.
###### 5.12. Definition
Let $`Z_c^{hol}(U)`$ denote the space of holomorphic Casimir functions for $`c`$ over an open set $`Ug^{}`$.
An open set $`Ug^{}Singg^{}`$ is called admissible if there exist $`r=rankg`$ functionally independent functions from $`Z_c^{hol}(U)`$.
###### 5.13. Proposition
Let a set $`U`$ be admissible. Given a function $`gZ_c^{hol}(U)`$, define a function $`\stackrel{~}{g}^C(U)`$ by the formula $`\stackrel{~}{g}=\overline{(\frac{g}{z_i})}z_i`$. Then the space $`Z_{\stackrel{~}{c}}(U)`$ of (smooth) Casimir functions for $`\stackrel{~}{c}`$ is equal to $`\{\stackrel{~}{g};gZ_c^{hol}(U)\}\overline{𝒪}(U)`$, where $`\overline{𝒪}(U)`$ is the space of antiholomorphic functions over $`U`$.
Proof. The following calculation shows that $`\stackrel{~}{g}Z_{\stackrel{~}{c}}(U)`$:
$$\stackrel{~}{c}(\stackrel{~}{g})_j=c_{ij}^k\overline{z}_k\frac{\stackrel{~}{g}}{z_i}=c_{ij}^k\overline{z}_k\overline{(\frac{g}{z_i})}=\overline{c(g)}_j=0$$
(here $`v_j`$ stands for the $`j`$-th component of a vector field $`v=v_i\frac{}{z_i}`$).
Now, let $`g_1,\mathrm{},g_rZ_c^{hol}(U)`$ be functionally independent. We note that the $`(1,0)`$-differentials $`\stackrel{~}{g}_1,\mathrm{},\stackrel{~}{g}_r`$ are linearly independent precisely at those points where $`g_1,\mathrm{},g_r`$ are. Thus by the dimension arguments ($`rank\stackrel{~}{c}=rankc`$) the functions $`\stackrel{~}{g}_1,\mathrm{},\stackrel{~}{g}_r`$ together with the antiholomorphic functions functionally generate the space $`Z_{\stackrel{~}{c}}(U)`$. q.e.d.
###### 5.14. Definition
Define $`\varphi _\lambda :g^{}g^{},\lambda =(\lambda _1,\lambda _2)C^2\{(0,0)\}`$ by $`\varphi _\lambda (z)=\lambda _1z+\lambda _2\overline{z}`$. This is a $`R`$-linear isomorphism if $`|\lambda _1||\lambda _2|`$ and an epimorphism onto an $`n`$-dimensional ($`n=dim_Cg`$) real subspace otherwise.
An open set $`Ug^{}𝒞`$ is called $`\lambda `$-admissible if the set $`\varphi _\lambda (U)`$ has an admissible neighbourhood.
An open set $`Ug^{}𝒞`$ is called strongly admissible if it is $`\lambda `$-admissible for any $`\lambda C^2\{(0,0)\}`$.
###### 5.15. Proposition
Let a set $`Ug^{}`$ be $`\lambda `$-admissible and let $`U_\lambda `$ be an admissible neighbourhood of $`\varphi _\lambda (U)`$.
Then the space $`Z_{c_\lambda }(U)`$ of (smooth) Casimir functions for $`c_\lambda =\lambda _1c+\lambda _2\stackrel{~}{c},\lambda _10`$, is equal to $`\{g\varphi _\lambda |_U;gZ_c^{hol}(U_\lambda )\}\overline{𝒪}(U)`$.
Proof. Again, let $`g_1,\mathrm{},g_rZ_c^{hol}(U_\lambda )`$ be functionally independent. Obviously, the functions $`g_{\lambda ,1}=g_1\varphi _\lambda ,\mathrm{},g_{\lambda ,r}=g_r\varphi _\lambda `$ are Casimir functions for $`c_\lambda `$. They are functionally independent on $`U`$ since the Jacobi matrices $`D=\frac{(g_1,\mathrm{},g_r)}{(z_1,\mathrm{},z_n)}`$ and $`D_\lambda =\frac{(g_{\lambda ,1},\mathrm{},g_{\lambda ,r})}{(z_1,\mathrm{},z_n)}`$ are related as follows
$$D_\lambda (z)=\lambda _1D\varphi _\lambda (z).$$
So $`g_{\lambda ,1},\mathrm{},g_{\lambda ,r}`$ and $`\overline{𝒪}(U)`$ generate $`Z_{c_\lambda }(U)`$. q.e.d.
The following proposition shows that strongly admissible sets exist and describes all of them in the semisimple case.
###### 5.16. Proposition
Let $`||||`$ be a norm in $`g^{}`$ Then any open set $`Ug^{}Singg^{}`$ with a sufficiently small diameter $`diamU=sup_{z,z^{}U}zz^{}`$ is strongly admissible.
Assume that $`g`$ is semisimple. Then any open set $`Ug^{}𝒞`$ is strongly admissible.
Proof. ($`i`$) We start from the following claim: if a set $`U`$ is admissible, then the set $`\lambda U=\{\lambda u;uU\}`$ is so for any $`\lambda C\{0\}`$. Indeed, the bivector $`c`$ is homogeneous with homogeneity degree $`1`$: $`h_{\lambda ,}c=\lambda c`$, where $`h_\lambda (z)=\lambda z`$. Hence, if $`g_1,\mathrm{},g_r`$ are independent Casimir functions for $`c`$ over $`U`$, then $`(h_\lambda ^{})^1g_1,\mathrm{},(h_\lambda ^{})^1g_n`$ are so over $`h_\lambda (U)=\lambda U`$.
Now, assume that the norm is so chosen that $`z=\overline{z}`$. Then the inequality
$$\lambda _1z+\lambda _2\overline{z}\lambda _1z^{}\lambda _2\overline{z}^{}|\lambda _1|zz^{}+|\lambda _2|\overline{z}\overline{z}^{}$$
shows that
$$diam\varphi _\lambda (U)(|\lambda _1|+|\lambda _2|)diamU,$$
(5.16.1)
where $`\varphi _\lambda `$ is from Definition 5.
Next, choose a point $`zU`$ (note that $`z`$ is linearly independent with $`\overline{z}`$, see Example 5) and consider the map $`C^2\lambda \varphi _\lambda (z)g^{}`$. The image of the unit sphere $`S^1=\{|\lambda _1|^2+|\lambda _2|^2=1\}`$ under this map can be covered by a finite number of admissible balls $`B_1,\mathrm{},B_m`$. Inequality 5 shows that shrinking $`U`$ if needed one can get the following
$$\varphi _\lambda (U)_{i=1}^mB_i\lambda S^1.$$
Hence, for sufficiently small $`Uz`$ the set $`\varphi _\lambda (U)`$, where $`\lambda S^1`$, possesses an admissible neighbourhood and by the above proved claim the same is true for $`\varphi _\lambda (U),\lambda 0`$. Since all norms on $`g^{}`$ are equivalent this completes the proof.
($`ii`$) It is enough to note that there exists a set $`g_1(z),\mathrm{},g_r(z),r=rankg`$ of global holomorphic Casimir functions for $`c`$ that are functionally independent on $`g^{}Singg^{}`$. One can identify $`g`$ and $`g^{}`$ by means of the Killing form and take for $`g_1,\mathrm{},g_r`$ an algebraic basis of the ring of $`G`$-invariant polynomials on $`g`$. The functional independence of these functions on $`g^{}Singg^{}`$ is established in Theorem 0.1 of . q.e.d.
We summarize the above results in the following Proposition.
###### 5.17. Proposition
Let $`Ug^{}`$ be a strongly admissible set and let $`U_\lambda `$ be an admissible neighbourhood of $`\varphi _\lambda (U)`$. The set of first integrals (see Definition 2) $`F_0(U)`$ of $`(\stackrel{~}{J},c,\stackrel{~}{c})`$ over $`U`$ is (functionally) generated by the functions from the sets $`F_1(U)`$ and $`\overline{𝒪}(U)`$, where the last one is the set of antiholomorphic functions on $`U`$ and $`F_1(U)`$ is in turn generated by $`Z_c^{hol}(U),\{\stackrel{~}{g};gZ_c^{hol}(U)\},\{g\varphi _\lambda |_U;gZ_c^{hol}(U_\lambda )\},\lambda =(\lambda _1,\lambda _2)C^2,\lambda _1,\lambda _20`$.
Proof follows from Propositions 5.12. Definition,5.14. Definition and from the definition of the set $`F_0(U)`$. q.e.d.
The following proposition will be crucial in the proof of our main result (Theorem 7). As usual, given a subspace $`V(T_z^Cg^{})^{}`$, we set $`V^{1,0}=V(T_z^{1,0}g^{})^{}`$.
###### 5.18. Proposition
Let
$$\mu (z)=dim(\mathrm{ker}c(z))^{1,0}(\mathrm{ker}\stackrel{~}{c}(z))^{1,0}$$
and let
$$\mu _\lambda (z)=dim(\mathrm{ker}c(z))^{1,0}(\mathrm{ker}c_\lambda (z))^{1,0}$$
for $`c_\lambda =\lambda _1c+\lambda _2\stackrel{~}{c},\lambda =(\lambda _1,\lambda _2)C^2,\lambda _1,\lambda _20`$.
Then
$`\mu (z)=\mu _\lambda (z)`$ for any $`zg^{}𝒞`$;
there exists a real algebraic set $`,𝒞g^{}`$, where $`𝒞`$ is the incompleteness set (see Definition 5.4.), such that $`\mu (z)=\mu `$ is constant and minimal on $`g^{}`$ and any set with these properties contains $``$;
if $`g`$ is semisimple the set $`𝒞`$ is empty and $`\mu (z)0`$ on $`g^{}𝒞`$.
Proof. ($`i`$) We shall use the completeness of the bihamiltonian structure $`(J,c,\stackrel{~}{c})`$ at any $`zg^{}𝒞`$ (see proof of Proposition 5.8.). By Theorem 2.21. Example and Corollary 2.22. Theorem the pair $`c(z),\stackrel{~}{c}(z)^2T_z^{1,0}g^{}`$ does not have the Jordan blocks in its decomposition. Thus we can use Proposition 2 to deduce that $`\mu (z)=\mu _\lambda (z)`$.
($`ii`$) To prove this condition it is sufficient to note that the subspace $`(\mathrm{ker}c(z))^{1,0}(\mathrm{ker}\stackrel{~}{c}(z))^{1,0}`$ annihilates the sum of characteristic subspaces $`P_{c,z}+P_{\stackrel{~}{c},z}`$. Put $`=\{zg^{};dim(P_{c,z}+P_{\stackrel{~}{c},z})<m\}`$, where $`m=\mathrm{max}_zdim(P_{c,z}+P_{\stackrel{~}{c},z})`$. The defining polynomials for $``$ are the minors of $`m`$-th order of the $`2n\times n`$-matrix
$$\begin{array}{c}c_{ij}^kz_k\\ c_{ij}^k\overline{z}_k\end{array}.$$
If the set $``$ defined above lies in $`𝒞`$, let us change the definition and put $`=𝒞`$.
It remains to prove the inclusion $`𝒞`$ in the case $`𝒞,𝒞`$. Introduce a set $`_\lambda =\{zg^{};dim(P_{c,z}+P_{c_\lambda ,z})<m_\lambda \}`$, where $`m_\lambda =\mathrm{max}_zdim(P_{c,z}+P_{c_\lambda ,z}),\lambda _20`$. Then by ($`i`$) $`_\lambda ,\lambda _20`$ coincides with $``$ outside $`𝒞`$. Since $`=Cl(𝒞)`$ and $`_\lambda =Cl(_\lambda 𝒞)`$ (Zarisski closures), one gets $`=_\lambda `$.
Now, let $`z𝒞`$ and let $`\lambda =(\lambda _1,\lambda _2)C^2,\lambda _20`$ be such that $`rankc_\lambda (z)<R_0`$ (cf. the definition of completeness, 2). Then $`dim(P_{c,z}+P_{c_\lambda ,z})<m_\lambda `$. Consequently, $`𝒞_\lambda =`$. If the only (up to the proportionality) bivector of nonmaximal rank in the family $`\{c_\lambda (z)\}`$ is $`c`$, then $`dim(P_{c,z}+P_{\stackrel{~}{c},z})<m`$ and again $`𝒞`$.
($`iii`$) It follows from Proposition 2 that $`dim(\mathrm{ker}c(z))^{1,0}(\mathrm{ker}\stackrel{~}{c}(z))^{1,0}`$ is equal to dimension of the sum of the trivial Kronecker blocks for the pair $`c(z),\stackrel{~}{c}(z)`$. If we consider $`c,\stackrel{~}{c}`$ as elements of $`\mathrm{\Gamma }(^2T^{1,0}g^{})`$, the same arguments as for the method of argument translation (, Theorem 4.1) show that in the semisimple case the trivial Kronecker blocks are absent for any $`zg^{}𝒞`$. q.e.d.
###### 5.19. Definition
We call the set $``$ from Proposition 5 the Kronecker irregularity set and the number $`\mu `$ the trivial Kronecker dimension of the Lie algebra $`g`$.
The following example shows that for nonsemisimple Lie algebras the set $`𝒞`$ may be nonempty and the trivial Kronecker dimension may be nonzero.
###### 5.20. Example
Let $`g=Span\{p_1,p_2,q_1,\mathrm{},q_4,f_1,\mathrm{},f_4,g_1,\mathrm{},g_4\}`$ be a fourteen-dimensional Lie algebra with the standard linear Poisson bivector $`c=\frac{}{p_1}(f_1\frac{}{q_1}+\mathrm{}+f_4\frac{}{q_4})+\frac{}{p_2}(g_1\frac{}{q_1}+\mathrm{}+g_4\frac{}{q_4})`$. Then $``$ is given by one real equation
$$\left|\begin{array}{cccc}f_1& f_2& f_3& f_4\\ g_1& g_2& g_3& g_4\\ \overline{f}_1& \overline{f}_2& \overline{f}_3& \overline{f}_4\\ \overline{g}_1& \overline{g}_2& \overline{g}_3& \overline{g}_4\end{array}\right|=0.$$
The set $`Singg^{}`$ consists of the points where the vectors $`f_1\frac{}{q_1}+\mathrm{}+f_4\frac{}{q_4},g_1\frac{}{q_1}+\mathrm{}+g_4\frac{}{q_4}`$ are linearly dependent, i.e. the defining equations for $`Singg^{}`$ are $`f_1g_2f_2g_1=0,f_1g_3f_3g_1=0,f_1g_4f_4g_1=0`$. However, the proof of Proposition 5.5. Definition shows that $`codim_R𝒞codim_RSingg^{}4`$; consequently, in our example $`codim_R𝒞64=2`$ and $`𝒞`$.
Here $`\mu =8`$ since $`f_1,\mathrm{},f_4,g_1,\mathrm{},g_4`$ are the common Casimir functions for $`c\stackrel{~}{c}`$.
Also, $`\mu `$ will be nonzero for all reductive nonsemisimple Lie algebras.
Note that the above examples agree with our Convention 5.
## 6 $`CR`$-geometry of real coadjoint orbits
We retain the notations and conventions from the previous section. The reader is referred to Section 1 for the $`CR`$-geometric concepts used below.
###### 6.1. Proposition
The bivectors $`c_1=Rec,c_2=Imc`$ are Poisson.
The coadjoint action of $`G_R`$, where $`G_R`$ is $`G`$ considered as a real Lie group, is hamiltonian with respect to $`c_1,c_2`$ (see Definition 1).
The generalized distribution of subspaces tangent to the $`G_0`$-orbits is generated by the vector fields $`c(z_i)+\overline{c(z_i)},i=1,\mathrm{},n`$.
Proof. ($`i`$) The more general statement that the pair $`c_1,c_2`$ is Poisson is proved by the same arguments as in Example 2.
($`ii`$) First, we shall prove that the holomorphic coadjoint action of $`G`$ on $`g^{}`$ is hamiltonian in holomorphic sense with respect to $`c`$. Consider the antirepresentation $`Ad^{}:Gg^{}`$. The corresponding Lie algebra action $`\rho :gVect^{hol}(g^{})`$, where $`Vect^{hol}(g^{})`$ is the Lie algebra of holomorphic vector fields on $`g^{}`$, can be described as follows. The vector field $`\rho (v),vg`$, is equal to
$$zad^{}(v)z:g^{}g^{}T_z^{1,0}g^{}.$$
On the other hand, if $`e_1,\mathrm{},e_n,c_{ij}^k`$ are as in 5, then
$$<ad^{}(e_i)z,e_j>=<z,ad(e_i)e_j>=<z,[e_i,e_j]>=<z,c_{ij}^ke_k>=c_{ij}^kz_k,$$
where we put $`z=z_1e^1+\mathrm{}+z_ne^n`$. Hence, $`\rho (e_i)=c_{ij}^kz_k\frac{}{z_j}=c(z_i)`$ and the corresponding antihomomorphism $`\psi :g𝒪(g^{})`$ (cf. Definition 1) is defined by $`e_iz_i,i=1,\mathrm{},n`$.
Now, the Lie algebra action $`\rho _R:g_Rg_0\mathrm{i}g_0Vect(g^{})`$, where $``$ is over $`R`$, corresponding to the antirepresentation $`Ad^{}:G_Rg^{}`$ is described by the formulas
$`<ad^{}(e_i)z,e_j>=c_{ij}^kx_k,<ad^{}(\mathrm{i}e_i)z,e_j>=c_{ij}^ky_k`$
$`<ad^{}(e_i)z,\mathrm{i}e_j>=c_{ij}^ky_k,<ad^{}(\mathrm{i}e_i)z,\mathrm{i}e_j>=c_{ij}^kx_k.`$
Consequently,
$`\rho _R(e_i)=c_{ij}^kx_k{\displaystyle \frac{}{x_j}}+c_{ij}^ky_k{\displaystyle \frac{}{y_j}}=(c+\overline{c})(z_i+\overline{z_i})=(c\overline{c})(z_i\overline{z_i})`$
and
$`\rho _R(\mathrm{i}e_i)=c_{ij}^ky_k{\displaystyle \frac{}{x_j}}c_{ij}^kx_k{\displaystyle \frac{}{y_j}}=(c+\overline{c})(z_i\overline{z_i})=(c\overline{c})(z_i+\overline{z_i}).`$
($`iii`$) This condition follows from the proof of ($`ii`$) and from the obvious equality $`(c+\overline{c})(z_i+\overline{z_i})=c(z_i)+\overline{c(z_i)}`$. q.e.d.
###### 6.2. Proposition
Let $`𝒪`$ be a $`G_0`$-orbit through $`z_0g^{}`$. Then $`𝒪`$ is a generic $`CR`$-manifold in the $`G`$-orbit $`G(z_0)`$;
Proof. The $`G_0`$-invariance of the complex structure $`𝒥`$ on $`g^{}`$ implies the constancy of $`dimT_z𝒪𝒥T_z𝒪,z𝒪`$. To prove the genericity we note that the tangent bundle $`T𝒪`$ is generated by the vector fields $`c(z_j)+\overline{c(z_j)},j=1,\mathrm{},n`$ (Proposition 6,($`iii`$)), and that $`𝒥`$ acts on them as follows
$$𝒥(c(z_j)+\overline{c(z_j)})=\mathrm{i}(c(z_j)\overline{c(z_j)}).$$
(6.2.1)
Thus $`T𝒪+𝒥T𝒪`$ is generated by the real and imaginary parts of the vector fields $`c(z_j),j=1,\mathrm{},n`$, spanning $`T^{1,0}G(z_0)`$. Hence $`T_z𝒪+𝒥T_z𝒪=T_z^CG(z_0)`$. q.e.d.
The next proposition gives some characterization (another one can be found in 6) of $`CR`$-dimension of a $`G_0`$-orbit.
###### 6.3. Proposition
Let $`𝒪`$ be a $`G_0`$-orbit through $`z_0g^{}`$. Write $`G^z`$ (respectively $`G_0^z`$) for the stabilizer of $`zg^{}`$ in $`G`$ (respectively $`G_0`$) and $`g^z`$ ($`g_0^z`$) for the corresponding Lie algebra. Then for any $`z𝒪`$
$$T_z^{1,0}𝒪g^z/(g_0^z)^C.$$
Proof. We study the embedding of $`T_z𝒪`$ in the tangent space $`T_zG(z_0)`$ to a $`G`$-orbit $`G(z_0)`$. At the Lie algebra level it is equal to a map
$$\iota :g_0/g_0^zg/g^z$$
induced by the inclusions $`g_0g,g_0^zg^z`$. The intersection $`\iota (g_0/g_0^z)𝒥\iota (g_0/g_0^z)`$, where $`𝒥`$ is the complex structure on $`g/g^z`$ induced by the multiplication by $`\mathrm{i}`$, is equal to
$$\{s+g_0^z;sg_0,tg_0,s\mathrm{i}tg^z\}.$$
We define a map
$$\varphi :g^z\iota (g_0/g_0^z)𝒥\iota (g_0/g_0^z)T_z𝒪𝒥T_z𝒪$$
by the formula
$$g^zs\mathrm{i}ts+g^z,$$
where $`s,tg_0`$. The kernel of $`\varphi `$ is equal to $`\{s\mathrm{i}tg^z;sg^z\}=\{s\mathrm{i}tg^z;sg_0^z=g^zg_0\}`$. Since $`ad^{}s(x)=ad^{}s(y)=0`$ for $`sg_0^z,x=Rez,y=Imz`$, one gets
$`0=ad^{}(s\mathrm{i}t)(x+\mathrm{i}y)=\mathrm{i}ad^{}(t)(x+\mathrm{i}y)`$
$`ad^{}(t)x=ad^{}(t)y=0tg_0^z.`$
Thus $`\mathrm{ker}\varphi =(g_0^z)^C`$. The surjectivity of $`\varphi `$ is obvious. q.e.d.
###### 6.4. Proposition
Let $`𝒪`$ be a $`G_0`$-orbit through $`z_0g^{}Singg^{}`$ and let $`g_1,\mathrm{},g_rZ_c^{hol}(U),r=rankg`$, be independent holomorphic Casimir functions for $`c`$ in some neighbourhood $`Ug^{}Singg^{}`$ of $`z_0`$. Then $`T^{1,0}𝒪`$ is generated over $`U`$ by the vector fields $`c(\stackrel{~}{g_1}),\mathrm{},c(\stackrel{~}{g_r})`$ (see Proposition 5.12. Definition for the notations).
Proof. By formula (6.2. Proposition) $`T𝒪𝒥T𝒪`$ is generated by linear combinations $`\alpha ^j(c(z_j)+\overline{c(z_j)}),\alpha ^j(g^{})`$, such that there exist $`\beta ^j(g^{})`$ satisfying the equality
$$\alpha ^j(c(z_j)+\overline{c(z_j)})=\beta ^j\mathrm{i}(c(z_j)\overline{c(z_j)}).$$
This implies
$$(\alpha ^j+\mathrm{i}\beta ^j)c(z_j)+(\alpha ^j\mathrm{i}\beta ^j)\overline{c(z_j)}=0$$
and
$$\gamma ^jc(z_j)=0,$$
(6.4.1)
where we put $`\gamma ^j=\alpha ^j+\mathrm{i}\beta ^j`$.
In order to calculate all vector functions $`\gamma =(\gamma ^1,\mathrm{},\gamma ^n)`$ satisfying (6) one observes two facts. First, that the vector functions $`\gamma _{(m)}=(\frac{g_m}{z_1},\mathrm{},\frac{g_m}{z_n}),m=1,\mathrm{},r`$, satisfy (6). Second, the dimension arguments show that any $`\gamma (z)`$ for which (6) holds is a linear combination of $`\gamma _{(1)}(z),\mathrm{},\gamma _{(r)}(z)`$ if $`zU`$.
In other words, $`T^{CR}𝒪`$ is generated by $`(\frac{g_m}{z_j}+\frac{\overline{g}_m}{\overline{z}_j})(c(z_j)+\overline{c(z_j)}),i=1,\mathrm{},r`$, and $`T^{1,0}𝒪`$ by
$`({\displaystyle \frac{g_m}{z_j}}+\overline{({\displaystyle \frac{g_m}{z_j}})})(c(z_j)+\overline{c(z_j)})\mathrm{i}𝒥({\displaystyle \frac{g_m}{z_j}}+\overline{({\displaystyle \frac{g_m}{z_j}})})(c(z_j)+\overline{c(z_j)})=`$
$`({\displaystyle \frac{g_m}{z_j}}+\overline{({\displaystyle \frac{g_m}{z_j}})})(c(z_j)+\overline{c(z_j)}+c(z_j)\overline{c(z_j)})=`$
$`2c(g_m)+2\overline{({\displaystyle \frac{g_m}{z_j}})}c(z_j)=2c(\stackrel{~}{g}_m).`$
q.e.d.
In the next result we describe dimension and once more $`CR`$-dimension of generic $`G_0`$-orbits.
###### 6.5. Corollary
Let $`𝒪`$ be any $`G_0`$-orbit lying in the complement to the Kronecker irregularity set $``$ (see Definition 5), which is $`G_0`$-invariant by Proposition 5.8.. Then
$`dim_CT_z^{1,0}𝒪,z𝒪`$, equals $`r\mu `$, where $`r=rankg`$ and $`\mu `$ is the trivial Kronecker dimension; in particular, if $`g`$ is semisimple, $`dim_CT_z^{1,0}𝒪=r`$;
$`dim𝒪=n\mu `$, where $`n=dimg`$.
Proof. ($`i`$) follows immediately from Propositions 6, 5.12. Definition, and 5. ($`ii`$) is a consequence of ($`i`$) and Proposition 6 (since $`dim_Cg^z=r`$). q.e.d.
The following corollary characterize generic $`G_0`$-orbits in $`g^{}`$ from the symplectic point of view.
###### 6.6. Corollary
Let $`𝒪`$ be a $`G_0`$-orbit through $`z_0g^{}Singg^{}`$. Then $`𝒪`$ is a $`CR`$-isotropic submanifold in $`M`$ (Definition 1.19. Definition).
Proof. First we shall show the $`G_0`$-invariance of the functions $`\stackrel{~}{g_1},\mathrm{},\stackrel{~}{g_r}`$. We use the equality
$$c_{ij}^l\frac{g_m}{z_i}+c_{ij}^kz_k\frac{^2g_m}{z_iz_l}=0$$
(6.6.1)
obtained by the differentiation of the equality $`c_{ij}^kz_k\frac{g_m}{z_i}=0`$ with respect to $`z_l`$. Conjugating (6.6. Corollary) and multiplying by $`z_l`$ one gets
$`0=c_{ij}^lz_l\overline{({\displaystyle \frac{g_m}{z_i}})}+c_{ij}^k\overline{z}_k\overline{({\displaystyle \frac{^2g_m}{z_iz_l}})}z_l=`$
$`(c_{ij}^kz_k{\displaystyle \frac{}{z_i}}+c_{ij}^k\overline{z}_k{\displaystyle \frac{}{\overline{z}_i}})[\overline{({\displaystyle \frac{g_m}{z_l}})}z_l]=`$
$`(c(z_j)+\overline{c(z_j)})\stackrel{~}{g}_m.`$
This proves the claim.
Now, recall that $`(T^{1,0}𝒪)^\omega `$ is generated by the vector fields $`c(f)`$, where $`f`$ runs through all $`G_0`$-invariant functions. Thus by Proposition 6 $`T^{1,0}𝒪(T^{1,0}𝒪)^\omega `$. q.e.d.
## 7 Main theorem: completeness of reductions for generic coadjoint orbits
We retain notations and conventions from two preceding sections.
###### 7.1. Theorem
Let $`U`$ be an open set in a $`G`$-orbit $`Mg^{}`$ such that $`U^{}=U/G_0`$ is a smooth manifold and let $`p:UU^{}`$ be the canonical projection. Write $`J`$ for the holomorphic symplectic bihamiltonian structure on $`M`$ associated with the restriction of the standard holomorphic symplectic form $`\omega =(c|_M)^1`$.
Then the reduction $`J^{}`$ (cf. Corollary 3 and Definition 3) of $`J|_U`$ via $`p`$ is a complete bihamiltonian structure at any $`z^{}p(U)`$, where $``$ is the Kronecker irregularity set (see Definition 5). In particular, $`J^{}`$ is complete on $`U^{}`$ if $`U`$ is not contained in $``$.
The realization $`J`$ of $`J^{}`$ is minimal (see Definition 4).
Proof. We are going to use Theorem 4 and the notations from it.
The foliation $`𝒦`$ of leaves of $`p`$ is a generic $`CR`$-foliation due to Proposition 6. The numbers $`k_\lambda ^z,k^z`$ are constant in $`z`$ if $`z^{}=p(z)`$ is fixed due to the $`G_0`$-invariance of all ingredients. Thus the assumptions of Theorem 4 are satisfied.
By Corollaries 6 and 6 the number $`k^z^{}=dimT_z^{1,0}𝒦(T_z^{1,0}𝒦)^{\omega (z)},zp^1(z^{})`$, equals $`r\mu `$, where $`r=rankg`$ and $`\mu `$ is the trivial Kronecker dimension (see Definition 5), for any $`z^{}U^{}`$. We now shall prove that the number $`k_\lambda ^z^{}=dimT^C𝒦(T^C𝒦)^{\omega _\lambda (z)},zp^1(z^{})`$ satisfies the inequality
$$k_\lambda ^z^{}k^z^{}$$
(7.1.1)
for any $`z^{}M^{},\lambda =(\lambda _1,\lambda _2)C^2\mathrm{\Lambda }`$.
For that purpose we shall put $`c_\lambda =\lambda _1Rec+\lambda _2Imc,\omega _\lambda =(c\lambda |_M)^1`$ and use the fact that $`(T^C𝒦)^{\omega _\lambda }`$, is generated by the vector fields $`c_\lambda (f)`$, where $`f`$ varies through the functions constant along $`𝒦`$. Given a point $`zU`$, we shall define $`r`$ functions $`g_{\lambda ,1},\mathrm{},g_{\lambda ,r}`$ in a neighbourhood $`U_z`$ of $`z`$ such that the vector fields $`c_\lambda (g_{\lambda ,1}),\mathrm{},c_\lambda (g_{\lambda ,r})`$ are tangent to $`𝒦`$ and $`r\mu `$ of them are independent on $`U_z`$.
Let us choose $`U_z`$ to be strongly admissible (see Definition 5 and Proposition 5) and put
$$g_{\lambda ,1}=g_1(\stackrel{~}{\lambda }_2z+\stackrel{~}{\lambda }_1\overline{z}),\mathrm{},g_{\lambda ,r}=g_r(\stackrel{~}{\lambda }_2z+\stackrel{~}{\lambda }_1\overline{z}),$$
where $`(\stackrel{~}{\lambda }_1,\stackrel{~}{\lambda }_2)=(\frac{1}{2}(\lambda _1\mathrm{i}\lambda _2),\frac{1}{2}(\lambda _1+\mathrm{i}\lambda _2))C^2`$ is such that $`c_\lambda =\stackrel{~}{\lambda }_1c+\stackrel{~}{\lambda }_2\overline{c}`$ and $`g_1,\mathrm{},g_r`$ are functionally independent Casimir functions for $`c`$. These functions are functionally independent over $`U_z`$ and their $``$-differentials generate $`(\mathrm{ker}(\stackrel{~}{\lambda }_2c+\stackrel{~}{\lambda }_1\stackrel{~}{c})^{1,0}`$ (see Proposition 5.14. Definition). On the other hand, $`\mathrm{ker}c_\lambda =\mathrm{ker}c`$ and Proposition 5 implies that over $`U_z`$ there are exactly $`r\mu `$ independent among the vector fields $`c_\lambda (g_{\lambda ,1}),\mathrm{},c_\lambda (g_{\lambda ,r})`$.
The nondegeneracy of $`c_\lambda `$ implies the independence of the vector fields $`c_\lambda (g_{\lambda ,1}),\mathrm{},c_\lambda (g_{\lambda ,r})`$ at $`zM𝒞`$. The following equalities show that these vector fields are tangent to $`𝒦`$ ($`T𝒦`$ is spanned by $`c(z_i)+\overline{c(z_i)},i=1,\mathrm{},n`$,see Proposition 6)
$`c_\lambda (g_{\lambda ,m})=\stackrel{~}{\lambda }_1c(g_{\lambda ,m})+\stackrel{~}{\lambda }_2\overline{c}(g_{\lambda ,m})=`$
$`\stackrel{~}{\lambda }_1{\displaystyle \frac{g_{\lambda ,m}}{z_i}}c(z_i)+\stackrel{~}{\lambda }_2{\displaystyle \frac{g_{\lambda ,m}}{\overline{z}_i}}\overline{c}(\overline{z}_i)=\stackrel{~}{\lambda }_1\stackrel{~}{\lambda }_2{\displaystyle \frac{g_m}{z_i}}|_{\stackrel{~}{\lambda }_2z+\stackrel{~}{\lambda }_1\overline{z}}(c(z_i)+\overline{c(z_i)}).`$
Here we used the obvious identities
$$\frac{g_{\lambda ,m}}{z_i}=\stackrel{~}{\lambda }_2\frac{g_m}{z_i}|_{\stackrel{~}{\lambda }_2z+\stackrel{~}{\lambda }_1\overline{z}},$$
$$\frac{g_{\lambda ,m}}{\overline{z}_i}=\stackrel{~}{\lambda }_1\frac{g_m}{z_i}|_{\stackrel{~}{\lambda }_2z+\stackrel{~}{\lambda }_1\overline{z}}.$$
Thus we have proved (7.1. Theorem) that is equivalent in view of Theorem 4 to the following
$$rankc_\lambda ^{}(z^{})rankc^{}(z^{}),z^{}U^{}p().$$
By the lower semi-continuity of the function $`f(\lambda )=rankc_\lambda ^{},\lambda C^2`$, this gives
$$rankc_\lambda ^{}(z^{})=rankc^{}(z^{}),z^{}U^{}p().$$
Thus we have obtained the constancy of $`k_\lambda ^z^{}`$ in $`\lambda `$ and the equality $`k_\lambda ^z^{}=k^z^{}`$ for $`z^{}U^{}p()`$. Since this number is also independent of $`z^{}`$, condition $`(iii)`$ of Theorem 4 is satisfied.
The minimality of the realization $`J`$ for $`J^{}`$ follows from Corollary 6. q.e.d.
We finish the paper by a characterization of the first integrals (see Definition 2) of the reduction $`J^{}`$. It turns out that they are intimately related with the first integrals of the canonical bihamiltonian structure $`\stackrel{~}{J}`$ (see Section 5).
###### 7.2. Proposition
Let $`Ug^{}`$ be a strongly admissible set (see Definition 5) and let $`F_1(U)`$ be as in Proposition 5. Then the functions from $`F_1(U)`$ are $`G_0`$-invariant.
Retaining the hypotheses of Theorem 7 assume that $`U`$ is strongly admissible. Then the set of first integrals $`F_0^{}(U^{})`$ of the bihamiltonian structure $`J^{}`$ over $`U^{}`$ is equal to the set $`(F_1(U))^{}`$ consisting of the elements of the set $`F_1(U)`$ regarded as functions on $`U^{}=U/G_0`$.
Proof. ($`i`$) The elements of $`Z_c^{hol}(U)`$ are $`G_0`$-invariant by the definition, the $`G_0`$-invariance of the functions from $`\{\stackrel{~}{g};gZ_c^{hol}(U)\}`$ is established in the proof of Proposition 6. To prove it for the elements from $`\{g\varphi _\lambda |_U;gZ_c^{hol}(U_\lambda )\}`$, where $`U_\lambda `$ is an admissible neighbourhood of $`\varphi _\lambda (U)`$, it is sufficient to notice the $`G_0`$-equivariance of the map $`\varphi _\lambda `$.
($`ii`$) It follows from the proof of Theorem 7 that the mentioned there functions $`g_{\lambda ,1},\mathrm{},g_{\lambda ,r}_1(U)`$ (now one can put $`U_z=U`$) being reduced generate the space of the Casimir functions $`Z_{c_\lambda ^{}}`$, where $`c_\lambda ^{}`$ is the reduction of the bivector $`c_\lambda ,\lambda C^2\mathrm{\Lambda }`$. Moreover, by the proof of Proposition 6 the functions $`\stackrel{~}{g_1},\mathrm{},\stackrel{~}{g_r}`$ generate the space $`Z_c^{}`$ after the reduction. q.e.d.
###### 7.3. Corollary
Let $`Ug^{}`$ be a strongly admissible set. Then the common level sets of functions from the family $`\{Ref,Imf;fF_1(U)\}`$ form a foliation on $`U`$ that is a $`CR`$-lagrangian foliation (see Definition 1.19. Definition).
Proof. this foliation is the $`CR`$-lagrangian foliation associated with the minimal realization $`(U,J|_U,𝒦)`$ of the complete bihamiltonian structure $`J^{}`$ (see 4, 4.7.). q.e.d. |
warning/0001/cond-mat0001213.html | ar5iv | text | # Non-rigid shell model and novel correlational effects in atomic and molecular systems
## 1 Introduction
Electronic correlations is one of the fundamental problem in a theory of atoms, molecules and solid state, particularly for the systems with high density of excited states when a small perturbation can result both in drastic reconstruction of the energy spectrum and in modification of the ground state up to formation of a strongly correlated state. As a rule, in such a situation an appropriate description of the ground state within the bare restricted basis often requires a lot of configurations or considerable extention of the basis, and so becomes difficult for practical realization and interpretation. Namely this situation occurs in atoms, where description of some specific correlation effects in terms of Hartree-Fock basis requires a large number of Hartree-Fock configurations. Such a problem implies a search for alternative variational approaches to the electronic structure and energy spectrum.
In this work we develop further the variational method for the many-electron atomic clusters with the trial parameters being the coordinates of the center of the one-particle atomic orbital . The resulting shift of the atomic orbital allows to interpret the variation of the electronic density distribution rather clearly, and the symmetry of a system can be readily used for construction of the trial many-electron wave function. The shifted electronic shells in conventional MO-LCAO-scheme with restricted set of the one-particle states allow to take into account an additional multipole interactions and to construct novel states with unique properties. As a whole the model bears a strong resemblance to the well known shell model widely used in lattice dynamics.
## 2 Two-electron configuration
We consider the problem of two electrons in certain atomic potential to be a simplest model for manifestation of electronic correlations. The orbital part of the singlet two-electron wave function formed by the shifted one-particle orbitals (bi-orbital) can be written as follows:
$$\mathrm{\Psi }(\stackrel{}{r}_1,\stackrel{}{r}_2;\stackrel{}{\alpha },\stackrel{}{\beta })=\eta ^1\left[\psi (\stackrel{}{r}_1\stackrel{}{\alpha })\psi (\stackrel{}{r}_2\stackrel{}{\beta })+\psi (\stackrel{}{r}_1\stackrel{}{\beta })\psi (\stackrel{}{r}_2\stackrel{}{\alpha })\right],$$
(1)
where $`\stackrel{}{\alpha }`$, $`\stackrel{}{\beta }`$ are the displacement vectors for the one-particle orbitals (Fig.1), $`\eta `$ the normalization factor. Below, only the real functions of $`s`$-type are used as the trial one-particle states. Then
$$\eta ^2=2\left(1+S^2(\stackrel{}{\alpha },\stackrel{}{\beta })\right),$$
(2)
where $`S(\stackrel{}{\alpha },\stackrel{}{\beta })`$ is the overlap integral for the one-particle orbitals. The Hamiltonian of the problem in atomic units ($`ϵ_0=\frac{me^4}{\mathrm{}^2}=\frac{e^2}{a_0}`$, $`a_0=\frac{\mathrm{}^2}{me^2}`$) is
$$\widehat{H}=\frac{\mathrm{\Delta }_1}{2}\frac{\mathrm{\Delta }_2}{2}\frac{Z_0}{r_1}\frac{Z_0}{r_2}+\frac{1}{\left|\stackrel{}{r}_1\stackrel{}{r}_2\right|}.$$
(3)
The variational procedure is performed with the full energy functional:
$$E\left\{\mathrm{\Psi }\right\}\mathrm{\Psi }\left|\widehat{H}\right|\mathrm{\Psi }=E(\stackrel{}{\alpha },\stackrel{}{\beta }).$$
(4)
Taking into account the expression (1) we obtain:
$`E(\stackrel{}{\alpha },\stackrel{}{\beta })`$ $`=`$ $`{\displaystyle \frac{1}{1+S^2(\stackrel{}{\alpha },\stackrel{}{\beta })}}[2t(\stackrel{}{\alpha },\stackrel{}{\alpha })Z_0(u(\stackrel{}{\alpha },\stackrel{}{\alpha })+u(\stackrel{}{\beta },\stackrel{}{\beta }))+`$
$`2S(\stackrel{}{\alpha },\stackrel{}{\beta })t(\stackrel{}{\alpha },\stackrel{}{\beta })2Z_0S(\stackrel{}{\alpha },\stackrel{}{\beta })u(\stackrel{}{\alpha },\stackrel{}{\beta })+c(\stackrel{}{\alpha },\stackrel{}{\beta })+a(\stackrel{}{\alpha },\stackrel{}{\beta })],`$
where the following matrix elements are introduced: the one-center integral $`t(\stackrel{}{\alpha },\stackrel{}{\alpha })`$ is the kinetic energy of an electron with functions of the same center, the two-center integral $`u(\stackrel{}{\alpha },\stackrel{}{\alpha })`$ is the interaction of an electron with the potential center with functions of the same center, the two-center integral $`t(\stackrel{}{\alpha },\stackrel{}{\beta })`$ is the kinetic energy of an electron with functions of different centers, the three-center integral $`u(\stackrel{}{\alpha },\stackrel{}{\beta })`$ is the interaction of an electron with the potential center with functions of different centers, $`c(\stackrel{}{\alpha },\stackrel{}{\beta })`$ and $`a(\stackrel{}{\alpha },\stackrel{}{\beta })`$ are the Coulomb and the exchange parts of the inter-electron interaction. One should note that $`S(\stackrel{}{\alpha },\stackrel{}{\beta })`$, $`c(\stackrel{}{\alpha },\stackrel{}{\beta })`$, $`a(\stackrel{}{\alpha },\stackrel{}{\beta })`$ are the two-center integrals.
In further we use the Slater functions with the index $`k`$ and effective charge $`Z`$ as the one-particle atomic orbitals:
$$\psi \left(\stackrel{}{r}\right)=N_{Z,k}r^ke^{Zr},$$
(6)
where the normalization factor is
$$N_{Z,k}=\sqrt{\frac{Z}{2\pi (2k+2)!}}(2Z)^{k+1}.$$
(7)
The analytic expressions for the matrix elements are presented in Appendix. Their examination allows to obtain some information about extremal values of the $`\stackrel{}{\alpha }`$ and $`\stackrel{}{\beta }`$. Introducing
$$\stackrel{}{q}_+=\frac{1}{2}\left(\stackrel{}{\alpha }+\stackrel{}{\beta }\right),\stackrel{}{q}_{}=\frac{1}{2}\left(\stackrel{}{\alpha }\stackrel{}{\beta }\right)$$
(8)
and the coordinate system with center at $`\stackrel{}{q}_+=0`$, one can see that only $`u(\stackrel{}{\alpha },\stackrel{}{\alpha })+u(\stackrel{}{\beta },\stackrel{}{\beta })`$, $`u(\stackrel{}{\alpha },\stackrel{}{\beta })`$ depend on $`\stackrel{}{q}_+`$:
$`u(\stackrel{}{\alpha },\stackrel{}{\alpha })+u(\stackrel{}{\beta },\stackrel{}{\beta })`$ $`=`$ $`{\displaystyle \frac{d\stackrel{}{r}}{\left|\stackrel{}{r}\stackrel{}{q}_+\right|}\left(\psi ^2(\stackrel{}{r}\stackrel{}{q}_{})+\psi ^2(\stackrel{}{r}+\stackrel{}{q}_{})\right)},`$ (9)
$`u(\stackrel{}{\alpha },\stackrel{}{\beta })`$ $`=`$ $`{\displaystyle \frac{d\stackrel{}{r}}{\left|\stackrel{}{r}\stackrel{}{q}_+\right|}\psi (\stackrel{}{r}\stackrel{}{q}_{})\psi (\stackrel{}{r}+\stackrel{}{q}_{})}.`$
These quantities are invariants with respect to inversion in the displacement vector space, hence $`\stackrel{}{q}_+=0`$ is a critical point in $`\stackrel{}{q}_+`$-space. The surface $`E\{\mathrm{\Psi }\}=const`$ in $`\stackrel{}{q}_+`$-space is a sphere for the one-particle $`s`$-functions , and the point $`\stackrel{}{q}_+=0`$ is a minimum or a maximum. In general, for an arbitrary angular dependence of the one-particle functions $`\psi `$ the point $`\stackrel{}{q}_+=0`$ can be also a saddle point.
It is rather clear, why the point $`\stackrel{}{q}_+=0`$ appears to be critical: at the given value of the interaction with the potential center, the configuration with $`\stackrel{}{\alpha }=\stackrel{}{\beta }`$ can minimize inter-electron repulsion. This is confirmed by results of numerical minimization of the full energy functional for the $`1s^2`$-configuration ($`k=0`$) which are listed in the Table 1 and 2. Thus, the following function can be defined
$$\mathrm{\Psi }(\stackrel{}{r}_1,\stackrel{}{r}_2;\stackrel{}{q})=\eta ^1\left[\psi (\stackrel{}{r}_1\stackrel{}{q})\psi (\stackrel{}{r}_2+\stackrel{}{q})+\psi (\stackrel{}{r}_1+\stackrel{}{q})\psi (\stackrel{}{r}_2\stackrel{}{q})\right],$$
(10)
that leads to the reduction of the number of trial parameters. The full energy functional with functions $`\psi (r)`$ (6) depends only on the $`q=|\stackrel{}{q}|`$ , but not on the direction of $`\stackrel{}{q}`$.
The value $`Z`$ in the calculations mentioned above was a free parameter. This parameter provides an additional mechanism of the electronic density redistribution along with the electronic shell shift. For the isolated atom it is naturally to assume that $`Z`$ is also the variational parameter, because in this situation the atomic potential is the only mechanism of the electronic density redistribution:
$$E\left\{\mathrm{\Psi }\right\}=E(q,Z)E(\stackrel{}{\alpha }=\stackrel{}{q},\stackrel{}{\beta }=\stackrel{}{q};Z)$$
(11)
It should be noted that in a crystal the functions with certain ”atomic” value $`Z`$ which minimizes the energy of the isolated atom can form the strongly correlated state like shifted electronic shell state for the minimization of given crystal potential characterized by the parameter $`Z_0`$.
## 3 Expansion of the full energy functional
The function (10) possess the following property: it has no linear term in the $`q`$-expansion at $`q=0`$. As
$$\frac{\psi (\stackrel{}{r}\stackrel{}{q})}{q}|_{q=0}=\frac{\psi (\stackrel{}{r}+\stackrel{}{q})}{q}|_{q=0},$$
(12)
the first derivative of the function (10) at $`q=0`$ turns to zero. Hence, the $`E(q,Z)`$ with the functions (10) has an extremum at $`q=0`$, which type is defined by sign of the quadratic term $`E^{(2)}`$ in the $`q`$-expansion of the $`E(q)`$:
$$E(q)E^{(0)}+E^{(2)}q^2.$$
(13)
For the functions (6) the full energy functional doesn’t depend on the direction of $`\stackrel{}{q}`$, and therefore we consider shifts to be directed along $`z`$-axis. The $`q`$-expansion of the function (10) can be written in the following form:
$$\psi (\stackrel{}{r}\stackrel{}{q})a(\stackrel{}{r})b(\stackrel{}{r})q+\frac{1}{2}c(\stackrel{}{r})q^2,$$
(14)
where
$`a(\stackrel{}{r})`$ $`=`$ $`\psi (\stackrel{}{r}\stackrel{}{q})|_{q=0}=N_{Z,k}r^ke^{Zr},`$ (15)
$`b(\stackrel{}{r})`$ $`=`$ $`{\displaystyle \frac{\psi (\stackrel{}{r}\stackrel{}{q})}{z}}|_{q=0}=N_{Z,k}\left(kr^{k1}Zr^k\right)e^{Zr}\mathrm{cos}\theta ,`$ (16)
$`c(\stackrel{}{r})`$ $`=`$ $`{\displaystyle \frac{^2\psi (\stackrel{}{r}\stackrel{}{q})}{^2z}}|_{q=0}=N_{Z,k}[kr^{k2}Zr^{k1}+`$
$`+(k(k2)r^{k2}Z(2k1)r^{k1}+Z^2r^k)\mathrm{cos}^2\theta ]e^{Zr},`$
with the angle $`\theta `$ counted out from $`z`$-axis. The $`q`$-expansion of the matrix elements up to quadratic terms and the expressions for $`E^{(0)}`$ and $`E^{(2)}`$ are listed in the Table 3.
From the expression for $`E^{(2)}`$ the criterion of the non-zero shift of the electronic shell can be obtained for the $`1s`$-function ($`k=0`$) as the one-particle state. The shift is not zero, if $`Z>Z_0\frac{3}{16}`$; in opposite case there is no displacement of the electronic shell from the potential center. This result is entirely compatible with our numerical calculations presented in Table 2. The minimum of $`E(Z,q)`$ for $`k=0`$ is obtained for $`q_{min}=0`$ and $`Z_{min}=Z_0\frac{5}{16}`$, that agrees with the well-known result in the helium atom theory .
From the other hand, the full energy functional with functions (10) formed from the one-particle $`ns`$-states (6) with $`k0`$ has the minimum at $`q0`$ for any values $`Z_0`$ and $`Z`$ . It means that for these states the non-zero shift of the electronic shell always takes place.
The expression for $`E^{(0)}`$ allows to find the value of the effective charge $`Z`$ that minimizes full energy of the $`ns^2`$-configuration at $`q=0`$:
$$Z_{min}=Z_0\frac{2k+1}{k+1}\left(\frac{2k+1}{2k+2}\frac{(2k+1)(4k+3)!}{2^{4k+3}\left[(2k+2)!\right]^2}\right).$$
(18)
At $`k\mathrm{}`$ this expression tends to $`Z_{min}^{\mathrm{}}=2Z_01`$.
Origin of the different behaviour of the electronic shells with $`k=0`$ and $`k0`$ can be readily understood from the data listed in Table 3. The principal difference of the one-particle function with $`k0`$ from that of with $`k=0`$ is that the function with $`k0`$ turns into zero at $`r=0`$ (Fig.2). The energy of interaction of electrons with the potential center appears to be most sensitive to the electron density on nucleus. Its displacement leads to strong increase of the full energy of the system in the case of wave function with $`k=0`$, and, from the other hand, zero density at $`r=0`$ for the function with $`k0`$ provides specific ”softness” of this part of interaction that is revealed in zero value of quadratic term in expansion of $`u(\stackrel{}{q},\stackrel{}{q})`$. The expressions for matrix element $`t(\stackrel{}{q},\stackrel{}{q})`$ describing relative motion of the electron shells are different at $`k=0`$ and $`k0`$ whereas the overlap integrals ($`S(\stackrel{}{q},\stackrel{}{q})`$, $`c(\stackrel{}{q},\stackrel{}{q})`$, $`a(\stackrel{}{q},\stackrel{}{q})`$) have the same structure for the both cases. Finally, it can be concluded that the gain in the electron-electron interaction at $`k0`$ with displacement of the electronic shells hasn’t been compensated by the loss in the energy of interaction with the potential center as in the case $`k=0`$.
An appearance of the electronic density on the potential center also implies the gain in energy. This makes possible to determine the most favorable directions of displacement of the electronic shells in the case of the anisotropic wave function with node at $`r=0`$. So, for $`p_z`$-orbital it has to be $`z`$-axis direction, for $`d_{x^2y^2}`$-orbital the critical directions are along $`x`$\- and $`y`$-axis, and so on. Finally, for the $`k0`$ orbitals one should expect a well developed non-trivial $`q0`$ minimum at the energy surface $`E(q,Z)`$. This conclusion appears to be compatible with the results of numerical minimization of the full energy functional for $`np^2`$-configuration .
## 4 The form of the full energy functional $`E(q,Z)`$
The general expressions for the matrix elements in case of the electronic configuration with $`\stackrel{}{\alpha }=\stackrel{}{q}`$ and $`\stackrel{}{\beta }=\stackrel{}{q}`$ can be obtained from those listed in Table 1 at $`\rho =2Zq`$, $`\stackrel{~}{\alpha }=Zq`$ and with transition to the limit $`\xi 0`$, $`\eta 0`$ in expression for $`u(\stackrel{}{\alpha },\stackrel{}{\beta })`$. In terms of $`\rho =2Zq`$ the latter can be written as:
$$u(\stackrel{}{q},\stackrel{}{q})=Z\frac{\rho ^{2k+2}}{(2k+2)!}\underset{s=0}{\overset{k+1}{}}(4s+1)b_0^{(s)}\mathrm{\Sigma }_{s,0}^{(k+1)}(\rho ).$$
(19)
At $`k=0`$ the matrix elements coincide with the well-known fundamental results from the atomic theory .
The results of minimization of $`E(q,Z)`$ for a number of the lowest values of $`k`$ ($`k=0,\mathrm{}4`$) are listed in Table 4; the full energy functional as a function of $`q`$ at $`Z=Z_{min}^k`$ is shown in Fig.3. As it was mentioned above, for $`k0`$ the displacement of the electronic shells takes place. The gain in energy is $`0.22÷0.36a.u.`$, and the value of displacement is $`0.34÷0.76a.u.`$ for $`k=1,\mathrm{}4`$. The $`k`$-dependence of the global minimum can be explained by the character of the electronic density distribution at different $`k`$. The Fig.2 shows that the increasing in $`k`$ is accompanied by the lower values of the electronic density near $`r=0`$. The gain in energy of a system can be provided by decreasing of electron-electron interaction (decreasing of positive contribution from $`t(\stackrel{}{q},\stackrel{}{q})`$, $`c(\stackrel{}{q},\stackrel{}{q})`$, $`a(\stackrel{}{q},\stackrel{}{q})`$) and by increasing of the interaction with the potential center (increasing of negative contribution from $`u(\stackrel{}{q},\stackrel{}{q})`$, $`u(\stackrel{}{q},\stackrel{}{q})`$). The rising of $`q_{min}`$ with the index $`k`$ is associated with the delocalization $`\psi _k(r)`$; the lower value of the overlap and, therefore, the lower interaction of the electrons are obtained with rising of $`q`$. Another mechanism providing the overlap decrease is in increasing of $`Z`$, that leads also to a localization of $`\psi (r)`$ (see Fig.4). With increasing $`Z`$ the negative contribution from interaction with the potential center and the positive ones from kinetic energy are increased simultaneously resulting in certain compromise value of $`Z`$. This value increases with $`k`$ due to a delocalization of $`\psi (r)`$ with $`k`$. In Fig.5 the value $`q_{min}`$ as function of $`Z`$ is also shown.
## 5 The dynamic shifts of the electronic shells
The distribution of the electronic density at $`k=1`$ with and without shifts is shown in Fig.6; in the both cases the wave functions providing the minimum of the full energy functional are used. The symmetry of the electronic density distribution with the shifts ($`C_\mathrm{}h`$) breaks the initial spherical symmetry, which can be restored with taking into account the energy equivalent configurations with various directions of the displacement vectors.
The full energy functional can have the continuum of the equivalent minima in the displacement vector space. In this sense the system has the variational degeneracy. The existence itself, the form and other parameters of the minima continuum depend on the one-particle states and the parameters of the potential. In the case of the $`ns^2`$-configuration mentioned above, only the value of difference of the displacement vectors of the one-particle states is fixed $`|\stackrel{}{\rho }|=|\stackrel{}{\alpha }\stackrel{}{\beta }|=2q`$ (with $`\stackrel{}{\alpha }=\stackrel{}{q}`$, $`\stackrel{}{\beta }=\stackrel{}{q}`$), so the continuum is a sphere in the $`\stackrel{}{q}`$ space that restores the initial spherical symmetry of the system. By analogy with the description of collective motion in nuclei , one can form the linear combinations with a help of the bi-orbitals $`\mathrm{\Psi }`$ which have different vectors $`\stackrel{}{q}_{min}`$:
$$\stackrel{~}{\mathrm{\Psi }}_f(\stackrel{}{r}_1,\stackrel{}{r}_2)=\mathrm{\Psi }(\stackrel{}{r}_1,\stackrel{}{r}_2;\stackrel{}{q},\stackrel{}{q})f\left(\mathrm{\Omega }\right)𝑑\mathrm{\Omega },$$
(20)
where integration is performed on a sphere in the $`\stackrel{}{q}`$ space. Such a linear combination can provide the lower energy due to the ”off-diagonal” in $`\stackrel{}{q}`$ matrix elements of the full energy functional which take account of the ”interaction” of bi-orbitals. The variational procedure with the functions (20) yields an integral equation for the function $`f\left(\mathrm{\Omega }\right)`$:
$$𝑑\mathrm{\Omega }f\left(\mathrm{\Omega }\right)\left[K(\stackrel{}{q},\stackrel{}{q}^{})EI(\stackrel{}{q},\stackrel{}{q}^{})\right]=0,$$
(21)
where
$$K(\stackrel{}{q},\stackrel{}{q}^{})=\mathrm{\Psi }(\stackrel{}{q},\stackrel{}{q})|\widehat{H}|\mathrm{\Psi }(\stackrel{}{q}^{},\stackrel{}{q}^{})$$
$$I(\stackrel{}{q},\stackrel{}{q}^{})=\mathrm{\Psi }(\stackrel{}{q},\stackrel{}{q})|\mathrm{\Psi }(\stackrel{}{q}^{},\stackrel{}{q}^{}).$$
With account of the symmetry of the $`ns^2`$-configuration the following solutions of (21) can be written:
$$f\left(\mathrm{\Omega }\right)=Y_{LM}(\theta ,\phi ).$$
(22)
In other words, for the $`ns^2`$-configuration with shifted shells the set of orthogonal states can be introduced:
$$\stackrel{~}{\mathrm{\Psi }}_{LM}=N_{LM}Y_{LM}\left(\mathrm{\Omega }\right)\mathrm{\Psi }(\stackrel{}{q},\stackrel{}{q})𝑑\mathrm{\Omega },$$
(23)
the terms of which transform according to irreducible representations of the rotation group. These states could be called the dynamic ones, as they can result in the correlational contribution to orbital current. The spectrum of these states can be not similar to that of the space rotator. Note that for such states with the dynamic shifts of the electronic shells one might expect the anomalously large values of the electric (dipole, quadrupole) or magnetic susceptibilities, and these values reflect the electronic correlation effects.
## 6 The MO-LCAO-scheme with the shifted atomic orbitals
Introduction of the shifted one-electron atomic orbitals implies the generalization of the conventional MO-LCAO-scheme . Instead of standart set of the molecular orbitals (MO) $`\phi _{\mathrm{\Gamma }_0\gamma _0}(\stackrel{}{r},0)`$ being the symmetrized combination of the atomic functions centered in the points of the equilibrium nuclei positions ($`\stackrel{}{q}_{\mathrm{\Gamma }\gamma }=0`$), the new set of the shifted MO:
$$\phi _{\mathrm{\Gamma }_0\gamma _0}(\stackrel{}{r},\stackrel{}{q}_{\mathrm{\Gamma }\gamma })=\widehat{T}_{q_{\mathrm{\Gamma }\gamma }}\phi _{\mathrm{\Gamma }_0\gamma _0}(\stackrel{}{r},0),$$
(24)
should be introduced, where $`\stackrel{}{q}_{\mathrm{\Gamma }\gamma }`$ is the symmetrized coordinate of the atomic orbital displacements in cluster, $`\widehat{T}_{q_{\mathrm{\Gamma }\gamma }}`$ the operator of the symmetrized displacement. Such an approach is the natural generalization of the shifted electronic shells model for the many-atomic cluster. The symmetry group of the wave function (24) is an intersection of the group germs of the $`\mathrm{\Gamma }_0`$ and $`G`$. In contrast with the symmetrized coordinates of the cluster vibrations, the vector $`\stackrel{}{q}_{\mathrm{\Gamma }\gamma }`$ is fixed and defines the certain distorted distribution of the electronic density. If $`\mathrm{\Gamma }A_1`$, then the function (24) doesn’t possess the proper transformation properties or, in other words, doesn’t belong to certain irreducible representation of the symmetry group for the undistorted cluster. This situation appears to be quite similar to the case of a single center, where the single electron displacement reduces the symmetry of system to the minimal one (axial).
Supposing that other things being equal the configuration minimizing the inter-electron interaction has the lowest energy, we can introduce the following two-particle wave function
$$\mathrm{\Psi }_{\mathrm{\Gamma }_0\gamma _0;\mathrm{\Gamma }\gamma }(\stackrel{}{r}_1,\stackrel{}{r}_2;\stackrel{}{q}_{\stackrel{~}{\mathrm{\Gamma }}\stackrel{~}{\gamma }})=N\left(1\pm \widehat{P}_{12}\right)\widehat{T}_{q_{\stackrel{~}{\mathrm{\Gamma }}\stackrel{~}{\gamma }}}^{(1)}\widehat{T}_{q_{\stackrel{~}{\mathrm{\Gamma }}\stackrel{~}{\gamma }}}^{(2)}\phi _{\mathrm{\Gamma }_0\gamma _0}(\stackrel{}{r}_1,0)\phi _{\mathrm{\Gamma }_0\gamma _0}(\stackrel{}{r}_2,0),$$
(25)
where $`N`$ is the normalization factor, $`\widehat{P}_{12}`$ is the electron permutation operator, $`\widehat{T}_{q_{\stackrel{~}{\mathrm{\Gamma }}\stackrel{~}{\gamma }}}^{(i)}`$ is the operator of the symmetrized displacement $`q_{\stackrel{~}{\mathrm{\Gamma }}\stackrel{~}{\gamma }}`$ which transforms accordingly to irreducible representation $`\stackrel{~}{\mathrm{\Gamma }}\stackrel{~}{\gamma }`$ and operats in the space of the $`i`$th electron coordinates. The upper sign corresponds to the singlet wave function, the lower sign to the triplet one. The transformational properties $`\mathrm{\Gamma }\gamma `$ of the two-particle wave function (25) are defined by $`\mathrm{\Gamma }\gamma =\mathrm{\Gamma }_0\gamma _0\times [\stackrel{~}{\mathrm{\Gamma }}\stackrel{~}{\gamma }]^2`$ for the singlet, and $`\mathrm{\Gamma }\gamma =\mathrm{\Gamma }_0\gamma _0\times \stackrel{~}{\mathrm{\Gamma }}\stackrel{~}{\gamma }`$ for the triplet.
## 7 Electronic Jahn-Teller effect
Non-rigid shell model gives a simple and obvious example of a local pairing within the two-electron $`ns^2`$-like configurations to be a result of the correlation effects. The local pairing is promoted by the presence of a strongly polarized shell, as well as the orbital degeneracy or quasi-degeneracy within valent states (for simplicity, $`d`$-states) through the electric multipole $`s`$-$`d`$-interaction described by the effective ”vibronic-like” Hamiltonian
$$V^{sd}=\underset{\gamma }{}B_\gamma \widehat{V}^\gamma q^\gamma ,$$
where the $`\widehat{V}^\gamma `$ operator works within $`d`$-manifold, the $`B_\gamma `$ are ”vibronic-like” parameters. This interaction can result in a purely electronic Jahn-Teller effect.
In general, one has to take account of the atomic displacements $`Q^\gamma `$ modes and their interaction with electronic $`q^\gamma `$ shifts:
$$V_{qQ}=\underset{\gamma }{}b_\gamma Q^\gamma q^\gamma .$$
This results in a complicated multi-mode Jahn-Teller effect with a correlational hybridization at the $`s`$-, $`d`$-electron modes and the local structural modes.
This system will have all anomalous properties of a Jahn-Teller center, in particular, large values of the low-frequency polarizability. It appears that within the non-rigid shell model the completely filled electron shells do not quenched and can reveal many peculiarities similar to the nonfilled shells. The magnitudes of the shell $`q^\gamma `$ shifts are correlation parameters which may be found by minimizing the energy functional $`E(q)`$. The quantity $`\mathrm{\Delta }=E(0)E(q_0)`$ determines the pairing energy, i.e., the local boson binding energy.
Non-rigid shell model can be considered to be a generalization of the well known shell model of the lattice dynamics and of the non-rigid anionic background model by J.E.Hirsch et al. . In particular, a correlational pseudospin formalism can be successfully applied for a description of the valent states for the atomic systems with a correlational near degeneracy. Finally, we would like to conjecture the possible importance of the non-rigid shells correlation effects for a local pairing in copper oxides.
## 8 Non-rigid shell model and hyperfine coupling
A correlational shift of the one-electron shells could result in a considerable renormalization of the hyperfine coupling both for the nominally $`ns`$\- and non-$`s`$-orbitals. Here we consider only two effects:
1) an appearance of the effective non-$`s`$-contribution to contact hyperfine coupling, and
2) an appearance of the effective nuclear quadrupole interactions for the nominally $`ns`$-electrons.
Firstly, a shift of the one-electron non-$`s`$-shells for two-electron configuration implies an emergence of the effective electron density on the nucleus and could be detected in nuclear resonance, first of all in anomalous isotope (chemical) shift. In other words, the bare $`p`$-, $`d`$-, … electrons within the non-rigid shell configurations appear to be involved in the contact hyperfine coupling.
Secondly, a shift of the one-electron shells for two-electron configuration results in a modification of the nuclear quadrupole coupling due to change in the electric field gradient. Moreover, breaking the spherical symmetry of the electron density distribution within the $`ns^2`$ configurations with the shifted shells leads to an appearance of the electric field gradient on the nucleus:
$$V_{ij}q_iq_j\frac{1}{3}\stackrel{}{q}^2\delta _{ij}.$$
The effects under consideration could provide real opportunities for a detection of the correlational shift of the one-electron shells with the help of various nuclear methods.
## 9 Conclusion
In a framework of the non-rigid shell model a correlated state of two-electron molecular configuration is described by a set of symmetrized shell shifts $`q^\gamma `$ similarly to the well known shell model developed for a description of the lattice dynamics. Such a state could appear even for the completely filled shells thus resulting in a non-rigid atomic background with internal degrees of freedom. Contrary to conventional approach this background in common has nonzero electric and magnetic multipole moments. Non-rigid shell/background model results in a number of the novel unconventional effects including: i) a correlational mechanism of the local pairing; ii) a correlational (pseudo) Jahn-Teller effect provided by a joint account of the electron shell shifts and conventional nuclear displacements; iii) an appearance of the correlational current states. The model allows an introduction of the pseudo-spin formalism and effective ”spin-Hamiltonian” for a description of the short- and long-range ordering of the non-rigid atomic backgrounds in crystals. Finally, the model can be readily built in the conventional band schemes.
Appendix
Here an expressions of the matrix elements with a single-particle state
$$\psi _k\left(\stackrel{}{r}\right)=N_{Z,k}r^ke^{Zr},\text{ where }N_{Z,k}=\frac{(2Z)^{k+\frac{3}{2}}}{\sqrt{4\pi (2k+2)!}}$$
are presented.
The matrix element of kinetic energy of electron with functions of the same center is:
$`t(\stackrel{}{\alpha },\stackrel{}{\alpha })={\displaystyle 𝑑\stackrel{}{r}\psi _k\left(\stackrel{}{r}\right)\left(\frac{\mathrm{\Delta }}{2}\right)\psi _k\left(\stackrel{}{r}\right)}={\displaystyle \frac{Z^2}{2(2k+1)}}`$ (26)
The matrix element of interaction of electron with the potential center with functions of the same center is:
$`u(\stackrel{}{\alpha },\stackrel{}{\alpha })`$ $`=`$ $`{\displaystyle \frac{d\stackrel{}{r}}{r}\psi _k^2\left(\stackrel{}{r}\stackrel{}{\alpha }\right)}`$
$`=`$ $`Z\left[{\displaystyle \frac{1}{\stackrel{~}{\alpha }}}{\displaystyle \frac{e^{2\stackrel{~}{\alpha }}}{\stackrel{~}{\alpha }}}{\displaystyle \underset{l=0}{\overset{2k+1}{}}}\left(1{\displaystyle \frac{l}{2k+2}}\right){\displaystyle \frac{\left(2\stackrel{~}{\alpha }\right)^l}{l!}}\right],`$
where $`\stackrel{~}{\alpha }=Z\alpha `$.
The overlap integral for the one-particle orbitals is:
$`S(\stackrel{}{\alpha },\stackrel{}{\beta })={\displaystyle 𝑑\stackrel{}{r}\psi _k\left(\stackrel{}{r}\stackrel{}{\alpha }\right)\psi _k\left(\stackrel{}{r}\stackrel{}{\beta }\right)}={\displaystyle \frac{e^\rho }{(2k+2)!}}{\displaystyle \underset{s=0}{\overset{2k+2}{}}}C_s^{(k,k)}\rho ^s,`$ (28)
where $`\rho =Z|\stackrel{}{\alpha }\stackrel{}{\beta }|`$,
$`A_j^{(n,n^{})}={\displaystyle \underset{l=\mathrm{max}\{0,2jn1\}}{\overset{\mathrm{min}\{2j,n^{}+1\}}{}}}(1)^l\left({\displaystyle \genfrac{}{}{0pt}{}{n+1}{2j1}}\right)\left({\displaystyle \genfrac{}{}{0pt}{}{n^{}+1}{l}}\right),\left({\displaystyle \genfrac{}{}{0pt}{}{a}{b}}\right)={\displaystyle \frac{a!}{b!(ab)!}};`$
$`C_s^{(n,n^{})}={\displaystyle \underset{j=0}{\overset{\left[\frac{s}{2}\right]}{}}}{\displaystyle \frac{A_j^{(n,n^{})}}{2j+1}}{\displaystyle \frac{(n+n^{}+22j)!}{(s2j)!}},\text{ where }\left[{\displaystyle \frac{s}{2}}\right]\text{– integer of }s/2,`$
$`\text{defined by }{\displaystyle \frac{2^{n+n^{}+3}}{4\pi }}{\displaystyle 𝑑\stackrel{}{x}|\stackrel{}{x}\stackrel{}{\alpha }|^ne^{|\stackrel{}{x}\stackrel{}{\alpha }|}|\stackrel{}{x}\stackrel{}{\beta }|^n^{}e^{|\stackrel{}{x}\stackrel{}{\beta }|}}=e^\rho {\displaystyle \underset{s=0}{\overset{n+n^{}+2}{}}}\rho ^sC_s^{(n,n^{})}.`$
The matrix element of kinetic energy of electron with functions of different centers is:
$`t(\stackrel{}{\alpha },\stackrel{}{\beta })`$ $`=`$ $`{\displaystyle 𝑑\stackrel{}{r}\psi _k\left(\stackrel{}{r}\stackrel{}{\alpha }\right)\left(\frac{\mathrm{\Delta }}{2}\right)\psi _k\left(\stackrel{}{r}\stackrel{}{\beta }\right)}`$
$`=`$ $`Z^2{\displaystyle \frac{e^\rho }{2(2k+2)!}}[{\displaystyle \underset{s=0}{\overset{2k+2}{}}}\rho ^sC_s^{(k,k)}4(k+1){\displaystyle \underset{s=0}{\overset{2k+1}{}}}\rho ^sC_s^{(k,k1)}`$
$`+\mathrm{\hspace{0.33em}4}k(k+1){\displaystyle \underset{s=0}{\overset{2k}{}}}\rho ^sC_s^{(k,k2)}],`$
The matrix element of Coulomb part of inter-electron interaction is:
$`c(\stackrel{}{\alpha },\stackrel{}{\beta })`$ $`=`$ $`{\displaystyle \frac{d\stackrel{}{r}_1d\stackrel{}{r}_2}{\left|\stackrel{}{r}_1\stackrel{}{r}_2\right|}\psi _k^2\left(\stackrel{}{r}_1\stackrel{}{\alpha }\right)\psi _k^2\left(\stackrel{}{r}_2\stackrel{}{\beta }\right)}`$
$`=`$ $`Z[{\displaystyle \frac{1}{\rho }}{\displaystyle \frac{e^{2\rho }}{(2k+2)\rho }}{\displaystyle \underset{l=0}{\overset{2k+1}{}}}\rho ^l{\displaystyle \frac{2^l(2k+2l)}{l!}}`$
$`{\displaystyle \frac{e^{2\rho }}{2^{2k+2}(k+1)(2k+2)!}}{\displaystyle \underset{l=0}{\overset{4k+2}{}}}\rho ^lG_l^{(k)}],`$
where
$$G_l^{(k)}=2^l\underset{j=\mathrm{max}\{0,l2k1\}}{\overset{2k+1}{}}\frac{(2k+2j)}{2^jj!}C_l^{(2k,j1)}.$$
The matrix element of exchange part of inter-electron interaction is:
$`a(\stackrel{}{\alpha },\stackrel{}{\beta })={\displaystyle \frac{d\stackrel{}{r}_1d\stackrel{}{r}_2}{\left|\stackrel{}{r}_1\stackrel{}{r}_2\right|}\psi _k\left(\stackrel{}{r}_1\stackrel{}{\alpha }\right)\psi _k\left(\stackrel{}{r}_2\stackrel{}{\beta }\right)\psi _k\left(\stackrel{}{r}_1\stackrel{}{\beta }\right)\psi _k\left(\stackrel{}{r}_2\stackrel{}{\alpha }\right)}`$ (31)
$`=Z{\displaystyle \frac{\rho ^{4k+5}}{[(2k+2)!]^2}}{\displaystyle \underset{s=0}{\overset{k+1}{}}}(4s+1){\displaystyle \underset{n=0}{\overset{2k+2}{}}}\rho ^nF_{s,n}^{(k+1)}(\rho )\left\{e^\rho \mathrm{\Sigma }_{s,0}^{(k+1)}(\rho )\mathrm{\Sigma }_{s,n}^{(k+1)}(2\rho )\right\},`$
where
$`F_{s,n}^{(m)}(\rho )={\displaystyle \frac{1}{n!}}{\displaystyle \underset{j=\frac{n+1}{2}}{\overset{m}{}}}B_j^{(m,s)}{\displaystyle \frac{(2j)!}{\rho ^{2j+1}}};B_j^{(m,s)}={\displaystyle \underset{r=\mathrm{max}\{0,js\}}{\overset{\mathrm{min}\{j,ms\}}{}}}a_r^{(m,s)}b_{jr}^{(s)};`$
$`\mathrm{\Sigma }_{s,n}^{(m)}(x)=\stackrel{~}{\mathrm{\Sigma }}_{s,n}^{(m)}(x){\displaystyle \frac{e^x}{x^{n+2}}}\stackrel{~}{\stackrel{~}{\mathrm{\Sigma }}}_{s,n}^{(m)}(x,1);`$
$`\stackrel{~}{\stackrel{~}{\mathrm{\Sigma }}}_{s,n}^{(m)}(x,\xi )={\displaystyle \underset{i=0}{\overset{m1}{}}}{\displaystyle \frac{(2i+n+1)!}{x^{2i}}}\stackrel{~}{D}_i^{(m,s)}{\displaystyle \underset{t=0}{\overset{2i+n+1}{}}}{\displaystyle \frac{(x\xi )^t}{t!}};`$
$`\stackrel{~}{\mathrm{\Sigma }}_{s,n}^{(m)}(x)={\displaystyle \frac{e^x}{2x}}{\displaystyle \underset{i=0}{\overset{ms}{}}}a_i^{(m,s)}\times `$
$`\times {\displaystyle \underset{l=0}{\overset{2s+2i+n}{}}}{\displaystyle \frac{\sigma _{2i+n,l}^{(s)}(1)}{x^l}}[\mathrm{ln}2\gamma xS_{0,l}(1)^{l+n}e^{2x}Ei(2x)+(1)^{l+n}{\displaystyle \underset{h=0}{\overset{l1}{}}}{\displaystyle \frac{(2x)^h}{h!}}S_{h,l}],`$
$`\stackrel{~}{D}_i^{(m,s)}={\displaystyle \underset{l=\mathrm{max}\{0,is+1\}}{\overset{\mathrm{min}\{i,ms\}}{}}}a_l^{(m,s)}D_{il}^{(s)};\sigma _{t,l}^{(s)}(\xi )={\displaystyle \underset{r=\mathrm{max}\{0,\frac{lt+1}{2}\}}{\overset{s}{}}}b_r^{(s)}{\displaystyle \frac{(2r+t)!}{(2r+tl)!}}\xi ^{2r+t};`$
$`S_{h,l}={\displaystyle \underset{t=h+1}{\overset{l}{}}}{\displaystyle \frac{1}{t}};a_l^{(m,s)}=(1)^{ml}\left({\displaystyle \genfrac{}{}{0pt}{}{m}{l}}\right){\displaystyle \frac{2^{2s+2}(2m2l)!(ml+s+1)!}{(mls)!(2m2l+2s+2)!}}`$
$`\text{– the coefficients in }{\displaystyle \underset{l=0}{\overset{m}{}}}a_l^{(m,s)}x^l={\displaystyle \underset{1}{\overset{1}{}}}\left(x^2t^2\right)^mP_{2s}(t)𝑑t;`$
$`\text{the coefficients }b_l^{(s)}\text{ and }D_l^{\left(s\right)}\text{ define the Legendre polynomial }P_{2s}(x)\text{:}`$
$`P_{2s}(x)={\displaystyle \underset{l=0}{\overset{s}{}}}b_l^{(s)}x^{2l},b_l^{(s)}={\displaystyle \frac{(1)^{sl}}{2^{2s}}}{\displaystyle \frac{(2s+2l)!}{(sl)!(s+l)!(2l)!}},`$
and the Legendre polynomial of second type $`Q_{2s}(x)`$:
$`Q_{2s}(x)={\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{x+1}{x1}}P_{2s}(x){\displaystyle \underset{l=0}{\overset{s1}{}}}D_l^{(s)}x^{2l+1};`$
$`D_l^{(s)}={\displaystyle \frac{(1)^l}{(2l+1)!}}{\displaystyle \underset{t=l}{\overset{s1}{}}}{\displaystyle \frac{(1)^t(4t+3)(2t+2l+2)!}{2^{2t+1}(2s2t1)(s+t+1)(tl)!(t+l+1)!}};`$
$`\gamma =1.78107;Ei(x)\text{– the exponential integral function [1];}`$
$`\xi ={\displaystyle \frac{\alpha +\beta }{|\stackrel{}{\alpha }\stackrel{}{\beta }|}},\eta ={\displaystyle \frac{\alpha \beta }{|\stackrel{}{\alpha }\stackrel{}{\beta }|}}.`$
The matrix element of interaction of electron with the potential center with functions of different centers is:
$`u(\stackrel{}{\alpha },\stackrel{}{\beta })={\displaystyle \frac{d\stackrel{}{r}}{r}\psi _k\left(\stackrel{}{r}\stackrel{}{\alpha }\right)\psi _k\left(\stackrel{}{r}\stackrel{}{\beta }\right)}`$ (32)
$`=Z{\displaystyle \frac{\rho ^{2k+2}}{(2k+2)!}}{\displaystyle \underset{s=0}{\overset{k+1}{}}}(4s+1)P_{2s}(\eta )\{Q_{2s}(\eta ){\displaystyle \underset{n=0}{\overset{2k+2}{}}}[e^\rho \rho ^ne^{\rho \xi }(\rho \xi )^n]F_{s,n}^{(k+1)}(\rho )`$
$`P_{2s}(\xi ){\displaystyle \frac{e^{\rho \xi }}{\rho ^2}}\stackrel{~}{\stackrel{~}{\mathrm{\Sigma }}}_{s,0}^{(k+1)}(x,\xi )+{\displaystyle \frac{P_{2s}(\xi )}{2}}{\displaystyle \underset{i=0}{\overset{k+1s}{}}}a_i^{(k+1,s)}[\mathrm{ln}{\displaystyle \frac{\xi +1}{\xi 1}}{\displaystyle \frac{e^{\rho \xi }}{\rho }}{\displaystyle \underset{l=0}{\overset{2s+2i}{}}}{\displaystyle \frac{\sigma _{2i,l}^{(s)}(\xi )}{(\rho \xi )^l}}`$
$`+{\displaystyle \underset{l=0}{\overset{2s+2i}{}}}{\displaystyle \frac{\sigma _{2i,l}^{(s)}(1)}{\rho ^{l+1}}}(\text{ }(1)^{l+1}e^\rho Ei(\rho (\xi +1))+e^\rho Ei(\rho (\xi 1))`$
$`e^{\rho \xi }{\displaystyle \underset{h=0}{\overset{l1}{}}}{\displaystyle \frac{\rho ^h}{h!}}S_{h,l}((1)^{l+1}(\xi +1)^h+(\xi 1)^h))]\}.`$
Tables
Table 1. The results of numerical minimization of the full energy functional for the $`1s^2`$-configuration ($`k=0`$) at $`Z=Z_0`$.
| $`Z`$ | $`\alpha `$ | $`\beta `$ | $`\phi `$ | $`E(\stackrel{}{\alpha },\stackrel{}{\beta })`$ |
| --- | --- | --- | --- | --- |
| $`1.5`$ | $`0.078`$ | $`0.078`$ | $`3.1415`$ | $`1.3140`$ |
| $`1.6`$ | $`0.068`$ | $`0.068`$ | $`3.1415`$ | $`1.5614`$ |
| $`1.7`$ | $`0.059`$ | $`0.059`$ | $`3.1415`$ | $`1.8287`$ |
| $`1.8`$ | $`0.051`$ | $`0.051`$ | $`3.1415`$ | $`2.116`$ |
| $`1.9`$ | $`0.046`$ | $`0.046`$ | $`3.1415`$ | $`2.4236`$ |
| $`2.0`$ | $`0.043`$ | $`0.043`$ | $`3.1415`$ | $`2.7510`$ |
| $`2.1`$ | $`0.041`$ | $`0.041`$ | $`3.1415`$ | $`3.0984`$ |
| $`2.2`$ | $`0.038`$ | $`0.038`$ | $`3.1415`$ | $`3.4658`$ |
| $`2.3`$ | $`0.036`$ | $`0.036`$ | $`3.1415`$ | $`3.8533`$ |
| $`2.4`$ | $`0.034`$ | $`0.034`$ | $`3.1415`$ | $`4.2608`$ |
| $`2.5`$ | $`0.033`$ | $`0.033`$ | $`3.1415`$ | $`4.6882`$ |
Table 2. The results of numerical minimization of the full energy functional for the $`1s^2`$-configuration ($`k=0`$) at $`Z_0=2.0`$.
| $`Z`$ | $`\alpha `$ | $`\beta `$ | $`\phi `$ | $`E(\stackrel{}{\alpha },\stackrel{}{\beta })`$ |
| --- | --- | --- | --- | --- |
| $`1.5`$ | $`0.0`$ | $`0.0`$ | $``$ | $`2.8125`$ |
| $`1.6`$ | $`0.0`$ | $`0.0`$ | $``$ | $`2.8400`$ |
| $`1.7`$ | $`0.0`$ | $`0.0`$ | $``$ | $`2.8475`$ |
| $`1.8`$ | $`0.0`$ | $`0.0`$ | $``$ | $`2.8350`$ |
| $`1.9`$ | $`0.011`$ | $`0.011`$ | $`3.1415`$ | $`2.8026`$ |
| $`2.0`$ | $`0.043`$ | $`0.043`$ | $`3.1415`$ | $`2.7510`$ |
| $`2.1`$ | $`0.065`$ | $`0.065`$ | $`3.1415`$ | $`2.6809`$ |
| $`2.2`$ | $`0.084`$ | $`0.084`$ | $`3.1415`$ | $`2.5931`$ |
| $`2.3`$ | $`0.102`$ | $`0.102`$ | $`3.1415`$ | $`2.4877`$ |
| $`2.4`$ | $`0.118`$ | $`0.118`$ | $`3.1415`$ | $`2.3650`$ |
| $`2.5`$ | $`0.132`$ | $`0.132`$ | $`3.1415`$ | $`2.2253`$ |
Table 3.
$`q`$-expansion of the matric elements up to $`q^2`$.
| General expression | $`q`$-expansion up to $`q^2`$ |
| --- | --- |
| $`S(\stackrel{}{q},\stackrel{}{q})1q^2\mathrm{\hspace{0.17em}2}𝑑\stackrel{}{r}b^2`$ | $`1q^2\frac{2Z^2}{3(2k+1)}`$ |
| $`t(\stackrel{}{q},\stackrel{}{q})=\frac{1}{2}𝑑\stackrel{}{r}a\mathrm{\Delta }a`$ | $`\frac{Z^2}{2(2k+1)}`$ |
| $`u(\stackrel{}{q},\stackrel{}{q})\frac{d\stackrel{}{r}}{r}a^2+q^2\frac{d\stackrel{}{r}}{r}\left(b^2+ac\right)`$ | $`Zq^2\frac{2Z^3}{3},k=0`$ |
| | $`\frac{Z}{k+1},k0`$ |
| $`t(\stackrel{}{q},\stackrel{}{q})\frac{1}{2}\left[𝑑\stackrel{}{r}a\mathrm{\Delta }a+q^2𝑑\stackrel{}{r}c\mathrm{\Delta }a\right]`$ | $`\frac{Z^2}{2}q^2\frac{5Z^4}{3},k=0`$ |
| | $`\frac{Z^2}{2(2k+1)}q^2\frac{Z^4}{4k^21},k0`$ |
| $`u(\stackrel{}{q},\stackrel{}{q})\frac{d\stackrel{}{r}}{r}a^2+q^2\frac{d\stackrel{}{r}}{r}\left(b^2+ac\right)`$ | $`Zq^2\frac{4Z^3}{3},k=0`$ |
| | $`\frac{Z}{k+1}q^2\frac{2Z^3}{3(2k+1)(k+1)},k0`$ |
| $`c(\stackrel{}{q},\stackrel{}{q})\frac{d\stackrel{}{r}_1d\stackrel{}{r}_2}{r_{12}}a_1^2a_2^2+`$ | $`Z\left(\frac{1}{k+1}\frac{(4k+3)!}{2^{4k+2}\left[(2k+2)!\right]^2}\right)`$ |
| $`+q^2\mathrm{\hspace{0.17em}2}\frac{d\stackrel{}{r}_1d\stackrel{}{r}_2}{r_{12}}\left(2a_1b_1a_2b_2+a_1^2b_2^2+a_1^2a_2c_2\right)`$ | $`q^2Z^3\frac{(4k+2)!}{32^{4k1}\left[(2k+2)!\right]^2}`$ |
| $`a(\stackrel{}{q},\stackrel{}{q})\frac{d\stackrel{}{r}_1d\stackrel{}{r}_2}{r_{12}}a_1^2a_2^2+`$ | $`Z\left(\frac{1}{k+1}\frac{(4k+3)!}{2^{4k+2}\left[(2k+2)!\right]^2}\right)+`$ |
| $`+q^2\mathrm{\hspace{0.17em}2}\frac{d\stackrel{}{r}_1d\stackrel{}{r}_2}{r_{12}}\left(a_1^2b_2^2+a_1^2a_2c_2\right)`$ | $`+q^2Z^3\left(\frac{4}{3(2k+1)(k+1)}+\frac{(4k+2)!}{32^{4k1}\left[(2k+2)!\right]^2}\right)`$ |
| $`E^{(0)}=𝑑\stackrel{}{r}a\mathrm{\Delta }a2Z_0\frac{d\stackrel{}{r}}{r}a^2+`$ | $`Z^22Z_0Z+\frac{5}{8}Z,k=0`$ |
| $`+\frac{d\stackrel{}{r}_1d\stackrel{}{r}_2}{r_{12}}a_1^2a_2^2`$ | $`\frac{Z^2}{2k+1}\frac{2ZZ_0}{k+1}+`$ |
| | $`+Z\left(\frac{1}{k+1}\frac{(4k+3)!}{2^{4k+2}\left[(2k+2)!\right]^2}\right),k0`$ |
| $`E^{(2)}=𝑑\stackrel{}{r}c\mathrm{\Delta }a𝑑\stackrel{}{r}a\mathrm{\Delta }a𝑑\stackrel{}{r}b^2`$ | $`\frac{4Z^3}{3}\left(ZZ_0+\frac{3}{16}\right),k=0`$ |
| $`2Z_0\left(\frac{d\stackrel{}{r}}{r}ac+\frac{d\stackrel{}{r}}{r}a^2𝑑\stackrel{}{r}b^2\right)+`$ | $`Z^4\frac{4(k+1)}{3\left(4k^21\right)}`$ |
| $`+2\frac{d\stackrel{}{r}_1d\stackrel{}{r}_2}{r_{12}}\left[a_1^2a_2c_2a_1b_1a_2b_2+a_1^2a_2^2𝑑\stackrel{}{r}b^2\right]`$ | $`Z^3\frac{(4k+3)!}{32^{4k+1}(2k+1)\left[(2k+2)!\right]^2},k0`$ |
Here $`r_{12}=\left|\stackrel{}{r}_1\stackrel{}{r}_2\right|`$, and the index $`i`$ of the functions $`a`$, $`b`$, $`c`$ indicates dependence on $`\stackrel{}{r}_i`$.
Table 4.
| $`k`$ | $`E_{min}`$ | $`q_{min}`$ | $`Z_{min}`$ | $`E_{min}(q=0)E_{min}`$ | $`Z_{min}(q=0)Z_{min}`$ |
| --- | --- | --- | --- | --- | --- |
| $`0`$ | $`2.84766`$ | $`0.0`$ | $`1.6875`$ | $`0`$ | $`0`$ |
| $`1`$ | $`2.22965`$ | $`0.3437`$ | $`2.7110`$ | $`0.2205`$ | $`0.2559`$ |
| $`2`$ | $`1.79140`$ | $`0.5061`$ | $`3.2084`$ | $`0.3463`$ | $`0.5204`$ |
| $`3`$ | $`1.48131`$ | $`0.6385`$ | $`3.4999`$ | $`0.3638`$ | $`0.7030`$ |
| $`4`$ | $`1.25036`$ | $`0.7644`$ | $`3.6778`$ | $`0.3424`$ | $`0.8192`$ |
Figures |
warning/0001/cond-mat0001007.html | ar5iv | text | # Correlations in doped Antiferromagnets
## I Introduction
When holes are introduced into the copper oxide planes of high T<sub>c</sub> Cuprates, spin and charge correlations change dramatically. The local magnetization $`m_0`$, measured by $`\mu `$SR on e.g. $`\text{La}_{2x}\text{Sr}_x\text{CuO}_4`$, reveals a qualitative difference between the insulating and superconducting phases: $`m_0`$ is rather insensitive to doping in the poorly conducting regime $`0x0.06`$, but drops precipitously above the onset of superconductivity at $`x>0.06`$, becoming undetectable at optimal doping $`x0.15`$. Theoretically, holes can cause dilution and frustration in the Heisenberg antiferromagnet, which create spin textures: either random (“spin glass”) or with ordering wavevector away from $`(\pi ,\pi )`$ (sometimes called “stripes”). However, the apparent reduction of local magnetization by the onset of superonductivity, is a novel and poorly understood effect. Theory must go beyond purely magnetic models, and involve the superconducting degrees of freedom.
We find that this problem is amenable to a variational approach, using hole-doped Resonating Valence Bonds (RVB) states. The RVB states were originally suggested by Anderson to describe the spin and charge correlations in the high $`T_c`$ Cuprates. They are excellent trial wave functions for the doped Mott insulators, with large Hubbard repulsion $`U`$ since:
(i) Configurations with doubly occupied sites are excluded.
(ii) Marshall’s sign criterion for the magnetic energy is satisfied, and Heisenberg ground state energy and antiferromagnetism at zero doping is accurately recovered.
The hole-doped RVB state is a new class of variational states, in which spin and charge correlations are parameterized independently, without explicit spin nor gauge symmetry breaking. Such parameterization allows states with magnetic and independently d or s-wave superconducting (off-diagonal) order or disorder, thus permit an unbiased determination of ground state spin and charge correlations appropriate for the Cuprates. These are important advantages over commonly used Spin Density Wave, Hartree-Fock and BCS wavefunctions.
A comprehensive study of the state is performed using Monte Carlo and mean field calculations. Phenomenological low energy effective Hamiltonian is proposed, with two major components: Heisenberg interaction for spins, and single or Cooper pair hopping kinetic energy for fermion holes.
Regarding this model our key results are:
(i) For the magnetic energy alone, the local magnetization $`m_0`$ is weakly dependent on doping concentration. This holds independently of inter-hole correlations for either randomly localized or extended states.
(ii) In contrast to (i), $`m_0`$ is strongly reduced by the kinetic energy of Cooper pair hopping, which correlates the reduction of $`m_0`$ with the rise of superconducting stiffness, and hence the transition temperature $`T_c`$.
These results agree with the experimentally reported correlation between $`m_0`$ and $`T_c`$. This relation appears to be weakly dependent on the precise hole density.
We also find that RVB states have the following properties:
(i) The magnetic energy is correlated with the average loop density:
$`\mathrm{\Gamma }=L^2m_0^2/(\text{average radius of gyration of a loop})^2`$, where $`L`$ is the linear size off the lattice.
(ii) The Gutzwiller mean field Approximation (GA) for magnetic correlations is in good agreement with the Monte Carlo results.
(iii) Long range magnetic correlations in RVB states are extremely sensitive to changes in the singlet bond amplitude $`u`$. For example with $`u(r)=\mathrm{exp}\left(r/\xi \right)`$ the spin-spin correlation function decays exponentially with correlation length $`\xi _{ex}\mathrm{exp}\left((1x)\frac{3\pi }{2}\xi ^2\right)`$, where $`x`$ is the hole concentration.
The paper is organized as followed: Sec.II introduces the hole-doped RVB state, and discusses the numerical procedure. Sec.III defines our variational parameters. Sec.IV deals with the antiferromagnetic and superconducting order parameters. Sec.V deals with the components of the effective Hamiltonian. Sec.VI correlates between superconducting T<sub>c</sub> and local magnetization. Sec.VII is a summary and discussion.
The paper has 3 appendices. App. A reduces the hole part of the doped RVB to a numerically convenient format. App. B derives expressions for expectation values. Particularly, an alternative procedure to calculate magnetic correlation is derived and used to check the computer program. In App.C, the GA is performed analytically.
## II The Hole doped Resonating Valence Bond states
A Valence bond (VB) state is
$$|\alpha =\underset{(i,j)\alpha }{}(a_i^{}b_j^{}b_i^{}a_j^{})|0,$$
(1)
where $`\alpha `$ is a pair covering of the lattice, $`a_i^{},b_j^{}`$ are Schwinger bosons, and $`i=1,\mathrm{}L^2`$ is a site index on a square lattice.
RVB states are superposition of VB states. We restrict the disscussion to
$$|\mathrm{\Psi }[u]=\underset{\alpha }{}\underset{(i,j)\alpha }{}u_{ij}(a_i^{}b_j^{}b_i^{}a_j^{})|0.$$
(2)
where $`u(𝐫_{ij})0`$ is a variational singlet bond amplitude, which connects sites of different sublattices $`A`$ and $`B`$ only. This ensures Marshall’s sign .
The hole doped RVB state is defined by :
$`|\mathrm{\Psi }[u,v;x]`$ $`=`$ $`𝒫_G(x)|\overline{\psi }[u,v]`$ (3)
$`|\overline{\psi }[u,v]`$ $``$ $`\mathrm{exp}\left[{\displaystyle \underset{iA,jB}{}}\left(v_{ij}f_i^{}f_j^{}+u_{ij}(a_i^{}b_j^{}b_i^{}a_j^{})\right)\right]|0`$ (4)
where $`f_i^{}`$ are spinless hole fermions, $`u_{ij}0`$, and $`v(𝐫_{ij})`$ is an independent hole bond parameter. The Gutzwiller projector $`𝒫_G(x)`$ imposes two constraints. A constraint of no double occupancy:
$$n_a^i+n_b^i+n_f^i=1i,$$
(5)
and a global constraint on the total number of holes:
$$\underset{i}{}n_f^i=xL^2=N_h.$$
(6)
Due to $`𝒫_G(x)`$, $`\mathrm{\Psi }`$ can be written as a sum over bond configurations of singlets and hole pairs which cover the lattice as depicted in Fig. 1.
An overlap of two VB states, $`\alpha |\beta `$, is expressed in terms of a directed loop covering of the lattice (DLC) , hence :
$$\mathrm{\Psi }[u]|\mathrm{\Psi }[u]=\underset{\mathrm{\Lambda }}{}\mathrm{\Omega }_\mathrm{\Lambda }$$
(7)
where $`\mathrm{\Lambda }`$ is a DLC,
$$\mathrm{\Omega }_\mathrm{\Lambda }\underset{\lambda \mathrm{\Lambda }}{}\left(2\underset{(i,j)\lambda }{}u_{ij}\right)$$
(8)
and $`\lambda `$ is a directed loop.
With the results of App.A, the norm of the doped RVB state is
$$\mathrm{\Psi }[u,v;x]|\mathrm{\Psi }[u,v;x]=\underset{\gamma ,\mathrm{\Lambda }(\gamma )}{}W(\gamma ,\mathrm{\Lambda }(\gamma )),$$
(9)
where $`\gamma `$ is a distinct configuration of $`N_h`$ holes sites:
$`\gamma \left\{(i_kA,j_kB)\right\}_{k=1}^{\frac{N_h}{2}}:k<k^{}i_k<i_k^{},j_k<j_k^{},`$
$`\mathrm{\Lambda }_\gamma `$ is a DLC which coveres the lattice but the hole sites,
$$W(\gamma ,\mathrm{\Lambda }_\gamma )=\{\begin{array}{cc}\mathrm{det}^2\mathrm{V}\left(\gamma \right)\mathrm{\Omega }_{\mathrm{\Lambda }_\gamma }\hfill & x>0\hfill \\ \mathrm{\Omega }_\mathrm{\Lambda }\hfill & x=0\hfill \end{array}$$
(10)
and $`V`$ is an $`N_h/2\times N_h/2`$ matrix with
$$V\left(\gamma \right)_{kl}v_{i_kj_l}.$$
(11)
Expectation value of an operator $`O`$ is expressed as a weighted sum
$`O={\displaystyle \frac{1}{\mathrm{\Psi }|\mathrm{\Psi }}}{\displaystyle \underset{\gamma ,\mathrm{\Lambda }_\gamma }{}}W(\gamma ,\mathrm{\Lambda }_\gamma )O(\gamma ,\mathrm{\Lambda }_\gamma )\overline{O}`$ (12)
where $`O(\gamma ,\mathrm{\Lambda }_\gamma )`$ is defined by Eqs. (10) and (12).
We use standard Metropolis algorithm for the evaluation of sum (12). The basic Monte Carlo step for updating the DLCs is the one used by Ref. : Choose at random a site and one of its next-nearest neighbors and exchange, with transition probability that satisfy detailed balance, the bonds connecting each of them, either to the next site (forward-bond), or the previous site in their loops. In Ref. we show, that for $`u_r>0r`$, these steps are ergodic, that is, any DLC can be reached from any other by a sequence of Monte Carlo steps.
For the fermion holes our update scheme is a simple generalization of the “inverse-update” algorithm of Ceperley, Chester and Kalos . According to Eq. (11), changing a position of an $`A`$ ($`B`$) sublattice hole amounts to changing one row (column) in the matrix $`V`$. In the our calculation boundary conditions are periodic.
For dimer doped RVB state, where
$$u_{ij}=v_{ij}=\{\begin{array}{cc}1\hfill & |𝐫_{ij}|=1\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}.$$
(13)
we obtained exact results using transfer matrix technique. For a $`4\times 40`$ undoped lattice the magnetic energy is $`E_{mag}=0.320744J/bond`$. The Monte Carlo result is $`0.3210\pm 0.0002`$. $`𝐒_0𝐒_r`$ is exponentially decaying with correlation length of $`\xi _{\text{dimer}}=0.724`$, the Monte Carlo result is $`0.738`$. Exact and Monte Carlo results for the doped $`2\times 64`$ ladder appear in Fig.(2). Our program successfully reproduced existing data for RVB states . Other tests of the program appear below.
We also use the Gutzwiller Approximation (GA) to evaluate expectation values in the doped RVB state. The GA is discussed in App.C.
## III The variational parameters
In the undoped, $`x=0`$, case we treat three classes of singlet bond amplitude $`u`$.
$`u_p(r)`$ $`=`$ $`{\displaystyle \frac{1}{r^p}}`$ (14)
$`u_{ex}(r)`$ $`=`$ $`u_{sr}(r){\displaystyle \frac{1}{r^{0.4}}}\mathrm{exp}\left({\displaystyle \frac{r}{\xi }}\right)`$ (15)
$`u_g(r)`$ $`=`$ $`u_{sr}(r)\mathrm{exp}\left(Qr^2\right)`$ (16)
with $`u(1)=1`$ and
$$u_{sr}(r)=a_1\mathrm{exp}\left(\frac{r}{\xi _{sr}}\right)+a_2,$$
(17)
where for $`u_{ex}`$ ($`u_g`$) $`\xi _{sr}^1=1.7(2)`$ and $`a_2=0.05(0.018)`$. $`u_{sr}`$ determines the short range decay of $`u_{ex}`$ and $`u_g`$. We also use $`u=u_{MF}`$. $`u_{MF}`$ is derived from the Schwinger-boson mean field theory of the Heisenberg model . For $`x>0`$ we use $`u_p`$, Eq. (14), and $`u_{ex}`$, Eq. (15).
For the function $`v`$ the following cases of inter-hole correlations are treated:
$$\begin{array}{cccc}v_{ins}^\gamma (𝐫_{ij})\hfill & =\hfill & \{\begin{array}{cc}1\hfill & (i,j)\gamma \hfill \\ 0\hfill & (i,j)\gamma \hfill \end{array}\hfill & \\ v_𝐫^{met}\hfill & =\hfill & 1/L^2_{𝐤\mathrm{\Sigma }}v_𝐤^{met}e^{i𝐤𝐫}\hfill & \\ v_\alpha (𝐫)\hfill & =\hfill & _{\widehat{\eta }}c_\alpha (\widehat{\eta })\delta _{𝐫,\widehat{\eta }},\alpha =s,d\hfill & \end{array}$$
(18)
where $`|v_𝐤^{met}|=1`$, $`\widehat{\eta }`$ are nearest neighbor vectors on the square lattice, $`c_s=1`$ and $`c_d=\widehat{\eta }_x^2\widehat{\eta }_y^2`$.
$`v_{ins}^\gamma `$ puts the $`N_h`$ holes on random sites. This state describes an insulator with disordered localized charges.
$`v_{met}`$ describes weakly interacting holes in a “metallic” state:
$`{\displaystyle \underset{𝐤\mathrm{\Sigma }}{}}f_𝐤^{}|0=𝒫_G(x)\mathrm{exp}\left({\displaystyle \underset{𝐤}{}}v_𝐤^{met}f_𝐤^{}f_{𝐤+(\pi ,\pi )}^{}\right)|0=𝒫_G(x)\mathrm{exp}\left({\displaystyle \underset{ij}{}}v_{ij}^{met}f_i^{}f_j^{}\right)|0`$ (19)
where the product is over $`N_h`$ states,
$`v_𝐤^{met}=\{\begin{array}{cc}sign(𝐤)\hfill & 𝐤\mathrm{\Sigma }\hfill \\ 0\hfill & 𝐤\mathrm{\Sigma }\hfill \end{array}`$ (22)
and $`v_{ij}^{met}=_𝐤v_𝐤^{met}e^{i𝐤\left(𝐫_i𝐫_j\right)}`$. Here we check $`\mathrm{\Sigma }`$ which is centered at $`𝐤_{min}=(\pm \frac{\pi }{2},\pm \frac{\pi }{2})`$. See Fig. 3. Results for $`\mathrm{\Sigma }`$ centered at $`𝐤_{min}=(0,\pm \pi ),(\pm \pi ,0)`$ are not qualitatively different . $`v_{met}`$ obey
$$v_{𝐤+(\pi ,\pi )}=v_𝐤,$$
(23)
hence $`v_{ij}^{met}`$ only connects $`iA`$ to $`jB`$. Correlations in a state with $`v=v_{met}`$ were previously computed by Bonesteel and Wilkins.
$`v_s`$ and $`v_d`$ describe tightly bound hole pairs in relative $`s`$ and $`d`$-wave symmetry respectively.
## IV Order parameters
### A Local magnetic moment and long range magnetic correlations
The local magnetization is
$$m_0^2=\frac{1}{L^4}\underset{ij}{}𝐒_i𝐒_je^{i(\pi ,\pi )(𝐫_i𝐫_j)}$$
(24)
where e.g. $`S^+=S^x+iS^ya^{}b`$. With respect to Eq. (12), $`𝐒_i𝐒_jS(r_{ij})`$ is calculated using
$$𝐒_i𝐒_j(\gamma ,\mathrm{\Lambda }_\gamma )_1=\{\begin{array}{cc}\pm \frac{3}{4}\hfill & ij\text{ are on the same loop in }\mathrm{\Lambda }_\gamma \hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$
(25)
where the sign is + if $`i`$ and $`j`$ are on the same sublattice. To check our program we also used an alternative procedure to calculate magnetic cerrelations. See App.B 1.
In Fig. 4(a) $`m_0^2(p)`$ is plotted for $`\mathrm{\Psi }[u_p;x=0]`$ and $`\mathrm{\Psi }[u_p,v;x=0.1]`$ for various choices of $`v`$. Finite size scaling in Fig.4(b) for $`x=0.1`$ indicates vanishing long range order, $`m_00`$, at $`p_c=3.3`$. It lowers the bound given previously by Ref. : at $`p_c5`$. In Fig. 4(c) $`m_0^2(\xi ^1)`$ is plotted for $`\mathrm{\Psi }[u_{ex};x=0]`$ and $`\mathrm{\Psi }[u_{ex},v;x=0.1]`$. Finite size scaling in Fig.4(d) indicates $`m_00`$, at $`\xi ^1=0.3`$. In all the cases the GA (lines) works well.
Good agreement between GA and Monte Carlo is also seen in Fig.5(a) and (b), where $`S(r)`$ is plotted for $`u_p`$, and $`u_{ex}`$ respectively. Note how slow $`S(r)`$ decays for $`\xi ^1=0.3`$. By Fig.4(b) $`m_0(L)L^{0.42}`$ in this state. Exponentially decaying spin correlations are seen, both by Monte Carlo and GA, for $`u_p`$ with $`p3.7`$ and $`u_{ex}`$ with $`\xi ^10.4`$ . Details of $`u_{sr}`$, Eq.(17), have strong effect on long range spin correlations.
We use GA to extrapolate Monte Carlo calculations for $`S(r)`$. In App.C 1 we find for exponential bond amplitude, $`u(r)=\mathrm{exp}\left(r/\xi \right)`$ and $`\xi 1`$, that $`S(r)`$ decays exponentially with correlation length
$$\xi _{ex}\mathrm{exp}\left((1x)\frac{3\pi }{2}\xi ^2\right).$$
(26)
For Gaussian bond amplitude, $`u(r)=\mathrm{exp}\left(\mu r^2\right)`$ with $`\mu 1`$, we find in App.C 2 that $`S(r)`$ decays exponentially with correlation length
$$\xi _g\frac{1}{\sqrt{\mu }}\mathrm{exp}\left((1x)\frac{\pi }{4\mu }\right).$$
(27)
For $`u_p`$, App.C 3 suggests vanishing long range order, $`m_00`$, at $`p_c3`$.
Correlation lengths (26) and (27) explain the slow decay of $`S(r)`$ in Fig.5(b). It also indicate, that in the $`L=\mathrm{}`$ system, a small change in the ground state parameters brings an extremely sharp change in long range magnetic correlations.
### B Superconducting order parameter
The superconducting singlet order parameters are
$$\mathrm{\Delta }_i^{s,d}=\underset{\widehat{\eta }}{}c_{s,d}(\widehat{\eta })$$
(28)
where
$$\mathrm{\Delta }_{ij}=f_i^{}f_j^{}(a_ib_jb_ia_j)/\sqrt{2}$$
(29)
The expressions of $`\mathrm{\Delta }`$’s matrix elements are discussed in App.B 3. By gauge invariance imposed by the Gutzwiller projector, $`\mathrm{\Delta }^{s,d}=0`$. However, $`\mathrm{\Psi }[u,v_{s(d)};x>0]`$ describes true $`s`$ ($`d`$)-wave superconductors as seen by the singlet pair correlation function $`\left(\mathrm{\Delta }_r^\alpha \right)^{}\mathrm{\Delta }_0^\alpha `$, $`\alpha =s,d`$, in Fig.6. For $`v=v_\alpha `$, $`lim_r\mathrm{}\left(\mathrm{\Delta }_r^\alpha \right)^{}\mathrm{\Delta }_0^\alpha 0`$ and $`\mathrm{\Psi }`$ has (off-diagonal) long range order in $`\mathrm{\Delta }_\alpha `$. In contrast, the insulator states $`\mathrm{\Psi }[u,v_{ins},x]`$ and the “metallic” states $`\mathrm{\Psi }[u,v_{met},x]`$ have no long range superconducting order of either symmetry.
## V Effective Hamiltonians
### A Magnetic energy and related parameters
Magnetic order is driven by the diluted antiferromagnetic quantum Heisenberg model
$$^J=J\underset{ij}{}𝐒_i𝐒_j.$$
(30)
Magnetic energy for $`x=0`$: In Fig. 7(a) $`E_{mag}(p)`$, $`E_{mag}(\xi )`$ and $`E_{mag}(Q)`$ are plotted as a function of $`m_0^2(p)`$, $`m_0^2(\xi )`$ and $`m_0^2(Q)`$ for $`u_{ex}`$, $`u_p`$ and $`u_g`$ , Eqs. (14), (15) and (16) respectively. In $`x=0`$, all the three bond amplitude yield lowest magnetic energy of
$$E_0=0.335\pm 0.0005J/bond,$$
(31)
For $`u_p`$, the optimal value of $`p`$ is $`p_{optimal}=2.7`$, and $`m_0^2(p=2.7)=0.105\pm 0.005`$. The ground state parameters of the Heisenberg model on an $`L=40`$ lattice are : E(ground state)= 0.3347 J/bond and $`m_0^2`$(ground state)=0.109. Table I contains a summary of results for the optimal choice of parameters in all the classes.
Magnetic energy for $`x=0.1`$: In Fig.8 $`E_{mag}(p)`$ and $`E_{mag}(\xi )`$ are plotted as a function of $`m_0^2(p)`$ and $`m_0^2(\xi )`$, for $`x=0.1`$ and various choices of $`v`$ from Eq. (18). Within numerical errors, all states minimize $`^J`$ at the same optimal parameters as for $`x=0`$ (Table I). For $`u_p`$, by Fig. 4(a) it yields local magnetization of $`m_p^2(x=0.1)=0.08`$. For $`u_{ex}`$, Fig. 4(c) shows $`m^2(x=0.1)=0.1`$. Thus we conclude that aside from the trivial kinematical constraints, the hole density and correlations have little effect on the magnetic energy at low doping.
A better understanding of the properties of the optimal bond amplitude for $`^J`$ is gained by the average loop density defined below. From Eq. (25), a DLC contributes to $`m_0^2`$, Eq. (24), it’s number of pairs of sites, which share the same loop hence
$$m_0^2=\frac{3}{4L^4}\overline{\left(\underset{\lambda \mathrm{\Lambda }_\gamma }{}l_\lambda ^2\right)}=\frac{3}{4L^4}\overline{\left(\underset{i\gamma }{}l_{\lambda _i}\right)}$$
(32)
where $`l_\lambda =_{i\lambda }1`$ is the loop length, and $`i\lambda _i`$. Thus $`L^2m_0^2=S(\pi ,\pi )`$ is proportional to the average loop length per site.
The average radius of gyration of a loop is:
$$r_g\overline{\left(\frac{1}{n_\mathrm{\Lambda }}\underset{\lambda \mathrm{\Lambda }_\gamma }{}r_g^\lambda \right)},$$
(33)
where
$$\left(r_g^\lambda \right)^2=\frac{1}{l_\lambda }\underset{i\lambda }{}\left(𝐫_i𝐫_{cm}^\lambda \right)^2=\frac{1}{2l_\lambda ^2}\underset{i,j\lambda }{}\left(𝐫_i𝐫_j\right)^2,$$
(34)
with $`r_{cm}^\lambda =\frac{1}{l_\lambda }_{i\lambda }𝐫_i`$, and $`n_\mathrm{\Lambda }`$ is the number of loops in the DLC $`\mathrm{\Lambda }`$. With Eqs. (32) and (33) we define the average density of a loop per site
$$\mathrm{\Gamma }\frac{L^2m_0^2}{r_g^2}.$$
(35)
The average loop density, $`\mathrm{\Gamma }`$, is plotted in Fig.7(b), in the undoped case for all the bond amplitudes (14), (15), and (16); and in the doped case for $`\mathrm{\Psi }[u_p,v_{met};x=0.1]`$. Comparison with Fig.7(a) shows that $`\mathrm{\Gamma }`$ is correlated with the magnetic energy. For vanishing $`m_0`$, $`\mathrm{\Gamma }`$ converge to its value in the dimer RVB state, Eq. (13), where $`\mathrm{\Gamma }(\text{dimer RVB})9.6`$. This value of $`\mathrm{\Gamma }`$ is only slightly larger than $`\mathrm{\Gamma }`$’s value for an ensemble of DLCs, which include only configurations with two (or four) sites loops with dimer bonds. For such loops $`r_g^\lambda =0.5`$ (or $`\sqrt{2}/2`$) and $`\mathrm{\Gamma }=l_\lambda /r_{g,\lambda }^2=8`$.
The occurrence of loop lengths ($`l_\lambda `$) is interesting. In Fig.9 we plot an histogram of the number of loops ($`\overline{n}_\lambda `$), versus the number of sites on a loop ($`l_\lambda `$). The size of the lattice is $`L=128`$, and $`u=u_{MF}`$, which is derive from the Schwinger bosons mean field theory of $`^J`$ . For all the bond amplitudes and lattice sizes we have checked $`\overline{n}_\lambda (l)`$ decays either algebraically or exponentially.
### B Single hole hopping energy
A single hole hopping in the antiferromagnetic background has been shown by semiclassical arguments, to be effectively restricted at low energies to hopping between sites on the same sublattice:
$$^t^{}=\underset{ikA,B}{}t_{ik}^{}f_i^{}f_k(a_k^{}a_i+b_k^{}b_i)$$
(36)
where $`i,k`$ are removed by two adjacent lattice steps, and $`t^{}>0`$. Unconstrained, the single hole ground state of $`H^t^{}`$ has momentum on the edge of the magnetic Brillouin zone, in agreement with exact diagonalization of $`tJ`$ clusters. Previous investigations have found that inter-sublattice hopping (the $`t`$-term in the $`tJ`$ model), is a high energy processes in the AFM correlated state. We thus expect the same to hold even in RVB spin liquids with strong short range AFM correlations but no long range order. The primary effects at low doping may be to shift the ordering wavevector.
We denote by $`t_d^{}`$ ($`t_h^{}`$) the coefficients of second (third) nearest neighbor hopping terms. For $`t_h^{}>t_d^{}/2`$ the single hole bend minimum is at $`𝐤_{min}=(\pm \pi /2,\pm \pi /2)`$, otherwise $`𝐤_{min}=\pm (0,\pi ),\pm (\pi ,0)`$. Here we put $`t_h^{}=1`$, $`t_d^{}=0.5`$.
Results for the expectation value of $`H^t^{}`$ are plotted in Fig.10. The single holes hopping, Eq. (36), prefers the metallic states $`v=v_{met}`$ over states with $`v=v_s,v_d`$. It also prefers longer range $`u(r)`$ and thus actually enhances magnetic order at low doping. This is a type of a Nagaoka effect, where mobile holes separately polarize each of the sublattices ferromagnetically.
### C The double hopping energy
We consider Cooper pairs hopping terms
$$^J^{}=J^{}\left(\underset{ijk}{}\mathrm{\Delta }_{ij}^{}\mathrm{\Delta }_{ik}+\underset{ij,i^{}j^{}}{}\mathrm{\Delta }_{ij}^{}\mathrm{\Delta }_{i^{}j^{}}\right)$$
(37)
Calculation of $`^J^{}`$ matrix elements is discussed in App.B 3. The first term in $`^J^{}`$ is derived from the large $`U`$ Hubbard model to order $`J^{}=t^2/U`$. It includes terms (a) and (b) in Fig.11. Term (a) is a rotation of the singlet pair. It is positive for $`v_s`$ and hence prefers $`v_d`$ over $`v_s`$. Term (c) in Fig.11 is a parallel translation of singlets. It prefers superconductivity with $`v=v_d`$ or $`v=v_s`$ over metallic states with $`v=v_{met}`$ . For $`x=0.1`$, $`^J^{}`$ is minimize by $`v_d`$.
In Fig. 12 the ground state energy $`E_{ph}`$ of (37) is plotted for $`v=v_d`$, $`u=u_p`$ and $`u=u_{ex}`$. $`x`$=0.1, and the size of the lattice is $`L`$=40. The variational energy is minimize at $`p=3.35`$ and $`\xi ^1=0.35`$, for $`u_{ex}`$ and $`u_p`$, respectively. In both cases, by the finite size scaling of Fig.4(b) and (d), it indicates vanishing $`m_0`$ at $`L\mathrm{}`$. Thus, Cooper pair hopping drives the groundstate toward a spin liquid phase!
The Gutzwiller approximation fails to predict this effect. According to the GA, the minimum of the double hopping energy roughly coincides with the minimum of the magnetic energy ($`^J`$). This is understood by (see App. C):
$`S_i^+S_j^{}_{GA}=a_i^{}b_j^{}_{GA}^2,`$
where $`iA`$, $`jB`$. The GA agrees with Monte Carlo results for matrix elements of long range pair hopping.
The matrix element of (d) in Fig.11, and $`n_i^fn_j^f`$ also drives the groundstate toward a spin liquid, and prefer superconducting over metallic states. These terms are excluded due to relatively large thermal noise.
## VI A relation between superconducting T<sub>c</sub> and local magnetization
Since $`^J^{}`$ is the effective model which drives superconductivity it produces phase stiffness, which in the continuum approximation is given by
$$^J^{}\frac{V_0}{2}d^2x(\varphi _i)^2$$
(38)
The stiffness constant $`V_0`$ can be determined variationally from the doped RVB states. Imposing a uniform gauge field twist on $`\mathrm{\Delta }`$, $`\mathrm{\Delta }_{i,j}\mathrm{\Delta }_{i,j}exp(i(x_i+x_j)\varphi /2L)`$, $`^J^{}`$ becomes, to second order in $`\varphi /L`$,
$`E_{ph}`$ $`=`$ $`{\displaystyle \frac{V_0\varphi ^2}{2}}`$ (39)
$`V_0`$ $`=`$ $`{\displaystyle \frac{d^2E_{ph}}{d\varphi ^2}}=2J^{}\left(\mathrm{\Delta }_{0,\widehat{y}}^{}\mathrm{\Delta }_{0,\widehat{x}}+\mathrm{\Delta }_{0,\widehat{x}}^{}\mathrm{\Delta }_{0,\widehat{x}}+\mathrm{\Delta }_{0,\widehat{y}}^{}\mathrm{\Delta }_{\widehat{x}+\widehat{y},\widehat{x}}\right)`$ (40)
Following Ref. , at low doping for the square lattice $`V_0`$ is roughly equal to $`T_c`$.
In Fig.(13) we show our main result: The staggered magnetization $`m_0(p)`$ for $`^J+^J^{}`$ is plotted against the superconducting to magnetic stiffness ratio $`V_0(p)/J`$ for different doping concentrations $`x=0.05,0.1,0.15`$, $`v=v_d`$, and $`u=u_p`$. The actual free parameter in the graph is $`J^{}/J`$, from which $`m_0`$ and $`V_0`$ are determined variationally. Two primary observations are made: (i) The local magnetization is sharply reduced at relatively low superconducting stiffness (and $`T_c/J`$). (ii) The relation between $`m_0`$ and $`V_0/J`$ appears to be independent of $`x`$.
For $`u_{ex}`$, Eq. (15), it requires $`V_0(\xi )/J=0.49`$ for $`^J+^J^{}`$ to be minimized at $`\xi ^1=0.3`$. By Fig.4(b) this leads to $`m_0^{L=\mathrm{}}=0`$.
## VII Summary and Discussion
In this paper we used extensive Monte Carlo calculations to study properties of hole doped RVB states. We found that an effective model which include Heisenberg and pair hopping terms is consistent with the experimental connection between superconductivity and reduction of local magnetic moment. Within checked variational options we showed that the properties of the model are independent of particular choice of parameters for the state. Gutzwiller mean field approximation for magnetic correlations was found to agree with Monte Carlo calculation, and used for analytical extrapolation of numerical results. We showed that long range magnetic correlations in RVB states are extremely sensitive to variational parameters. We found that the average loop density is well correlated with the magnetic energy. We conclude this paper in several arguments and insights regarding our results.
Magnetic energy and long range magnetic correlation: Note the contrast between correlation lengths (26) and (27), and the “shallowness” of the minima of the magnetic energy in Fig.8. It imply that a very weak pair hopping term in the Hamiltonian causes a dramatic change in long range magnetic correlations.
Magnetic energy and loop density: A comparison between loops (a) and (b) in Fig.14 shows that large amplitude ($`\mathrm{\Omega }_\mathrm{\Lambda }`$) of DLCs with “denser” loops enhance the probability to find nearest neighbor sites on the same loop and reduce the magnetic energy.
The loop density shows that the optimal bond amplitude is determined by an intricate balance between $`m_0`$ and $`r_g`$. This relates quantum spin fluctuations to the average loop density of the ensemble.
Effective model for doped system: $`^J+^J^{}`$ describes the low energy physics of the lightly doped Cuprates. As the lattice is doped, its variational ground state is a d-wave superconductor, with a sharply reduced local magnetic moment. The model includes built-in pairing. Such a model is supported by the existence of a pseudogap in the normal state of the high T$`_\text{c}`$ materials.
Relation between phase stiffness and local magnetization: Because of finite size uncertainty, $`m_0^{L=\mathrm{}}`$ in Fig.(13) is an upper bound on the thermodynamic local magnetization. A sharper reduction of the local magnetization occurs if:
(a) The GA result of App.C 3, $`m_0(u_r=r^3)=0`$, is correct to the discrete lattice. In that case $`m_0`$ vanishs already at $`V_0/J0.2`$.
(b) In finite doping the optimal bond amplitude for $`^J+^J^{}`$ decays exponentially. In that case $`m_0`$ vanishes for $`V_0/J0.5`$. Variationally, we can not rule out this possibility.
In both of these cases there is a qualitative agreement with the doping dependence of the local magnetization and T<sub>c</sub>, as measured by Refs. .
Useful conversations with C. Henley, S. Kivelson and S-C. Zhang, are gratefully acknowledged. MH thanks Taub computing center for support. AA is supported by the Israel Science Foundation and the Fund for Promotion of Research at Technion.
## A The Fermion part of the dopped RVB state
The fermion part of $`\mathrm{\Psi }[u,v,x]`$ is
$`\mathrm{\Psi }(x)_f=P_G(N_h)\mathrm{exp}\left[{\displaystyle \underset{iA,jB}{}}v_{ij}f_i^{}f_j^{}\right]|0={\displaystyle \frac{1}{\frac{N_h}{2}!}}\left[{\displaystyle \underset{iA,jB}{}}v_{ij}f_i^{}f_j^{}\right]^{\frac{N_h}{2}}|0`$ (A1)
where $`N_h=xL^2`$. We write this state as
$$|\mathrm{\Psi }(x)_f\underset{\gamma }{}C(\gamma )\underset{k=1}{\overset{N_h/2}{}}f_{i_k}^{}f_{j_k}^{}|0$$
(A2)
where $`\gamma `$ is a distinct configurations of $`N_h`$ holes sites:
$`\gamma \left\{(i_kA,j_kB)\right\}_{k=1}^{\frac{N_h}{2}}:k<k^{}i_k<i_k^{},j_k<j_k^{}.`$
From Eq.(A1)
$`|\mathrm{\Psi }(N_h)_f={\displaystyle \frac{1}{\frac{N_h}{2}!}}{\displaystyle \underset{\gamma }{}}v_{\alpha _1\beta _1}\mathrm{}v_{\alpha _{\frac{N_h}{2}}\beta _{\frac{N_h}{2}}}f_{\alpha _1}^{}f_{\beta _1}^{}\mathrm{}f_{\alpha _{\frac{N_h}{2}}}^{}f_{\beta _{\frac{N_h}{2}}}^{}|0`$
where $`\alpha _l\left\{i_k\right\}_{k=1}^{N_h/2},\beta _l\left\{j_k\right\}_{k=1}^{N_h/2}`$. For each $`\gamma `$ we commute pairs of operators, without any affect of sign, and order $`A`$ holes operators in an increasing order of their site index
$`|\mathrm{\Psi }(N_h)_f={\displaystyle \underset{\gamma }{}}{\displaystyle \underset{\sigma }{}}v_{i_1j_{\sigma (1)}}\mathrm{}v_{i_{\frac{N_h}{2}}j_{\sigma (\frac{N_h}{2})}}f_{i_1}^{}f_{j_{\sigma (1)}}^{}\mathrm{}f_{i_{\frac{N_h}{2}}}^{}f_{j_{\sigma (\frac{N_h}{2})}}^{}0`$
where $`\sigma =\sigma \left(N_h/2N_h/2\right)`$. Commuting the $`B`$ operators we get
$`C(\gamma )=detV\left(\gamma \right)`$
where $`V`$ is an $`N_h/2\times N_h/2`$ matrix with
$`V\left(\gamma \right)_{kl}v_{i_kj_l}.`$
When $`v`$ connects same-sublattice sites the determinant is replaced by a Pffian.
## B Expressions for expectation values
### 1 Alternative calculation of magnetic correlations
We use the operator identity
$`\mathrm{\Delta }_{ij}^{}\mathrm{\Delta }_{ij}=\left[𝐒_i𝐒_j{\displaystyle \frac{1}{4}}\right](1f_i^{}f_i)(1f_j^{}f_j),`$ (B1)
where $`\mathrm{\Delta }_{ij}=f_i^{}f_j^{}(a_ib_jb_ia_j)/\sqrt{2}`$, to express $`𝐒_i𝐒_j`$.
show that for $`iA,jB`$ and $`u(r)>0r`$
$$𝐒_i𝐒_j(\gamma ,\mathrm{\Lambda }_\gamma )_2\frac{1}{4}+\frac{x}{2}=\{\begin{array}{ccc}\frac{1}{2}\left(\underset{\genfrac{}{}{0pt}{}{(l,n)\alpha }{li}}{}\frac{u_{lj}u_{in}}{u_{ln}u_{ij}}+2\right)\hfill & (i,j)\text{ is a bond in }\alpha \left(\mathrm{\Lambda }_\gamma \right)\hfill & \\ \frac{1}{4}\hfill & i,j\gamma \hfill & \\ 0\hfill & \text{otherwise.}\hfill & \end{array}$$
(B2)
$`\alpha \left(\mathrm{\Lambda }_\gamma \right)`$ is the set of forward bonds in $`\mathrm{\Lambda }_\gamma `$, of the sites on sub-lattice $`A`$.
We demonstrate Eq. (B2) for half filled lattice ($`f_i^{}f_i=0`$). With $`M_{ij}(a_ib_jb_ia_j)`$,
$$M_{ij}M_{ij}^{}|0=2|0$$
(B3)
$$M_{ij}M_{ik}^{}M_{mj}^{}|0=M_{mk}^{}|0,$$
(B4)
and hence
$`M_{ij}^{}M_{ij}|\mathrm{\Psi }[u]={\displaystyle \underset{\alpha _{ij}}{}}\left[\left({\displaystyle \underset{\genfrac{}{}{0pt}{}{(l,n)\alpha _{ij}}{li}}{}}{\displaystyle \frac{u_{lj}u_{in}}{u_{ln}u_{ij}}}\right)+2\right]\left({\displaystyle \underset{(l,n)\alpha _{ij}}{}}u_{ln}\right)|\alpha _{ij}`$
where $`|\alpha _{ij}`$ is a valence bond state, with $`(i,j)\alpha _{ij}`$.
The term in the square brackets requires further explanation. From Eq. (B4), for any pair $`(l,n)\alpha _{ij}:li`$, $`|\alpha _{ij}=M_{ij}^{}M_{ij}|\beta `$, where $`(i,j),(l,n)\beta `$, $`(l,j),(i,n)\beta `$, and otherwise $`\beta =\alpha `$ , see Fig.(15). In $`|\mathrm{\Psi }[u]`$, each $`|\beta `$ carries a factor $`u_{lj}u_{in}`$. Eq. (B3) indicates an additional option to get $`\alpha _{ij}`$, from $`\alpha _{ij}`$.
Taking the overlap with $`\mathrm{\Psi }[u]|`$, we get the matrix element which is expressed in terms of Eq.(B2). $`\alpha _{ij}`$ represents the Ket. A possible definition of the bonds of the Ket is the forward bonds of the sites on sublattice $`A`$.
### 2 Matrix element of single hole hopping term
Fig.16 describes the effect of a single hole hoping term on a hole-pair configuration. Using definition (12), for $`i,kA`$
$$f_i^{}f_k(a_k^{}a_i+b_k^{}b_i)(\gamma ,\mathrm{\Lambda }_\gamma )=\{\begin{array}{cc}\frac{detV\left(\gamma _k\right)}{detV\left(\gamma \right)}\frac{u_{il}}{u_{kl}}s_{ki}\hfill & \text{if }i\gamma ,k\gamma \hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$
(B5)
where $`i\gamma _k`$, $`k\gamma _k`$, and otherwise $`\gamma _k=\gamma `$; $`(k,l)\mathrm{\Lambda }_\gamma `$ is the forward bond of $`k`$ (i.e. originated in the Ket); and $`s_{ki}=\pm 1`$ comes from reordering the fermion operators. Relation (B5) is simplified using
$$detV\left(\gamma _k\right)s_{ki}=detV\left(\gamma ,ik\right)$$
(B6)
with
$$V\left(\gamma ,ik\right)_{rp}=\{\begin{array}{cc}v(k,j_p)\hfill & i_r=i\hfill \\ V(\gamma )_{rp}\hfill & \text{ otherwise}\hfill \end{array}$$
(B7)
### 3 Matrix elements of the double hopping terms
For $`u_r>0r`$ we express $`\mathrm{\Delta }_{kl}^{}\mathrm{\Delta }_{ij}`$, where $`\mathrm{\Delta }`$ is given in Eq. (29). $`\mathrm{\Delta }_{kl}^{}`$ creates a singlet bond. $`\mathrm{\Delta }_{ij}`$ creates a pair of holes. With the results of App.B 1, for $`iA,jB`$
$`\mathrm{\Delta }_{kl}^{}\mathrm{\Delta }_{ij}(\gamma ,\mathrm{\Lambda }_\gamma )=\{\begin{array}{cc}\frac{s}{2u_{kl}}\frac{detV(\gamma _a)}{detV(\gamma )}\left(\underset{\genfrac{}{}{0pt}{}{(r,n)\alpha \left(\gamma \right)}{rk}}{}\frac{u_{rj}u_{in}}{u_{rn}}+2u_{ij}\right)\hfill & \begin{array}{ccc}\text{ if }(k,l)\alpha (\gamma ),\hfill & & \\ i\gamma \text{ if }ik,\hfill & & \\ j\gamma \text{ if }jl.\hfill & & \end{array}\hfill \\ & \\ 0\hfill & \text{ otherwise}\hfill \end{array}`$ (B14)
Where $`s=1`$ if $`i=k`$ exclusive-or $`j=l`$ and 1 otherwise, $`V(\gamma _a)V(\gamma ,ik,jl)`$ is defined like Eq. (B7), with a possible replacement of a row and a column, and $`\alpha (\gamma )`$ is the set of forward bonds of A sub-lattice sites in $`\mathrm{\Lambda }(\gamma )`$.
## C The Gutzwiller Approximation.
The Gutzwiller Approximation amounts to dropping the projector $`𝒫(x)`$ in definition (4) and setting $`|\mathrm{\Psi }[u,v;x]|\overline{\psi }[yu,zv]=|yu|zv`$. The constants $`y=y(u)`$ and $`z=z(v)`$ are determined by global constraint equations
$`a_i^{}a_i`$ $`=`$ $`b_i^{}b_i=(1x)/2,`$ (C1)
$`f_i^{}f_i`$ $`=`$ $`x`$ (C2)
for $`y`$, $`z`$ respectively. In this section $`\mathrm{}\overline{\psi }|\mathrm{}|\overline{\psi }/\overline{\psi }|\overline{\psi }`$.
$`|yu`$ is a Schwinger bosons mean field wave function, on which we preform the Marshall transformation: $`a_jb_j,b_ja_j,jB`$. Hence
$`|yu\mathrm{exp}\left(y{\displaystyle \underset{ij}{}}u_{ij}(a_i^{}a_j^{}+b_i^{}b_j^{})\right)|0.`$ (C3)
Operators are transformed accordingly, for example $`S_j^{}a_j^{}b_j`$ for $`jB`$.
From Eqs. (C1) and (C2)
$$S_i^+S_i^{}(1f_i^{}f_i)^2=n_i^a(1+n_i^b)(1n_i^f)^2=\frac{1x}{2}\left(1+\frac{1x}{2}\right)\left(1x\right)^2$$
(C4)
Whereas $`\mathrm{\Psi }|S_i^+S_i^{}(1f_i^{}f_i)^2|\mathrm{\Psi }/\mathrm{\Psi }|\mathrm{\Psi }=(1x)/2`$. Thus we use
$$(1x/3)^1S_i^+S_j^{}$$
(C5)
as the GA for the long range magnetic correlations and $`m_0`$ in the doped RVB state. Empirically we omit the $`(1x/3)^1`$ factor in the estimates of magnetic energy.
Using the extended Wick theorem , for $`iA`$
$`S_i^+S_j^{}=\{\begin{array}{cc}a_i^{}b_ia_j^{}b_j=a_i^{}a_j^{}b_ib_j\rho _{ij}^2jB\hfill & \\ a_i^{}b_ib_j^{}a_j=a_i^{}a_jb_j^{}b_i+\delta _{ij}/2\sigma _{ij}^2+\delta _{ij}/2jA\hfill & \end{array}`$ (C8)
where we used, for example, $`a_i^{}b_j=a_i^{}b_j^{}=0`$.
Expanding $`u_𝐤=_je^{i𝐤j}u_{0j}`$, $`\rho _𝐤=_je^{i𝐤j}\rho _{0j}`$ and a similar expression for $`\sigma _𝐤`$,
$$\rho _𝐤=\frac{yu_𝐤}{1y^2u_𝐤^2}$$
(C9)
and
$$\sigma _𝐤=\frac{y^2u_𝐤^2}{1y^2u_𝐤^2}.$$
(C10)
The constraint equation (C1) becomes
$$\frac{y^2}{L^2}\underset{𝐤}{}\frac{u_𝐤^2}{1y^2u_𝐤^2}=\frac{1x}{2}.$$
(C11)
We consider three cases:
### 1 Exponential bond amplitude
We calculate spin-spin correlation function for
$$u(r)=\{\begin{array}{cc}\mathrm{exp}\left(r/\xi \right)\hfill & 𝐫\text{bipartite}\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$
(C12)
with $`\xi >>1`$.
$$u_𝐤=\{\begin{array}{cc}d^2𝐫\mathrm{exp}\left(r/\xi \right)\mathrm{exp}\left(i𝐤𝐫\right)=2\pi \xi ^1/\left(k^2+\xi ^2\right)^{\frac{3}{2}}\hfill & 𝐤\text{MBZ}\hfill \\ u_𝐤=u_{𝐤\pi }\hfill & \text{otherwise}\hfill \end{array}$$
(C13)
where MBZ= magnetic Brillouin zone. Eq.(C11) becomes
$$\frac{2y^2}{\xi ^2}_{MBZ}\frac{d^2k}{\left(k^2+\xi ^2\right)^3\left(2\pi \xi ^1y\right)^2}=\frac{\pi y^2}{\xi ^2}_{\xi ^2}^{\mathrm{}}\frac{dk}{k^3\left(2\pi \xi ^1y\right)^2}=\frac{1x}{2}$$
(C14)
where we multiplied the left side in $`2`$ to account for the integration over the complete Brillouin Zone. In all our calculations we took the continuum limit (lattice constant$``$0), where the upper bound of the integration $`\mathrm{}`$. This approximation works very well for slow decaying bond amplitude .
Eq.(C14) gives
$`{\displaystyle \frac{1}{3\left(2\pi \right)^{\frac{1}{3}}}}\left({\displaystyle \frac{y}{\xi }}\right)^{\frac{2}{3}}\{\pi \sqrt{3}2\sqrt{3}\mathrm{arctan}\left[{\displaystyle \frac{1}{\sqrt{3}}}(1+\left({\displaystyle \frac{2}{\pi ^2y^2\xi ^4}}\right)^{\frac{1}{3}})\right]`$ (C15)
$`+`$ $`\mathrm{ln}[4\left({\displaystyle \frac{\pi y}{\xi }}\right)^{\frac{4}{3}}+2\left({\displaystyle \frac{2\pi ^2y^2}{\xi ^8}}\right)^{\frac{1}{3}}+{\displaystyle \frac{2^{\frac{2}{3}}}{\xi ^4}}]2\mathrm{ln}[{\displaystyle \frac{2^{\frac{1}{3}}}{\xi ^2}}2\left({\displaystyle \frac{\pi y}{\xi }}\right)^{\frac{2}{3}}]\}={\displaystyle \frac{1x}{2}}`$ (C16)
The argument of the last logarithm has to be sufficiently close to zero for Eq.(C16) to be satisfied. Therefore
$$2^{\frac{1}{3}}\xi ^22\left(\pi y\xi ^1\right)^{\frac{2}{3}}0y\frac{1}{2\pi \xi ^2}.$$
(C17)
Hence we can neglect in the left side of Eq.(C16) all terms but the last log. Consequently
$$y^2\frac{1}{(2\pi )^2\xi ^4}\left\{1\frac{3\xi ^2}{2^{\frac{1}{3}}}\mathrm{exp}\left[\left(1x\right)\frac{3\pi \xi ^2}{2}\right]\right\}\frac{1}{(2\pi )^2\xi ^4}𝒟$$
(C18)
Eq.(C8) becomes
$`\sigma _𝐫=2{\displaystyle _{MBZ}}d^2𝐤\sigma _𝐤\mathrm{exp}\left(i𝐤𝐫\right)={\displaystyle \frac{𝒟}{2\pi \xi ^6}}{\displaystyle 𝑑k\frac{kJ_0\left(kr\right)}{\left(𝐤^2+\xi ^2\right)^3\xi ^6𝒟}}`$ (C19)
where $`J_0`$ is the Bessel function. Since the integrand in Eq.(C19) vanishes as $`k0`$, we can replace $`J_0`$ with its approximation for $`kr0`$. Expanding the denominator to first order in $`k^2`$
$`\sigma _𝐫{\displaystyle \frac{𝒟}{6\pi \sqrt{r\pi }\xi ^2}}{\displaystyle _0^{\mathrm{}}}𝑑k{\displaystyle \frac{\sqrt{k}}{k^2+a^2}}\left[\mathrm{cos}\left(kr\right)+\mathrm{sin}\left(kr\right)\right]{\displaystyle \frac{𝒟}{6\pi \sqrt{r\pi }\xi ^2}}Y_0`$ (C20)
where $`a^2=(1𝒟)/(3\xi ^2)`$. In the definition
$`Y_1{\displaystyle _0^{\mathrm{}}}𝑑k{\displaystyle \frac{\sqrt{k}}{k^2+a^2}}\mathrm{exp}\left(ikr\right)`$
$`Y_0=ReY_1+ImY_1`$. Let us consider the Integral
$`Y_2={\displaystyle 𝑑z\frac{\sqrt{z}}{z^2+a^2}\mathrm{exp}\left(izr\right)}={\displaystyle _{e^{i\pi }\mathrm{}}^{\mathrm{}}}𝑑k{\displaystyle \frac{\sqrt{k}}{k^2+a^2}}\mathrm{exp}\left(ikr\right)`$
where the close contour encircles the upper half of the complex plane. The part of the contour along the negative real axis is
$`{\displaystyle _{e^{i\pi }\mathrm{}}^0}𝑑k{\displaystyle \frac{\sqrt{k}}{k^2+a^2}}\mathrm{exp}\left(ikr\right)=i{\displaystyle _0^{\mathrm{}}}𝑑k^{}{\displaystyle \frac{\sqrt{k^{}}}{k^2+a^2}}\mathrm{exp}\left(ik^{}r\right)=iY_1^{}`$
where we substituted $`k^{}=e^{i\pi }k`$. Hence $`Y_2=Y_1+iY_1^{}=(1+i)(ReY_1+ImY_1)=(1+i)Y_0`$. Using the residue method for $`Y_2`$:
$$\sigma _𝐫\frac{\mathrm{exp}\left[r\sqrt{(1𝒟)/(3\xi ^2)}\right]}{\sqrt{r}},$$
(C21)
and with Eq. (C18) we find for the correlation length of the spin-spin correlation function, $`\xi _{ex}`$ :
$$\xi _{ex}\sqrt{\frac{3\xi ^2}{4\left(1𝒟\right)}}=2^{\frac{1}{3}}\mathrm{exp}\left[\left(1x\right)\frac{3\pi }{2}\xi ^2\right]$$
(C22)
### 2 Gaussian bond amplitude
We calculate spin-spin correlation function for
$`u_𝐫=\{\begin{array}{cc}\mathrm{exp}\left(\mu r^2\right)\hfill & 𝐫\text{bipartite}\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}`$
For $`𝐤`$ MBZ
$$u_𝐤=\frac{\pi }{\mu }\mathrm{exp}\left(\frac{k^2}{4\mu }\right)$$
(C24)
Eq.(C11) is
$$\frac{\mu }{2\pi }_0^1\frac{dt}{\frac{\mu ^2}{\pi ^2y^2}t}=\frac{1x}{4}$$
(C25)
with the solution
$$y^2=\frac{\mu ^2}{\pi ^2}\left\{1\mathrm{exp}\left[\left(1x\right)\frac{\pi }{2\mu }\right]\right\}\frac{\mu ^2}{\pi ^2}𝒢$$
(C26)
Calculation of $`\sigma _𝐫`$ is identical to the exponential case. Substituting in Eq. (C20) $`a^2=2\mu (1𝒢)`$
$`\sigma _𝐫{\displaystyle \frac{\mathrm{exp}\left(r\sqrt{2\mu \left(1𝒢\right)}\right)}{\sqrt{r}}}`$ (C27)
and hence the spin-spin correlation function decays exponentially with correlation length
$$\xi _g=\frac{1}{\sqrt{8\mu \left(1𝒢\right)}}=\frac{1}{\sqrt{8\mu }}\mathrm{exp}\left[\left(1x\right)\frac{\pi }{4\mu }\right]$$
(C28)
### 3 Power Law bond amplitude
For the bond amplitude
$$u_𝐫=\{\begin{array}{cc}\frac{ϵ^3}{\left(r^2+ϵ^2\right)^{\frac{3}{2}}}\hfill & 𝐫\text{bipartite}\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$
(C29)
we show, in the continuum limit, that for $`0<ϵ<ϵ_0`$, $`S(\pi ,\pi )`$ is finite and hence $`m_0=0`$.
Calculations of the GA on lattices of size $`L512`$, show that for any $`ϵ`$, the spin-spin correlation function calculated with function (C29), decayes slower than with $`u=1/r^3`$. This suggests that $`m_0=0`$ for $`u=1/r^3`$.
$`S(\pi ,\pi )={\displaystyle \underset{j}{}}|S_{𝐫_j}^+S_0^{}|={\displaystyle \underset{j}{}}\sigma _{𝐫_j}^2+\rho _{𝐫_j}^2+{\displaystyle \frac{1}{2}}={\displaystyle \frac{1}{L^2}}{\displaystyle \underset{𝐪}{}}\left(\sigma _𝐪^2+\rho _𝐪^2\right)+{\displaystyle \frac{1}{2}}.`$
where we used Eq.(C8). For $`𝐤`$ MBZ
$$u_𝐤=2\pi ϵ^2e^{ϵk}$$
(C30)
From Eqs.(C9) and (C10) $`\rho _𝐤\stackrel{k\mathrm{}}{}e^{ϵk}`$, and $`\sigma _𝐤\stackrel{k\mathrm{}}{}e^{2ϵk}`$. Hence $`S(\pi ,\pi )`$ might diverges only if there is $`k_0`$, such that $`\left(1ae^{2ϵk}\right)_{k=k_0}=0`$, where $`a=a(ϵ)=\left(2\pi yϵ^2\right)^2`$. Therefore if $`a<1`$, $`S(\pi ,\pi )`$ is finite.
Eq.(C11) for $`y`$ is
$$\frac{a}{\pi }_0^{\mathrm{}}𝑑k\frac{ke^{2ϵk}}{1ae^{2ϵk}}=\frac{a}{\pi }_0^{\mathrm{}}𝑑k\frac{k}{e^{2ϵk}a}=\frac{1x}{2}$$
(C31)
which becomes
$$\underset{p=1}{\overset{\mathrm{}}{}}\frac{a^p}{p^2}=\pi ϵ^2(1x)$$
(C32)
The right side of Eq.(C32) is $`y`$ independent, and increases with $`ϵ`$, hence $`a`$ increases with $`ϵ`$. Therefore $`a(ϵ_0)=1`$. For $`a=1`$, the left side of Eq.(C32) is $`\pi ^2/6`$ and
$$ϵ_0=\sqrt{\frac{\pi }{6(1x)}},$$
(C33)
and for $`ϵ<ϵ_0`$, $`S(\pi ,\pi )`$ is finite and hence $`m_0=0`$. |
warning/0001/astro-ph0001504.html | ar5iv | text | # Detection of the first X-ray selected large AGN group
## 1 Introduction
Since first indications of cellular structures in the distribution of galaxies taken from the ’Second Reference Catalogue’ were found by Joeveer & Einasto (1978) more than 20 years ago the field of large-scale structure research has been developed rapidly. Already a few years later, due to the mapping of the nearby universe (z $`<`$ 0.1) (Gregory & Thompson 1978, Davis, Huchra & Latham 1983, De Lapparent, Geller & Huchra 1986), the last sceptics had to accept the existence of filamentary and cellular structures in the spatial distribution of the visible matter. Nowadays many elements in the network of visible matter like walls, knots and voids are well examined, using galaxies, clusters of galaxies and also superclusters. Later also Active Galactic Nuclei (AGN) were used to map large scale structures, beginning with the work by Osmer (1981). In spite of their lower space density in comparison to galaxies, significant clustering signals on small scales were detected, and also groups of them were discovered.
The clustering properties of AGNs are of great interest in cosmology because they allow the study of the evolution of structure over a range of redshifts $`0.3<\mathrm{z}<3`$ not accessible with other objects so far. On small scales ($`<`$20 h<sup>-1</sup>Mpc) evidence for AGN clustering seems to be well established (e.g. Shanks et al. 1987, Crampton et al. 1989, Iovino, Shaver & Christiani 1991, Mo & Fang 1993, Shanks & Boyle 1994, Georgantopoulos & Shanks 1994, Croom & Shanks 1996), but its cosmological evolution is discussed controversially (Iovino & Shaver 1988, Croom & Shanks 1996, Kundić 1997, Stephens et al. 1997, La Franca, Andreani & Christiani 1998), mainly because the clustering properties at low redshifts are not well determined. Sizeable low-redshift AGN samples require surveys over large areas of the sky and contain presently less than 200 objects (Boyle & Mo 1993, Georgantopoulos & Shanks 1994). The RASS will provide several thousand new low-redshift AGNs, allowing clustering studies in unprecedented details as soon as the redshifts will be available.
In addition to the clustering on small scale, AGN groups with considerably greater sizes were discovered. The first AGN group, detected by Webster (1982) in the CTIO survey, contains only 4 members at a redshift of z $``$ 0.37. The largest known group was found in one field of the CFHT grens survey by Crampton, Cowley & Hartwick (1989) comprising 23 AGNs. Clowes and Campusano (1991) searched in the direction of ESO/SERC field 927 and came upon an elongated group at z $``$ 1.3 with 13 members. Using the minimal spanning tree technique Graham, Clowes & Campusano (1995, hereafter GCC) analyzed several quasar surveys, in which they could confirm the three already known groups and could find another two. These new groups were detected in the Osmer & Hewett (1991) survey at z $``$ 1.9 containing 10 members and in the Christiani et al. (1989) and La Franca et al. (1992) survey at z $``$ 0.19 with seven members. The next successful search was done by Komberg, Kravtsov & Lukash (1996, hereafter KKT) carrying out a cluster analysis method known as the friend-of-friend technique (Einasto et al. 1994) in the Véron-Cetty & Véron Catalogue (1991). They found 11 new groups with at least 10 members each and redshifts greater than 0.6. The group discovered by Crampton et al. was confirmed. Finally Newman et al. (1997) discovered a group of 13 AGN at z $``$ 1.51 in the Chile-UK quasar survey. All in all we are aware of 17 groups of AGN having dimensions of 60 - 200 h<sup>-1</sup>Mpc. These sizes are significantly larger than the typical sizes ($``$ 30h<sup>-1</sup>Mpc) of superclusters of galaxies. Most of them are too far away to allow presently studies of their spatial relation to the associated distribution of galaxies and clusters of galaxies, but it might be possible that they trace superstructures on scales $`30`$ h<sup>-1</sup> Mpc (KKT). We present here the discovery of another group, which is the first X-ray selected group of AGN.
## 2 RASS AGN sample
The ROSAT All-Sky Survey contains tens of thousands of AGN with z $`<`$ 0.5 and offers therefore a possibility to investigate the spatial distribution of AGN in the nearby universe. Close clusters of quasars could be searched for. Until the spring of 1996 identifications of RASS-AGN were carried out in 338 fields ($``$ 7000 deg<sup>2</sup>) of the HQS (Bade et al. 1996). Roughly 3400 AGN candidates were available altogether ($``$ 10 AGN/field). For studying the three dimensional distribution only objects with known redshifts could be used. For 367 AGN discovered by the RASS own follow-up spectroscopy was available. 489 RASS detected AGN from the literature were added, giving a total sample of 856 X-ray selected AGN. The surface density was $``$ 0.12 AGN/deg<sup>2</sup>, which is roughly of the same order as the surface densities of optical surveys for low redshifts. The advantage of the RASS is the much larger sky coverage than the one typically obtained for optical surveys. The distribution of the RASS-AGN on the northern sky is shown in Figure 1, the redshift distribution in Figure 2.
## 3 Statistical techniques
### 3.1 Cosmological model, distance determination
The evaluation of data using cosmological distances requires the declaration of a cosmological model. We adopted a flat universe with $`\mathrm{\Omega }_0`$ = 1, $`q_0`$ = 0.5, k = 0 and H<sub>0</sub> = 100 km s<sup>-1</sup> Mpc<sup>-1</sup>. AGN separations are expressed in comoving coordinates. The distance r<sub>p</sub> in comoving coordinates relative to the observer, the proper distance, is given by the equation of Mattig (1958):
$$r_p=\frac{c}{H_0q_0^2(1+z)}\{zq_0+(q_01)[1+\sqrt{2q_0z+1}]\}$$
The distance R between object 1 and object 2, which are separated by an angle $`\theta `$ ($`\theta `$=arccos\[cos($`\mathrm{\Delta }\alpha `$)cos($`\mathrm{\Delta }\delta `$)\]), is (Osmer 1981),
$$R=\sqrt{D^2r_{p_2}^2+r_{p_1}^22Dr_{p_1}r_{p_2}cos\theta }$$
where
$$D=\sqrt{1kr_{p_2}^2}+\frac{r_{p_2}}{r_{p_1}}cos\theta [1\sqrt{1kr_{p_1}^2}].$$
For $`q_0`$ = 0.5 and k = 0 we have D = 1, so that the distance R between two objects is the cosine rule of Euclidean geometry, i.e.,
$$R=\sqrt{r_{p_1}^2+r_{p_2}^22r_{p_1}r_{p_2}cos\theta }.$$
### 3.2 Minimal Spanning Tree
To study the distribution of the RASS-AGN sample we used the minimal spanning tree (MST) technique which has widespread applications in many scientific fields. First algorithms were published by Kruskal (1956) and Prim (1957). For details on the historical evolution of the MST technique we refer to Graham and Hell (1985). GCC introduced a version of this technique into astronomy which is in particular useful for the purpose of detecting groups or clusters of objects in any spatial distribution. They discovered successfully two new groups of quasars, prompting us to apply this technique in our case. Crucial steps for this technique are the determination of a critical separation distance (Dussert et al. 1987, GCC) and of a significance level.
The separation distance of a given tree is the largest distance allowed to the nearest neighbor. A choice of this separation distance cuts the tree into connected structures with at least two members. The critical separation distance is the optimum value to search for superstructure candidates. Figure 3 shows the number of connected structures as function of the separation distance. In our case it is a distribution with an almost flat plateau between 40 and 100 h<sup>-1</sup> Mpc. GCC used the maximum of this distribution as critical separation distance, as their distribution was signifcantly peaking at this value. This is not the case here, but we decided to use the maximum too, as it is located at 74 h<sup>-1</sup> Mpc almost in the middle of the plateau. The choice of a smaller separation distance as the critical distance would result in smaller structures, probably substructures or cores of superstructures down to pairs of objects. In the opposite direction huge and elongated structures with extensions of a few hundreds of Mpc would be considered as structure candidates which are unlikely having a physical connection.
To find out, whether a structure is real one has to determine a significance level. Following GCC, we calculated the normalized mean m and the normalized standard deviation $`\sigma `$ of the edge-lenghts of the MST for each superstructure candidate and compared them to the values m<sub>s</sub> and $`\sigma _s`$ obtained from randomly generated samples. The edge-lengths are here the distances R between the AGNs. For this purpose 10 000 random samples were generated for each candidate, which have the same number of objects and are distributed within a volume of the same size. The volume is chosen as euclidean rectangular box with edges defined by the extremes of the $`\alpha ,\delta ,`$ z values of the candidate members. The significance level is then given by P = $`\frac{N}{\mathrm{10\hspace{0.17em}000}}100`$, where N is the number of trees with m$`{}_{s}{}^{}`$ m and $`\sigma _s\sigma `$.
## 4 Results
The application of the MST with a critical separation distance of 74 h<sup>-1</sup> Mpc on the RASS AGN sample provided seven connected structures with at least five members each. These seven structures were adopted as superstructure candidates. The limit of at least five members was adopted, because the number of connected structures with less than five members increases very rapidly. The diameters of the superstructure candidates were of the order of (100 - 200) h<sup>-1</sup>Mpc, while typical angular diameters were 5 \- 10. The comparison with random generated structures resulted in significance levels between 15 and 80 per cent for all but one candidate. This candidate (Table 1), which we call ’Pisces AGN Group’ has a significance level of P = 7.5 per cent. This first X-ray selected AGN group is located at $`\alpha 0^h30^m,\delta 5^0`$, has 7 members at z = 0.27 $`\pm `$ 0.03 and covers a volume of $`140\times 75\times 75`$ h<sup>-3</sup>Mpc<sup>3</sup> (z,$`\alpha ,\delta `$) (Fig. 4).
The identification of the ’Pisces AGN group’ within the MST does not depend strongly on the choice of the critical distance. The MST of the ’Pisces AGN Group’ contains six ’edge-lengths’ spanning a range from 32 to 53 h<sup>-1</sup>Mpc, while several group members have AGN neighbors with separations of 75–80 h<sup>-1</sup>Mpc. Therefore, over a wide range of choices for the critical distance (53–75 h<sup>-1</sup>Mpc) the AGN group would have been recognized, and only for a choice $`<`$53 h<sup>-1</sup> Mpc the group would have fallen apart into subgroups. However, for critical distances $`>`$75 h<sup>-1</sup> Mpc the group could have been missed.
Shape and size of the group as well as the ability to detect further members in soft X-rays may depend on variations in sensitivity of the RASS across the region. While the exposure times are fairly homogeneous in the area shown in Fig 4, variations of the hydrogen column density N<sub>H</sub> by a factor of 5.6 are present. To visualize it, we overplotted in Fig 4 the N<sub>H</sub> distribution as taken from the Leiden/Dwingeloo Survey (Hartmann & Burton 1997). There is no obvious clustering of RASS AGN (candidates) in low N<sub>H</sub> regions nor do they avoid systematically regions of higher column density. Taking the N<sub>H</sub> variations into account we find that the RASS sensitivity varies at most by 18 per cent throughout the region. As the peak values of N<sub>H</sub> are restricted to rather small areas, we conclude that losses introduced by variations of the RASS sensitivity are negligible. Note that several dozen AGN candidates are already known in the Pisces region, which we could not take into account because of their unknown redshifts.
The ’Pisces AGN Group’ is only the third large AGN group discovered at z$`<`$0.5, and the first found by an X-ray survey. The group contains AGNs with luminosities -22.5 $``$M<sub>B</sub>$``$ -24.4 around the M<sub>B</sub>=-23.0 limit at which AGNs are separated into Seyfert galaxies and quasars. The other two low-redshift large agglomerations are the group of four AGNs at z=0.37 (-22.8 $``$M<sub>B</sub>$``$ -24.4) analyzed by Webster , and the group of seven Seyfert galaxies (-20.4 $``$M<sub>B</sub>$``$ -22.3) at z=0.19 discovered by GCC. Their sizes of $`95\times 30\times 15`$ h<sup>-3</sup> Mpc<sup>3</sup> and $`60\times 30\times 10`$ h<sup>-3</sup> Mpc<sup>3</sup> are considerably smaller than the size of the ’Pisces AGN Group’ resulting in higher number densities for the former. The correponding numbers are 9$``$$`10^5`$, 39$``$$`10^5`$, and 1$``$$`10^5`$ h<sup>3</sup> Mpc<sup>-3</sup>. With a level of 7.5 per cent the significance of the ’Pisces AGN Group’ is still lower than for the other groups (P $`<`$ 1 per cent) making a verification by completing the redshift determinations of the RASS-AGN candidates in this region (cf. Fig. 4) desirable. We note that at a distance of $``$10 ($``$ 120 h<sup>-1</sup> Mpc) of the group two AGNs are known within the groups redshift range. If further AGNs are found in the region in between, the ’Pisces AGN Group’ might be part of an even larger structure. Perhaps it is a node in a filamentary AGN superstructure extending north-west from the group (cf. Fig. 4).
## 5 Discussion
The discovery of the Pisces Quasar Cluster in our rather inhomogeneously distributed sample encourages to use the RASS for further studies of the large scale distribution of low-redshift AGN. The full information however will be available only after a complete determination of redshifts of all the RASS-AGN candidates, at least on a part of the sky. From the identification of RASS sources on Hamburg Schmidt Plates follows, that about 50 per cent of the sources with $`b>30^{}`$ are AGNs (Bade et al. 1998), so that a surface density of $``$ 0.7 AGN/deg<sup>2</sup> can be reached. Based on the distribution of redshifts of RASS-AGNs from Bade et al. (see also Fig. 2), the expected surface density for $`z0.5`$ is still 0.5 AGN/deg<sup>2</sup>. Such a surface density has not been reached by any other non-optical survey in this redshift range so far. Only optical surveys may reach similar surface densities, but their areas searched are significantly smaller and their efficiency to find AGN are much lower. For example, the largest of them, the ’Large Bright Quasar Survey’ (LBQS), discovered 1055 quasars on an effective area of 454 deg<sup>2</sup> (Hewett et al. 1995). Among them are 165 with low redshift ($`0.2z0.5`$), giving a surface density of 0.36 AGN/deg<sup>2</sup>.
Today we consider the RASS as first choice, if searches for structures on large scales at low redshifts are attempted. At z = 0.3 a linear size of 120 h<sup>-1</sup>Mpc for example corresponds to an angle on the sky of $``$ 12 and at $`z=0.1`$ to 27. Optical surveys the size two or three times the LBQS would be required to be competitive. New AGN groups at low redshifts also provide a better chance to study the underlying matter distribution than at high redshifts, because the discovery of associated clusters of galaxies or even individual galaxies will be in reach of present day telescopes.
In any case, the nature of AGN groups is not yet well understood. When Webster found a very low probability that the z=0.37 group of quasars is a chance event, this group with a size of $``$100 h<sup>-1</sup> Mpc was the largest known structure in the universe. Meanwhile further quasar groups have been found and evidence from other observations point out that large scale structure on scales of $``$100 h<sup>-1</sup> Mpc might be common (Eisenstein et al. and references therein). Thus, the relation of quasar groups to the overall matter distribution on large scales is of eminent interest. Due to the large distances between group members and therefore because of the low volume density, it must be assumed that groups of AGN are not held together by gravitational forces. Presupposed that these structures are real, such groups could trace the structure of the universe at rather large scales, and are possibly embedded in the spatial distribution of galaxies and clusters of galaxies. Up to now their role in the network of galaxies is absolutely unknown.
KKT suggest that the Large Quasar Groups at higher z belong to concentrations of young galaxy clusters and evolve into the known superclusters of today. Quasar groups would point to sites of enhanced matter density. They derive a local spatial number density of superclusters of n$`{}_{\mathrm{SCL}}{}^{}`$ 1.4$``$$`10^7`$ h<sup>3</sup> Mpc<sup>-3</sup> and predict about the same number of Large Quasar Groups at higher redshifts as they actually found in a number of homogeneous quasar surveys.
Their evolutionary scenario predicts several dozen new quasar groups in the volume accessible now with the help of the RASS. With an area of $`\mathrm{\Omega }`$7000 deg<sup>2</sup> in which RASS identifications were available, and restricting to a redshift range 0.05$``$z$``$0.3, in which the RASS is most sensitive, N$``$40 quasar groups with more than ten members are predicted. Thus $``$400 AGN belonging to quasar groups should be contained in this volume, making up 12 per cent of all RASS-AGN candidates in this area. As only part of the group members will actually be detected by the RASS, the finding of only one significant group (but having 7 members only) in our sample might not be at odds with the prediction. One reason for this disagreement could be that KKT did their estimation with objects taken from the Véron-Cetty & Véron Catalogue (1991) in which mostly optically selected AGNs are contained. X-ray selected AGNs, however, may have different clustering properties as optically selected AGNs. Carrera et al. (1998) presented a first clustering analysis of X-ray selected AGNs taken from the RIXOS Survey. They obtained limits on the AGN clustering estimating the correlation length $`r_0`$, and their values showed consistency with the clustering of galaxies but not with clustering of optically selected AGNs in the way that X-ray selected AGNs are less clustered. Furthermore, follow-up spectroscopy of RASS-AGN candidates is rather incomplete. For only about one fourth of the AGN candidates the redshifts are known so far. These lacking redshifts will probably not explain the disagreement with the KKT hypothesis completely but at least some AGN groups might be found additionally.
Because of their high luminosity, quasars are excellent tools to study large scale structure beyond the limits of the deepest wide-angle galaxy redshift surveys. If quasar activity in galaxies is of too short duration or occur only in a small fraction of galaxies, their frequency might be too low for some of them to be present at a given time in a particular structure to form a detectable group. This bias factor might prevent that most of the underlying matter distribution is traced efficiently by AGN. To determine this bias factor the number density of AGN groups has to be known. An upper limit might be given by the number density of the superstructures in the local universe (KKT). A direct determination would be possible on the base of complete RASS-AGN redshift surveys, possibly starting with selected areas. For the beginning we started such a survey on $``$ 1600 deg<sup>2</sup> in three areas on the northern sky (Engels et al. 1998; see also: www.hs.uni-hamburg.de/rosac.html).
## 6 Conclusions
We discovered the first RASS selected group of AGNs (Pisces AGN Group), showing that the RASS indeed can be used to study large scale structure formation at z $`<`$ 0.5 with AGNs. More groups should have been discovered, if such groups were associated with structures, which develop into the superclusters of galaxies in the local universe.
One can probably search efficiently for superstructures (groups, voids, filaments) in the distribution of RASS AGNs by simply increasing their surface density. This requires redshift determinations for the RASS AGN candidates, already pre-identified on Hamburg Schmidt plates. Follow-up spectroscopy of these candidates will be an efficient way to create homogeneous selected samples of low-redshift AGNs covering a large area on the sky. With such a sample it should be possible to determine the volume density of AGN groups. This will clarify, whether the AGN groups are isolated density peaks in the spatial distribution of AGNs or whether they belong to rather regular AGN superstructures. The Sloan Digital Sky Survey will reach the same range of redshifts with clusters of galaxies. A comparison of the distributions of these clusters of galaxies with the RASS AGNs should give hints whether both classes of objects trace the same large scale structures in the universe.
## Acknowledgments
The Hamburg/RASS identification program is supported by the Deutsche Forschungsgemeinschaft (DFG) grant Re 352/22 and by the BMBF grant DARA 50 OR 96016. We acknowledge the support of this work by DFG grant En 176/13. |
warning/0001/astro-ph0001531.html | ar5iv | text | # Super star clusters as probes of massive star evolution and the IMF at extreme metallicities
## 1. Introduction
Two “modes” of star formation are observed in (optically or UV selected) starburst galaxies (e.g. Meurer et al. 1995): a young unresolved population responsible for emission of diffuse UV light (Meurer et al. 1995, also Calzetti these proceedings), and compact stellar clusters, losely termed super star clusters (SSCs) hereafter. SSCs have been the focus of numerous recent studies related in particular to the possibility that these clusters may represent the progenitors of globular clusters (cf. Fritze von Alvensleben, Miller, these proceedings). A different aspect is emphasized in the present work. We use spectroscopic observations of young star forming (SF) regions to determine their massive star content with the aim of providing constraints on stellar evolution models and the upper end of the IMF.
SSCs and similar compact young SF regions have the following properties: a) Numerous such objects are known. b) They represent clusters rich enough ($``$ 10<sup>2-4</sup> O stars) such that the IMF can be well populated and stochastical effects (cf. Lançon these proceedings) are negligible. c) A priori the clusters cover a wide range of metallicities, and d) consist likely of a fairly coeval population. Given these properties, SSCs resemble “normal” Galactic of Local Group clusters which represent fundamental test-cases for stellar evolution. The only disadvantage is that their stellar content can only be studied through observations of their integrated light. On the other hand b) and c) represent important advantages for studies focussed on massive stars over using “local” clusters. This shows that young SSCs provide ideal samples for studies of massive star evolution in different environments, such as e.g. extreme metallicities largely inaccessible in Local Group objects.
After a brief introduction on the type of objects used here (Wolf-Rayet rich SF region) we will summarise recent work along these lines.
## 2. Wolf-Rayet galaxies and clusters
We will concentrate on the so-called Wolf-Rayet (WR) galaxies (cf. Schaerer et al. 1999b for the latest catalogue), which are objects where broad stellar emission lines (called “WR bumps”, mostly at He ii $`\lambda `$4686 and C iv $`\lambda `$5808) in the integrated spectrum testify to the presence of WR stars. For the study of massive star populations these objects are ideal since WR stars are the descendents of the most massive stars in a short-lived phase ($`M_{\mathrm{ini}}>25`$ M, $`t_{\mathrm{WR}}10^{56}`$ yr). Their detection is also a good age indicator for young systems ($`t<10`$ Myr), and allows good measure of the burst duration and the best direct probe of the upper end of the IMF. An overview of studies on WR populations in starburst regions can be found in the reviews of Schaerer (1998, 1999).
In the context of the present workshop it is important to note that the objects broadly referred to as WR “galaxies” are found among a large variety of objects including BCD, massive spirals, IRAS galaxies, Seyfert 2, and LINERs (see Schaerer et al. 1999b). The “WR rich” regions contained in the spectroscopic observations will thus in general cover quite a large scale of sizes, different morphologies etc. In the case of blue compact dwarfs (BCD), one is however mostly dealing with one or few individual compact regions or SSC dominating the observed light. Although this statement cannot, with few exceptions, be quantified so far for the objects studied below (but see e.g. Conti & Vacca 1994) we will mostly assume that the spectroscopic observations correspond closely to light from one young compact SF region or SSC.
## 3. Studies of Wolf-Rayet populations in metal-poor environments
The spectroscopic sample of dwarf galaxies from Izotov, Thuan and collaborators, obtained for the main purpose of determining the primordial He abundance and other abundance studies, has proven to be very useful for analysis of massive star populations especially at very low metallicities. Indeed, $``$ 20 WR rich regions are found in this sample at metallicities below the SMC ($`12+\mathrm{log}`$ O/H $`<`$ 8.1) extending to I Zw 18 with $``$ 1/50 solar metallicity. No bona fide massive star of such low a metallicity is known in the Local Group!
The analysis of the WR and O star content in these objects has been presented by Guseva et al. (1999, hereafter GIT99). Some of their main results are summarised in Fig. 1, which shows (left panel) the derived WR/(WR+O) number ratio as a function of metallicity from their objects and observations of Kunth & Joubert (1985), Vacca & Conti (1992), and Schaerer et al. (1999a, hereafter SCK99). The left Fig. considerably extends the previous samples (cf. Vacca & Conti 1992, Meynet 1995). The trend of increasing WR/O with metallicity is well understood (Arnault et al. 1989) The comparison with appropriate evolutionary synthesis models (Schaerer & Vacca 1998, SV98; shown as solid lines) calculated for a “standard” Salpeter IMF with $`M_{\mathrm{up}}=120`$ M and using the high mass loss Geneva tracks shows a good agreement. This and more direct comparisons of the observed WR features (see Schaerer 1996, de Mello et al. 1998, SCK99, GIT99) indicate that the bulk of the observations are compatible with short (“instantaneous”) bursts with a Salpeter IMF extending to large masses. The short burst durations<sup>1</sup><sup>1</sup>1See Meurer (these proceedings) for a discussion of SF durations. derived by SCK99 for the metal-poor objects are also in agreement with the study of Mas-Hesse & Kunth (1999).
Of particular interest for evolutionary models is the relative number of WR stars of the WN (exhibiting H-burning products on their surface) and WC subtypes (He-burning products). The relative lifetimes vary strongly with initial mass and metallicity and are sensitive to various mass loss prescriptions and mixing scenarios currently not well known (see Maeder & Meynet 1994, Meynet these proceedings). The recent high S/N spectra of SCK99 and GIT99 have now allowed to establish number ratios of WC/WN stars in a fair number of WR rich regions. The determinations of GIT99 are shown in Fig. 1 (right panel); similar values are derived by SCK99. The comparison with synthesis models shows a reasonable agreement. To reproduce sufficiently large WC/WN ratios the use of the stellar tracks based on the high mass loss prescription are, however, required as shown by de Mello et al. (1998) and SCK99.
It is understood that part of the “requirement” for the high mass loss (cf. Schaerer 1998) may be compensated by additional mixing processes leading to a similar prolongation of the WR phase (cf. Meynet, these proceedings). In any case in addition to the well known stellar census in the Local Group (cf. Maeder & Meynet 1994 and references therein) the present new data from integrated populations place important constraints on the evolutionary models which have to be matched by successful stellar models. Especially the new studies extend the range of available metallicities to very low $`Z`$, well beyond the SMC.
## 4. Massive stars and the IMF in metal-rich starbursts
A small sample of metal-rich (O/H $`>`$ solar) starbursts (4 objects from GIT99 and Mrk 309) have recently been analysed in detail by Schaerer et al. (2000). In this case the observations (high S/N, intermediate resolution optical spectroscopy) correspond to compact nuclear SF regions. Despite this complication we use these objects as a first step to probe the upper end of the IMF at high-metallicity. Subsequent studies of more isolated and simple, cluster-like objects will be undertaken in the future.
For our comparison with evolutionary synthesis models (cf. below) we use following main observational constraints: H$`\beta `$ and H$`\alpha `$ equivalent widths serving as age indicator, H$`\alpha `$/H$`\beta `$ determining the gaseous extinction, intensities and equivalent widths of the main WR features (4650 bump, C iv $`\lambda `$5808), TiO bands at $``$ 6250 and 7200 Å indicating the presence of red supergiants from a population with ages $`>`$ 7–10 Myr, and the overall SED provide an important constraint on the population responsible for the continuum.
Model calculations have been done using the SV98 synthesis code. The basic model parameters we consider are: stellar metallicity, IMF slope and upper mass cut-off, star formation history (instantaneous or extended bursts, constant SF), fraction of Lyc photons absorbed by the gas, stellar extinction (which may differ from gaseous).
### 4.1. Results
The comparison of the observed and predicted WR features is shown in Fig. 2. The observations are well reproduced by Z=0.02 models with a “standard IMF” (Salpeter, M$`{}_{\mathrm{up}}{}^{}=`$120 M) assuming extended burst durations of $`\mathrm{\Delta }t`$ 4–10 Myr. The longer burst durations found here are physically plausible and likely explained by the different nature of the metal-rich objects analysed here (larger nuclear regions vs. compact clusters in BCD, cf. SCK99). The corresponding ages of our objects, as indicated by W(H$`\beta `$), are between $``$ 7 and 15 Myr, also in agreement with the presence of the TiO bands. A very good fit is also obtained to the overall SED. This requires, however, an extinction of the stellar continuum which is less than that derived from the gas. The differences are of similar amount that found by other methods in other studies (e.g. Calzetti 1997, Mas-Hesse & Kunth 1999).
In short, we conclude that all the given observational constraints can be well reproduced by models with a Salpeter IMF extending to high masses for a burst scenario with star formation extending over $``$ 4–10 Myr. This solution is not unique. Therefore a variety of alternate models have been considered (cf. Schaerer et al. 2000). Regarding the IMF we find that steeper (with slope $``$ Miller-Scalo) IMFs are very unlikely.
In view of several studies indicating a possible lack of massive stars in metal-rich environments (e.g. Bresolin et al. 1999, Goldader et al. 1997) we have used the present set of metal-rich WR galaxies to put a lower limit on the value of M<sub>up</sub> from the strength of the WR features. As mentioned above our data is compatible with a large upper mass cut-off. The real range of values our data is sensitive to is, however, limited; intrinsically younger regions need to be sampled to probe the most massive stars. Adopting a conservative approach (cf. Fig. 3) we obtain M$`{}_{\mathrm{up}}{}^{}>`$ 30 M (for a Salpeter slope). We also find similar values (M$`{}_{\mathrm{up}}{}^{}`$ 35–50 M) from comparisons of H$`\beta `$ equivalent width measurements in metal-rich Hii regions (see Schaerer et al. 2000).
In contrast with previous studies of metal-rich starbursts and related objects based on properties of the ionized gas our work provides first constraints on the upper end of the IMF measured directly from stellar signatures. Future work on larger samples and using detailed coupled stellar population and photoionisation models should be of great interest.
#### Acknowledgments.
We thank the organisers, especially Ariane Lançon, for this very stimulating and pleasant workshop. We acknowledge support to this collaboration trough INTAS grant 97-0033.
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Q. (Manfred Pakull): Some years ago it was thought that WRs do not form in very low Z environments because the massive stellar winds were too weak. Is that still the state of the art in stellar evolution models ? Or are the broad emission features due to a population of H-rich, very young objects like in 30 Dor and NGC 3603 ?
A. (Daniel Schaerer: Indeed the metallicity dependence of mass loss causes an important decrease of the WR population toward low Z. Despite this evolutionary models applying recent mass-loss prescriptions predict some WR stars at the lowest metallicities (1/50 solar) corresponding to I Zw 18 (see de Mello et al. 1998), quite in agreement with the observations. The role of other formation channels (massive close binaries, rotation) at these low Z remains unexplored
In Schaerer et al. (1999, SCK99) we have explored the effect of such R136-like WR stars during H-burning in addition to other WR and Of stars with broad emission lines. Given their high initial mass their integrated contribution to the WR bump should in most cases not be very important compared to “normal” WR stars. An exception could be very young ($`<23`$ Myr) and strongly coveal populations. Few such observational cases seem, however, known to date (see SCK99). |
warning/0001/hep-th0001119.html | ar5iv | text | # The electrogravity transformation and global monopoles in scalar-tensor gravity
## I Introduction
Ever since the work of Barriola and Vilenkin (BV) , it has been of interest to explore the existence of spacetimes with a global monopole charge in alternative theories of gravity. The motivation for considering gravity theories other than general relativity (GR), which was the domain of the BV paper, is that topological defects such as global monopoles are believed to have formed as an inevitable consequence of phase transitions that occurred in the early universe. There is also reason to believe that (GR) may not necessarily be the only viable theory of gravity. Therefore, it is interesting to ask if the global monopole spacetimes in viable alternative gravity theories are sufficiently different from the BV solution. On the other hand, it is also important to study if there are any common underlying features shared by these spacetimes arising as solutions in different gravity theories. Indeed this constitutes one of the main motivations for this paper. Here, we show that in some scalar-tensor theories of gravity, spacetimes with a global monopole charge, which by definition are static and spherically symmetric (SSS), arise from other SSS solutions by an electrogravity transformation defined below.
It is well known that in general relativity, in analogy with Maxwell’s theory of electromagnetism, one can extract the “electric” and “magnetic” parts of the gravitational field from the Riemann curvature tensor . These parts are defined relative to a timelike unit vector field and are represented by second rank tensors in three-dimensional space transverse to that field. There are two types of electric parts, “active” and “passive”. The former is obtained by projecting two of the indices of the Riemann tensor along the timelike unit vector, while the latter is obtained by a similar operation on the double-dual of the Riemann tensor (see section II below). Between them, the active and passive parts comprise of 6 independent components each since they are given by symmetric tensors. An analogous projection of the left dual of the Riemann tensor yields a traceless second rank tensor in three space dimensions, which is called the magnetic part. It has 8 independent components. Therefore, the two electric parts and the magnetic part completely determine the Riemann tensor.
In general relativity (GR), a field transformation analogous to the electromagnetic-duality transformation in Maxwell’s theory can be defined that keeps the Einstein-Hilbert action invariant. Such a transformation simultaneously maps the active electric part and the magnetic part into the magnetic part and minus the passive electric part, respectively. In fact, such a set of transformation equations implies the Einstein vacuum field-equations, with a vanishing cosmological constant . The electromagnetic-duality transformation in Maxwell’s theory does not exhibit such a property since it involves only the fields, which are defined in terms of only the first derivative of the gauge potential. By contrast, the electric and magnetic parts of the gravitational field are obtained from projections of the Riemann tensor and its duals, and hence, contain second-order derivatives of the metric. These parts, therefore, can be appropriately combined to lay down the equations governing the dynamics of the gravitational field.
Another kind of transformation, termed as the electrogravity transformation (EGT), can be defined by interchanging the active part of the gravitational field with the passive one . Such a transformation is a symmetry of the Einstein-Hilbert action: It maps this action into itself, provided one simultaneously transforms the gravitational constant as, $`GG`$. Therefore, the vacuum field equations are left invariant under EGT . In this sense it is like a duality transformation. The need to implement the change in sign of $`G`$ in the “dual” solutions can be understood as follows. The source term for the active electric part stems from the matter stress tensor and can be argued to represent matter energy, while the passive part is associated with the gravitational-field energy. For an attractive field, these two kinds of energy must bear opposite signs. Thus, $`G`$ has to change sign under the interchange of active and passive electric parts.
The field equations coupled to matter, however, are not invariant under EGT. By a common abuse of language, however, we will refer to the field equations transformed under the EGT as the “dual” equations, and their solutions as the “dual” solutions.
Importantly, EGT can be effectively used to obtain new solutions from known ones. In this context, note that EGT transforms the Ricci tensor into the Einstein tensor, and vice versa. This is because contraction over a pair of Riemann tensor indices yields the Ricci tensor while a similar contraction on its double dual yields the Einstein tensor. For all vacuum solutions, it is possible to introduce matter terms suitably in the field equations such that the modified field equations still admit the original vacuum solutions. However, since the field equations coupled to matter are not EGT invariant, the solutions to the dual equations will be, in general, different from the original vacuum solutions. This is what happens for the static, spherically symmetric family of black hole solutions in GR. In fact, it has been shown that in such a case, a typical dual solution represents a black hole endowed with a global monopole charge. Here, we extend this formalism to obtain solutions dual to the static, spherically symmetric solutions of Brans-Dicke theory as well as a four-dimensional (4D) low-energy effective action of heterotic string theory, namely, dilaton gravity coupled to a $`U(1)`$ gauge field. We show that analogous to general relativity, in these scalar-tensor gravity theories the dual solutions are similar to the original spacetimes, but with a global monopole charge, which, therefore, appears to be a rather generic feature of EGT. Our work also implies that the effect of a spontaneous symmetry breaking on the global monopole field is tantamount to performing an EGT on the active and passive electric components of the spacetime curvature.
The layout of the paper is as follows. In section II, we define the electrogravity transformation and show how the vacuum Einstein field equations remain unchanged under it. We briefly recapitulate how the solution dual to Schwarzschild can be obtained by implementing this transformation, in section III. The global monopole field configuration and the associated matter stress tensor are discussed in section IV. In section V, we discuss the charged black hole solutions of dilaton gravity and find its dual by effecting the EGT. In section VI, we obtain the dual of the Xanthopoulos-Zannias solution in Brans-Dicke theory. A few thoughts on these solutions and scope for future work are presented in section VII. We work with the metric signature $`(,+,+,+)`$ and employ geometrized units $`G=1=c`$.
## II Electrogravity duality
The electric and magnetic parts of the gravitational field in general relativity are defined as follows. Consider a timelike unit vector field $`u^a`$, with $`u^au_a=1`$. Then the active and passive parts of the Riemann tensor relative to $`u^a`$ are
$$E_{ac}=R_{abcd}u^bu^d,\stackrel{~}{E}_{ac}=R_{abcd}u^bu^d,$$
(1)
respectively. Above, $`R_{abcd}`$ is the double-dual of the Riemann tensor given by:
$$R_{abcd}=\frac{1}{4}ϵ_{abef}ϵ_{cdgh}R^{efgh},$$
(2)
where $`ϵ_{abcd}`$ is the canonical four-volume element of the spacetime. The magnetic part is the projection of left or right dual of the Riemann tensor and is given by
$$H_{ac}=R_{abcd}u^bu^d=H_{(ac)}H_{[ac]},$$
(3)
where we have used the left-dual,
$$R_{abcd}=\frac{1}{2}ϵ_{abef}R_{cd}^{ef}.$$
(4)
Also, the symmetric and antisymmetric parts of $`H_{ac}`$ can be expressed as:
$$H_{(ac)}=C_{abcd}u^bu^d\mathrm{and}H_{[ac]}=\frac{1}{2}ϵ_{abce}R_d^eu^bu^d,$$
(5)
where $`C_{abcd}`$ is the Weyl tensor. Thus, the symmetric part is equal to the Weyl magnetic part, whereas the anti-symmetric part represents energy flux. Note that $`E_{ab}`$ and $`\stackrel{~}{E}_{ab}`$ are both symmetric while $`H_{ac}`$ is trace-free and they are all purely spacelike, i.e., $`(E_{ab},\stackrel{~}{E}_{ab},H_{ab})u^b=0`$. The Ricci tensor can then be expressed in terms of the electric and magnetic parts as
$$R_a{}_{}{}^{b}=E_a{}_{}{}^{b}+\stackrel{~}{E}_a{}_{}{}^{b}(E+\stackrel{~}{E})u_au^b\stackrel{~}{E}\delta _a{}_{}{}^{b}(ϵ_{amn}H^{mn}u^b+ϵ^{bmn}H_{mn}u_a)$$
(6)
where $`E=E_a^a`$ and $`\stackrel{~}{E}=\stackrel{~}{E}_a^a`$.
The EGT is defined by an interchange of the active and passive parts of the electric field, and mapping the magnetic part to minus itself:
$$E_{ab}\stackrel{~}{E}_{ab},H_{ab}H_{ab}.$$
(7)
To see the effect of this transformation on vacuum solutions, note that the vacuum field equations, $`R_{ab}=0`$, are in general equivalent to
$$E\mathrm{or}\stackrel{~}{E}=0,H_{[ab]}=0=E_{ab}+\stackrel{~}{E}_{ab}$$
(8)
which are symmetric in $`E_{ab}`$ and $`\stackrel{~}{E}_{ab}`$. Thus the vacuum field equations (8) are invariant under EGT (7).
## III Schwarzschild dual
To set the notation and to aid the discussion of SSS solutions and their duals in scalar-tensor gravity, we briefly study how one arrives in GR at the dual of the Schwarzschild solution . Birkoff’s theorem implies that the Schwarzschild solution, characterized by its mass, is the unique spherically symmetric solution to Einstein’s vacuum field equations. Any spherically symmetric metric can be cast in the form:
$$ds^2=e^{2\nu }dt^2+e^{2\lambda }dr^2+h^2d\omega ^2,$$
(9)
where $`\nu `$, $`\lambda `$, and $`h`$ are functions of time, $`t`$, and the radial coordinate $`r`$, and $`d\omega ^2`$ is the line element on a unit two-sphere. It is well known that under the above conditions we can choose a gauge where $`h=r`$. This is what we do first. A natural choice for the timelike vector $`u^a`$ in this case is the timelike unit normal to $`t=`$constant hypersurfaces. Then, a subset of the conditions in Eqs. (8) that ensure a vacuum solution, namely, $`H_{[ab]}=0`$ and $`E_\theta {}_{}{}^{\theta }+\stackrel{~}{E}_\theta {}_{}{}^{\theta }=0`$ imply that $`\nu +\lambda =0`$. A supplementary requirement of $`\stackrel{~}{E}=0`$ yields $`e^{2\lambda }=(12M/r)`$. This leads to the Schwarzschild solution. Here, it is important to realize that we were not required to impose the remaining condition in Eqs. (8), namely, $`E_r{}_{}{}^{r}+\stackrel{~}{E}_r{}_{}{}^{r}=0`$, in order to obtain this solution. In fact, this equation is implied by the rest. We thus have a choice for introducing some matter distribution in the $`r`$-direction without affecting the Schwarzschild solution. We modify the vacuum field equations (8) to read as
$$H_{[ab]}=0=\stackrel{~}{E}\mathrm{and}E_{ab}+\stackrel{~}{E}_{ab}=kw_aw_b$$
(10)
where $`k`$ is a scalar and $`w_a`$ is a spacelike unit vector along the radial acceleration vector $`\dot{u}_a=u^b_bu_a`$. It is clear that the above equations once again admit the Schwarzschild solution as the unique spherically symmetric solution with $`k=0`$.
We now perform the electrogravity transformation (7) on the above set of equations (10) to obtain:
$$H_{[ab]}=0=E,E_{ab}+\stackrel{~}{E}_{ab}=kw_aw_b.$$
(11)
Its general solution is given by the metric (9) with
$$e^{2\nu }=e^{2\lambda }=\left(18\pi \eta ^2\frac{2M}{r}\right),$$
(12)
which is the Barriola-Vilenkin solution for a Schwarzschild particle with global monopole charge parameter, $`\sqrt{2k}`$. This solution is obtained as follows. The condition $`\nu +\lambda =0`$ is implied by the equation $`E_\theta {}_{}{}^{\theta }+\stackrel{~}{E}_\theta {}_{}{}^{\theta }=0`$. In addition to this, the condition $`E=0`$ yields $`e^{2\nu }=(18\pi \eta ^22M/r)`$ and $`k=4\pi \eta ^2/r^2`$. This spacetime has non-zero stresses given by
$$8\pi T_t{}_{}{}^{t}=8\pi T_r{}_{}{}^{r}=\frac{2k}{r^2}.$$
(13)
Just like the Schwarzschild solution, the monopole solution (12) is also the unique solution of Eq. (11).
One may now ask if there are any common features that the dual solutions share. This can be easily found for spherically symmetric solutions with the metric (9). For such solutions, the condition $`E_\theta {}_{}{}^{\theta }+\stackrel{~}{E}_\theta {}_{}{}^{\theta }=0`$ from Eq. (10) is tantamount to $`R_t{}_{}{}^{t}=R_r^r`$ in terms of the Ricci-tensor components. It implies that $`\nu +\lambda =0`$. Together with $`\stackrel{~}{E}=0`$ this implies that $`R_\theta {}_{}{}^{\theta }=0=R_\varphi ^\varphi `$. The other components of $`R_a^b`$ are zero owing to the remaining condition in Eq. (10), namely, $`H_{[ab]}=0`$. These conditions on the components of the Ricci tensor can be satisfied even by a matter stress tensor that does not necessarily represent vacuum. In fact, a particular example of $`R_{ab}`$ conforming to these requirements is
$$R_a{}_{}{}^{b}=k(w_aw^bu_au^b).$$
(14)
The matter stress tensor associated with the above form of the Ricci tensor is
$$8\pi T_a{}_{}{}^{b}=k(w_aw^bu_au^b\delta _a{}_{}{}^{b}),$$
(15)
where, in general, $`k`$ can be a function of $`r`$ and $`t`$.
Since the EGT interchanges $`R_a^b`$ with $`G_a^b`$, the dual spacetimes are solutions of Eq. (14), with $`R_a^b`$ replaced by $`G_a^b`$. Hence, they are solutions to a different matter distribution, given by
$$8\pi T_a{}_{}{}^{b}=k(w_aw^bu_au^b).$$
(16)
In this case, the Einstein field equation implies that
$$R_a{}_{}{}^{b}=k(w_aw^bu_au^b\delta _a{}_{}{}^{b}).$$
(17)
Consequently, the equations of motion are:
$`R_t{}_{}{}^{t}=R_r^r`$ $`=`$ $`0,`$ (19)
$`R_r^t`$ $`=`$ $`0,`$ (20)
$`R_\theta ^\theta `$ $`=`$ $`k.`$ (21)
As before, Eq. (19) implies $`\nu +\lambda =0`$. However, for a non-vanishing $`k`$, we can expect $`h`$ to be different from $`r`$ here, unlike in the case of the Schwarzschild solution. Since
$$R_{\theta \theta }=\left\{1+e^{2\lambda }\left[r(\lambda ^{}\nu ^{})1\right]\right\}+e^{2\lambda }\left[(hh^{}r)(\lambda ^{}\nu ^{})(hh^{\prime \prime }+h^2)+1\right],$$
(22)
one immediately notices that $`k1/r^2`$ will always act as a source for the above Ricci tensor component if $`h=\mathrm{const}\times r^2`$, where the constant is different from 1. In fact, for SSS line-elements in general relativity this gives rise to a general prescription to obtain dual solutions by changing $`h`$ in the above manner .
## IV Global monopole
Global monopoles are stable topological defects. They are supposed to be produced when global symmetry is spontaneously broken in phase transitions in the early Universe . A global monopole is described by an isoscalar triplet, $`\psi ^a`$, with $`a=1,\mathrm{\hspace{0.25em}2},\mathrm{\hspace{0.25em}3}`$. The associated Lagrangian density is :
$$L_m=\frac{1}{2}(\psi ^a)^2+\frac{\lambda }{4}(\psi ^a\psi _a\eta ^2)^2.$$
(23)
Such a system has a global $`O(3)`$ symmetry and offers topologically non-trivial self-supporting solutions. The global monopole is obtained by implementing the ansatz that $`\psi ^a(r)=\eta f(r)x^a/r`$, where $`x_ax^a=r^2`$. Here $`\eta `$ is a constant whose value defines the energy scale of symmetry breaking.
For a given spacetime metric, the stress tensor associated with a global monopole can be inferred from the above Lagrangian density in a standard manner. Consider the SSS metric (9) with $`\nu `$ and $`\lambda `$ independent of $`t`$. Then $`x^a`$ is interpreted as a “Cartesian” coordinate, and the field equation for $`\psi ^a`$ reduces to the following equation for $`f(r)`$.
$$e^{2\lambda }f^{\prime \prime }+\left[\frac{2e^{2\lambda }}{r}+\frac{e^{2\nu }}{2}\left(e^{2(\nu \lambda )}\right)^{^{}}\right]f^{}\frac{2f}{r^2}\lambda \eta ^2f(f^21)=0.$$
(24)
The stress-tensor components of the monopole are:
$`T_t^t`$ $`=`$ $`{\displaystyle \frac{\eta ^2f^2e^{2\lambda }}{2}}+{\displaystyle \frac{\eta ^2f^2}{r^2}}+{\displaystyle \frac{1}{4}}\lambda \eta ^4(f^21)^2,`$ (25)
$`T_r^r`$ $`=`$ $`{\displaystyle \frac{\eta ^2f^2e^{2\lambda }}{2}}+{\displaystyle \frac{\eta ^2f^2}{r^2}}+{\displaystyle \frac{1}{4}}\lambda \eta ^4(f^21)^2,`$ (26)
$`T_\theta ^\theta `$ $`=`$ $`T_\varphi {}_{}{}^{\varphi }={\displaystyle \frac{\eta ^2f^2e^{2\lambda }}{2}}+{\displaystyle \frac{1}{4}}\lambda \eta ^4(f^21)^2.`$ (27)
The monopole core is defined by values of $`r`$ for which $`f(r)1`$. Outside and at large distances from the monopole core the stresses would approximate to
$$T_r{}_{}{}^{r}T_t{}_{}{}^{t}\frac{\eta ^2}{r^2},T_\theta {}_{}{}^{\theta }=T_\varphi {}_{}{}^{\varphi }0,$$
(28)
which is precisely of the form given in Eq. (13).
The dual solution to flat spacetime can also be obtained as follows. Note that flat spacetime is a solution to the following equations of motion:
$$\stackrel{~}{E}_{ab}=0=H_{[ab]},E_{ab}=kw_aw_b,$$
(29)
which are solved to give $`\nu =\lambda =0`$. As before, the condition $`k=0`$ is implied by the fact that such a solution corresponds to an isotropic spacetime. Its dual is the solution of the equation dual to (29), which reads as
$$E_{ab}=0=H_{[ab]},\stackrel{~}{E}_{ab}=kw_aw_b$$
(30)
yielding the general solution,
$$\nu ^{}=\lambda ^{}=0e^{2\nu }=1,e^{2\lambda }=(12k)^1=\mathrm{constant}.$$
(31)
The resulting spacetime is non-flat and represents a global monopole of zero mass. Note that such a spacetime is the same as the one described by Eq. (12) in the limit of vanishing mass $`M`$. This could as well be considered as a spacetime of constant relativistic potential. It can also be viewed as a “minimally” curved spacetime (see Refs. ). The EGT thus generates topological defects in vacuum solutions of the Einstein field equations, which is a remarkable property of this transformation.
To summarize, the above procedure for obtaining solutions dual to any known spacetime solution would work as long as there occurs a free equation in the field equations (8) that is not used in finding that solution. Note that this holds for all solutions in the family of charged Kerr black holes as well as for the NUT solution . Then the dual set admits a solution similar to the original one, but with a topological defect, namely, global monopole charge.
## V 4D dilaton gravity
In the spirit of the Barriola-Vilenkin solution (12), one may expect analogous solutions to exist even in some scalar-tensor theories of gravity. A particular class of candidates among these classical theories, which are posed as leading alternatives to general relativity, are the 4D low-energy effective theories derived from heterotic string theory. Here, we consider the specific case of 4D dilaton gravity action coupled to a $`U(1)`$ gauge field, which has charged black hole solutions (see Refs. for reviews):
$$S=\frac{1}{16\pi }d^4x\sqrt{\overline{g}}\left\{e^{2\varphi }[\overline{R}+4(\overline{}\varphi )^22\mathrm{\Lambda }]\overline{F}^2\right\},$$
(32)
where $`\overline{g}_{\mu \nu }`$ is the string metric, $`\overline{R}`$ is the 4D Ricci scalar, $`\mathrm{\Lambda }`$ is a cosmological constant and $`\overline{F}_{\mu \nu }`$ is the Maxwell field associated with a U(1) subgroup of $`\mathrm{E}_8\times \mathrm{E}_8`$. Here, we shall consider the case where $`\mathrm{\Lambda }=0`$. The conformal transformation $`g_{\mu \nu }=e^{2\varphi }\overline{g}_{\mu \nu }`$ can be implemented to recast the above action in the “Einstein-Hilbert” form:
$$S=\frac{1}{16\pi }d^4x\sqrt{g}\left[R2(\varphi )^2e^{2\varphi }F^2\right],$$
(33)
where $`g_{\mu \nu }`$ is the Einstein-frame metric. The corresponding equations of motion are:
$`R_{\mu \nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }R2_\mu \varphi _\nu \varphi +g_{\mu \nu }(\varphi )^2`$ $``$ $`2e^{2\varphi }F_{\mu \lambda }F_\nu ^\lambda +{\displaystyle \frac{1}{2}}g_{\mu \nu }e^{2\varphi }F^2=0,`$ (35)
$`2^2\varphi +e^{2\varphi }F^2`$ $`=`$ $`0,`$ (36)
$`^\nu (e^{2\varphi })F_{\mu \nu }`$ $`=`$ $`0.`$ (37)
Taking the trace of (35) gives:
$$R=2(\varphi )^2,$$
(38)
which, together with (35) and (37), implies
$$R_{\mu \nu }=2_\mu \varphi _\nu \varphi +2e^{2\varphi }F_{\mu \lambda }F_\nu ^\lambda +g_{\mu \nu }^2\varphi .$$
(39)
This equation will play a pivotal role below in our study of charged black hole solutions and their duals.
If a matter action, say, corresponding to the Lagrangian density (23) of a global monopole, were present in Eq. (33), then a matter stress tensor following from such a term would contribute to the right-hand side of the field equation (35). Since it is not known how the dilaton couples to the monopole field $`\psi ^a`$, one can obtain different theories incorporating $`\psi ^a`$ based on the choice of this coupling. Global monopoles in 4D dilaton gravity have been studied for some choices of coupling and for both massive and massless dilaton in Ref. . We will later consider solutions to action (33) coupled to $`\psi ^a`$ by adding to it the matter action
$$S_m=\frac{1}{16\pi }d^4x\sqrt{g}L_m,$$
(40)
where $`L_m`$ is given in Eq. (23). Such a choice of coupling and $`L_m`$ is different from that considered in Ref. .
We begin by briefly recalling how the above equations of motion are solved to obtain the charged black hole solution. Consider the spherically symmetric static (SSS) metric (9), where $`\nu `$, $`\lambda `$, and $`h`$ are now functions of the radial coordinate $`r`$ only. For such a metric the only non-vanishing components of the Ricci tensor are the diagonal elements. For Eq. (39) to have an SSS solution, the following conditions on $`R_{tt}`$ and $`R_{rr}`$ must be obeyed:
$`R_{tt}=e^{2(\nu \lambda )}\left\{\nu ^{\prime \prime }+\nu ^2\lambda ^{}\nu ^{}+{\displaystyle \frac{2\nu ^{}}{r}}\right\}2\nu ^{}e^{2(\nu \lambda )}\left[{\displaystyle \frac{1}{r}}{\displaystyle \frac{h^{}}{h}}\right]`$ $`=`$ $`e^{2\nu 2\varphi }{\displaystyle \frac{Q^2}{h^4}},`$ (42)
$`R_{rr}=\left\{\nu \nu _{}^{}{}_{}{}^{2}+\lambda ^{}\nu ^{}+{\displaystyle \frac{2\lambda ^{}}{r}}\right\}2\lambda ^{}\left[{\displaystyle \frac{1}{r}}{\displaystyle \frac{h^{}}{h}}\right]{\displaystyle \frac{2h^{\prime \prime }}{h}}`$ $`=`$ $`\left[2\varphi ^2e^{2\lambda 2\varphi }{\displaystyle \frac{Q^2}{h^4}}\right].`$ (43)
Similarly, the field equation for the component $`R_{\theta \theta }`$,
$$\left\{1+e^{2\lambda }\left[r(\lambda ^{}\nu ^{})1\right]\right\}+e^{2\lambda }\left[(hh^{}r)(\lambda ^{}\nu ^{})(hh^{\prime \prime }+h^2)+1\right]=e^{2\varphi }\frac{Q^2}{h^2},$$
(44)
must also be satisfied. Spherical symmetry ensures that the $`R_{\varphi \varphi }`$ equation implies the same condition on $`\nu `$, $`\lambda `$, and $`h`$ as in Eq. (44). If $`Q=0`$, then the right-hand side of the above equation vanishes. Therefore, the following expressions,
$$e^{2\nu }=e^{2\lambda }=12m/r,\mathrm{and}h=r$$
(45)
constitute a solution to the above equations. This simply corresponds to the Schwarzschild metric, which indeed is a solution to the equations of motion (33) with $`F_{\mu \nu }=0`$ and $`\varphi =`$ constant.
Finding an SSS metric as a solution to (V) and (44) for $`Q0`$ is also straightforward. Note that $`\nu `$ and $`\lambda `$ given in Eq. (45) makes the braces on the left-hand sides of Eqs. (V) and (44) vanish. Thus, the problem reduces to finding an $`h`$ that makes the remaining term on the left-hand sides of Eqs. (V) and (44) equal to their right-hand sides, respectively. Such an $`h`$ exists and is given by
$$h^2=r^2\left(1\frac{Q^2}{mr}\right).$$
(46)
This, therefore, constitutes the charged black hole solution of 4D dilatonic gravity. The corresponding fields are:
$`ds^2`$ $`=`$ $`\left(1{\displaystyle \frac{2m}{r}}\right)dt^2+\left(1{\displaystyle \frac{2m}{r}}\right)^1dr^2`$ (48)
$`+r^2\left(1{\displaystyle \frac{Q^2}{mr}}\right)d\omega ^2.`$
$`e^{2\varphi }`$ $`=`$ $`\left(1{\displaystyle \frac{Q^2}{mr}}\right)=U(\varphi ),`$ (49)
$`F_{rt}`$ $`=`$ $`{\displaystyle \frac{Q}{r^2}}.`$ (50)
In obtaining the above solution from the equations of motion, we have assumed that $`\varphi 0`$ as $`r\mathrm{}`$.
The effect of the electrogravity-duality transformation on the field equations (35) is to modify them by the addition of the asymptotic form of the global-monopole stress tensor (13) on its right-hand side. This is completely analogous to what happens in the case of the Schwarzschild black hole in GR (see section III). It, therefore, follows that the following new choices for $`\nu `$ and $`\lambda `$ will solve such a set of equations:
$`e^{2\nu }e^{2\stackrel{~}{\nu }}`$ $`=`$ $`18\pi \eta ^2{\displaystyle \frac{2\stackrel{~}{m}}{r}},`$ (51)
$`e^{2\lambda }e^{2\stackrel{~}{\lambda }}`$ $`=`$ $`18\pi \eta ^2{\displaystyle \frac{2\stackrel{~}{m}}{r}},`$ (52)
where $`\stackrel{~}{m}`$ is just an integration constant. In other words, for the choice in (51), the braces on the lhs of Eqs. (V) and (44) are exactly equal to the components of the global-monopole stress-tensor. This suggests the possibility that there exists an $`h\stackrel{~}{h}`$ and $`\varphi \stackrel{~}{\varphi }`$, for which $`\stackrel{~}{\nu }`$ and $`\stackrel{~}{\lambda }`$ solve the field equations (V) and (44) modified by the presence of source terms arising from the global monopole stress tensor.
In fact, it turns out that such a choice for $`h`$ is available. This can be understood by noting that $`\stackrel{~}{\nu }`$ and $`\stackrel{~}{\lambda }`$ can be cast in the same form as (45):
$$e^{2\stackrel{~}{\nu }}=e^{2\kappa }\left(1\frac{2m}{r}\right)=e^{2\stackrel{~}{\lambda }},$$
(53)
where $`e^{2\kappa }=(18\pi \eta ^2)`$ and $`\stackrel{~}{m}=e^{2\kappa }m`$. Using such scaling relations between tilded and untilded parameters, it is easy to see that
$$\stackrel{~}{h}^2=r^2\left(1\frac{Q^2}{\stackrel{~}{m}r}\right),\mathrm{and}e^{2\stackrel{~}{\varphi }}=\left(1\frac{Q^2}{\stackrel{~}{m}r}\right).$$
(54)
Calling $`\stackrel{~}{m}=M`$, we finally arrive at the metric of the spacetime dual to the charged dilatonic black holes:
$$ds^2=\left(18\pi \eta ^2\frac{2M}{r}\right)dt^2+\left(18\pi \eta ^2\frac{2M}{r}\right)^1dr^2+r^2\left(1\frac{Q^2}{Mr}\right)d\omega ^2.$$
(55)
This is a solution to the modified equations of motion. The corresponding dilaton and $`U(1)`$ field solutions are given by Eqs. (54) and (50), respectively. The resulting field configuration solves the equations of motion (33). In the limit $`Q=0`$, one recovers the Barriola-Vilenkin spacetime. This is expected since in that limit the dilaton field acquires a constant value. Consequently, 4D dilaton gravity reduces to general relativity. Additionally, if $`M=0`$, then the above metric describes a locally flat spacetime with a global monopole charge, which is the electrogravity dual of flat spacetime.
It, however, remains to be shown that the stress tensor (13) is indeed the asymptotic form of the global monopole stress tensor arising from (40) for the above spacetime metric. To see that this is indeed true, we cast the above metric as
$`ds^2=`$ $``$ $`\left(1{\displaystyle \frac{4M^2}{Q^2+\sqrt{1+\frac{4M^2\rho ^2}{Q^4}}}}\right)dt^2`$ (56)
$`+`$ $`{\displaystyle \frac{1}{4}}\left(1+{\displaystyle \frac{Q^4}{4M^2\rho ^2}}\right)^1\left(1{\displaystyle \frac{4M^2}{Q^2+\sqrt{1+\frac{4M^2\rho ^2}{Q^4}}}}\right)^1d\rho ^2+\rho ^2d\omega ^2,`$ (57)
where $`\rho ^2=r^2rQ^2/M`$. This metric is of the same form as Eq. (9) with $`r`$ replaced by $`\rho `$ there. Using Eqs. (27) to compute the matter stress-tensor components gives
$$T_t{}_{}{}^{t}T_\rho {}_{}{}^{\rho }\eta ^2/\rho ^2,T_\theta {}_{}{}^{\theta }=T_\varphi {}_{}{}^{\varphi }0,$$
(58)
outside the monopole core. In the limit of large $`r`$ these go over to the expected stress tensor components (28) of a global monopole. Moreover, it is straightforward to verify that the field equation for $`f(\rho )`$, which is given by Eq. (24) with $`r`$ replaced by $`\rho `$, can be solved asymptotically with $`f(\rho )1`$ outside the core.
## VI Brans-Dicke theory
Another alternative candidate for the theory of gravity is the Brans-Dicke theory (BD). Analogous to the dilaton field in string theory, BD also includes a scalar field as part of the spacetime geometry. The BD action is, however, different from those considered in the previous sections . Vacuum BD can be conformally transformed into 4D Einstein gravity coupled to a massless scalar field, $`\phi `$. The corresponding field equations are:
$$R_{\mu \nu }\frac{1}{2}Rg_{\mu \nu }=\kappa (T_{\mu \nu }^\phi +T_{\mu \nu }),$$
(59)
where $`\kappa `$ is a coupling constant, $`T_{\mu \nu }^\phi `$ is the stress tensor of the scalar field,
$$T_{\mu \nu }^\phi =_\mu \phi _\nu \phi \frac{1}{2}g_{\mu \nu }^\lambda \phi _\lambda \phi ,$$
(60)
and $`T_{\mu \nu }`$ is the stress tensor of any matter distribution that may be present. Also, the scalar field obeys the equation,
$$^\mu _\mu \phi =0,$$
(61)
Equations (59) and (60) can be combined to yield
$$R_{\mu \nu }=\kappa (_\mu \phi _\nu \phi +T_{\mu \nu }).$$
(62)
Thus, Eqs. (62) and (61) comprise the field equations of this theory. Note that these equations can be obtained from the more general class of field equations, Eqs. (33) by setting $`F_{\mu \nu }=0`$, $`\kappa =2`$, and identifying the dilaton field with the scalar field in those equations.
The spherically symmetric neutral black hole solutions to the above equations are known. The no scalar-hair theorem guarantees that they are just the Schwarzschild solution with a constant scalar field . Also, the spherically symmetric charged black hole solution to the 4D Brans-Dicke-Maxwell theory still remains the Reissner-Nordstrom solution with a constant scalar field . However, as was shown by Xanthopoulos and Zannias (XZ) , there is an interesting solution to the above equations with a varying scalar field and with a vanishing matter stress tensor, $`T_{\mu \nu }`$. The corresponding fields are:
$$ds^2=dt^2+dr^2+(r^2r_0^2)d\omega ^2,$$
(63)
and
$$\phi (r)=\frac{1}{\sqrt{2\kappa }}\mathrm{ln}\left[\frac{rr_0}{r+r_0}\right],$$
(64)
where $`r_0`$ is a constant. The scalar curvature behaves as:
$$R=\frac{2r_0}{(r^2r_0^2)}.$$
(65)
Although not a black hole, nevertheless the above solution has a naked curvature singularity at $`r=r_0`$. We call this the XZ solution. Below, we seek the dual of this solution.
Under EGT, the field equation (59) gets transformed to:
$$G_{\mu \nu }\frac{1}{2}Rg_{\mu \nu }=\kappa (T_{\mu \nu }^\phi +T_{\mu \nu }).$$
(66)
It can be shown that the spacetime solution to the above equations is:
$$ds^2=(18\pi \eta ^2)dt^2+(18\pi \eta ^2)^1dr^2+(r^2r_0^2)d\omega ^2.$$
(67)
The above form of the dual metric is expected since the original metric is spherically symmetric. The only non-vanishing component of the Einstein tensor for the above metric is
$$G_r{}_{}{}^{r}=\frac{2r_0^2}{(18\pi \eta ^2)(r^2r_0^2)}.$$
(68)
The corresponding scalar field solution is the same as that given by (64). This is because, under the duality transformation, the determinant of the XZ metric (63) remains invariant and $`g^{rr}`$ continues to remain constant.
The matter stress tensor, $`T_{\mu \nu }`$, for this solution is non-vanishing; in fact, it is the same as that for a global monopole (28), as is typical of solutions obtained by applying EGT on known SSS solutions. Indeed, in the limit $`r_00`$, the metric (67) clearly describes a space with a deficit solid angle. This limit corresponds to a constant scalar field and, therefore, yields a solution in GR. Such a solution was indeed observed in Ref. , and is associated with a global monopole.
## VII Discussion
An important observation made in Refs. was that as long as one of the Einstein field equations remains unused in obtaining a particular solution, one can obtain a dual solution, which is different from the original, by modifying that equation. The modification is to introduce the term on the right in Eqs. (10), where the spacelike unit vector $`w_a`$ is along the radial four-acceleration vector. By this prescription solutions dual to all isolated sources have been obtained. The next question is: How good are Eqs. (10) as “non-vacuum” field equations? The first part of the equation implies vanishing of energy density (i.e., $`\stackrel{~}{E}=0`$) and of energy flux (i.e., $`H_{[ab]}=0`$). This means that they cannot have a physically meaningful non-vacuum solution. In the case of spacetimes corresponding to non-localized sources, such as those associated with the Kasner, the Weyl, the Levi-Civita metrics, and the metric of a plane gravitational wave, it turns out that Eqs. (10) (with $`kw_aw_b`$ replaced by $`k(g_{ab}+u_au_b)`$ for the homogeneous case) admits them as solutions, and so does the dual set of equations . Thus, such solutions describing non-localized sources are electrogravity self-dual. Also, Eqs. (10) admit meaningful solutions only when they are vacuum spacetimes. Even if they admit any non-vacuum solution, it would correspond to a matter distribution with vanishing energy density and, hence, would be unphysical. Hence, although the electrogravity duality transformation can be effected to obtain dual spacetime solutions in the above manner, it is not guaranteed to correspond to physically acceptable matter distributions. For instance, there does not occur a physically reasonable dual solution to any spherically symmetric static perfect fluid spacetime other than the de Sitter solution.
The application of the electrogravity-dual transformation on perfect fluid spacetimes has been considered . It maps the perfect-fluid stress-tensor components as $`\rho (\rho +3p)/2`$ and $`p(\rho p)/2`$, where $`\rho `$ and $`p`$ are the matter energy and pressure densities, respectively. Thus, the transformed stress tensor also describes a perfect fluid. In particular, the equations of state corresponding to radiation, $`\rho =3p`$, and to the cosmological constant term, $`\rho +p=0`$, remain invariant. In the former case, the solution is self-dual because the Ricci tensor is identical to the Einstein tensor. Whereas in the latter case we have $`\mathrm{\Lambda }\mathrm{\Lambda }`$, which implies that the de Sitter and the anti-de Sitter spacetimes are dual to each other. Also, the dust distribution, where $`p=0`$, is dual to the stiff fluid, where $`\rho =p`$.
Since electrogravity duality transformation only involves the Riemann tensor and hence is quite general, it should be applicable in other metric theories as well. Here we have seen its application on black hole solutions in the 4D low-energy effective heterotic string theory as well as on the Xanthopoulos-Zannias solution in Brans-Dicke theory. The procedure works exactly along the lines of GR and we obtain their dual solutions, which exhibit the presence of a global monopole charge. Thus we can make the general statement that by implementing the electrogravity duality transformation one can always generate a global monopole charge in a static spherically symmetric solution in GR, Brans-Dicke theory, and in 4D dilaton gravity. This is because as in GR, even in these scalar-tensor theories, the static spherically symmetric sector of their solution space is determined by only a subset of the corresponding field equations. In fact this is true even in lower dimensional Einstein-gravity, e.g., the theory corresponding to the 3D Einstein-Hilbert action involving a cosmological constant term. Hence, these theories, which have played an important role in this decade in the understanding of black hole physics and related quantum aspects, also hold the promise of harboring yet unknown solutions with topological defects that may play an important role in alternative cosmological models. We are currently involved in studying such solutions .
## VIII Acknowledgments
We thank Sayan Kar for his critical reading of our notes and for helpful discussions. |
warning/0001/hep-th0001187.html | ar5iv | text | # Some remarks about gauge-invariant Yang-Mills fields
## I INTRODUCTION
The property of gauge invariance is at the origin of one of the important advances of theoretical physics, that is, with the introduction of non-Abelian gauge theories it was possible the development of quantum chromodynamics (QCD) as the theory of strong interactions, whose properties at short distances can be calculated from perturbation theory. As is well known, for short distances the property of asymptotic freedom is valid, and this explains why perturbation theory can be used at sufficiently large values of the momenta. But within this framework, we cannot explain low energy phenomena such as the permanent confinement of quarks and gluons. The analysis of this problem directly from the QCD lagrangian is extremely difficult. The reason is that the infrared divergences and gauge dependence make bound-state equations very hard to approximate. Along the same line, we also recall that the choice of the gauge has a strong influence on the properties of the propagator. An illustrative example on this subject arises when one considers the infrared behavior of the fermion propagator in QCD2. In fact, it has been emphasized that ambiguities appears with the choice of the infrared regularization when a gauge-dependent fermion propagator is treated in the $`1/N`$ approximation. We also recall that the studies of Caracciolo et al. were crucial in the investigation of the ambiguity in the definition of the gluon propagator. As a way to circumvent these difficulties there has been a recent renewal of interest in formulations of QCD in which gauge-invariant variables are explicitly constructed. By doing so it has been possible to obtain a more deeper and illuminating view on the description of charged particles . It should be noted that the picture which emerges from these studies is that quarks are dressed objects, where this dressing is viewed as surrounding the quark with a cloud of gauge fields.
In previous work we have investigated the gauge-invariant but path-dependent formalism in Abelian gauge theories, and the intimately related question of gauge fixing. We illustrated how the gauge fixing procedure corresponds, in this formalism, to a path choice. We developed a path-dependent but physical QED where a consistent quantization directly in the path space was carried out. It is worthwhile remarking at this point that the physical electron (dressed) is not the Lagrangian fermion, which is neither gauge invariant nor associated with an electric field. Instead, the physical electron is the Lagrangian fermion accompanied with a non-local cloud of gauge fields. Following this line of argument we reconsidered the calculation of the interaction energy in pure QED and Maxwell-Chern-Simons gauge theory, paying due attention to the structure of the fields that surround the charges. In such a case subtleties related to the problem of exhibiting explicitly the interaction energies were illustrated. Subsequently, we have considered QED2 with associated issues such as screening and confinement, producing computational rules that have clear as well as simple interpretations.
Inspired by these observations, in this Brief Report we further pursue the gauge-invariant but path-dependent variables formalism by studying the extension to non-Abelian gauge fields. In Sec.II the gauge-invariant variables are introduced. The general approach is similar to that of other authors, paying due attention to the question of gauge choice. As an application of the formalism, we consider the problem of exhibiting explicitly the Coulombic interaction between pointlike sources in a non-Abelian pure Yang-Mills theory (gluodynamics) in Sec.III. As already expressed these variables are non-local and require the introduction of strings to carry electric flux.
## II GAUGE-INVARIANT FIELDS
### A The Poincaré gauge
The aim of this section is to discuss the way to introduce gauge-invariant fields in Yang-Mills theory. Towards such an end we will begin by giving a brief account of some of the previous work on Abelian gauge-invariant fields which is relevant to the work at hand. We also recall that our line of thought is to construct variables which are themselves unaltered by a gauge transformation. Accordingly, we consider the gauge-invariant field
$$𝒜_\mu (x)=A_\mu (x)+_\mu \left(_{C_{\xi x}}𝑑z^\nu A_\nu (z)\right),$$
(1)
where the path integral is to be evaluated along some contour $`C_{\xi x\text{ }}`$ connecting $`\xi `$ and $`x`$. Here $`A_\mu `$ is the usual electromagnetic potential and, in principle, it is taken in an arbitrary gauge. What we would like to stress is that by choosing a spacelike path from the point $`\xi ^k`$ to $`x^k`$, on a fixed time slice, the expression (1) may be rewritten as :
$$𝒜_0(x,\xi )=\underset{0}{\overset{1}{}}𝑑\lambda \left(x\xi \right)^kF_{0k}\left(\xi +\lambda \left(x\xi \right)\right),$$
(2)
$$𝒜_i(x,\xi )=\underset{0}{\overset{1}{}}𝑑\lambda \lambda \left(x\xi \right)^kF_{ki}\left(\xi +\lambda \left(x\xi \right)\right),$$
(3)
where $`\lambda `$ $`(0`$ $`\lambda `$ $`1)`$ is the parameter describing the contour $`z^k=\xi ^k+\lambda (x\xi )^k`$ with $`k=1,2,3`$ ; and, as usual, $`F_{\mu \nu }`$ stands for the field strength tensor $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu `$. Thus, as seen from (2) and (3), the potentials $`𝒜_\mu (x,\xi )`$ are expressed in a simple way in terms of the gauge field strengths $`F_{\mu \nu }`$. In passing we note that the field strengths are gauge-invariant observables in the Abelian case, in contrast to the non-Abelian theories where the field strengths are gauge covariant rather than invariant. This raises the question of how to construct gauge-invariant fields in the non-Abelian case. It is the purpose of the present section to provide such construction. Before going into details, we would like to add here that the expressions (2) and (3) coincide with the Poincaré gauge conditions defined by
$$\left(x\xi \right)^iA_i\left(x\right)=0,$$
(4)
$$A_0\left(x\right)=\underset{0}{\overset{1}{}}𝑑\lambda \left(x\xi \right)^i\mathrm{\Pi }^i\left(\lambda x\right),$$
(5)
where $`\mathrm{\Pi }^i`$ is the conjugate momentum to $`A^i`$.
Our immediate undertaking is to extend the above derivation to the non-Abelian case. The first step in this direction is to define the following fields
$`A_0(x,\xi )=A_0\left(x\right)_0{\displaystyle \underset{0}{\overset{1}{}}}𝑑\lambda \left(x\xi \right)^kA_k\left(\xi +\lambda \left(x\xi \right)\right)+`$ (6)
$`+ig{\displaystyle \underset{0}{\overset{1}{}}}𝑑\lambda \left(x\xi \right)^k[A_0\left(\xi +\lambda \left(x\xi \right)\right),A_k\left(\xi +\lambda \left(x\xi \right)\right)],`$ (7)
$`A_i(x,\xi )=A_i\left(x\right)_i{\displaystyle \underset{0}{\overset{1}{}}}𝑑\lambda \left(x\xi \right)^kA_k\left(\xi +\lambda \left(x\xi \right)\right)+`$ (8)
$`+ig{\displaystyle \underset{0}{\overset{1}{}}}𝑑\lambda \lambda \left(x\xi \right)^k[A_i\left(\xi +\lambda \left(x\xi \right)\right),A_k\left(\xi +\lambda \left(x\xi \right)\right)].`$ (9)
To transform (9) we use
$$G_{\mu \nu }\left(x\right)=_\mu A_\nu \left(x\right)_\mu A_\nu \left(x\right)ig[A_\mu \left(x\right),A_\nu \left(x\right)],$$
(10)
which allows us to rewrite (9) in the form
$`A_i(x,\xi )=A_i\left(x\right){\displaystyle \underset{0}{\overset{1}{}}}𝑑\lambda {\displaystyle \frac{d}{d\lambda }}\left(\lambda A_i\left(\xi +\lambda \left(x\xi \right)\right)\right)+`$ (11)
$`{\displaystyle \underset{0}{\overset{1}{}}}𝑑\lambda \lambda \left(x\xi \right)^kG_{ik}\left(\xi +\lambda \left(x\xi \right)\right).`$ (12)
The first integral in (12) is found immediately, and it exactly cancels the first term of (12), so that
$$A_i(x,\xi )=\underset{0}{\overset{1}{}}𝑑\lambda \lambda \left(x\xi \right)^kG_{ki}\left(\xi +\lambda \left(x\xi \right)\right).$$
(13)
Proceeding in a similar manner, one gets the following expression for (7),
$$A_0(x,\xi )=\underset{0}{\overset{1}{}}𝑑\lambda \left(x\xi \right)^kG_{0k}\left(\xi +\lambda \left(x\xi \right)\right).$$
(14)
Except for the substitution of $`F_{\mu \nu }`$ to $`G_{\mu \nu }`$ we see that the non-Abelian inversion formula for the fields (7) and (9) coincides with (2) and (3). In fact, such expressions are the non-Abelian inversion formula in the Poincaré gauge by application of the Poincaré lemma to the field strength two-form. However, as outlined above, the fields (13) and (14) are not gauge invariant. Thus, as a possible way to introduce gauge invariant fields, we perform the gauge transformations
$$A_\mu \left(x\right)A_\mu ^\mathrm{\Lambda }\left(x\right)=\mathrm{\Lambda }^1\left(x\right)\left(A_\mu \left(x\right)\frac{i}{g}_\mu \right)\mathrm{\Lambda }\left(x\right),$$
(15)
$$G_{\mu \nu }\left(x\right)G_{\mu \nu }^\mathrm{\Lambda }\left(x\right)=\mathrm{\Lambda }\left(x\right)G_{\mu \nu }\left(x\right)\mathrm{\Lambda }^1\left(x\right),$$
(16)
with the gauge transformation $`\mathrm{\Lambda }\left(x\right)=U^{}(x,\xi )`$. The operator $`U(x,\xi )`$ is defined by the P-ordered exponential
$$U(x,\xi )=P\mathrm{exp}\left(ig\underset{\xi }{\overset{x}{}}𝑑z^iA_i\left(z\right)\right),$$
(17)
with the integration path corresponding to the spacelike straight line which connects $`\xi `$ to $`x`$. Let us also recall here that the P-ordered exponential transforms under a gauge transformation $`\mathrm{\Lambda }\left(x\right)`$ as
$$U(x,\xi )U^\mathrm{\Lambda }(x,\xi )=\mathrm{\Lambda }\left(x\right)U(x,\xi )\mathrm{\Lambda }^1\left(\xi \right).$$
(18)
As a consequence $`G_{0k}(x,\xi )`$ and $`G_{ki}(x,\xi )`$ take the form
$$G_{0k}(x,\xi )G_{0k}^U(x,\xi )𝒢_{0k}(x,\xi )=U^{}(x,\xi )G_{ok}(x,\xi )U(x,\xi ),$$
(19)
$$G_{ki}(x,\xi )G_{ki}^U(x,\xi )𝒢_{ki}(x,\xi )=U^{}(x,\xi )G_{ki}(x,\xi )U(x,\xi ),$$
(20)
and similarly the fields $`A_0(x,\xi )`$ and $`A_i(x,\xi )`$ will transform into $`𝒜_0(x,\xi )`$ and $`𝒜_i(x,\xi )`$ respectively. The point we wish to emphasize, however, is that under the local gauge transformations the fields (19) and (20) transform globally. To see this, let us study how a gauge transformation affects the fields (19) and (20), that is,
$$𝒢_{0k}(x,\xi )𝒢_{0k}^\mathrm{\Lambda }(x,\xi )=\left(U^{}(x,\xi )\right)^\mathrm{\Lambda }𝒢_{0k}^\mathrm{\Lambda }(x,\xi )U^\mathrm{\Lambda }(x,\xi ),$$
(21)
$$𝒢_{ki}(x,\xi )𝒢_{ki}^\mathrm{\Lambda }(x,\xi )=\left(U^{}(x,\xi )\right)^\mathrm{\Lambda }𝒢_{ki}^\mathrm{\Lambda }(x,\xi )U^\mathrm{\Lambda }(x,\xi ).$$
(22)
Using the expressions (15) and (18) a short calculation yields
$$𝒢_{0k}^\mathrm{\Lambda }(x,\xi )=\mathrm{\Lambda }\left(\xi \right)𝒢_{0k}(x,\xi )\mathrm{\Lambda }^1\left(\xi \right),$$
(23)
$$𝒢_{ki}^\mathrm{\Lambda }(x,\xi )=\mathrm{\Lambda }\left(\xi \right)𝒢_{ki}(x,\xi )\mathrm{\Lambda }^1\left(\xi \right).$$
(24)
The above result explicitly shows that the fields (19) and (20), under local gauge transformations, transform only globally. This allows us to say that the gauge invariance of (23) and (24) is retrieved when $`\mathrm{\Lambda }\left(\xi \right)1`$, which is achieved by letting to point $`\xi `$ go to infinity. In a similar manner we find that the gauge invariance of the fields $`𝒜_0(x,\xi )`$ and $`𝒜_i(x,\xi )`$ is restored when $`\mathrm{\Lambda }\left(\xi \right)1`$. As a consequence of this one can construct Yang-Mills gauge invariant, not merely covariant, fields. On the other hand, if we had selected from the beginning the path in the form of a spacelike straight line, where the reference point $`\xi `$ is in spatial infinity, we would arrive at an expression for $`𝒜_\mu `$ that coincides with the axial gauge. In order to show this more clearly it is instructive to repeat the above derivation for the infinite reference point case.
### B The Axial gauge
First let us discuss the Abelian case. For this purpose we start by considering the gauge invariant field given by
$$𝒜_\mu \left(x\right)=A_\mu \left(x\right)+_\mu \left(\underset{\mathrm{}}{\overset{0}{}}A_\sigma \left(z\right)\frac{z^\sigma }{\xi }𝑑\xi \right).$$
(25)
As already expressed the reference point $`\xi `$ is in infinity and $`C_{\xi x}`$ is a spacelike path or contour that to join the points $`\xi `$ and $`x`$. Now, $`z^\mu (x,\xi )`$ are four arbitrary single-valued differential functions that satisfy
$$z^\mu (x,0)=x^\mu ,$$
(26)
$$z^\mu \left(x,\xi \mathrm{}\right)=\mathrm{}(spatial).$$
(27)
Just as for the Poincaré gauge case, after a brief calculation, from (25) one gets
$$𝒜_\mu \left(x\right)=\underset{\mathrm{}}{\overset{x}{}}F_{\nu \sigma }\left(z\right)\frac{z^\sigma }{x^\mu }\frac{z^\nu }{\xi }𝑑\xi .$$
(28)
As before, the potentials $`𝒜_\mu `$ have the property that they can be expressed in terms of the field strength $`F_{\mu \nu }`$. To illustrate a practical use of expression (28), we can write $`z^\mu (x,\xi )=x^\mu +\xi n^\mu `$ with the vector $`n^\mu =(0,0,0,1)`$ and $`\mathrm{}<\xi 0`$, in which case $`𝒜_\mu \left(x\right)`$ is said to be in the axial gauge.
The next step is to extend this analysis to the non-Abelian case. Basically, we follow the same procedure as we developed in the Poincaré gauge case. According to this idea one writes
$$A_\mu (x,\xi )=A_\mu \left(x\right)+_\mu \left(\underset{\mathrm{}}{\overset{0}{}}A_\sigma \left(z\right)\frac{z^\sigma }{\xi }\right)ig\underset{\mathrm{}}{\overset{0}{}}𝑑\xi \frac{z^\sigma }{\xi }\frac{z^\rho }{x^\mu }[A_\sigma \left(z\right),A_\rho \left(z\right)],$$
(29)
which by its turn is rewritten as
$$A_\mu (x,\xi )=\underset{\mathrm{}}{\overset{0}{}}𝑑\xi \frac{A_\sigma }{z^\rho }\frac{z^\rho }{x^\mu }\frac{z^\sigma }{\xi }+\underset{\mathrm{}}{\overset{0}{}}𝑑\xi \frac{A_\sigma }{\xi }\frac{z^\sigma }{x^\mu }ig\underset{\mathrm{}}{\overset{0}{}}𝑑\xi \frac{z^\sigma }{\xi }\frac{z^\rho }{x^\mu }[A_\sigma \left(z\right),A_\rho \left(z\right)].$$
(30)
By means the definition for the field strength in terms of the vector potential
$$G_{\nu \rho }=_\sigma A_\rho _\rho A_\sigma ig[A_\sigma ,A_\rho ],$$
(31)
the expression (30) then becomes
$$A_\mu (x,\xi )=\underset{\mathrm{}}{\overset{0}{}}𝑑z^\nu G_{\nu \sigma }\left(z\left(\xi \right)\right)\frac{z^\sigma }{x^\mu }.$$
(32)
In other words, one obtains a non-Abelian inversion formula which uniquely expresses the potentials $`A_\mu (x,\xi )`$ in terms of the gauge field strengths $`G_{\mu \nu }`$, like in the Poincaré gauge case. We now proceed to perform the gauge transformation (15) and (16) with the operator (17), and now with the spacelike path of integration running from infinity to $`x`$. Proceeding in analogy to the Poincaré gauge case and after some manipulations we find that $`𝒢_{\mu \nu }(x,\xi )G_{\mu \nu }^\mathrm{\Lambda }(x,\xi )`$ and $`𝒜_\mu (x,\xi )A_\mu ^\mathrm{\Lambda }(x,\xi )`$ are gauge invariant.
## III INTERQUARK ENERGY
The goal of this section is to implement the above general considerations in a concrete application. So we proceed to calculate the interaction energy between external probe sources in a non-Abelian pure Yang-Mills theory. This calculation will be carry out with the help of the previously discussed string variables. Before considering explicitly the interquark energy, we shall first reexamine the canonical quantization for the Yang-Mills field coupled to an external source $`J^0`$ from the viewpoint of hamiltonian dynamics. We start from the Lagrangian density
$$=\frac{1}{4}Tr\left(F_{\mu \nu }F^{\mu \nu }\right)A_0^aJ^0=\frac{1}{4}F_{\mu \nu }^aF^{a\mu \nu }A_0^aJ^0.$$
(33)
Here $`A_\mu \left(x\right)=A_\mu ^a\left(x\right)T^a`$, where $`T^a`$ is a hermitian representation of the semi-simple and compact gauge group; and $`F_{\mu \nu }^a=_\mu A_\nu ^a_\nu A_\mu ^a+gf^{abc}A_\mu ^bA_\nu ^c`$, with $`f^{abc}`$ the structure constants of the gauge group. The Dirac procedure as applied to (33) is straightforward. The canonical momenta are $`\mathrm{\Pi }^{a\mu }=F^{a0\mu }`$, which results in the usual primary constraint $`\mathrm{\Pi }_0^a=0`$, and $`\mathrm{\Pi }^{ai}=F^{ai0}`$. This allows us to write the following canonical Hamiltonian:
$$H_c=d^3x\left(\frac{1}{2}\mathrm{\Pi }_i^a\mathrm{\Pi }_a^i+\mathrm{\Pi }_i^a^iA_a^0+\frac{1}{4}F_{ij}^aF^{aij}gf_{abc}\mathrm{\Pi }_i^aA_b^0A_c^i+A_0^aJ^0\right).$$
(34)
The secondary constraint generated by the time preservation of the primary constraint is now
$$\mathrm{\Omega }_a^{\left(1\right)}\left(x\right)=_i\mathrm{\Pi }_a^i+gf_{abc}A_b^i\mathrm{\Pi }_i^cJ^00.$$
(35)
It is easy to check that there are no more constraints in the theory, and that both constraints are first class. The corresponding total (first class) Hamiltonian that generates the time evolution of the dynamical variables is given by
$$H=H_c+d^3x\left(c_0\left(x\right)+c_1\left(x\right)\mathrm{\Omega }_a^{\left(1\right)}\left(x\right)\right),$$
(36)
where $`c_0`$ and $`c_1`$ are arbitrary functions. Since $`\mathrm{\Pi }_0^a0`$ for all time and $`\dot{A}_0^a\left(x\right)=[A_0^a\left(x\right),H]=c_0\left(x\right)`$, which is completely arbitrary, we discard $`A_0^a\left(x\right)`$ and $`\mathrm{\Pi }_a^0\left(x\right)`$ since they add nothing to the description of the system. The Hamiltonian then takes the form
$$H=d^3x\left(\frac{1}{2}\mathrm{\Pi }_i^a\mathrm{\Pi }_a^i+\frac{1}{4}F_{ij}^aF^{aij}+c^a\left(x\right)\left(^i\mathrm{\Pi }_i^a+gf_{abc}A_b^i\mathrm{\Pi }_i^cJ^0\right)\right),$$
(37)
where $`c^a\left(x\right)=c_1\left(x\right)A_0^a\left(x\right)`$.
Therefore we have one first class constraint $`\mathrm{\Omega }_a^{\left(1\right)}\left(x\right)`$ , which appears at the secondary level. In order to break the gauge freedom of the theory, it is necessary to impose one constraint such that the full set of constraints becomes second class. From the previous section, we choose
$$\mathrm{\Omega }_a^{\left(2\right)}\left(x\right)=\underset{0}{\overset{1}{}}𝑑\lambda \left(x\xi \right)^kA_k^{\left(a\right)}\left(\xi +\lambda \left(x\xi \right)\right)0.$$
(38)
There is no essential loss of generality if we restrict our considerations to $`\xi ^k=0`$; accordingly, (38) becomes
$$\mathrm{\Omega }_a^{(2)}\left(x\right)=\underset{0}{\overset{1}{}}𝑑\lambda x^kA_k^a\left(\lambda x\right)0.$$
(39)
Standard techniques for constrained systems then lead to the following Dirac brackets
$$\{A_i^a\left(x\right),A_b^j\left(y\right)\}^{}=0=\{\mathrm{\Pi }_i^a\left(x\right),\mathrm{\Pi }_b^j\left(y\right)\}^{},$$
(40)
$$\{A_i^a\left(x\right),\mathrm{\Pi }^{bj}\left(y\right)\}^{}=\delta ^{ab}\delta _i^j\delta ^{(3)}\left(xy\right)\underset{0}{\overset{1}{}}𝑑\lambda \left(\delta ^{ab}\frac{}{x^i}gf^{abc}A_i^c\left(x\right)\right)x^j\delta ^{(3)}\left(\lambda xy\right).$$
(41)
Also we mention that equivalent Dirac brackets were calculated independently in reference . This completes our brief review of the canonical quantization for the Yang-Mills field.
Now we move on to compute the energy of the external field of static charges where a fermion is localized at $`𝐲^{}`$ and an antifermion at $`𝐲`$. In order to accomplish this purpose we will calculate the expectation value of the energy operator $`H`$ in the physical state $`|\mathrm{\Omega }`$, which will denote by $`H_\mathrm{\Omega }`$ . Using Eq.(37) we see that $`H_\mathrm{\Omega }`$ reads
$$H_\mathrm{\Omega }=tr\mathrm{\Omega }\left|d^3x\left(\frac{1}{2}\mathrm{\Pi }_i^a\mathrm{\Pi }^{ia}+\frac{1}{4}F_{ij}^aF^{aij}\right)\right|\mathrm{\Omega }.$$
(42)
Since the fermions are taken to be infinitely massive (static), this can be further simplified as
$$H_\mathrm{\Omega }=tr\mathrm{\Omega }\left|d^3x\left(\frac{1}{2}\mathrm{\Pi }_i^a\left(x\right)\mathrm{\Pi }^{ia}\left(x\right)\right)\right|\mathrm{\Omega }.$$
(43)
It is now important to notice that, as was first established by Dirac , the physical states $`|\mathrm{\Omega }`$ correspond to the gauge invariant ones. It is worth recalling at this stage that in the Abelian case $`|\mathrm{\Omega }`$ may be written as
$$|\mathrm{\Omega }=\overline{\psi }\left(𝐲\right)\mathrm{exp}\left(ie\underset{𝐲^{}}{\overset{𝐲}{}}𝑑z^iA_i\left(z\right)\right)\psi \left(𝐲^{}\right)|0,$$
(44)
where $`|0`$ is the physical vacuum state and the line integral appearing in the above expression is along a spacelike path from the point at $`𝐲^{}`$ to $`𝐲`$, on a fixed time slice. As a result of this the fermion fields are now dressed by a cloud of gauge fields. As before, the above expression must be extended since we are dealing with non-Abelian fields. Thus, on the basis of the discussion in the previous section, we can write a state which has a fermion at $`𝐲^{}`$ and an antifermion at $`𝐲`$ as
$$|\mathrm{\Omega }=\overline{\psi }\left(𝐲\right)P\mathrm{exp}\left(ig\underset{𝐲^{}}{\overset{𝐲}{}}𝑑z^iA_i\left(z\right)\right)\psi \left(𝐲^{}\right)|0.$$
(45)
As before, the line integral is along a spacelike path on a fixed time slice, and $`|0`$ is the physical vacuum state.
The above analysis give us an opportunity to compare our work with the standard Wilson loop procedure , to make sure that the known results are recovered from the general expression (45) in the weak coupling limit. In effect, due to asymptotic freedom, the short distance behavior of the interquark potential is determined by perturbation theory. According to this, at weak coupling, one can expand
$$P\mathrm{exp}\left(ig\underset{𝐲^{}}{\overset{𝐲}{}}dz^iA_i\left(z\right)\right)=P(1+ig\underset{𝐲^{}}{\overset{𝐲}{}}dz^iA_i^a\left(z\right)T^a+\mathrm{}.).$$
(46)
This implies that, at lowest order in g, the non-Abelian generalization of the dressing framework is the same as in the Abelian theory. In other terms, this means that at short distances we get the Coulomb potential with $`g^2`$ multiplied by a group factor, as we will now show.
It is appropriate to start first by reconsidering how the gauge invariant state (dressed) represent charged particles with a static field electric on a line or, more precisely, on a tube. Let $`|E`$ be an eigenvector of the electric field operator $`E_i^a(x)`$, with eigenvalue $`\epsilon _i^a(x)`$:
$$E_i^a\left(x\right)|E=\epsilon _i^a\left(x\right)|E.$$
(47)
We then focus our attention towards examining the state
$$U(𝐲^{},𝐲)|E\overline{\psi }\left(𝐲\right)\left(1+ig\underset{𝐲^{}}{\overset{𝐲}{}}𝑑z^iA_i^c\left(z\right)T^c\right)\psi \left(𝐲^{}\right)|E.$$
(48)
Moreover, it follows from (41) and (47) that
$$E_i^a\left(x\right)U(𝐲^{},𝐲)|E=\left(\epsilon _i^a\left(x\right)+g\underset{𝐲^{}}{\overset{𝐲}{}}𝑑z_i\delta ^{(3)}\left(xz\right)T^a\right)U(𝐲^{},𝐲)|E.$$
(49)
This means that $`U(𝐲^{},𝐲)|E`$ is another eigenvector of $`E_i^a(x)`$ with eigenvalue of $`\epsilon _i^a\left(x\right)+g\underset{𝐲^{}}{\overset{𝐲}{}}𝑑z_i\delta ^{(3)}\left(xz\right)T^a`$. As in , by employing (43)and (49) we then evaluate the energy in the presence of the static charges. Hence we once again obtain
$$H_\mathrm{\Omega }=H_0+\frac{1}{2}g^2trT^aT^a\underset{𝐲^{}}{\overset{𝐲}{}}𝑑z^i\underset{𝐲^{}}{\overset{𝐲}{}}𝑑z_i^{}\delta ^{(3)}\left(zz^{}\right),$$
(50)
where $`H_0=0|H|0`$. Recalling that the integrals over $`z^i`$ and $`z_i^{}`$ are zero except on the contour of integration, we obtain the following interaction energy
$$V=\frac{1}{2}g^2k(trT^aT^a)|𝐲𝐲^{}|,$$
(51)
where $`k=\delta ^{(2)}(0)`$. Writing the purely group theoretic factor $`trT^aT^a=C_2(F)`$, (51) can be further expressed as
$$V=\frac{1}{2}g^2C_2(F)k|𝐲𝐲^{}|.$$
(52)
This expression may look peculiar, but it is nothing but the familiar Coulomb energy as was discussed in . Here, however, we call the attention to the fact that, as in the Abelian case, the term$`\frac{g^2}{2}d^3x\left(\underset{𝐲^{}}{\overset{𝐲}{}}𝑑z_i\delta ^{(3)}\left(xz\right)\right)^2`$ reproduces exactly the Coulomb energy. In this way one obtains the standard result for the interquark potential
$$V=\frac{1}{4\pi }g^2C_2(F)\frac{1}{|𝐲𝐲^{}|}.$$
(53)
We further note that, as was explained in , a modified form for the state (45) in the Poincaré gauge is equivalent to the Coulomb gauge, which, too, leads to the expression (53).
As a final comment, notice that the results of this section hinge on the constraints structure of the theory we have discussed. Thus it seems straightforward to extend to the $`g^4`$ order the calculation that we have developed. We expect to report on progress along these lines soon.
## IV ACKNOWLEDGMENTS
The author would like to thank I. Schmidt for reading the manuscript and for his support. Work supported in part by Fondecyt (Chile) grant 1000710, and by a Cátedra Presidencial en Ciencias (Chile). |
warning/0001/hep-th0001099.html | ar5iv | text | # On consistency of the closed bosonic string with different left-right ordering constants
## Acknowledgments.
Author thanks N. Berkovits for useful discussions. The work has been supported by FAPERJ and partially by Project INTAS-96-0308 and by Project GRACENAS No 97-6.2-34. |
warning/0001/hep-th0001008.html | ar5iv | text | # Untitled Document
HWS-9821,hep-th/0001008
$`N=0`$ Supersymmetry and the Non-Relativistic Monopole
Donald Spector spector@hws.edu
Department of Physics, Eaton Hall
Hobart and William Smith Colleges
Geneva, NY 14456 USA
We study some of the algebraic properties of the non-relativistic monopole. We find that we can construct theories that possess an exotic conserved fermionic charge that squares to the Casimir of the rotation group, yet do not possess an ordinary supersymmetry. This is in contrast to previous known examples with such exotic fermionic charges. We proceed to show that the presence of the exotic fermionic charge in the non-supersymmetric theory can nonetheless be understood using supersymmetric techniques, providing yet another example of the usefulness of supersymmetry in understanding non-supersymmetric theories.
12/99
1. Introduction
The use of supersymmetry to understand non-supersymmetric theories has proven to be a valuable resource in the study of quantum theories. In the examples just listed, one typically finds a way to understand a theory that is not supersymmetric by treating it as the restriction of a supersymmetric theory, typically by eliminating the fermionic fields of the supersymmetric theory..
There is, of course, another possibility. Suppose, instead, the supersymmetric theory is the restriction of some non-supersymmetric theory. Can the algebraic structure of the supersymmetric theory nonetheless give an indication as to the behavior of the non-supersymmetric theory? In this letter, we study an example where this occurs.
The importance of this is twofold. First, we obtain some particular insights into the theory of non-relativistic magnetic monopoles and dyons. But, more importantly, we extend the usefulness of supersymmetry in understanding non-supersymmetric theories. The analysis of quantum systems is sufficiently difficult that any new techniques are useful. Because supersymmetry is itself so powerful, any time we can link a non-supersymmetric theory to a supersymmetric one, we have the potential of deeper insights into the non-supersymmetric theories.
In the first section of this paper, we present a non-supersymmetric model that has an exotic conserved fermionic charge. Existing examples of the appearance of such charges have always been in supersymmetric theories , and with the supersymmetry algebra invoked in an essential way to explain appearance of such exotic charges . Thus, in this section, we establish a counterexample, in which an exotic fermion charge (one that does not square to the Hamiltonian) can exist in a context in which there is no ordinary supersymmetry, and so the charge cannot be understood in the usual way.
Then we examine the algebraic structure of this theory in some depth. We find an intriguing set of conjugate operators that lead us to an interesting formulation of the theory, one that affords a straightforward way to motivate the identification of the exotic fermionic charge. We comment that it is also possible that these operators can be used to demonstrate integrability in some cases (for a discussion of integrability in non-relativistic monopole theories, see ), but that is beyond the scope of this work.
Finally, we use the algebraic properties of these operators to analyze the appearance of the exotic fermionic charge in the non-supersymmetric theory. We find that it is possible to draw a connection between the non-supersymmetric theory and the supersymmetric theory, and thus explain the appearance of the exotic charge using supersymmetric arguments, even though the theory in question is not supersymmetric! We will thus have established an $`N=0`$ supersymmetry approach to these exotic charges.
2. A Non-Supersymmetric Monopole Model
Consider the non-relativistic theory in three spatial dimensions of a spin $`\frac{1}{2}`$ particle in the presence of a magnetic monopole or dyon. Such a theory has a Hamiltonian
$$H=\frac{1}{2m}(\stackrel{}{p}e\stackrel{}{A})^2\frac{1}{2}eF^{ij}S^kϵ_{ijk}+V(r),$$
where $`A^i`$ is the gauge field of a magnetic monopole, $`\frac{1}{2}ϵ^{ijk}F_{ij}`$ is the associated magnetic field, $`S^k`$ is the spin operator for the particle, $`e`$ is its electric charge, and $`V(r)`$ is a spherically symmetric potential energy (which will include a Coulomb term if the monopole field arises from a dyon). The radial coordinate $`r=(x_ix_i)^{\frac{1}{2}}`$. One typical parametrization of the monopole gauge field in spherical coordinates is
$$\stackrel{}{A}^{(I)}=\frac{g}{4\pi }\frac{1\mathrm{cos}\theta }{r\mathrm{sin}\theta }\widehat{\varphi }=\frac{g}{4\pi r}\mathrm{tan}\frac{\theta }{2}\widehat{\varphi },\theta <\pi $$
and
$$\stackrel{}{A}^{(II)}=\frac{g}{4\pi }\frac{1+\mathrm{cos}\theta }{r\mathrm{sin}\theta }\widehat{\varphi }=\frac{g}{4\pi r}\mathrm{cot}\frac{\theta }{2}\widehat{\varphi },\theta >0$$
where $`g`$ is the magnetic charge of the configuration. These two expressions differ by a gauge transformation in the region of overlap.
Of course, the angular momentum is conserved in this theory, although it picks up an anomalous term from the monopole field. Defining the covariant momentum operators $`\mathrm{\Pi }^i=p^ieA^i`$, we can write the conserved angular momentum operators as
$$J^i=ϵ^{ijk}x_j\mathrm{\Pi }_k+S^ieg\frac{x^i}{r}.$$
It is useful to re-parametrize the spin in terms of a Grassman coordinate $`\psi _i`$, $`i=1,2,3`$. The $`\psi _i`$ satisfy
$$\{\psi _i,\psi _j\}=\delta _{ij},$$
and they are introduced into the Hamiltonian via the identification
$$S^i=\frac{i}{2}ϵ^{ijk}\psi _j\psi _k.$$
The $`S^i`$ satisfy the spin $`\frac{1}{2}`$ commutation relations. These Grassman variables will be central to the analysis throughout this paper.
Suppose now we define the fermionic charge $`\stackrel{~}{Q}`$ via the expression
$$\stackrel{~}{Q}=ϵ_{ijk}\left(x^i\mathrm{\Pi }^j\psi ^k\frac{i}{3}\psi ^i\psi ^j\psi ^k\right).$$
It is a straightforward computation to show that
$$[H,\stackrel{~}{Q}]=0,$$
leading to the conclusion that there is an exotic conserved fermionic charge in this theory.
This charge, however, is not an ordinary supercharge. It does not square to the Hamiltonian (indeed, dimensionally, it could not). Its square is, however, a bosonic charge already known to be present in the theory. One immediately verifies that
$$\stackrel{~}{Q}^2=\frac{1}{2}\left(J^2e^2g^2+\frac{1}{4}\right).$$
This is important, in that it tells us that $`\stackrel{~}{Q}`$ does not lead to a whole new elaborate symmetry structure; rather, this exotic fermionic charge fits inside the standard symmetry structures in the minimal possible way.
Such a charge was observed in in the context of a supersymmetric theory, and explained as arising from the interplay of the standard supersymmetry and a Killing-Yano structure in the theory, a special instance of . However, here we have found such a charge in the absence of supersymmetry, and so the explanation of cannot be adequate. Thus we are left to seek the origin of this charge in this non-supersymmetric theory. How could we have known to look for it? Why should it appear?
3. Algebraic Relations among Operators
Before we attempt to establish a connection between the supersymmetric and non-supersymmetric theories, we wish to start by exploring some of the properties of operators that will turn out to be relevant to both theories. From the properties of these operators, we will be able to motivate the discovery and construction of the $`\stackrel{~}{Q}`$ charge in the non-supersymmetric theory.
Suppose there is an exotic fermion charge in a non-relativistic quantum theory. What will its properties be?
Let us consider the simplest possibility. If there is to be such a charge, the simplest possibility is that there is only one such charge, and hence it must be a scalar under the rotation group. Its square must then be a conserved bosonic scalar charge, and since this must not be the Hamiltonian (we are attempting to construct an exotic fermionic charge, not a conventional supercharge), if we are to add no more structure than necessary, the fermionic charge should square (up to irrelevant constants) to the Casimir of the rotation group. Then, since $`[J^2,f(r)]=0`$ for any function $`f(r)`$, we also have $`[\stackrel{~}{Q}^2,f(r)]=0`$, and then the Jacobi identity gives
$$\{\stackrel{~}{Q},[\stackrel{~}{Q},f(r)]\}=0.$$
The simplest way for this to be true for any $`f(r)`$ is for $`\stackrel{~}{Q}`$ to commute with $`r`$.
Now there turns out to be a fermionic precursor of $`r`$ in this theory. Let us define $`\mathrm{\Gamma }=x\psi `$. Then $`\mathrm{\Gamma }^2=r^2`$, and hence we could adopt the ansatz $`\{\stackrel{~}{Q},\mathrm{\Gamma }\}=0`$. Then (3.1) is naturally satisfied.
The Hamiltonian framework makes it natural to consider the conjugate operator to $`\mathrm{\Gamma }`$, namely $`Q=\mathrm{\Pi }\psi `$. For convenience, we also define $`W=\{Q,\mathrm{\Gamma }\}`$; one sees readily that $`W`$ essentially measures the engineering dimension of an operator.
We know that the essential ingredient of quantum mechanics comes from the action of $`x^i`$ on $`\mathrm{\Pi }^j`$, or equivalent of $`\mathrm{\Pi }^j`$ on $`x^i`$. What happens if we consider the corresponding fermi-contracted operators here?
If we consider the repeated action of $`Q`$ on operators, starting with $`\mathrm{\Gamma }^2=r^2`$, one finds
$$Q:\mathrm{\Gamma }^2\mathrm{\Gamma }WQQ^20.$$
On the other hand, we can switch the roles of $`\mathrm{\Gamma }`$ and $`Q`$, and then
$$\mathrm{\Gamma }:Q^2QW\mathrm{\Gamma }\mathrm{\Gamma }^20.$$
(In these expressions, we have omitted overall normalization factors that are irrelevant to our argument.) One notices a complete parity between these two chains. Under the action of $`Q`$, one starts at $`\mathrm{\Gamma }^2`$ and proceeds all the way to $`Q^2`$ before reaching zero; under the action of $`\mathrm{\Gamma }`$, one starts at $`Q^2`$ and proceeds all the way to $`\mathrm{\Gamma }^2`$ before reaching zero. The roles of $`Q`$ and $`\mathrm{\Gamma }`$ are switched. Note, too, that they act in reverse directions, each one (roughly speaking) undoing the action of the other.
Now let us again consider $`\stackrel{~}{Q}`$. If it is to square to the Casimir of the rotation group, it should have engineering dimension zero, and thus should be composed of terms that have an equal number of $`x^i`$’s and $`\mathrm{\Pi }^i`$’s. Indeed, the charge $`\stackrel{~}{Q}`$ should be unchanged under the canonical transformation $`x^i\mathrm{\Pi }^i`$, $`\mathrm{\Pi }^ix^i`$. Now we have already argued that it is natural to have $`\stackrel{~}{Q}`$ commute with $`\mathrm{\Gamma }`$. Given the symmetry between the algebraic relations (3.1) and (3.1), it is natural to conjecture, then, that any conserved charge $`\stackrel{~}{Q}`$ will also commute with $`Q`$.
Thus, a natural way to try to identify any possible exotic fermionic charge is to construct a dimension zero operator, unchanged under the canonical transformation described above, that commutes with $`\mathrm{\Gamma }`$ and $`Q`$. In fact, the charge $`\stackrel{~}{Q}`$ defined in the previous section meets all these criteria. As we will see in the next section, it is exactly these properties that forge the link between the supersymmetric and non-supersymmetric theories.
4. Connection to the supersymmetric theory
We can re-write the Hamiltonian in a more compact, and more instructive, form. Using the covariant derivative $`\mathrm{\Pi }^i`$, one can write the Hamiltonian (2.1) as
$$H=\left(\mathrm{\Pi }\psi \right)^2+V(r).$$
Then using the previously defined operator $`Q=\mathrm{\Pi }\psi `$, and introducing a parameter $`\alpha `$ so we can adjust the magnitude of the potential term, we are led to the Hamiltonian
$$H_\alpha =Q^2+\alpha V(r).$$
Note that the case $`\alpha =0`$, which describes a spin-$`\frac{1}{2}`$ particle moving only in the field of a magnetic monopole, is thus an example of a supersymmetric Hamiltonian, with $`Q=\mathrm{\Pi }\psi `$ as the supercharge . When $`\alpha 0`$, we recover the generic case this paper has been considering, which has no supersymmetry.
Consider first the theory with Hamiltonian $`H_0=Q^2`$, which arises when one sets $`\alpha =0`$. This theory automatically has an exotic fermionic charge, as demonstrated in . This is automatic, because the theory has a Killing-Yano tensor. From this, the appearance of the conserved $`\stackrel{~}{Q}`$ follows automatically by considering the action of the ordinary supersymmetry on the Killing-Yano tensor . This explanation says that the conserved charge $`\stackrel{~}{Q}`$ appears in part because of the existence of the ordinary conserved supercharge.
How do we explain, then, the existence of a conserved $`\stackrel{~}{Q}`$ when $`\alpha 0`$ and there is no ordinary supersymmetry? How does this non-supersymmetric extension of the original theory preserve this one aspect of the symmetry structure?
The answer is that adding the spherically symmetric potential deforms the theory in just the right way. It is true that it is a deformation that violates the supersymmetry invariance of the theory, and thus the Killing-Yano argument for the appearance of the extra fermionic charge breaks down. However, although this deformation violates supersymmetry, it does commute with $`\stackrel{~}{Q}`$, and thus we are deforming a theory which has a natural supersymmetric explanation for the conservation of $`\stackrel{~}{Q}`$ in a way that, although it violates supersymmetry, respects the $`\stackrel{~}{Q}`$ conservation law. Thus the non-supersymmetric extension preserves some of the algebraic structure of the original supersymmetric theory, in particular, the existence of the exotic fermionic conserved charge.
Thus arguments based on the supersymmetry algebra can explain the appearance of $`\stackrel{~}{Q}`$ as a conserved charge in the non-supersymmetric theory; we thus have identified another instance of so-called “$`N=0`$ supersymmetry,” in which supersymmetry is used to determine the properties of a non-supersymmetric theory. In fact, in this case, the term is especially apt. The phenomenon we are witnessing is much like that which occurs when new terms are added to an $`N=2`$ supersymmetric theory, breaking one but not both of the supersymmetries, thereby reducing the invariance to $`N=1`$ supersymmetry. Here we are seeing the same sort of reduction in the number of supersymmetries, although it is a reduction from $`N=1`$ to $`N=0`$.
5. Conclusion
We have seen that the appearance of an exotic fermionic conserved charge — one that does not square to the Hamiltonian, as would an ordinary supersymmetry charge — can occur in a non-supersymmetric theory. Heretofore, such exotic charges had been found and explained in explicitly supersymmetric contexts.
At the same time, we have seen that the appearance of this charge in the non-supersymmetric theory can still be understood by examining the algebraic structure of the theory, and in particular by understanding how the non-supersymmetric theory can be viewed as a particular kind of deformation of a supersymmetric theory.
The above is yet another nice example of a way to link the behavior of supersymmetric and non-supersymmetric theories, and indeed it parallels very nicely the discussion of extended superalgebras and topological charges in . In both cases, one has a quantity (the topological charge or $`\stackrel{~}{Q}`$, respectively) that is conserved in the supersymmetric and non-supersymmetric cases; this quantity is conserved in the supersymmetric case due to the interplay of the supercharge and a geometrical quantity (the gauge-like potential or the Killing-Yano tensor, respectively); and the change to the non-supersymmetric case preserves the conservation law (due to its being topological or due to the nature of the deformation, respectively). It would be interesting to see if it is more than coincidental that both these examples revolve around the supermultiplet of geometrical structures associated with symmetries and conservation laws that arise in the presence of monopoles.<sup>1</sup> There is also a certain similarity to , in which a supersymmetric theory is deformed in two different ways, one that respects and one that violates supersymmetry, and the properties of these different theories are related to each other.
There is another possibility raised by the symmetry between the chains of operator transformations (3.1) and (3.1), namely the possibility of a simple proof of integrability for non-relativistic monopole systems. The symmetry between these chains even when the Hamiltonian does not have a symmetry under the interchange of $`\mathrm{\Gamma }`$ and $`Q`$ suggests a possible tool for the construction of a second Hamiltonian structure, and thus a proof of integrability. The investigation of this topic goes beyond the scope of this paper.
This research was supported in part by NSF Grant PHY-9970771.
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warning/0001/quant-ph0001030.html | ar5iv | text | # Hardy-type experiment for the maximally entangled state: Illustrating the problem of subensemble postselection
## 1 Introduction
A remarkable feature of Hardy’s nonlocality theorem is that it applies to any pure entangled states of a bipartite two-level system, except, curiously, those states which are maximally entangled such as the singlet state of two spin-half particles. As Hardy says , “The reason for this is that the proof relies on a certain lack of symmetry that is not available in the case of a maximally entangled state.” Indeed, for this class of states, every single-particle observable is perfectly, symmetrically correlated with some other observable associated with the other particle. As a result, the set of Hardy equations (3a)-(3d) (see below) upon which the nonlocality contradiction is constructed cannot be satisfied for the maximally entangled case . An attempt to extend Hardy’s theorem to cover maximally entangled state was made by Wu et al. in Ref. where the authors, using a quantum-optical setting, demonstrate local-realism violations for a maximally entangled state of two particles without using inequalities. It was later pointed out , however, that the nonlocality argument in requires a minimum total of six dimensions in Hilbert space, and so there is no contradiction with the fact that no Hardy-type nonlocality argument can be constructed for the maximally entangled state if the observables to be measured on each particle are truly dichotomic. The extra dimensions needed to properly describe the experiment in Ref. arise due to the use of three independent detectors for each of the particles. Moreover, the probabilistic nonlocality contradiction derived in is conditioned on the fact that the statistical analysis involved is restricted to a particular subensemble of joint detection events. The authors define this subensemble by saying that , “We shall only be interested in those runs of the experiment for $`K=L=0`$, which means that particle 1 does not go to end $`k`$, while at the same time particle 2 does not go to end $`l`$.” Although there are situations in which subensemble selection may be a legitimate means to observe local-realism violations , we will see that this is not the case for the class of experiments considered in this Letter. Specifically, by using an arrangement for two-particle interferometry, we will show that, (a) if each particle is subjected to a single ideal (von Neumann-type) measurement (chosen at random between two such possible measurements), then it is necessary to perform subensemble postselection (or, equivalently, to reject some ‘undesirable’ subset of measurement data) if we want to obtain a Hardy-type nonlocality contradiction for the maximally entangled state; and (b) this procedure to get local-realism violations does not constitute a valid method to rule out all possible local hidden variable models since, for the class of experiments discussed, no Bell-type inequality is violated if the whole ensemble of measurement data is included in the statistical analysis. The conclusion to be drawn from these two statements is that the class of experiments adhering to Wu et al.’s approach does not provide a true test of quantum mechanics versus local realism, not even in the case of ideal behaviour of the experimental hardware.
The Letter is organized as follows. In Section 2 we consider a two-particle interferometer arrangement where a source emits pairs of particles, 1 and 2, in some quantum-mechanical superposition state. The outgoing particle 1 (2) is monitored by ideal detectors $`L_1`$ and $`U_1`$ ($`L_2`$ and $`U_2`$) so that, for this arrangement, each particle is subjected to a binary choice between the detection in either $`L_i`$ or $`U_i`$ (where $`i=1`$ (2) for particle 1 (2)). We will show that, under this dichotomic choice, no Hardy-type contradiction can be obtained when the experiment is performed on an ensemble of particle pairs prepared in the maximally entangled state (1) (see below). In Section 3, the ‘standard’ interferometric arrangement used in Section 2 is modified so that a partially absorbing material is placed in one of the routes available to one of the particles (say, particle 2) inside the interferometer. Naturally, the absorber is a kind of detector (call it, say, $`A_2`$) which detects some of the particles, namely those which are absorbed, while the rest pass through. Therefore, particle 2 is no longer subjected to a binary choice since it can be detected in either $`L_2`$, $`U_2`$, or $`A_2`$. The measurement data we are interested in will now consist of the subensemble of registration events for which both particles in a pair end at the corresponding detector $`L_i`$ or $`U_i`$, while the remaining two-particle coincidence detections (namely, those for which particle 1 ends in either $`L_1`$ or $`U_1`$ while particle 2 gets absorbed before reaching $`L_2`$ or $`U_2`$) are discarded. On the other hand, as shown in Refs. , Hardy’s nonlocality argument can be cast in the form of an inequality which is just a particular case of the Clauser-Horne (CH) inequality . As we shall see, this inequality is violated for the above selected subensemble of joint detection events. The amount of this violation is found to be as large as $`\frac{1}{2}0`$. However, since this approach does involve a postselection procedure, then, it can be justifiably claimed that one runs directly into the so-called subensemble postselection problem which, in our case, essentially means that the above local-realism violation would not be truly significant, as a Bell inequality could always be violated (even by purely classical correlations ) if one restricts the analysis to a suitable subensemble of the original ensemble of particle pairs. In Section 4 it is shown that, in fact, no CH inequality is violated if the entire pattern of localization correlations is analysed. Finally, in Section 5, we show how our interferometer set-up can be used to perform an interaction-free measurement of the presence of the absorber. Conclusions are presented in Section 6.
## 2 Failure of Hardy’s proof for the maximally entangled state in the standard interferometer set-up
In what follows we specialize in photons, although any other suitable interfering particle could equally be considered. For the present purpose, we consider a two-photon interferometer arrangement of the kind first discussed by Horne and Zeilinger (see Fig. 1).
A parametric down-conversion source is arranged to emit an ensemble of photon pairs along the beams $`A`$, $`B`$, $`C`$, and $`D`$, in such a way that the two photons 1 and 2 in each pair emerge coherently downstream from the source in the state
$$|\psi =\frac{1}{\sqrt{2}}\left(|A_1|C_2+|D_1|B_2\right),$$
(1)
where ket $`|A_1`$ designates photon 1 in beam $`A`$, etc. Beams $`A`$ and $`D`$ ($`B`$ and $`C`$) are totally reflected by respective mirrors $`M_A`$ and $`M_D`$ ($`M_B`$ and $`M_C`$), and subsequently recombined at the (nonpolarising) beam splitter $`H_1`$ ($`H_2`$) from which photon 1 (2) proceeds either to detector $`L_1`$ or $`U_1`$ ($`L_2`$ or $`U_2`$). Figure 1 also shows two adjustable phase shifters $`\varphi _1`$ and $`\varphi _2`$ placed into beams $`A`$ and $`B`$, respectively. For the initial state (1), and for symmetric, 50-50 beam splitters and lossless optical elements, the probabilities of joint detection of the two photons by the various detectors are, in an obvious notation,
$`P(L_1,\varphi _1;L_2,\varphi _2)`$ $`=P(U_1,\varphi _1;U_2,\varphi _2)=\frac{1}{4}\left[1+\mathrm{cos}(\varphi _1\varphi _2)\right],`$ (2a)
$`P(L_1,\varphi _1;U_2,\varphi _2)`$ $`=P(U_1,\varphi _1;L_2,\varphi _2)=\frac{1}{4}\left[1\mathrm{cos}(\varphi _1\varphi _2)\right].`$ (2b)
It is easy to show that, in these cirscumstances, no Hardy-type contradiction can be obtained for the maximally entangled state (1). For the interferometric arrangement we are considering, Hardy’s argument for nonlocality involves four alternative experimental configurations each of which being characterized by a particular setting of the phase shifters. Specifically, these four configurations are defined by the respective settings: $`(\varphi _1,\varphi _2)`$, $`(\varphi _1,\varphi _2^{})`$, $`(\varphi _1^{},\varphi _2)`$, and $`(\varphi _1^{},\varphi _2^{})`$, where the first (second) entry inside each bracket is the value of the phase shifter acting on beam $`A`$ ($`B`$). In terms of joint detection probabilities, the state of the emerging down-converted pair of correlated photons will show Hardy-type nonlocality contradiction if the following four conditions are simultaneously fulfilled for such a state
$`P(L_1,\varphi _1;L_2,\varphi _2)`$ $`=0,`$ (3a)
$`P(U_1,\varphi _1;U_2,\varphi _2^{})`$ $`=0,`$ (3b)
$`P(U_1,\varphi _1^{};U_2,\varphi _2)`$ $`=0,`$ (3c)
$`P(U_1,\varphi _1^{};U_2,\varphi _2^{})`$ $`>0.`$ (3d)
Using predictions (3a)-(3d) one can construct an argument against the notion of local realism. In short, the argument is like this : Suppose that, for a particular run of the experiment, we get photon 1 at $`U_1`$ and photon 2 at $`U_2`$ when the interferometer set-up is operated in the configuration $`(\varphi _1^{},\varphi _2^{})`$. From Eq. (3d), there is a nonzero probability for this joint detection event to occur. (We further assume that the event corresponding to detection of photon 1 in $`L_1`$ or $`U_1`$ is spacelike separated from that corresponding to detection of photon 2 in $`L_2`$ or $`U_2`$.) Then, by invoking local realism, and taking into account the prediction (3c), we can deduce that, had the phase shifter in path $`B`$ been set to $`\varphi _2`$, photon 2 would have been detected in $`L_2`$. Likewise, from prediction (3b), and according to local realism, we can assert that photon 1 would have ended in $`L_1`$, had the phase shifter in path $`A`$ been set to $`\varphi _1`$. Therefore, by combining the assumption of local realism with the quantum predictions (3d), (3c), and (3b), we are led to conclude that there is a nonzero probability that both photons in a pair end in the corresponding $`L`$-detector when the configuration is set to $`(\varphi _1,\varphi _2)`$. The remaining quantum prediction in Eq. (3a), however, tells us that no joint detection of photons 1 and 2 in $`L_1`$ and $`L_2`$ will take place when the interferometer set-up is arranged to operate in the configuration $`(\varphi _1,\varphi _2)`$. Hence a contradiction between quantum mechanics and local realism arises without using inequalities.
Now, if conditions (3a), (3b), and (3c) are to be fulfilled for the state (1), and assuming that the joint detection probabilities accounting for our experiment are those given by Eqs. (2a) and (2b), it is necessary that (see Eq. (2a)) $`\varphi _1\varphi _2=n_1\pi `$, $`\varphi _1\varphi _2^{}=n_2\pi `$, and $`\varphi _1^{}\varphi _2=n_3\pi `$, with $`n_1,n_2,n_3=\pm 1,\pm 3,\mathrm{}`$ . From these three equalities we obtain immediately that $`\varphi _1^{}\varphi _2^{}=(n_2+n_3n_1)\pi `$. As the number $`n_2+n_3n_1`$ is an odd integer, we have $`\mathrm{cos}(\varphi _1^{}\varphi _2^{})=1`$, and then $`P(U_1,\varphi _1^{};U_2,\varphi _2^{})=0`$. So, the fulfillment of all three conditions (3a), (3b), and (3c), precludes the fulfillment of the condition in Eq. (3d), and thus no Hardy-type contradiction will be obtained for the maximally entangled state if each particle is subjected to a binary choice between detection in either $`L_i`$ or $`U_i`$. This impossibility can equivalently be established by stating that the fulfillment of conditions (3a)-(3c) by the state (1) implies that $`P(L_1,L_2)=P(U_1,U_2)=0`$ and $`P(L_1,U_2)=P(U_1,L_2)=1/2`$ for any one of the four configurations $`(\varphi _1,\varphi _2)`$, $`(\varphi _1,\varphi _2^{})`$, $`(\varphi _1^{},\varphi _2)`$, and $`(\varphi _1^{},\varphi _2^{})`$. Clearly this means that, for such configurations, whenever photon 1 is detected at $`L_1`$ ($`U_1`$) then with certainty photon 2 will be detected at $`U_2`$ ($`L_2`$), and vice versa. So, if one assigns a value ‘$`1`$’ (‘$`+1`$’) to a count in either $`L_1`$ or $`L_2`$ ($`U_1`$ or $`U_2`$), then the expectation value of the product of the two outcomes over a large number of counts will be $`E(\varphi _1,\varphi _2)=E(\varphi _1,\varphi _2^{})=E(\varphi _1^{},\varphi _2)=E(\varphi _1^{},\varphi _2^{})=1`$. These four perfect correlations, however, saturate the Bell-CHSH inequality
$$\left|E(\varphi _1,\varphi _2)+E(\varphi _1,\varphi _2^{})+E(\varphi _1^{},\varphi _2)E(\varphi _1^{},\varphi _2^{})\right|2.$$
(4)
So it is concluded, once again, that, for the interferometric arrangement under consideration, the maximally entangled state (1) cannot be used to exhibit Hardy-type nonlocality.
## 3 Hardy-like proof for the maximally entangled state in the modified interferometer set-up
Now the question arises about how to modify the ‘standard’ interferometer set-up we have used, in order that the resulting joint detection probabilities for the initial state (1) do satisfy all four conditions (3a)-(3d). The basic step towards this end is to introduce a partially absorbing material into one of the paths available to either one of the photons (say, photon 2), so that, actually, only a certain subensemble of the whole ensemble of emitted photon pairs is analysed for coincidences (see below). This subensemble will consist of all those pairs of photons 1 and 2 for which photon 2 is not absorbed and so ends up either in detector $`L_2`$ or $`U_2`$ (photon 1 always ends either in $`L_1`$ or $`U_1`$). In the following we shall assume that the phase shifter in beam $`B`$, besides imparting a variable phase shift $`\varphi _2`$ to it, multiplies the amplitude of that beam by $`u`$ (with $`0u1`$). More precisely, $`u`$ is the probability amplitude that a photon striking into this phase shifter passes straight through it, while $`v`$ is the probability amplitude that the photon gets absorbed (or, more generally, scattered), hence $`u^2+v^2=1`$. Therefore, the state of a photon propagating along path $`B`$ will evolve upon interacting with the phase shifter as
$$|B_2i\left(ue^{i\varphi _2}|L_2+v|PS^{}\right),$$
(5)
where the factor $`i`$ arises from reflection at $`M_B`$, $`|L_2`$ denotes the photon transmitted towards detector $`L_2`$, and $`|PS^{}`$ denotes an excited state of the phase shifter due to the absortion of the photon (of course, the amplitude of absortion $`v`$ is generally complex, although this is not relevant for our purpose).
Another necessary modification with respect to the standard experimental set-up is that the beam splitter $`H_i`$, $`i=1,2`$, is no longer assumed to be 50-50 (for simplicity, we suppose that it continues to be symmetric), so that its reflectivity $`r_i`$ and transmittivity $`t_i`$ are any positive real numbers satisfying the relation $`r_i^2+t_i^2=1`$. So, any given experimental configuration for our interferometer set-up is now defined by the values of the local parameters $`\varphi _1`$, $`r_1`$ (or $`t_1`$), $`\varphi _2`$, $`r_2`$ (or $`t_2`$), and $`u`$. In particular, the four configurations involved in Hardy’s nonlocality argument are determined by the respective settings: $`(\mathrm{\Phi }_1,\mathrm{\Phi }_2)`$, $`(\mathrm{\Phi }_1,\mathrm{\Phi }_2^{})`$, $`(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2)`$, and $`(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2^{})`$, where the arguments $`\mathrm{\Phi }_1`$, $`\mathrm{\Phi }_1^{}`$, $`\mathrm{\Phi }_2`$, and $`\mathrm{\Phi }_2^{}`$ are a shorthand for the parameters ($`\varphi _1,r_1`$), ($`\varphi _1^{},r_1^{}`$), ($`\varphi _2,r_2,u`$), and ($`\varphi _2^{},r_2^{},u^{}`$), respectively. With all these ingredients, and taking into account the transformation (5), we can calculate again the joint probabilities in Eq. (2a) for the initial state (1). These are given by
$`P(L_1,\mathrm{\Phi }_1;L_2,\mathrm{\Phi }_2)`$ $`=\frac{1}{2}\left[u^2r_1^2t_2^2+t_1^2r_2^2+2ur_1r_2t_1t_2\mathrm{cos}(\varphi _1\varphi _2)\right],`$ (6a)
$`P(U_1,\mathrm{\Phi }_1;U_2,\mathrm{\Phi }_2)`$ $`=\frac{1}{2}\left[u^2t_1^2r_2^2+r_1^2t_2^2+2ur_1r_2t_1t_2\mathrm{cos}(\varphi _1\varphi _2)\right].`$ (6b)
Of course, in the case in which $`r_i=t_i=1/\sqrt{2}`$, and $`u=1`$, we retrieve the probabilities in Eq. (2a). Hardy’s nonlocality conditions are now defined by
$`P(L_1,\mathrm{\Phi }_1;L_2,\mathrm{\Phi }_2)`$ $`=0,`$ (7a)
$`P(U_1,\mathrm{\Phi }_1;U_2,\mathrm{\Phi }_2^{})`$ $`=0,`$ (7b)
$`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2)`$ $`=0,`$ (7c)
$`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})`$ $`>0.`$ (7d)
So, in view of Eqs. (6a) and (6b), we must have the following relations in order for the conditions (7a), (7b), and (7c), respectively, to be satisfied by the state (1)
$`\mathrm{cos}(\varphi _1\varphi _2)`$ $`={\displaystyle \frac{u^2r_1^2t_2^2+t_1^2r_2^2}{2ur_1r_2t_1t_2}},`$ (8a)
$`\mathrm{cos}(\varphi _1\varphi _2^{})`$ $`={\displaystyle \frac{(u^{})^2t_1^2(r_2^{})^2+r_1^2(t_2^{})^2}{2u^{}r_1r_2^{}t_1t_2^{}}},`$ (8b)
$`\mathrm{cos}(\varphi _1^{}\varphi _2)`$ $`={\displaystyle \frac{u^2(t_1^{})^2r_2^2+(r_1^{})^2t_2^2}{2ur_1^{}r_2t_1^{}t_2}}.`$ (8c)
It is straightforward to see that the right-hand side for each of the Eqs. (8a)-(8c) has the value $`1`$ as its upper bound. Therefore, the only way to satisfy the conditions (7a)-(7c) is to choose the parameters in the right-hand sides of Eqs. (8a)-(8c) such that each of these sides equals $`1`$. The necessary and sufficient condition in order for the right-hand side of Eqs. (8a), (8b), and (8c) to be equal to $`1`$ is, respectively,
$`ur_1t_2`$ $`=t_1r_2,`$ (9a)
$`u^{}t_1r_2^{}`$ $`=r_1t_2^{},`$ (9b)
$`ut_1^{}r_2`$ $`=r_1^{}t_2.`$ (9c)
The set of equations (9a)-(9c) admits an infinite number of solutions. So, we shall assume that the parameters $`r_i`$, $`t_i`$, $`r_i^{}`$, $`t_i^{}`$, $`u`$, and $`u^{}`$ have been chosen such that they satisfy that set of equations. An immediate consequence of Eqs. (9a)-(9c) is
$$u^2u^{}t_1^{}r_2^{}=r_1^{}t_2^{}.$$
(10)
On the other hand, since $`\mathrm{cos}(\varphi _1\varphi _2)=1`$, $`\mathrm{cos}(\varphi _1\varphi _2^{})=1`$, and $`\mathrm{cos}(\varphi _1^{}\varphi _2)=1`$ (see Eqs. (8a)-(8c) and (9a)-(9c)), we have necessarily $`\mathrm{cos}(\varphi _1^{}\varphi _2^{})=1`$. Thus, taking into account this latter equality, and the relation (10), we arrive at the following expression for the probability in Eq. (7d)
$$P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})=\frac{1}{2}\left[u^{}t_1^{}r_2^{}(1u^2)\right]^2.$$
(11)
The value of the probability (11) is a direct measure of the degree of nonlocality inherent in the Hardy equations (7a)-(7d). It is obvious that, for given $`t_1^{}`$, $`r_2^{}`$, and $`u`$, the maximum value of (11) is attained for the choice $`u^{}=1`$. So, unless otherwise stated, we shall throughout fix the parameter $`u^{}`$ to be unity.
A few remarks concerning the probability (11) should be added here. In the first place, we can see that $`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})`$ vanishes whenever $`u^2=1`$.<sup>1</sup><sup>1</sup>1Analogously, the probability (27) in Ref. vanishes whenever the parameter $`\beta `$ is unity (see also Ref. ). This fact conforms to the analysis made in the preceding section according to which no Hardy-type contradiction for the maximally entangled state is possible if each particle is subjected to a dichotomic choice. Therefore, in order for the state (1) to satisfy all four conditions (7a)-(7d), there must be a nonzero probability that photon 2 in beam $`B`$ gets absorbed inside the phase shifter when the experimental set-up is arranged to be in the configuration $`(\mathrm{\Phi }_1,\mathrm{\Phi }_2)`$ or $`(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2)`$. Accordingly, for these configurations, only a statistical fraction $`u^2`$ (with $`u<1`$) of the ensemble of emitted photons following path $`B`$ will reach detectors $`L_2`$ or $`U_2`$. On the other hand, it should be noticed that the probability function (11) (with $`u^{}=1`$) involves only two independent variables as, from Eq. (10), the parameter $`u`$ is constrained to obey the relation
$$u^2=\frac{r_1^{}t_2^{}}{t_1^{}r_2^{}}=\frac{\sqrt{[1(t_1^{})^2][1(r_2^{})^2]}}{t_1^{}r_2^{}}.$$
(12)
Therefore, by inserting the expression (12) into Eq. (11), we make the probability $`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})`$ to depend on the parameters $`t_1^{}`$ and $`r_2^{}`$. It is important to realize, however, that, although $`t_1^{}`$ and $`r_2^{}`$ are two independent variables with range of variation $`0t_1^{},r_2^{}1`$, not all the combinations of values $`(t_1^{},r_2^{})`$ are to be permitted, if we want the squared parameter $`u^2`$ in Eq. (12) to represent a physical probability. Specifically, the allowed values of $`t_1^{}`$ and $`r_2^{}`$ are those for which the quotient in Eq. (12) is less than (or equal to) unity. One can easily verify that the values of $`t_1^{}`$ and $`r_2^{}`$ for which $`u^21`$ are those satisfying
$$(t_1^{})^2+(r_2^{})^21,$$
(13)
with $`u^2=1`$ for $`(t_1^{})^2+(r_2^{})^2=1`$, and $`u^2<1`$ for $`(t_1^{})^2+(r_2^{})^2>1`$. Note that the pair of values $`(t_1^{}=1/\sqrt{2},r_2^{}=1/\sqrt{2})`$ fulfills the equality in Eq. (13), and then, for such values, $`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})=0`$. Hence, in order for all the equations (7a)-(7d) to be satisfied for the initial state (1), either beam splitter $`H_1^{}`$ or $`H_2^{}`$ should not be 50-50. It will further be noted that the remaining parameters $`r_1`$ and $`r_2`$ (recall that $`t_i=\sqrt{1r_i^2}`$) turn out to be determined by the values of $`t_1^{}`$ and $`r_2^{}`$. Indeed, by Eq. (9b) (with $`u^{}=1`$) and Eq. (9c), we have, respectively, $`r_1/t_1=r_2^{}/t_2^{}`$ and $`t_2/r_2=ut_1^{}/r_1^{}`$. Regarding the phases $`\varphi _1`$, $`\varphi _1^{}`$, $`\varphi _2`$, and $`\varphi _2^{}`$, we can choose one of them in an unrestricted way, while the three other are forced to accommodate. So, for instance, suppose $`\varphi _2^{}`$ is set to $`\varphi _0`$, with $`\varphi _0`$ taking on any arbitrary value. Then, as $`\varphi _1\varphi _2=n_1\pi `$, $`\varphi _1\varphi _0=n_2\pi `$, and $`\varphi _1^{}\varphi _2=n_3\pi `$ (with $`n_1`$, $`n_2`$, and $`n_3`$ being odd integers), the remaining phases $`\varphi _1`$, $`\varphi _2`$, and $`\varphi _1^{}`$, are fixed to be $`n_2\pi +\varphi _0`$, $`(n_2n_1)\pi +\varphi _0`$, and $`(n_3+n_2n_1)\pi +\varphi _0`$, respectively. On the other hand, for the particular case in which $`t_1^{}=r_2^{}q`$, $`1/\sqrt{2}q1`$, Eq. (11) (with $`u^{}=1`$) reduces to
$$P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})=\frac{1}{2}\left(2q^21\right)^2.$$
(14)
It is worth noting, incidentally, that, whenever $`t_1^{}=r_2^{}q`$, the beam splitter $`H_2`$ turns out to be 50-50, irrespective of the value taken by $`q`$. Indeed, since $`u^2=\frac{1}{q^2}1`$ for this case, we find that the expression $`(r_2/t_2)^2=u^2(\frac{1}{q^2}1)`$ is, identically, unity. Eq. (14) has a maximum value of $`\frac{1}{2}`$ when $`q=1`$. Clearly, this extremum corresponds to the maximum absolute value attainable by the probability (11), which is achieved for $`u^{}=1`$, $`u=0`$, and $`t_1^{}=r_2^{}=1`$.
Suppose now that the two-photon interferometer is operating in the initial configuration $`(\mathrm{\Phi }_1,\mathrm{\Phi }_2)`$. Then we can use predictions (7a)-(7d) to obtain a probabilistic contradiction with the assumption of local realism, provided we restrict the analysis to the subensemble of joint detection events for which photon 1 ends either in $`L_1`$ or $`U_1`$ and photon 2 ends either in $`L_2`$ or $`U_2`$. So, from Eq. (7a), we can quickly deduce that, (i) either one or both of photons 1 and 2 in a pair pertaining to this selected subensemble must have reached the corresponding $`U`$-detector, that is, we must have either $`U_1=1`$ or $`U_2=1`$ (or else $`U_1=U_2=1`$), where the notation $`U_i=1`$ is used to indicate that a count is registered by detector $`U_i`$. On the other hand, from Eq. (7b), and applying the notion of local realism, we can infer that, (ii) if $`U_1=1`$, then we would have obtained the null result $`U_2=0`$ if the experimental configuration had been set to $`(\mathrm{\Phi }_1,\mathrm{\Phi }_2^{})`$, instead of $`(\mathrm{\Phi }_1,\mathrm{\Phi }_2)`$, where the notation $`U_i=0`$ is meant to signify the very absence of a count triggering detector $`U_i`$. Similarly, from Eq. (7c), and according to local realism, we can conclude that, (iii) if $`U_2=1`$, then we would have obtained $`U_1=0`$, had the configuration been set to $`(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2)`$. Therefore, from results (i)-(iii), and applying once more the assumption of local realism, it follows that, if the interferometer set-up had been arranged to operate in the configuration $`(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2^{})`$, then at least one of the two photons 1 or 2 in a pair pertaining to the above-defined subensemble would not have impinged on the corresponding $`U`$-detector (that is, $`U_1U_2=0`$), in contradiction with the quantum prediction in Eq. (7d) which allows the possibility that both photons of any emitted pair end in the corresponding $`U`$-detector for the configuration $`(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2^{})`$ (that is, $`U_1U_2=1`$). The statistical fraction of emitted photon pairs for which photon 2 reaches either $`L_2`$ or $`U_2`$ in the configuration $`(\mathrm{\Phi }_1,\mathrm{\Phi }_2)`$ is $`\frac{1}{2}(1+u^2)`$. This fraction can be made arbitrarily close to unity by letting $`u`$ tend to $`1`$. It is to be noted, however, that the probability (7d) tends to zero as the parameter $`u`$ approaches unity. Thus we deduce that, in order to get a finite probability of contradiction with the assumption of local realism, one must necessarily consider a proper subensemble of the total ensemble of emitted photon pairs. In addition to this, it should be noticed that the above argument for nonlocality does not hinge on the choice $`u^{}=1`$ but works for any value of $`u^{}`$ different from zero (the value $`u^{}=0`$ is excluded since, for this value, the probability (7d) is zero, as can be seen from Eq. (11)). This follows from the fact that the local realistic prediction (ii) above is a negative statement in the sense that it says nothing about which detector photon 2 will actually hit. Instead, it tells us where photon 2 will not be found. Of course, if $`U_2=0`$ and $`u^{}<1`$, photon 2 can still end either in detector $`L_2`$ or inside the absorber, but the specific location of photon 2 is not relevant to the argument. The important thing to be learned from prediction (ii) is that photon 2 will not be detected by $`U_2`$. Applying this kind of prediction (specifically, predictions (ii) and (iii) above) to a certain subensemble of postselected photon pairs leads us ultimately to a contradiction with the quantum prediction in Eq. (7d).
As is known , Hardy’s nonlocality argument can equally be cast in the form of a simple inequality involving the four probabilities in Eqs. (7a)-(7d):
$$P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})P(L_1,\mathrm{\Phi }_1;L_2,\mathrm{\Phi }_2)+P(U_1,\mathrm{\Phi }_1;U_2,\mathrm{\Phi }_2^{})+P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2),$$
(15)
which is a particular case of the CH inequality . For the interferometric set-up devised in this section, the inequality (15) is maximally violated for the values $`P(L_1,\mathrm{\Phi }_1;L_2,\mathrm{\Phi }_2)=P(U_1,\mathrm{\Phi }_1;U_2,\mathrm{\Phi }_2^{})=P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2)=0`$, and $`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})=1/2`$. So our proof gives a probability of contradiction with local realism of up to $`50\%`$, which substantially improves on the maximum probability of contradiction ($`9\%`$) obtained in the standard Hardy’s proof for less-than-maximally entangled states . It should be emphasized, however, that, as far as the above nonlocality proof is concerned, only a restricted ensemble of joint detection events has been used to get the contradiction. In the next section we shall derive a more general Bell inequality which refers to the total set of localization correlations, without any selection of any subsensemble. As we shall see, this latter inequality is not violated in any case by the quantum-mechanical predictions.
## 4 Bell-CH inequality for the entire pattern of correlations
We now deduce the Bell inequality that obtains when all the coincidence detection events are taken into account in the statistical analysis, including those events for which photon 2 gets absorbed inside the phase shifter. In this section we relax the condition $`u^{}=1`$, so that, as was already implicitly assumed at the end of the preceding section when we developed the argument for nonlocality, it is supposed that $`u^{}`$ may take on any value different from zero. Let us consider the Clauser-Horne formulation of the probabilistic approach to local realism. The notion of realism is introduced by assuming that some hidden variables $`\lambda `$ exist that represent the complete physical state of each individual pair of correlated photons emanating from the source. Within this probabilistic approach, the hidden variable description does not uniquely determine the outcome of any given measurement but only determines the respective probabilities for the various possible outcomes that may occur in a given measurement. So, for example, $`P_\lambda (U_1,\mathrm{\Phi }_1^{})`$ is the probability of detecting photon 1 in $`U_1`$, given the state $`\lambda `$ of the individual pair of photons and the parameters ($`\varphi _1^{},r_1^{}`$) of the ‘outer’ interferometer with arms $`A`$ and $`D`$ (see Fig. 1); $`P_\lambda (U_2,\mathrm{\Phi }_2^{})`$ is the probability for photon 2 to end in $`U_2`$, given $`\lambda `$ and the parameters ($`\varphi _2^{},r_2^{},u^{}`$) of the ‘inner’ interferometer with arms $`B`$ and $`C`$; and $`P_\lambda (U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})`$ is the joint probability that photons 1 and 2 in the state $`\lambda `$ are detected by $`U_1`$ and $`U_2`$, respectively, when the experimental configuration is set to $`(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2^{})`$. The assumption of locality, on the other hand, is expressed by the following factorizability condition<sup>2</sup><sup>2</sup>2The locality condition in Eq. (16) can be viewed as the logical conjunction of two assumptions sometimes referred to as ‘parameter independence’ and ‘outcome independence’. For a detailed account of this subject see Refs. and Appendix B of Ref. .
$$P_\lambda (U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})=P_\lambda (U_1,\mathrm{\Phi }_1^{})P_\lambda (U_2,\mathrm{\Phi }_2^{}).$$
(16)
The ensemble (observable) probability $`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})`$ of jointly obtaining $`U_1=1`$ and $`U_2=1`$ for the configuration $`(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2^{})`$ is expressible as a weighted average of the individual probabilities
$$P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})=P_\lambda (U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})=P_\lambda (U_1,\mathrm{\Phi }_1^{})P_\lambda (U_2,\mathrm{\Phi }_2^{}).$$
(17)
It is further assumed that the underlying normalised probability distribution $`\rho (\lambda )`$ corresponding to the initial state of the emitted photon pairs as well as the set $`\mathrm{\Lambda }`$ of values of $`\lambda `$ are independent of the actual configuration of the experimental set-up.
When the configuration is $`(\mathrm{\Phi }_1,\mathrm{\Phi }_2)`$, photon 1 ends in either $`L_1`$ or $`U_1`$, whereas photon 2 ends in either $`L_2`$, $`U_2`$, or $`A_2`$ (where $`A_2`$ denotes the absorbing phase shifter acting on beam $`B`$). Therefore, the individual probabilities should satisfy the following relations
$`P_\lambda (L_1,\mathrm{\Phi }_1)`$ $`+P_\lambda (U_1,\mathrm{\Phi }_1)=1,`$ (18a)
$`P_\lambda (L_2,\mathrm{\Phi }_2)`$ $`+P_\lambda (U_2,\mathrm{\Phi }_2)+P_\lambda (A_2,\mathrm{\Phi }_2)=1.`$ (18b)
Thus the joint probability (17) can equivalently be written as
$`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})`$
$`=P_\lambda (U_1,\mathrm{\Phi }_1^{})`$ $`P_\lambda (L_1,\mathrm{\Phi }_1)P_\lambda (L_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`+P_\lambda (U_1,`$ $`\mathrm{\Phi }_1^{})P_\lambda (U_1,\mathrm{\Phi }_1)P_\lambda (L_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`+P_\lambda (U_1,`$ $`\mathrm{\Phi }_1^{})P_\lambda (L_1,\mathrm{\Phi }_1)P_\lambda (U_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`+P_\lambda (U_1,`$ $`\mathrm{\Phi }_1^{})P_\lambda (U_1,\mathrm{\Phi }_1)P_\lambda (U_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`+P_\lambda (U_1,`$ $`\mathrm{\Phi }_1^{})P_\lambda (L_1,\mathrm{\Phi }_1)P_\lambda (A_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`+P_\lambda (U_1,`$ $`\mathrm{\Phi }_1^{})P_\lambda (U_1,\mathrm{\Phi }_1)P_\lambda (A_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$ . (19)
Each of the factors $`P_\lambda (\mathrm{})`$ inside the angular brackets $``$ appearing in Eq. (19) is nonnegative and fulfills the relation $`P_\lambda (\mathrm{})1`$. So it is evident that the average values on the right of Eq. (19) can be bounded as follows
$`P_\lambda (U_1,\mathrm{\Phi }_1^{})`$ $`P_\lambda (L_1,\mathrm{\Phi }_1)P_\lambda (L_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`P_\lambda (L_1,\mathrm{\Phi }_1)P_\lambda (L_2,\mathrm{\Phi }_2)=P(L_1,\mathrm{\Phi }_1;L_2,\mathrm{\Phi }_2),`$ (20a)
$`P_\lambda (U_1,\mathrm{\Phi }_1^{})`$ $`P_\lambda (U_1,\mathrm{\Phi }_1)P_\lambda (L_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`P_\lambda (U_1,\mathrm{\Phi }_1)P_\lambda (U_2,\mathrm{\Phi }_2^{})=P(U_1,\mathrm{\Phi }_1;U_2,\mathrm{\Phi }_2^{}),`$ (20b)
$`P_\lambda `$ $`(U_1,\mathrm{\Phi }_1^{})P_\lambda (L_1,\mathrm{\Phi }_1)P_\lambda (U_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`+P_\lambda (U_1,\mathrm{\Phi }_1^{})P_\lambda (U_1,\mathrm{\Phi }_1)P_\lambda (U_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`=P_\lambda (U_1,\mathrm{\Phi }_1^{})P_\lambda (U_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`P_\lambda (U_1,\mathrm{\Phi }_1^{})P_\lambda (U_2,\mathrm{\Phi }_2)=P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2),`$ (20c)
and
$`P_\lambda `$ $`(U_1,\mathrm{\Phi }_1^{})P_\lambda (L_1,\mathrm{\Phi }_1)P_\lambda (A_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`+P_\lambda (U_1,\mathrm{\Phi }_1^{})P_\lambda (U_1,\mathrm{\Phi }_1)P_\lambda (A_2,\mathrm{\Phi }_2)P_\lambda (U_2,\mathrm{\Phi }_2^{})`$
$`P_\lambda (L_1,\mathrm{\Phi }_1)P_\lambda (A_2,\mathrm{\Phi }_2)+P_\lambda (U_1,\mathrm{\Phi }_1)P_\lambda (A_2,\mathrm{\Phi }_2)`$
$`=P_\lambda (A_2,\mathrm{\Phi }_2)=P(A_2,\mathrm{\Phi }_2),`$ (20d)
where $`P(A_2,\mathrm{\Phi }_2)=P(L_1,\mathrm{\Phi }_1;A_2,\mathrm{\Phi }_2)+P(U_1,\mathrm{\Phi }_1;A_2,\mathrm{\Phi }_2)`$ corresponds to the probability that photon 2 is absorbed by the phase shifter, given the configuration $`\mathrm{\Phi }_2`$ for the inner interferometer. From Eqs. (19) and (20a)-(20d), we finally obtain
$`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})`$ $`P`$ $`(L_1,\mathrm{\Phi }_1;L_2,\mathrm{\Phi }_2)+P(U_1,\mathrm{\Phi }_1;U_2,\mathrm{\Phi }_2^{})`$ (21)
$`+`$ $`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2)+P(A_2,\mathrm{\Phi }_2).`$
Inequality (21) should be satisfied by any local realistic theory, and it is applicable in the case that the entire pattern of localization correlations is analysed. In the case where only those events for which photon 2 reaches either $`L_2`$ or $`U_2`$ are considered (with the actual configuration of the inner interferometer being $`\mathrm{\Phi }_2`$), we may dispense with the last term on the right of Eq. (21), and then the above inequality (21) reduces to the inequality (15). On the other hand, when the Hardy nonlocality conditions in Eqs. (7a)-(7d) are fulfilled, the inequality (21) simplifies to
$$P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})P(A_2,\mathrm{\Phi }_2).$$
(22)
It is straightforward to see that the quantum-mechanical predictions always satisfy the inequality (22). Indeed, recalling the quantum prediction (11), and taking into account that $`P(A_2,\mathrm{\Phi }_2)=\frac{1}{2}(1u^2)`$, inequality (22) reads as (provided $`u^21`$)
$$\left(u^{}t_1^{}r_2^{}\right)^2(1u^2)\mathrm{\hspace{0.17em}1}.$$
(23)
Obviously, inequality (23) is satisfied for any values of $`u^{}`$, $`t_1^{}`$, $`r_2^{}`$, and $`u`$. (Of course, as we know, the variables $`u^{}`$, $`t_1^{}`$, $`r_2^{}`$, and $`u`$ are not all independent. They must fulfill the relation (10) if the conditions (7a)-(7c) are to be satisfied.)
In view of the fulfillment of the relevant inequality (22) by the quantum-mechanical predictions, one might wonder whether some other Bell-type inequality might be violated for the same situation. To answer this question we note that the inequality (21) is completely general in the sense that no assumption other than local realism has been used in its derivation. Therefore, for the situation in which the Hardy conditions (7a)-(7d) hold for the maximally entangled state, we argue that no Bell-type inequality exists that is violated by the predictions of quantum mechanics, provided the total set of localization correlations is considered. Moreover, the inequality in Eq. (21) appears to be the most obvious one for comparison with earlier work on the subject.
## 5 Interaction-free measurement in the modified interferometer set-up
As already emphasized, the parameter $`u`$ must be strictly less than unity if we want the initial state (1) to satisfy all the Hardy conditions (7a)-(7d). So there must be a nonvanishing probability for a photon traveling path $`B`$ to be absorbed by the phase shifter (which, in what follows, will be referred to as the ‘object’) in either configuration $`(\mathrm{\Phi }_1,\mathrm{\Phi }_2)`$ or $`(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2)`$. We now show how our interferometer set-up can be used to detect the presence of the (in general partially) absorbing object in path $`B`$, without any photon being scattered from it. Actually, our method generalises the original proposal of Elitzur and Vaidman (EV) who demonstrate the principle of an interaction-free measurement (IFM) by placing a perfect absorber in one arm of a standard Mach-Zehnder one-particle interferometer . A previous extension of EV’s original scheme from single-particle to two-particle case has been recently carried out by Noh and Hong who developed a new scheme of IFM that is based on nonclassical fourth-order (i.e. two-photon) interference effect. Although the IFM scheme presented here is based on this same effect, it differs from that of Ref. in that the latter utilizes a single Mach-Zehnder type two-photon interferometer, whereas the former utilizes two Mach-Zehnder type one-photon interferometers (see Fig. 1). As we shall see, our IFM scheme gives a maximum fraction of successful (interaction-free) measurements greater than that obtained in Ref. .
In the original EV scheme the interferometer is arranged so that, due to destructive interference, no photon is detected at one of the two output ports (the ‘dark’ port). Blocking one of the two arms of the interferometer destroys the interference and then some of the photons will reach the dark output port, thus indicating that something stands in one of the two possible paths inside the interferometer . Likewise, as a matter of fact, the insertion of a partially absorbing object in one of the paths (say path $`B`$) of our interferometer set-up, modifies the two-photon interference pattern obtained when no absorbing material is present. Therefore, the observation of a previously forbidden two-photon coincidence count would entail an interaction-free measurement of the presence of the object. To see this, let us consider, for example, the configuration $`(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2)`$ with the phases $`\varphi _1^{}`$ and $`\varphi _2`$ fulfilling $`\varphi _1^{}\varphi _2=n_3\pi `$ ($`n_3=\pm 1,\pm 3,\mathrm{}`$ ). Then, from Eq. (6a), we have
$$P(L_1,\mathrm{\Phi }_1^{};L_2,\mathrm{\Phi }_2)=\frac{1}{2}\left(ur_1^{}t_2t_1^{}r_2\right)^2.$$
(24)
Now, if the parameters $`u`$, $`r_1^{}`$, $`t_2`$, $`t_1^{}`$, and $`r_2`$ are constrained to obey the relation (9c), we can readily express the joint detection probability (24) as a function of the two parameters $`u`$ and $`r_2`$ as follows
$$P(L_1,\mathrm{\Phi }_1^{};L_2,\mathrm{\Phi }_2)=\frac{1}{2}\left[\frac{(1r_2^2)r_2^2(1u^2)^2}{1r_2^2(1u^2)}\right].$$
(25)
From Eq. (25) we see that $`P(L_1,\mathrm{\Phi }_1^{};L_2,\mathrm{\Phi }_2)=0`$ whenever $`u^2=1`$ (that is, for a perfectly transmitting object), whereas $`P(L_1,\mathrm{\Phi }_1^{};L_2,\mathrm{\Phi }_2)>0`$ whenever $`u^2<1`$ and $`r_20,\mathrm{\hspace{0.17em}1}`$. So, when a partially absorbing object is introduced in path $`B`$, there will be a chance for photon 1 to be registered by detector $`L_1`$ and, at the same time, for photon 2 to be registered by $`L_2`$. Thus, whenever a coincidence registration in detectors $`L_1`$ and $`L_2`$ is observed, one can deduce that a partially absorbing object is certainly present in one of routes available to the photons inside the interferometer, without actually any photon having been scattered by the object. The maximum probability for this coincidence detection event to occur is 1/2. The probability (25) tends to the upper limit of 1/2 when $`u=0`$ and $`r_21`$, that is, for a perfectly absorbing object and for an almost perfectly reflecting beam splitter $`H_2`$. Under these conditions (namely, $`u=0`$ and $`r_21`$) the reflectivity of beam splitter $`H_1^{}`$ turns out to be equal to zero (as $`r_1^{}/t_1^{}=ur_2/t_2`$). On the other hand, when $`u=0`$, the probability for photon 2 to be absorbed by the object is 1/2 since, for the state (1), photon 2 enters beam $`B`$ with probability 1/2. So, the maximum fraction of measurements that can be interaction-free in the present IFM procedure is
$$\eta _{\mathrm{max}}=\frac{P_{\mathrm{max}}(L_1,\mathrm{\Phi }_1^{};L_2,\mathrm{\Phi }_2)}{P_{\mathrm{max}}(L_1,\mathrm{\Phi }_1^{};L_2,\mathrm{\Phi }_2)+P_{\mathrm{max}}(\mathrm{abs})}=\frac{1}{2}.$$
(26)
Thus, for $`u=0`$ and $`r_21`$, about half of the measurements yields conclusive information about the presence of the object, apparently without interacting with it. This 50%-efficiency of the IFM scheme just described is greater than the nominal value $`\eta =\frac{1}{3}`$ obtained for the IFM scheme of Ref. ,<sup>3</sup><sup>3</sup>3We believe, incidentally, that, actually, the correct value for the efficiency corresponding to this latter IFM scheme is $`\eta =\frac{1}{4}`$. This lowering stems from the fact that, when evaluating the parameter $`\eta `$, the authors do not take into account the unfavourable cases in which both photons of a pair are detected in either D1 or D2 (see Ref. for the details of the involved set-up). although both of them are based on the same principle, namely nonclassical fourth-order interference.
Furthermore, it is to be mentioned that the insertion of a partially absorbing object in path $`B`$ does not change the probabilities of single detections $`P(L_1)`$ and $`P(U_1)`$ by detectors $`L_1`$ and $`U_1`$, respectively. Indeed, it is easily shown that $`P(L_1)=P(U_1)=1/2`$, irrespective of the value of $`u`$. On the other hand, the single detection probabilities $`P(L_2)`$ and $`P(U_2)`$ are found to be $`P(L_2)=\frac{1}{2}(u^2t_2^2+r_2^2)`$ and $`P(U_2)=\frac{1}{2}(u^2r_2^2+t_2^2)`$. Obviously, the quantity $`1(P(L_2)+P(U_2))=\frac{1}{2}(1u^2)`$ corresponds to the probability of photon 2 being absorbed by the object. For a perfectly absorbing object and for an almost perfectly reflecting beam splitter $`H_2`$ we can make $`P(L_2)1/2`$ and $`P(U_2)0`$. However, even in the extreme case in which the count rate of detector $`U_2`$ practically vanishes, we cannot conclude at all from the sole observation of a count at either detector $`L_2`$ or $`U_2`$ that an absorbing object is in place, since the photon could have reached detector $`L_2`$ or $`U_2`$ in both cases: when the object is, or when the object is not, inserted in path $`B`$ of the interferometer. This is in sharp contrast with the situation described in the preceding paragraph where the observation of a single coincidence count at detectors $`L_1`$ and $`L_2`$ enables one to conclusively determine the presence of the object without scattering a single photon.
## 6 Conclusions and final remarks
Hardy’s original proof of nonlocality does not work for the maximally entangled state. Nevertheless, as we have shown by using a modified two-particle interferometer set-up, a formal nonlocality contradiction of the Hardy type can be established for the maximally entangled state if not all the coincidence detections are taken into account in the statistical analysis. Within the selected subensemble, a Bell inequality may be violated. A proof of nonlocality of this kind was already derived by Wu et al. in Ref. where the authors considered only those runs of the experiment for which neither detector $`K`$ nor $`L`$ fires ($`K=L=0`$). Analogously, in our interferometric experiment, we have discarded all those joint detection cases for which photon 2 gets absorbed inside the phase shifter when the configuration of the inner interferometer is $`\mathrm{\Phi }_2`$. We refer to this kind of proof as ‘formal’ because all four Hardy’s nonlocality conditions (7a)-(7d) are formally fulfilled for the maximally entangled state. However, since this approach involves a postselection procedure then, at least, one might reasonably doubt that this class of experiments indeed constitutes a valid test for nonlocality. In this Letter we have shown that, in fact, this class of experiments does not provide us with such a test. Indeed, if one wants to regard these experiments as true tests of local realism, one should consider the entire pattern of joint detection events since there is necessarily a nonzero probability that photon 2 is detected by the absorber when the configuration of the inner interferometer is $`\mathrm{\Phi }_2`$, or that either detector $`K`$ or $`L`$ does fire for any given run of the experiment . But, as we have shown, the resulting Bell-type inequality that obtains when the total set of localization correlations is considered, is not violated in any case by the quantum-mechanical predictions. It is therefore concluded that, in spite of the fact that it is indeed possible to obtain a formal Hardy-type nonlocality contradiction for the maximally entangled state, the class of experiments exhibiting this kind of contradiction cannot be used to rule out the assumption of local realism. This situation illustrates the problem of subensemble postselection (see, for example, Ref. ): whilst no local-realism violations arise for the whole ensemble of emitted photon pairs, a Bell-type inequality may be violated as a result of faulty (postselected) statistics.
It is worth mentioning that a somewhat similar situation to that examined in this Letter arises in the context of ‘entangled entanglement’ . In this case we have an ensemble of three-particle systems described by the Greenberger-Horne-Zeilinger state . Spin measurements along arbitrary directions are performed on the particles in spacelike separated regions by three observers. Then it can be shown that the correlation function $`E_{12}`$ obtained by unconditionally averaging the product of the results of the measurements on, say, particles 1 and 2 factorises into a product $`E_{12}=E_1E_2`$, and, therefore, it will be unable to yield a violation of Bell’s inequality. By unconditionally we mean that all the measurement results for particles 1 and 2 are analysed, irrespective of the result obtained in the corresponding measurement on particle 3. Suppose, however, that one decides to analyse the results for particles 1 and 2 only when observer 3 obtains the result, say, $`+1`$ in the corresponding measurement on particle 3. Within this selected subensemble of measurement results for particles 1 and 2, the resulting correlation function $`E_{12}^+`$ can yield a violation of Bell’s inequality for a suitable choice of measurement directions. Needless to say, this procedure to get local-realism violations rests on a biased statistical protocol and, thereby, once again, one runs into the problem of subensemble postselection.
We finally remark that there is still another interpretation of the experiment at issue which does not rely on the concept of subensemble postselection <sup>4</sup><sup>4</sup>4The inspiration for this interpretation arose out of an analysis of the experiment of Wu et al. made by A. Cabello in Section 3 of .. So, referring to Fig. 1, let us suppose there is a device inside the interferometer such that, for any emitted pair of photons emerging from the source $`S`$, it prevents photon 1 from exiting the beam splitter $`H_1`$ whenever its accompanying photon 2 is absorbed by the phase shifter. The remaining pairs of photons for which photon 2 is not detected by $`A_2`$ are not affected at all by the device. Thus we may think of the whole arrangement of Fig. 1 (excluding the final detectors $`L_i`$ and $`U_i`$) as a source of pairs of correlated photons in which photon 1 exits beam splitter $`H_1`$ and, and the same time, photon 2 exits beam splitter $`H_2`$. We will refer to this latter source as the ‘secondary’ source, to be distinguished from the down-conversion crystal $`S`$, or ‘primary’ source. All photons 1 (2) emerging from the secondary source reach detectors $`L_1`$ or $`U_1`$ ($`L_2`$ or $`U_2`$). The intensity of this source is $`\frac{1}{2}(1+u^2)`$ times the intensity of the primary source. Without loss of generality, we may take the intensity of $`S`$ to be unity (in arbitrary units), so that the intensity of the secondary source is simply $`\frac{1}{2}(1+u^2)`$. Now, the quantum state of the two photons just before entering the final detectors can be expressed as
$$|\psi =|\psi (L_1,L_2)+|\psi (L_1,U_2)+|\psi (U_1,L_2)+|\psi (U_1,U_2),$$
(27)
where, for example, the term $`|\psi (L_1,L_2)`$ corresponds to cases where photon 1 is detected by $`L_1`$ and photon 2 is detected by $`L_2`$. It is important to realize that, for $`u^2<1`$, the state in Eq. (27) is not normalised since the intensity radiated by the secondary source is less than unity. Moreover, for the considered case in which the conditions in Eqs. (7a)-(7d) are fulfilled for the initial state (1), it can be shown that the unnormalised state (27) does not produce any violation of the CHSH inequality,
$$\left|E(\mathrm{\Phi }_1,\mathrm{\Phi }_2)+E(\mathrm{\Phi }_1,\mathrm{\Phi }_2^{})+E(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2)E(\mathrm{\Phi }_1^{},\mathrm{\Phi }_2^{})\right|2.$$
(28)
It is only if normalisation of the state (27) is imposed that the wave function of the pair of photons emerging from the secondary source will lead to a violation of inequality (28). As a matter of fact, for the experimental set-up considered in Fig. 1, the normalisation of the state (27) amounts to ‘erasing’ all the events for which photon 2 is detected by the absorber, so that, in a sense, only those events for which both photons of a pair impinge on the final detectors have physical reality (indeed, if we think of the secondary source as a kind of black box, this will be the impression experienced by any observer standing outside the box, since all what such an observer ‘sees’ are photons emanating in pairs from the box). This interpretation is consistent with the analysis made in Section 4 where we saw that, if one just cuts out the last term on the right-hand side of the inequality (21), then this latter inequality is automatically violated by the relevant predictions (7a)-(7d) that quantum mechanics makes for the maximally entangled state (1).
The interpretation of the experiment presented in the last paragraph, however, is not equivalent to that explained in the rest of the Letter (see, in particular, the last two paragraphs of Section 3 and Section 4). This is because, for the considered case in which the conditions (7a)-(7d) are satisfied for the state (1), the quantum-mechanical violation of the inequality (21) rests on subensemble postselection whereas the violation associated with the inequality (28) essentially involves a preselection procedure, in that the selection of the CHSH-violating subensemble out of the original ensemble takes place before proceeding to the final measurements. Furthermore, the CH-type inequality in Eq. (15) can be violated by unnormalised probabilities $`P(L_1,\mathrm{\Phi }_1;L_2,\mathrm{\Phi }_2)`$, $`P(U_1,\mathrm{\Phi }_1;U_2,\mathrm{\Phi }_2^{})`$, $`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2)`$, and $`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})`$, because, in contrast with the CHSH inequality (28), it involves only ratios of probabilities, rather than their absolute magnitudes .<sup>5</sup><sup>5</sup>5This is most easily seen when we write the inequality (15) as, $`P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2^{})P(L_1,\mathrm{\Phi }_1;L_2,\mathrm{\Phi }_2)P(U_1,\mathrm{\Phi }_1;U_2,\mathrm{\Phi }_2^{})P(U_1,\mathrm{\Phi }_1^{};U_2,\mathrm{\Phi }_2)0`$. Clearly, as this inequality has a zero value as its upper bound, it is insensitive to the overall normalisation of probabilities. In any case, both approaches together show up the fact that, if one wants to obtain a Hardy-type contradiction for the maximally entangled state, then one must either sift the measurement data according to some given procedure or else manipulate the original two-photon state emerging from the primary source before the photons arrive at the final detectors.
The author wishes to thank Adán Cabello for useful comments and discussions. He would also like to thank an anonymous referee for making a number of valuable suggestions which led to an improvement of an earlier version of this Letter. |
warning/0001/hep-ph0001316.html | ar5iv | text | # Perturbative calculation of the scaled factorial moments in second-order quark-hadron phase transition within the Ginzburg-Landau description
## I Introduction
It is well-known that ultra-relativistic heavy-ion collision is the unique way to study the vacuum properties of quantum chromodynamics (QCD) in the laboratory. In the collisions the kinetic energies of the colliding particles are converted into thermal ones, and a hot new matter state, quark-gluon plasma (QGP), might be formed. The system will cool with its subsequent expanding and will undergo a phase transition from the deconfined QGP to confined hadrons. Since only the final state particles in the collisions are observable in experiments, one may be asked to search for the signals about the phase transition from only those particles. Since the existence of the phase transition is associated with properties of the nontrivial chromodynamical vacuum, the study of quark-hadron phase transition has been a hot point in both particle physics and nuclear physics for more than a decade. Besides the unique features of QCD the lack of control of the temperature in the phase transition distinguishes the problem from the standard critical phenomena such as ferromagnetism. The nonperturbative nature of hadronization process in the phase transition precludes at this stage any observable hadronic predictions from first principles, and some approximate models are used. One of the models is the Ginzburg-Landau model which can be used as a framework to calculate various moments of the multiplicity distribution and has been used in the studies of the scaled factorial moments in both first- and second-order phase transitions, the multiplicity difference correlators , and the multiplicity distributions in the phase transitions .
In the Ginzburg-Landau description of a second-order phase transition, the scaled factorial moments can be expressed as
$$F_q=f_q/f_1^q,\text{ }f_q=\frac{1}{Z}𝒟\varphi \left(_\delta 𝑑z\varphi ^2\right)^q\mathrm{exp}(F[\varphi ])$$
(1)
with $`Z=𝒟\varphi \mathrm{exp}(F[\varphi ])`$, the free energy functional $`F[\varphi ]=𝑑z[a\varphi ^2+b\varphi ^4+c\varphi ^2]`$, $`a(TT_C)`$ representing the distance from the critical point, $`b`$ and $`c`$ larger than zero. Here $`|\varphi |^2`$ is associated with the hadronic multiplicity density of the system, and $`_\delta 𝑑z`$ means integration over a small bin with width $`\delta `$ in the phase space. Similar expressions can be derived for other quantities mentioned above. In all former studies of second-order phase transition the gradient term in the functional $`F[\varphi ]`$ is simply taken to be zero, i.e., the field $`\varphi `$ is regarded spatially uniform. The spatial integral of the functional over a two-dimensional bin with size $`\delta ^2`$ is then $`F[\varphi ]=\delta ^2(a\varphi ^2+b\varphi ^4)`$. This is of course a very crude approximation. The advantage of such an approximation is that it turns the functional integration into a normal one. Thus, the calculation becomes quite easy under the approximation. For $`a>0`$ the functional takes its minimum at $`|\varphi |^2=0`$ corresponding to the quark phase, and for $`a<0`$ the minimum is at $`|\varphi |^2>0`$ corresponding to the hadron phase. In all the studies the interested region is for $`a<0`$. Numerical results do not show the so-called intermittency behavior, but the $`F`$-scaling, $`F_qF_2^{\beta _q}`$ with universal scaling law $`\beta _q=(q1)^\nu `$, is shown to be valid. The exponent $`\nu `$ is called as a universal one in the sense that it is insensitive to the values of the parameters in the model and that it is completely determined by the structure of the functional concerned.
The contributions from the gradient term to the moments and to the exponent $`\nu `$ should be evaluated in some way. Once the gradient term is taken into the functional, one is faced with serious difficulty in the calculations, considering the fact that the value of parameter $`b`$ for the $`\varphi ^4`$ term can be determined in no way from first principles or from experimental output and may be very large. Even if the parameter $`b`$ is indeed very small, negative value of $`a`$ in our interested region also excludes the possibility of performing the usual perturbative calculations. The role played by the gradient term is investigated in and . In $`\varphi `$ in each bin is still uniform, but the values of $`\varphi `$ in all neighboring bins are taken to be $`\varphi _0`$, field configuration corresponding to the minimum of “potential” $`V(\varphi )a\varphi ^2+b\varphi ^4`$. So the square of the gradient of $`\varphi `$ is $`\delta ^2(\varphi \varphi _0)^2`$. This approximation also transforms the functional integration into a normal one. Numerical results show that the universal scaling law $`\beta _q=(q1)^\nu `$ is still valid and that the exponent $`\nu `$ is almost the same as without the gradient term. In the details of spatial fluctuations of $`\varphi `$ in a bin is simulated by the Ising model for one-component spins $`s`$. Each bin is assumed large enough to contain several spin sites. This time, the exponent $`\nu `$ depends on the unknown temperature, and, after averaging over the temperature, $`\nu `$ is still in the range given in and .
Though the simulation in is convincing, it is for lattice with one-component spins. In the Ginzburg-Landau model for a second-order phase transition, the field $`\varphi `$ is a complex number, or in other words, $`\varphi `$ has two components. At first glimps, the simulation in does not correspond to the real problem discussed in the Ginzburg-Landau model, but as will be explained soon in this paper, it relates to the physics in an indirect way.
In , it is tempted to investigate the universality of the exponent $`\nu `$, with the spatial fluctuations of the phase angle of the complex field $`\varphi `$ fully taken into account. As will be shown below, the contribution from spatial fluctuations of the phase angle of the field $`\varphi `$ can be evaluated in a complete and rigorous way, and the integration over the spatial fluctuations of the phase angle of the field $`\varphi `$ will reduce the problem to one with a one-component field.
The first observation is that all terms except the gradient one in the functional integral of Eq. (1) depend only on $`\varphi ^2`$. Then it is convenient to write the two-component field $`\varphi `$ as a complex number in the form $`\varphi =\varphi _\mathrm{R}\mathrm{exp}(i\varphi _\mathrm{I})`$. The spatial fluctuations of the field can be those of the magnitude $`\varphi _\mathrm{R}`$ and/or of the phase angle $`\varphi _\mathrm{I}`$ (or orientation in an abstract space). The gradient term turns out to be
$$\varphi ^2=(\varphi _\mathrm{R})^2+\varphi _\mathrm{R}^2(\varphi _\mathrm{I})^2.$$
(2)
Generally, the phase angle $`\varphi _\mathrm{I}`$ can be in any form, and the full contribution from its fluctuations must be evaluated. Fortunately, the integral over $`\varphi _\mathrm{I}`$ can be carried out easily since it is of Gaussian form. Then one transforms the two-fold functional integral into a one-fold one and gets
$$f_q=\frac{𝒟\varphi _\mathrm{R}\left(_\delta 𝑑z\varphi _\mathrm{R}^2\right)^q\mathrm{exp}(F[\varphi _\mathrm{R}])}{𝒟\varphi _\mathrm{R}\mathrm{exp}(F[\varphi _\mathrm{R}])},$$
(3)
with functional $`F[\varphi _\mathrm{R}]`$ exactly the same form as the original $`F[\varphi ]`$. The important difference between this expression from Eq. (1) is that the functional integral variable in this new expression is a real function instead of a complex function as in Eq. (1). Then $`f_q`$ and $`F_q`$ can be simulated by a one-component field as in Ref. .
Now we take the field $`\varphi _\mathrm{R}`$ (magnitude of $`\varphi `$) uniform, or in other words, the gradient term of $`\varphi _\mathrm{R}`$ is omitted. (Calculations based on this approximation will be referred to mode 2 in this paper.) Based on the work Ref. one can drop off the $`\varphi _\mathrm{R}`$ term, because the problem now is exactly within the scope of Ref. , and the conclusions in Ref. encourage us to neglect the spatial fluctuations of $`\varphi _\mathrm{R}`$ as long as the universal scaling exponent $`\nu `$ is concerned. Then one gets the factorial moments as functions of variable $`x`$
$$f_q=\frac{_0^{\mathrm{}}𝑑yy^{2q}\mathrm{exp}(xy^2y^4)}{_0^{\mathrm{}}𝑑y\mathrm{exp}(xy^2y^4)},$$
(4)
with $`x=a\delta ^{3/2}/b^{1/4}`$. From this expression the scaled factorial moments $`\mathrm{ln}F_q`$ can be calculated, and the results are shown as functions of $`\mathrm{ln}x`$ in Fig. 1 for $`q`$ from 2 to 8 within the range $`x(0.5,4.0)`$. One can see clearly that no strict intermittency can be claimed since all $`F_q`$ approach finite values in the small $`x`$ limit. So, no intermittency is shown in the phase transition, as shown in former studies. More importantly, the power law can be found between $`F_q`$ and $`F_2`$, as shown in Fig. 2 with the same data as in Fig. 1.
For the convenience of comparison with former case, we write down the expressions of the scaled factorial moments without spatial fluctuations (mode 1 in this paper), which can be read
$$f_q=\frac{_0^{\mathrm{}}𝑑yy^q\mathrm{exp}(xyy^2)}{_0^{\mathrm{}}𝑑y\mathrm{exp}(xyy^2)},$$
(5)
with $`x=a\delta /\sqrt{b}`$. Numerical results for $`\mathrm{ln}F_q`$ in this mode are shown in Fig. 3. In the upper part of the figure $`\mathrm{ln}F_q`$ are shown as functions of $`\mathrm{ln}x`$ for $`q`$ from 2 to 8 with $`x`$ in the same interval $`x(0.5,4.0)`$, and in the lower part $`\mathrm{ln}F_q`$ are shown as functions of $`\mathrm{ln}F_2`$ with the same data as in upper part. One can see from upper part of the figure that the general behaviors of $`\mathrm{ln}F_q`$ as functions of $`\mathrm{ln}x`$ is similar to those in Fig. 1, though the definition of $`x`$ in this case is different from that for Fig. 1. The values of $`\mathrm{ln}F_q`$ in the two cases are also different. For same value of $`x`$, $`\mathrm{ln}F_q`$ in the former case have larger values. This difference is reasonable if one notices the difference in the definition of variable $`x`$. What interests us is the scaling law between $`F_q`$ and $`F_2`$. The power law scaling between $`F_q`$ and $`F_2`$ can be seen obviously in the lower part of Fig. 3, the same as shown in other studies cited in the references.
From Fig. 2 and the lower part of Fig. 3, one can get the scaling exponents $`\beta _q`$ for the two different modes by fitting the curves. $`\beta _q`$ can also be given analytically. One can expand the expressions for $`\mathrm{ln}F_q`$ in the two modes as power series of $`x`$ in small $`x`$ limit, and then one gets the slopes $`K_q`$ for $`\mathrm{ln}F_q`$ and $`\beta _q=K_q/K_2`$. The expressions for $`K_q`$ for the two modes in this paper are
$`K_q={\displaystyle \frac{\mathrm{\Gamma }(q/2+1)}{\mathrm{\Gamma }(q/2+1/2)}}q{\displaystyle \frac{\mathrm{\Gamma }(3/2)}{\mathrm{\Gamma }(1)}}+(q1){\displaystyle \frac{\mathrm{\Gamma }(1)}{\mathrm{\Gamma }(1/2)}}\text{for mode 1},`$
$`K_q={\displaystyle \frac{\mathrm{\Gamma }(q/2+3/4)}{\mathrm{\Gamma }(q/2+1/4)}}q{\displaystyle \frac{\mathrm{\Gamma }(5/4)}{\mathrm{\Gamma }(3/4)}}+(q1){\displaystyle \frac{\mathrm{\Gamma }(3/4)}{\mathrm{\Gamma }(1/4)}}\text{for mode 2}.`$
One can find only a small difference between the exponents $`\nu `$ from these two expressions. The results are shown in Fig. 4. In mode 1 (without spatial fluctuations) $`\nu `$=1.3335, and in mode 2 (with spatial fluctuations of the phase angle of the field $`\varphi `$) $`\nu `$=1.2772. The exponents obtained from these analytical expressions are very close to the ones from the fitting. The universal exponents $`\nu `$ are also very close to one another and can be regarded as the same within accuracy $`4\%`$. Physically, these two modes correspond to different situations. In mode 1 no spatial fluctuation of $`\varphi `$ is in the problem, but in mode 2 the spatial fluctuations of the phase angle of the complex field $`\varphi `$ are fully evaluated. Since these two different considerations give very close exponents $`\nu `$, one can say that the exponent $`\nu `$ is indeed insensitive to the spatial fluctuations of the phase angle.
It is, of course, very interesting to investigate directly the effect of the term $`(\varphi _\mathrm{R})^2`$ on the moments, which is the main topic in this paper.
Our second observation is that the final state particles are in a finite phase space at any high but finite colliding energy. This means that the fluctuations of the field $`\varphi `$ should not be uniform since the field must be zero in the region excluded by the conservation laws. Thus there exists a boundary condition for $`\varphi _\mathrm{R}`$. For the convenience, we use $`\varphi `$ instead of $`\varphi _\mathrm{R}`$ in the following of the paper if no confusion will be aroused. The boundary condition of $`\varphi `$ is of Dirichlet type in our problem because of the fact that the particle density out of a finite region should be zero. In the following, we only discuss a one-dimensional phase space such as the rapidity, and the boundary condition can, not losing any generality, be written as $`\varphi (0)=\varphi (L)=0`$, with $`L`$ the length of the finite phase space interval. With the gradient term in the functional, the functional integral can only be calculated perturbatively. But there are two important differences from the usual perturbations. The first difference is the finite size of the phase space. The second is the non-positivity of the coefficient of the Gaussian term in the functional $`F[\varphi ]`$. So, some new techniques are needed which will be discussed in this paper.
The organization of the paper is as follows. In Sec. II we discuss the ground state of a finite-size system under various boundary conditions. In Sec. III a new perturbative calculation scheme is proposed with the effect of local spontaneous symmetry breaking taken into account. In Sec. IV we calculate the scaled factorial moments perturbatively. Sec. V is for our main results and conclusions.
## II Local spontaneous symmetry breaking for finite-size system
Finite-size effects near critical points have been remained over the past two decades to be an important topic of the active research both theoretically and experimentally in condensed matter physics. Nowadays, the experimental sample are usually so pure and so well shielded from perturbing fields that the correlation length can grow up to several thousand angstroms as the critical point is approached. When one or more dimensions of a bulk system is reduced to near or below a certain characteristic length scale, the associated properties are modified reflecting the lower dimensionality. It is believed that finite-size effects are precursors of the critical behavior of the infinite system and can be exploited to extract the limiting behavior. A central role plays the finite-size scaling behavior predicted by both the phenomenological and renormalization group theories. Those theories allowed a systematic discussion of the finite-size effects and, consequently, form the cornerstone of our current understanding of the way in which the singularities of an infinite system are modified by the finiteness of the system in some or all of the dimensions. Of course, the exact form of scaling functions can’t be given in those scaling theories.
In 1985, Brézin and Zinn-Justin (BZ) and Rudnick, Guo and Jasnow (RGJ) developed two field-theoretical perturbation theories for the calculation of the finite-size scaling functions within the $`\varphi ^4`$ model which corresponds to the Ising model. Most applications of these theories to three-dimensional systems have been restricted to $`T`$ higher than the bulk critical temperature $`T_C`$ with a few calculations in region below $`T_C`$ . However, some limitations exist in the theories of and . As pointed out in the first paper in , the theory of BZ is not applicable for $`T<T_C`$ and the results from RGJ theory are not quantitatively reliable in the same temperature region since the coefficients of the Gaussian terms in the integrals are negative for those temperatures. In the order parameter is expanded into a sum of eigenfunctions of $`^2`$ for various boundary conditions. Again, the functional integral is turned out into a product of normal integrals. But the fluctuations can be evaluated only for temperature not too far below the critical point. Authors of tried to avoid the difficulty mathematically, but they failed to account for the origin of the difficulty physically. Although the modified perturbation method in can be used for both $`T>T_C`$ and $`T<T_C`$, the calculation is lengthy and can be done only to first order in practice. Since one does not know the exact order of values of higher order terms, theoretical results may have large uncertainty.
It has not been answered that which physical effect causes the failure of direct perturbative calculations of fluctuations for finite-size systems with temperature below $`T_C`$. In our opinion, the real origin of the difficulty lies in the lack of knowledge about the spontaneously symmetry breaking for finite-size systems. It is well-known that an infinite system will have non-zero mean order parameter $`\varphi _0`$, which is called ground state of the system in this paper since it corresponds to minimum of the Hamiltonian $`H`$, if the temperature is below the critical one, and everyone knows that the difficulty of negative coefficient of the Gaussian term can be overcome by shifting the order parameter, $`\varphi \varphi +\varphi _0`$. This phenomenon is known as the spontaneous symmetry breaking because of the fact that $`\varphi _0`$ does not have the same symmetry as $`H`$ does. This kind of spontaneous symmetry breaking for infinite system can be called global since the shift $`\varphi _0`$ is the same constant for every point in the space. For a finite-size system, such a simple shift of the order parameter does not work because of the existence of specific boundary conditions for the system. Anyway, fluctuations of the system, in their own sense, should be around certain ground state which corresponds to the minimum of the Hamiltonian $`H`$, and they can be approximated by Gaussian terms in most cases if they are not very large. Thus one sees that the ground state plays an determinative role in the study of fluctuations in the phase transitions at low temperature. For infinite system, the ground state $`\varphi _0`$ is constant and can easily be calculated. But for a finite-size system, the ground state is usually not a constant but depends on the boundary conditions imposed on it. This is understandable. For infinite system the ground state is determined completely by the self-interactions of the field. In other words, the ground state is dictated only by the “potential”, and there is no boundary effect. For a finite-size system, however, the effect of the boundary must be taken into account. For the case with local interactions, the effect is realized through the gradient term. Thus the ground state for system with finite size is determined by the gradient term and the “potential”. Then the shift of the field at a point depends on the position in the space. So, the spontaneous symmetry breaking for finite-size system can be called a local one. Therefore, the solution for the ground state is non-trivial but necessary, and one has reason to hope that the difficulty mentioned above for finite-size systems can be overcome once the ground state is known.
It should be pointed out that all perturbation theories mentioned above are based on Fourier decomposition of the order parameter. This method is natural because the decomposition enables one to transform the functional integral into an infinite product of tractable normal integrals. Although such a decomposition has simple physical explanation which is very fruitful for the understanding of properties of infinite systems and can deduce reliable physical results, as in the case of usual field theories in particle physics, it brings about a great deal of calculations for finite-size systems. This is not surprising. As is well-known, quantities complicated in coordinate space may have simple momentum spectra thus look simple in momentum space, but those obviously nonzero only in a finite range must have puzzling momentum spectra. Therefore, for the study of properties of finite-size systems, calculations in coordinate space might be simpler and more effective. The point here is that one must calculate the complicated functional integral which is very difficult to be evaluated directly.
In this section, we first calculate the ground states for a $`\varphi ^4`$ model of a second-order phase transition with one-component order parameter under various boundary conditions. All the boundary conditions are useful in the study of condensed matter physics. Then, with the ground states, the Hamiltonian of the system is reexpressed as Gaussian terms and higher order perturbations of a locally shifted order parameter. And it is shown that the perturbative calculation can be done with the new Hamiltonian for temperatures far below the bulk critical point.
In the $`\varphi ^4`$ model for a second-order phase transition in condensed matter physics with a one-component order parameter, the partition function can be expressed as a functional integral of exponential of the Hamiltonian $`H`$ of the system
$$Z=𝒟\varphi \mathrm{exp}(H)=𝒟\varphi \mathrm{exp}\left\{d^3𝐫\left[\frac{\gamma }{2}\varphi ^2+\frac{1}{2}(\varphi )^2+\frac{u}{4!}\varphi ^4\right]\right\},$$
(6)
in which $`\gamma =a^{}(TT_C)`$, $`a^{}`$ and $`u`$ are temperature dependent positive constants, $`\varphi `$ is the order-parameter of the system. In the following, we are limited only to a film system with thickness $`L`$. Since we are interested only in the temperature region $`T<T_C`$ or $`\gamma <0`$, the Hamiltonian $`H`$ can be standardized by introducing correlation length $`\xi =\sqrt{1/\gamma }`$, new order-parameter $`\mathrm{\Psi }=\varphi /\varphi _0`$, with $`\varphi _0=\sqrt{6\gamma /u}`$ the vacuum expectation of the order parameter for bulk system, scaled coordinates $`𝐫^{}=𝐫/L`$, and reduced thickness $`l=L/\xi `$, into
$$H=d^3𝐫^{}\frac{L^3\varphi _0^2}{\xi ^2}\left[\frac{1}{2l^2}(^{}\mathrm{\Psi })^2\frac{1}{2}\mathrm{\Psi }^2+\frac{1}{4}\mathrm{\Psi }^4\right].$$
(7)
From this expression one can get the equation for the ground state by $`\frac{\delta H}{\delta \mathrm{\Psi }}=0`$. The ground state $`\mathrm{\Psi }_0(z)`$ satisfies
$$\frac{1}{l^2}\frac{d^2\mathrm{\Psi }_0}{dz^2}=\mathrm{\Psi }_0+\mathrm{\Psi }_0^3.$$
(8)
In the equation we have used $`z`$ instead of $`z^{}`$ in the range (0, 1) to denote the coordinate along the thickness direction. Derivatives in other directions do not appear in the equation since any state with non-zero derivatives in other directions does not correspond to the minimum of $`H`$. But if the system is fully limited in all directions, last equation should have $`^2`$ in place of $`d^2/dz^2`$. In last equation is solved analytically for Dirichlet boundary conditions $`\mathrm{\Psi }(0)=\mathrm{\Psi }(1)=0`$. The exact solution is
$$\mathrm{\Psi }_0(z)=\frac{\sqrt{2}k}{\sqrt{1+k^2}}\mathrm{sn}(2zF(k),k),$$
(9)
in which $`k`$ is determined by $`l`$ through $`l=2\sqrt{1+k^2}F(k)`$. Here, $`F(k)`$ is the first kind complete elliptic integral, $`\mathrm{sn}(z,k)`$ is elliptic sine function. Unfortunately, no simple compact solution is found yet for other boundary conditions. One can easily see that the main obstacle comes from the nonlinear term $`\mathrm{\Psi }_0^3`$ in the second-order differential equation of $`\mathrm{\Psi }_0`$ in Eq. (8). To find approximate solutions of $`\mathrm{\Psi }_0`$ for other boundary conditions, the following method can be used. First of all, we replace $`\mathrm{\Psi }_0^3`$ in Eq. (8) by $`\lambda \mathrm{\Psi }_0`$ and get a solution satisfying the same boundary condition. For Dirichlet boundary conditions, the solution is
$$\mathrm{\Psi }_0=A\mathrm{sin}\pi z,\text{ with }\lambda =1.0\pi ^2/l^2.$$
(10)
The constant $`A`$ can be determined by requiring the mean square of the deviation caused by the replacement, i.e., the integral $`_0^1𝑑z(\mathrm{\Psi }_0^3\lambda \mathrm{\Psi }_0)^2`$, to be minimum. Thus one gets
$$\mathrm{\Psi }_0(z)=\sqrt{\frac{4}{3}\left(1\frac{\pi ^2}{l^2}\right)}\mathrm{sin}\pi z.$$
(11)
Now one can see that the requirement of a minimum deviation caused by the replacement is equivalent to retaining $`\mathrm{sin}\pi z`$ term but neglecting terms with higher frequency in $`\mathrm{\Psi }_0^3`$. Thus, this approximation is equivalent to the standard functional variation method. The virtue of this method is that it can be used simplier and in a step-by-step way. As discussed in the ground state is $`\mathrm{\Psi }_0=0`$ if the reduced thickness $`l`$ of the film is less than $`\pi `$. The existence of minimum reduced thickness of the film implies a shift of the critical temperature for the finite system from the bulk one. The exact solutions and the approximate ones are compared in Fig. 5 for $`l/\pi `$=1.05, 1.10, 1.15, and 1.20. A very good approximation can be seen. For larger $`l`$, the same approximative method can be used further after shift $`\mathrm{\Psi }_0=\mathrm{\Psi }_0^{}+\sqrt{4(1\pi ^2/l^2)/3}\mathrm{sin}\pi z`$ in Eq. (8). For Neumann boundary conditions, $`\mathrm{\Psi }_0^{}(0)=\mathrm{\Psi }_0^{}(1)=0`$, the ground state can also be obtained in a similar way. The result is
$$\mathrm{\Psi }_0(z)=1.0\text{ for }T<T_c$$
(12)
Then one can consider mixed boundary conditions $`\mathrm{\Psi }_0(0)=0,\mathrm{\Psi }_0^{}(1)=0`$. The first order approximation of the solution for ground state is
$$\mathrm{\Psi }_0(z)=\sqrt{\frac{4}{3}\left(1\frac{\pi ^2}{4l^2}\right)}\mathrm{sin}\frac{\pi z}{2}\text{ }\text{for }l\pi /2.$$
(13)
As a final example, we give the ground state for periodic boundary condition $`\mathrm{\Psi }_0(z)=\mathrm{\Psi }_0(1+z)`$. The ground state is
$$\mathrm{\Psi }_0(z)=1.0\text{ for }T<T_c$$
(14)
Though the ground state for periodic and Neumann boundary conditions are the same the fluctuations of the fields in the two case are different. It should be pointed out that $`\mathrm{\Psi }_0`$ is also a ground state of the system. Then the fluctuations of the system can be around either $`\mathrm{\Psi }_0`$ or $`\mathrm{\Psi }_0`$. This is the copy for finite-size systems of spontaneous symmetry breaking in $`\varphi ^4`$ model. The significant difference from the usual spontaneous symmetry breaking is that the ground state is usually not a constant and depends on the boundary conditions. So that we have a local spontaneous symmetry breaking in this paper. With the ground state $`\mathrm{\Psi }_0`$, one can locally shift the order parameter $`\mathrm{\Psi }=\mathrm{\Psi }^{}+\mathrm{\Psi }_0`$, then the Hamiltonian $`H`$ turns out to be
$$H=H[\mathrm{\Psi }_0]+\frac{L^3\varphi _0^2}{\xi ^2}d^3𝐫\frac{1}{2}\left[\frac{1}{l^2}(\mathrm{\Psi }^{})^2\mathrm{\Psi }_{}^{}{}_{}{}^{2}+3\mathrm{\Psi }_0^2\mathrm{\Psi }_{}^{}{}_{}{}^{2}+2\mathrm{\Psi }_0\mathrm{\Psi }_{}^{}{}_{}{}^{3}+\frac{1}{2}\mathrm{\Psi }_{}^{}{}_{}{}^{4}\right].$$
(15)
In this expression, $`H[\mathrm{\Psi }_0]`$ has the same form as $`H[\mathrm{\Psi }]`$ in Eq. (7) with $`\mathrm{\Psi }_0`$ in place of $`\mathrm{\Psi }`$. Now the quadratic part of fluctuation $`\mathrm{\Psi }^{}`$ is positive definite for $`l`$ larger than a characteristic length, or for temperature enough below the critical point. Then one sees that the new Hamiltonian can be safely used to calculate perturbatively fluctuations at low temperature region for finite-size systems. Then the difficulty of the negative coefficients of the Gaussian terms is avoided after the effects of local spontaneous symmetry breaking are taken into consideration.
## III Perturbative theory for finite-size system under $`TT_C`$
From Eq. (15), a new perturbative theory can be developed for finite-size system with local spontaneous symmetry breaking. First of all, one can introduce for an one dimensional system a generating functional $`Z[J]`$
$$Z[J]=𝒟\varphi \mathrm{exp}(H+𝑑zJ\varphi ).$$
(16)
The generalization to more general cases is obvious. Up to an unimportant constant factor, the generating functional for a one-dimensional system can, in a standard way, be written as
$$Z[J]=\mathrm{exp}(\lambda _1𝑑zJ\mathrm{\Psi }_0)\mathrm{exp}\left\{\lambda 𝑑z\left[\mathrm{\Psi }_0\left(\frac{\delta }{\lambda _1\delta J}\right)^3+\frac{1}{4}\left(\frac{\delta }{\lambda _1\delta J}\right)^4\right]\right\}\mathrm{exp}\left[\frac{1}{2}\frac{\lambda _1^2}{\lambda }𝑑z𝑑yJ(z)G(z,y)J(y)\right],$$
(17)
with $`\lambda _1=L\sqrt{6|\gamma |/u}=L\varphi _0`$, $`\lambda =6L\gamma ^2/u`$. In last equation, the Green’s function $`G(z,y)`$ satisfies
$$\left[\frac{1}{l^2}\frac{d^2}{dz^2}1+3\mathrm{\Psi }_0^2(z)\right]G(z,y)=\delta (zy).$$
(18)
The first factor in the generating functional shows a great difference between present theory and the usual ones that there exists a nontrivial solution for the classical equation $`\delta H/\delta \varphi =J`$ for $`J=0`$. For systems with higher dimension $`d>1`$ the only changes are with $`L^d`$ in place of $`L`$ in the expressions for parameters $`\lambda `$ and $`\lambda _1`$ and with $`^2`$ in place of $`d^2/dz^2`$ in last equation. The Green’s function $`G(z,y)`$ describes fluctuations in the full space and determines how the fluctuations at different points are correlated. If one can get the solution for $`G(z,y)`$ for higher dimensional system, the fluctuations can be evaluated in the same way as for one dimensional system. Thus in the following we do not distinguish one and higher dimensional systems, and $`dz`$ is used to represent the integral element over a volume in certain space. From Eq. (17), it can be seen that each Green’s function $`G`$ is associated with a factor $`1/\lambda `$. $`\lambda _1`$ can be regarded as a factor associated with the external source field $`J`$. Since the derivative terms in the second factor in Eq. (17) with respect to the external source field $`J`$ will generate terms with more factors of $`G`$ in the generating functional, the contribution of them is small if the parameter $`\lambda `$ is big enough. Then those terms in the generating functional can be regarded as perturbations. From the expression of $`\lambda `$ it is clear that a large $`\lambda `$ is equivalent to a small $`u`$ for fixed $`L`$ and $`\gamma `$. Thus the condition of a large $`\lambda `$ is consistent with that in usual perturbation theory. Then one has all the four ingredients diagrammatically represented in Fig. 6 for the perturbative calculations with the Feynman rules:
(a) the ground state: $`\lambda _1\mathrm{\Psi }_0(z)`$,
(b) the Green’s function (propagator): $`\frac{\lambda _1^2}{\lambda }G(z,y)`$,
(c) three-line vertex: $`\frac{\lambda }{\lambda _1^3}𝑑z\mathrm{\Psi }_0(z)`$,
(d) four-line vertex: $`\frac{\lambda }{4\lambda _1^4}𝑑z`$.
Using these ingredients all physical quantities can be calculated. For example, to the first order of the perturbations, one has
$`\mathrm{\Psi }(z)=\mathrm{\Psi }_0(z){\displaystyle \frac{3}{\lambda }}{\displaystyle 𝑑u\mathrm{\Psi }_0(u)G(u,u)G(u,z)},`$
$`\left(\mathrm{\Psi }(z)\mathrm{\Psi }_0(z)\right)\left(\mathrm{\Psi }(y)\mathrm{\Psi }_0(y)\right)={\displaystyle \frac{1}{\lambda }}G(z,y){\displaystyle \frac{3}{\lambda ^2}}{\displaystyle 𝑑uG(z,u)G(u,u)G(u,y)}.`$
Here, the symbol $`\mathrm{}`$ represents the average over the fluctuations, the range of the integral over $`u`$ is (0, 1).
A most important feature of the perturbation theory is that all the calculations can be done in coordinate space. Once the non-trivial ground state $`\mathrm{\Psi }_0`$ is known, one can get the Green’s function (propagator) $`G(x,y)`$ from Eq. (18), and other quantities can be obtained from Eq. (17) by directly taking derivatives with respect to the external source field $`J`$. This scheme can be used in calculating properties of finite-size systems in condensed matter physics for temperatures $`TT_c`$.
Next section will calculate the scaled factorial moments in a second-order quark-hadron phase transition as an example of the applications of the perturbation theory.
## IV The scaled factorial moments in the Ginzburg-Landau model
Now we turn to the calculation of the scaled factorial moments $`F_q`$ in Eq. (1) in a second-order quark-hadron phase transition within the Ginzburg-Landau description. In this description, the free energy functional $`F[\varphi ]`$ is in place of the Hamiltonian $`H`$ in last two sections. After integrating over the phase angle of the field the functional remains the same form with a real $`\varphi _\mathrm{R}`$ in place of the complex $`\varphi `$ as discussed before. Although there are very important differences between normal phase transitions in condensed matter physics and a quark-hadron one, the mathematical form in the Ginzburg-Landau description for them is the same. In the Ginzburg-Landau description for a quark-hadron phase transition, the integral variable $`z`$ is not in coordinate space but represents a collection of measurable quantities such as rapidity and azimuthal angle etc. In the following, $`z`$ is identified to the rapidity. For such an one dimensional system, the local spontaneous symmetry breaking is also given as in Sec. II. A generating functional can also be introduced in the same way as in last section. The only changes are the expressions for the parameter $`\lambda `$, $`\lambda _1`$, and $`l`$. Here we only mention the expression for $`l`$. In present case, the correlation length is $`\xi =\sqrt{c/|a|}`$, so $`l=L\sqrt{|a|/c}`$. The parameter $`c`$ has a simple physical meaning. From the free energy functional one sees that the correlation between fields at different points is realized by means of the gradient term. If $`c`$ is small there is weak correlation between the fields at different points. Thus the effective length $`l`$ can be used to measure the strength of the correlations for fixed $`L`$ and $`|a|`$. For a system at fixed temperature $`c`$ is small if there is weak correlation, and vice versa. When $`l\mathrm{}`$, one may expect that the influence of correlation can be neglected and that the effect of boundary condition can be neglected. In the calculation of the scaled factorial moments, the factor $`\lambda _1`$ will be cancelled. So $`\lambda _1`$ can be taken to be 1.0 in present calculations. For any parameter $`l`$ the scaled factorial moments can be rewritten from Eq. (1) as
$$F_q=f_q/f_1^q,f_q=\underset{i=1}{\overset{q}{}}_\delta 𝑑z_i\frac{\delta ^2}{\delta J^2(z_i)}\frac{Z[J]}{Z[0]}.$$
(19)
In this expression, $`_\delta 𝑑z`$ represents an integral over a range of length $`\delta `$. In our calculation, the integral range is chosen around the center of the interval (0, 1), or in other words, in the range (1/2-$`\delta `$/2,1/2+$`\delta `$/2). As discussed in the second last paragraph in Sec. I, the boundary condition for our case is of Dirichlet type. So the ground state $`\mathrm{\Psi }_0`$ is given by Eq. (9) and $`G(z,y)`$ is calculated from Eq. (18).
### A Zero order approximation for $`f_q`$
We first calculate the scaled factorial moments $`F_q`$ in a second-order quark-hadron phase transition at the zero order (or tree-level) approximation to the functional Eq. (17). At this level the second factor in Eq. (17) gives a factor 1.0. In the expressions of $`f_q`$ there are contributions from $`q`$-particle correlations represented diagrammatically by connected diagrams in Fig. 7 and the contributions from fewer particle correlations which can be represented by products of disconnected diagrams. We denote $`f_q^c`$ the contributions to $`f_q`$ from connected diagrams which give the contribution from the pure $`q`$-particle correlations to $`f_q`$. Then the factorial moments $`f_q`$ at tree-level can be written as
$$\begin{array}{c}f_1^{\mathrm{tree}}=f_1^c,\\ f_2^{\mathrm{tree}}=(f_1^c)^2+f_2^c,\\ f_3^{\mathrm{tree}}=(f_1^c)^3+3f_1^cf_2^c+f_3^c,\\ f_4^{\mathrm{tree}}=(f_1^c)^4+6(f_1^c)^2f_2^c+4f_1^cf_3^c+3(f_2^c)^2+f_4^c,\\ f_5^{\mathrm{tree}}=(f_1^c)^5+10(f_1^c)^3f_2^c+10(f_1^c)^2f_3^c+5f_1^cf_4^c+10f_2^cf_3^c+f_5^c,\\ f_6^{\mathrm{tree}}=(f_1^c)^6+15(f_1^c)^4f_2^c+20(f_1^c)^3f_3^c+15(f_1^c)^2f_4^c+6f_1^cf_5^c+10(f_3^c)^2+15(f_2^c)^3+15f_2^cf_4^c+60f_1^cf_2^cf_3^c+f_6^c,\\ \mathrm{}.\end{array}$$
(20)
For the connected contributions to $`f_q^{\mathrm{tree}}`$, there are only two topologically different diagrams, as shown in Fig. 7. For the first type diagram with two crosses representing the ground state, the number of identical terms is $`N_q^1=2^{q1}q!`$. The factor $`q!`$ comes from the exchange symmetry of the $`q`$ particles, $`2^q`$ from the two-lines from each point representing a particle, and a factor 1/2 from the identities of terms with reversal order of the $`q`$-points. For the second type of diagrams with no cross, the number is $`N_q^2=N_q^1/q=2^{(q1)}(q1)!`$. To calculate the diagrams, it would be useful to define
$$g_i(z,y)=_\delta 𝑑x_1𝑑x_2\mathrm{}𝑑x_iG(z,x_1)G(x_1,x_2)\mathrm{}G(x_i,y),$$
(21)
which satisfies a recursive relation
$$g_i(z,y)=_\delta 𝑑ug_{i1}(z,u)G(u,y)=_\delta 𝑑zG(z,u)g_{i1}(u,y).$$
(22)
Then the contribution from each connected diagram for $`f_q`$ can be written as
first disgram: $`\left({\displaystyle \frac{1}{\lambda }}\right)^{q1}{\displaystyle _\delta }𝑑z𝑑y\mathrm{\Psi }_0(z)g_{q2}(z,y)\mathrm{\Psi }_0(y),`$
second disgram: $`\left({\displaystyle \frac{1}{\lambda }}\right)^q{\displaystyle _\delta }𝑑zg_{q1}(z,z).`$
So that
$$f_q^c=\frac{2^qq!}{\lambda ^q}\left[\frac{\lambda }{2}_\delta 𝑑z𝑑y\mathrm{\Psi }_0(z)g_{q2}(z,y)\mathrm{\Psi }_0(y)+\frac{1}{2}_\delta 𝑑zg_{q1}(z,z)\right].$$
(23)
### B First order approximation for $`f_q`$
Now we discuss $`f_q`$ at the first order (1-loop level) approximation of the second-factor in the functional of Eq. (17). At this approximation, the factor from the second term of the equation is
$`Z_1[J]=1{\displaystyle \frac{1}{\lambda }}{\displaystyle 𝑑z\left\{\mathrm{\Psi }_0(z)\left[3G(z,z)(GJ)_z+\frac{1}{\lambda }(GJ)_z^3\right]+\frac{1}{4}\left[3G^2(z,z)+\frac{6}{\lambda }G(z,z)(GJ)_z^2+\frac{(GJ)_z^4}{\lambda ^2}\right]\right\}},`$
in which $`(GJ)_z𝑑uG(z,u)J(u)`$ . From the functional at this approximation
$$Z[J]=Z_1[J]\mathrm{exp}(𝑑zJ\mathrm{\Psi }_0)\mathrm{exp}\left[\frac{1}{2\lambda }𝑑z𝑑yJ(z)G(z,y)J(y)\right]$$
the factorial moments $`f_q`$ can be directly calculated by using Eq. (19). There are many terms contributing to $`f_q`$, among which the most interesting terms are those represented by connected diagrams in Fig. 8 with one bulb which is the vertex for the perturbative interactions. The sum of the contributions from the diagrams to $`f_q`$ will be denoted by $`f_q^{\mathrm{loop}}`$ in this paper. Then up to the first order approximation of the generating functional, the factorial moments $`f_q`$ are
$$\begin{array}{c}f_1=f_1^{\mathrm{tree}}+f_1^{\mathrm{loop}},\hfill \\ f_2=f_2^{\mathrm{tree}}+2f_1^{\mathrm{tree}}f_1^{\mathrm{loop}}+f_2^{\mathrm{loop}},\hfill \\ f_3=f_3^{\mathrm{tree}}+3f_2^{\mathrm{tree}}f_1^{\mathrm{loop}}+3f_1^{\mathrm{tree}}f_2^{\mathrm{loop}}+f_3^{\mathrm{loop}},\hfill \\ f_4=f_4^{\mathrm{tree}}+4f_3^{\mathrm{tree}}f_1^{\mathrm{loop}}+6f_2^{\mathrm{tree}}f_2^{\mathrm{loop}}+f_1^{\mathrm{tree}}f_3^{\mathrm{loop}}+f_4^{\mathrm{loop}},\hfill \\ f_5=f_5^{\mathrm{tree}}+5f_4^{\mathrm{tree}}f_1^{\mathrm{loop}}+10f_3^{\mathrm{tree}}f_2^{\mathrm{loop}}+10f_2^{\mathrm{tree}}f_3^{\mathrm{loop}}+5f_1^{\mathrm{tree}}f_4^{\mathrm{loop}}+f_5^{\mathrm{loop}},\hfill \\ f_6=f_6^{\mathrm{tree}}+6f_5^{\mathrm{tree}}f_1^{\mathrm{loop}}+15f_4^{\mathrm{tree}}f_2^{\mathrm{loop}}+20f_3^{\mathrm{tree}}f_3^{\mathrm{loop}}+15f_2^{\mathrm{tree}}f_4^{\mathrm{loop}}+6f_1^{\mathrm{tree}}f_5^{\mathrm{loop}}+f_6^{\mathrm{loop}},\hfill \\ \mathrm{}.\hfill \end{array}$$
(24)
For the perturbative calculation to have high accuracy, we choose the parameter $`\lambda `$ large enough to guarantee the following two conditions: (1) $`𝑑z|\mathrm{\Psi }(z)\mathrm{\Psi }_0(z)|`$, the integral of absolute deviation of the mean value of the order parameter $`\mathrm{\Psi }`$ from $`\mathrm{\Psi }_0`$ is not larger than 0.05; (2) $`|Z[0]1|`$ is no more than 0.05. These two conditions ensure the contributions from higher order terms from the second-factor in Eq. (17) can be safely neglected. So our calculations are limited to only the first order approximation. Of course, higher order approximation can be made without difficulty in principle, only with more diagrams drawn and evaluated. In numerical calculation, $`\delta `$ is chosen for $`\mathrm{ln}\delta `$ in the range (1,4).
## V Main results and discussions
As discussed in last section, we choose the parameter $`\lambda `$ to be a large number to ensure the small influence of the perturbations. A large $`\lambda `$ corresponds to a small correlation function $`G(x,y)/\lambda `$. So in the Ginzburg-Landau model for a second-order phase transition under some choice of the parameters, there is weak correlation between the fields at different points together with weak self-interactions. Due to the choice of a large $`\lambda `$ ($`\lambda _1=1.0`$) the ground state $`\mathrm{\Psi }_0`$ (whose square is the hadronic density at the state) will play a dominant role in Eq. (17) for $`l`$ large enough, and the Gaussian and higher order fluctuations can only bring about some small corrections to the generating functional. Then with the choice of $`\lambda `$ we are dealing with a case with small fluctuations. Because of the large value of $`\lambda `$ the first term in the brackets of Eq. (23) plays an important role if the ground state $`\mathrm{\Psi }_0`$ is obviously nonzero for larger parameter $`l`$. Since the powers before the brackets of Eq. (23) will be cancelled, the order of the ratios $`f_q^c/(f_1^c)^q`$ is $`\lambda ^{(q1)}`$, thus very small. $`f_q^{\mathrm{loop}}/(f_1^c)^q`$ have the order $`\lambda ^q`$, even smaller. Then the scaled factorial moments $`F_q`$ are very close to 1.0. This expectation is confirmed in numerical calculations. Numerical results show that $`\mathrm{ln}F_q`$, though very small, have quite complicated behaviors. They increase for $`\mathrm{ln}\delta `$ within (1.5, 2.5) and then decrease with the increase of $`\mathrm{ln}\delta `$, as shown in Fig. 9 for parameter $`l=2.63\pi `$. Thus there is no intermittency in the phase transition. For other choices of $`l/\pi 1`$ similar results can be obtained. A more important and more interesting phenomenon is the power scaling between $`F_q`$ and $`F_2`$, $`F_qF_2^{\beta _q}`$, which can be expected from the similar behaviors of $`\mathrm{ln}F_q`$ in Fig. 9 and are shown in Fig. 10 with the same data as in Fig. 9. $`\beta _q`$ can be obtained easily from a linear fitting to the curves in Fig. 10. As in former studies of $`F_q`$ in Refs. in the phase transitions, $`\beta _q`$ satisfies a universal scaling law
$$\beta _q=(q1)^\nu ,\text{with }\nu =1.7539\text{for}l/\pi =2.63,$$
(25)
as shown in Fig. 11. In this case the universal exponent $`\nu `$ depends only on the value of parameter $`l`$ which is a function of parameters $`|a|`$ for the temperature and $`c`$ for the correlation strength. The dependence of the exponent $`\nu `$ on temperature is consistent with Ref. . But the exponent $`\nu `$ is very different from those exponents given in former studies. The discrepancy is caused from the different assumptions made in former studies and in present one. In former studies, the effect of the gradient term is neglected, but the $`\varphi ^4`$ term (which describes the self-interaction) is emphasized. In those studies, the factorial moments $`f_q`$ can be written as
$$f_q=_0^{\mathrm{}}𝑑yy^q\mathrm{exp}(xyy^2)/_0^{\mathrm{}}𝑑y\mathrm{exp}(xyy^2),$$
(26)
in which $`x`$ is a parameter representing the bin width. From this expression one can discover that the $`\varphi ^4`$ term, corresponding to the $`y^2`$ term in the exponentials, is very important and cannot be treated as perturbation for any parameter $`x`$. It is the term that makes the integrals finite. In present calculations, the role played by the $`\varphi ^4`$ term is much less important. Its function is to provide a nontrivial ground state $`\mathrm{\Psi }_0`$ around which the fluctuations are. Then that term is treated as a small perturbation and is very weak indeed with our choice of parameter $`\lambda `$. In former studies the fluctuations are arouns $`\varphi _0=0`$. Then the discrepancy between present study and former ones can be understood because they belong to different physical regimes. Former studies are in the nonperturbative regime with trivial ground state, but present study in the perturbative one with a non-trivial ground state.
The dependence of the universal exponent $`\nu `$ on the parameter $`l`$ is also studied for $`l/\pi >1`$ in which there exists a non-trivial ground state. The result is shown in Fig. 12. For long correlation length ($`l/\pi `$ a little larger than 1.0) the fluctuations in neighboring bins are correlated. For these $`l`$ the values of $`\mathrm{\Psi }_0`$ are also small, so the two terms in the bracket in Eq. (19) may have comparable contributions to $`f_q`$. In this region $`\nu `$ is quite large (about 2). With the increase of $`l`$ the correlation between the fluctuations in neighboring bins becomes weaker and weaker, and the exponent $`\nu `$ decreases first rapidly and then slowly. When $`l/\pi >2.5`$ $`\nu `$ approaches a constant, about 1.75. The constant can be anticipated by considering a case with the very weak correlations among particles more than 2 (considering the factor $`1/\lambda `$ accompanied with the Green’s function $`G(x,y)`$). Then if only the effects of a weak two-particle correlation is considered, one has
$$f_q=(f_1^c)^q+C_q^2(f_1^c)^{q2}f_2^c,$$
and then
$$F_q=1.0+C_q^2f_2^c/(f_1^c)^2.$$
Here $`C_m^n`$ are the binormial coefficients. Since the ratio $`f_2^c/(f_1^c)^2`$ is assumed very small one gets $`\mathrm{ln}F_qC_q^2f_2^c/(f_1^c)^2`$, so the linear relation between $`\mathrm{ln}F_q`$’s can be verified, and one can get
$$\beta _q=C_q^2=q(q1)/2.$$
From this expression, one gets the exponent $`\nu =1.7550`$, very close to the one obtained in this paper.
As a summary, the spatial correlation of the fluctuations in a second-order quark-hadron phase transition is considered in this paper within the Ginzburg-Landau description. We deal with a case with finite phase space and with negative coefficient of the Gaussian term in the functional. Because of the finite size of the space, calculations in usual space are simpler and more effective. Due to the negative coefficient of the Gaussian term in the functional a local spontaneous symmetry breaking (or non-trivial ground state) exists for finite size system. We emphasize on the importance of the ground state of the system, which is a version of spontaneous symmetry breaking for finite-size systems. Then a new perturbation scheme is developed which is expected to be applicable in the low temperature region in the $`\varphi ^4`$ model for second-order phase transitions in condensed matter physics. Then as an example of the applications, the scaled factorial moments $`F_q`$ in a second-order quark-hadron phase transition are calculated perturbatively. Power scaling laws between $`F_q`$’s are shown and a universal exponent $`\nu `$ is given.
###### Acknowledgements.
This work was supported in part by the NSFC, the MSE and the Hubei-NSF in China and the DFG in Germany. Authors thank Professor T. Meng for his kind hospitality during their visits in FU Berlin, and one of them (C.B. Yang) is grateful for fruitful discussions with Professor R. C. Hwa.
Figure Captions |
warning/0001/math0001187.html | ar5iv | text | # 1 Introduction
## 1 Introduction
$`q`$-analogs of classical formulae go back to Euler, $`q`$-binomial coefficients were defined by Gauss, and $`q`$-hypergeometric series were found by E. Heine in 1846. The $`q`$-analysis was developed by F. Jackson at the beginning of the 20<sup>th</sup> century, and the modern point of view subsumes most of the old developments into the subjects of Quantum Groups and Combinational Enumeration.
The general philosophy of $`q`$-analogs is that of a deformation, with the deformation parameter $`q`$ being thought of as close to 1. This point of view is certainly not all-encompassing; for example, representations of Quantum groups when $`q`$ is a root of unity are of independent interests; more importantly, the $`q`$-pictures sometimes possess properties singular in ($`q1`$) or otherwise not regularly dependent on $`(q1)`$; regularization of divergent/infinite $`(q=1)`$quantities is another useful feature of $`q`$-analogs… the list goes on.
The typical example is
$$\underset{x\mathrm{}}{lim}[x]=\frac{1}{1q},|q|<1,$$
(1.1)
where
$$[x]=[x]_q=\frac{q^x1}{q1}$$
(1.2)
is the $`q`$-analog of a number (or object) $`x`$. (A quick introduction to the $`q`$-calculus is available from many sources, e.g. Chapter 2 in .)
More examples of such sort will be found below in this paper, the 1<sup>st</sup> one in a series devoted to a $`q`$-probabilities. In the next 6 sections we look at $`q`$-analogs of Bernoulli, Pascal, Poisson, hypergeometric, contagious, and uniform distributions, respectively. It is surprising how many new effects appear compared to the classical theory at $`q=1`$. For example, even for the Bernoulli distribution, the profound classical differences between finite and infinite number of trials are mitigated when $`q`$ enters the picture, so that one can write down the probability (formerly zero) of many individual events of infinite type, such as
$$(1^{}p)^{\mathrm{}}=_{i=0}^{\mathrm{}}(1pq^i),|q|<1,$$
(1.3)
the probability of coming up with all “tails” during an infinite number of coin flips; the probability of coming all tails during $`n`$ coin flips is
$$(1^{}p)^n=_{i=0}^{n1}(1pq^i).$$
(1.4)
More generally, the probability of coming up with precisely $`\kappa `$ heads during an infinite number of coin flips is
$$\frac{p^\kappa }{(1q)\mathrm{}(1q^\kappa )}(1^{}p)^{\mathrm{}},\kappa 𝐍.$$
(1.5)
The six probability distributions discussed in this paper are all discrete, univariate, basic, and relatively simple. More classical distributions can be found in \[1, 3-5\].
## 2 $`𝒒`$-binomial distributions
Suppose we have a random variable $`\zeta `$ “2-sided coin” $``$ which takes two values: 1 with probability $`p`$, and $`0`$ with probability
$$p^{}=1p.$$
(2.1)
After $`n`$ throws, the total sum accumulated,
$$\xi _n=\zeta _1+\mathrm{}+\zeta _n,$$
(2.2)
obeys the Bernoulli distribution
$$Pr(\xi _n=\kappa )=\left(\genfrac{}{}{0pt}{}{n}{\kappa }\right)p^\kappa p^{n\kappa },0\kappa n.$$
(2.3)
As a $`q`$-analog of this distribution we take (with $`0<q<1)`$
$$Pr(\overline{\xi }_n=[\kappa ])=\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]p^\kappa (1^{}p)^{n\kappa },0\kappa n,$$
(2.4)
where
$$\left[\genfrac{}{}{0pt}{}{x}{\kappa }\right]=\left[\genfrac{}{}{0pt}{}{x}{\kappa }\right]_q=\frac{[x]\mathrm{}[x\kappa +1]}{[\kappa ]!},\kappa 𝐍,$$
(2.5a)
$$\left[\genfrac{}{}{0pt}{}{x}{0}\right]=1,\left[\genfrac{}{}{0pt}{}{x}{s}\right]=0,s\overline{}𝐙_+,$$
(2.5b)
are the $`q`$-binomial coefficients, and
$$[0]!=1;[\kappa ]!=[1]\mathrm{}[\kappa ],\kappa 𝐍,$$
(2.6)
are the $`q`$-factorials.
To justify formula (2.4), we need to prove that
$$\underset{k=0}{\overset{n}{}}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]p^\kappa (1^{}p)^{n\kappa }=1,p.$$
(2.7)
This formula follows from the following identity:
$$\underset{\kappa =0}{\overset{n}{}}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]p^\kappa (1^{}v)^{n\kappa }=\underset{\kappa =0}{\overset{n}{}}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right](p^{}v)^{n\kappa },$$
(2.8)
when $`v=p`$; here
$$(a\dot{+}b)^n:=_{i=0}^{n1}(a+q^ib),n𝐍,(a\dot{+}b)^0:=1.$$
(2.9)
Formula (2.8) is, in turn, the $`b=1`$-case of the general formula
$$\underset{\kappa =0}{\overset{n}{}}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]a^\kappa (b\dot{+}v)^{n\kappa }=\underset{\kappa =0}{\overset{n}{}}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]b^\kappa (a\dot{+}v)^{n\kappa }.$$
(2.10)
To prove formula (2.10), let us use the easily checked by induction on $`m`$ Euler’s formula
$$(x\dot{+}y)^m=\underset{j=0}{\overset{m}{}}\left[\genfrac{}{}{0pt}{}{m}{j}\right]x^{mj}y^jq^{\left(\genfrac{}{}{0pt}{}{j}{2}\right)}.$$
(2.11)
Then the LHS of (2.10) can be rewritten as
$$\underset{\kappa ,\mathrm{}}{}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]a^\kappa \left[\genfrac{}{}{0pt}{}{n\kappa }{\mathrm{}}\right]b^{n\kappa \mathrm{}}v^{\mathrm{}}q^{\left(\genfrac{}{}{0pt}{}{\mathrm{}}{2}\right)},$$
(2.12L)
while the RHS of (2.10) can be similarly rewritten as
$$\underset{s,\mathrm{}}{}\left[\genfrac{}{}{0pt}{}{n}{s}\right]b^s\left[\genfrac{}{}{0pt}{}{ns}{\mathrm{}}\right]a^{ns\mathrm{}}v^{\mathrm{}}q^{\left(\genfrac{}{}{0pt}{}{\mathrm{}}{2}\right)},$$
(2.12R)
and these two double sums bijectively coincide, for each fixed $`\mathrm{}`$, when $`s`$ is identified with $`n\mathrm{}\kappa `$.
Now, to calculate the expectation values of powers of $`\overline{\xi }_n`$, we use the easily proved by induction on $`m𝐍`$ formula
$$\left(x\frac{d}{d_qx}\right)^m=\underset{\kappa =1}{\overset{m}{}}\frac{1}{[\kappa 1]!}\left(\underset{s=0}{\overset{\kappa 1}{}}\left[\genfrac{}{}{0pt}{}{\kappa 1}{s}\right](1)^sq^{\left(\genfrac{}{}{0pt}{}{s}{2}\right)}[\kappa s]^{m1}\right)x^\kappa \left(\frac{d}{d_qx}\right)^\kappa ,$$
(2.13)
where
$$\frac{df}{d_qx}:=\frac{f(qx)f(x)}{(q1)x}$$
(2.14)
is the $`q`$-derivative:
$$\frac{d}{d_qx}(x^s)=[s]x^{s1}.$$
(2.15)
In particular, for $`m=2`$, we get
$$\left(x\frac{d}{d_qx}\right)^2=x\frac{d}{d_qx}+qx^2\left(\frac{d}{d_qx}\right)^2.$$
(2.16)
Applying the operator $`\left(p{\displaystyle \frac{d}{d_qp}}\right)^s|_{v=p},s=1,2,`$ to formula (2.8), we obtain
$$<\overline{\xi }_n>=E(\overline{\xi }_n)=\underset{k=0}{\overset{n}{}}[\kappa ]\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]p^\kappa (1^{}p)^{n\kappa }=[n]p,$$
(2.17)
$$<\overline{\xi }_n^2>=E(\overline{\xi }_n^2)=\underset{\kappa =0}{\overset{n}{}}[\kappa ]^2\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]p^\kappa (1^{}p)^{n\kappa }=[n]p+qp^2[n][n1],$$
(2.18)
where we used the obvious relation
$$\frac{d}{d_qp}(p\dot{+}v)^{\mathrm{}}=[\mathrm{}](p\dot{+}v)^\mathrm{}1.$$
(2.19)
From formulae (2.17) and (2.18) we find that
$$Var(\overline{\xi }_n)=<\overline{\xi }_n^2><\overline{\xi }_n>^2=[n]p(1p).$$
(2.20)
Notice that formulae (2.4), (2.17), (2.18), (2.20) have a well-defined limit as $`n\mathrm{}`$:
$$Pr(\overline{\xi }_{\mathrm{}}=[\kappa ])=\frac{1}{[\kappa ]!}\left(\frac{p}{1q}\right)^\kappa (1^{}p)^{\mathrm{}},$$
(2.21)
$$<\overline{\xi }_{\mathrm{}}>=\frac{p}{1q},$$
(2.22)
$$<\overline{\xi }_{\mathrm{}}^2>=\frac{p}{1q}+q\left(\frac{p}{1q}\right)^2,$$
(2.23)
$$Var(\overline{\xi }_{\mathrm{}})=\frac{p(1p)}{1q}.$$
(2.24)
So far, we have treated the random variable $`\overline{\xi }_n`$ as an object in its own right. Let us now turn to the representation of $`\overline{\xi }_n`$ as a sum of $`n`$ “coin” throws, as reflected in the classical formula (2.2). This sum-formula (2.2) remains intact under $`q`$-deformation. However, for general $`q`$, the random variables $`\overline{\zeta }_i`$’s are no longer independent or identically distributed.
More precisely, let
$$\overline{\zeta }_1=\{\begin{array}{cc}1,\hfill & \text{with probability }p,\hfill \\ 0,\hfill & \text{with probability }1p.\hfill \end{array}$$
(2.25)
For $`\kappa 𝐍`$, suppose the random variables $`\overline{\zeta }_1,\mathrm{},\overline{\zeta }_\kappa `$ have already been defined. Denote by $`\alpha _\kappa =\alpha _\kappa (\overline{\zeta }_1,\mathrm{},\overline{\zeta }_\kappa )`$ the number of zeroes appearing among the values of the random variables $`\overline{\zeta }_1,\mathrm{},\overline{\zeta }_\kappa `$. The random variable $`\overline{\zeta }_{\kappa +1}`$ takes the values $`0,q^0,\mathrm{},q^\kappa `$, with the conditional probabilities
$$Pr(\overline{\zeta }_{\kappa +1}=0|\alpha _\kappa =r)=1q^rp,0r\kappa ,$$
(2.26a)
$$Pr(\overline{\zeta }_{\kappa +1}=q^{\mathrm{}}|\alpha _\kappa =r)=\delta _{\kappa r}^{\mathrm{}}q^rp,0r\kappa .$$
(2.26b)
For example,
$$Pr(\overline{\zeta }_2=0|\overline{\zeta }_1=0)=1qp,$$
(2.27a)
$$Pr(\overline{\zeta }_2=0|\overline{\zeta }_1=1)=1p,$$
(2.27b)
$$Pr(\overline{\zeta }_2=1|\overline{\zeta }_1=0)=qp,$$
(2.27c)
$$Pr(\overline{\zeta }_2=q|\overline{\zeta }_1=1)=p.$$
(2.27d)
By induction on $`\kappa `$, it is easily seen that if the last before $`\overline{\zeta }_{\kappa +1}`$ non-zero value appearing among $`\zeta _1,\mathrm{}\overline{\zeta }_\kappa `$ was $`q^{\mathrm{}}`$, then $`\overline{\zeta }_{\kappa +1}`$ can take only the values $`0`$ and $`q^{\mathrm{}+1}`$ with non-zero probabilities; if all the $`\overline{\zeta }_1,\mathrm{},\overline{\zeta }_\kappa `$ took value $`0`$, then $`\overline{\zeta }_{k+1}`$ takes only the values $`0`$ and $`1`$ with non-zero probabilities.
A better description of the same distribution is possible, if instead of conditional probabilities we work with joint ones. Denote by $`\mathrm{𝟎}^r`$ the event of $`r`$ in a row appearances of zeroes, $`r𝐙_+`$, and similarly by
$$\mathrm{𝟎}^{a(0)}q^0\mathrm{𝟎}^{a(1)}q^1\mathrm{}\mathrm{𝟎}^{a(k1)}q^{\kappa 1}\mathrm{𝟎}^{a(\kappa )},a()𝐙_+,$$
(2.28)
the event of $`a(0)`$ of zeroes followed by $`q^0=1`$ followed by $`a(1)`$ zeroes … Now set
$$Pr(\mathrm{𝟎}^{a(0)}q^0\mathrm{}q^{\kappa 1}\mathrm{𝟎}^{a(\kappa )}):=(1^{}p)^{_0^\kappa a(s)}_{i=1}^{\kappa 1}(pq^{_0^ia(s)});$$
(2.29)
for $`\kappa =0`$, formula (2.29) is to be understood as
$$Pr(\mathrm{𝟎}^a)=(1^{}p)^a,a𝐍.$$
(2.29)
Let us now verify that the “microscopic” formulae (2.29) imply the “macroscopic” formula (2.4). Denote
$$|a(i)|=\underset{s=0}{\overset{i}{}}a(s).$$
(2.30)
We have to verify that
$$\underset{|a(\kappa )|=n\kappa }{}(1^{}p)^{n\kappa }p^\kappa _{i=0}^{\kappa 1}q^{|a(i)|}=\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]p^\kappa (1^{}p)^{n\kappa },$$
(2.31)
which is equivalent to the $`q`$-counting formula
$$\underset{|a(\kappa )|=n\kappa }{}_{i=0}^{\kappa 1}q^{|a(i)|}=\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right].$$
(2.32)
(For $`q=1`$, we recover the classical result: the number of solutions in nonnegative integers of the equation $`a(0)+\mathrm{}+a(\kappa )=n\kappa `$ is $`\left({\displaystyle \genfrac{}{}{0pt}{}{n}{\kappa }}\right)`$. )
We shall prove formula (2.32) by the double induction on $`N:=n\kappa `$ and $`\kappa `$, in the form
$$\underset{|a(\kappa )|=N}{}_{i=0}^{\kappa 1}q^{|a(i)|}=\left[\genfrac{}{}{0pt}{}{N+\kappa }{\kappa }\right].$$
(2.33)
Now,
$`_{i=0}^{\kappa 1}q^{|a(i)|}`$ $`=q^{a(0)}q^{a(0)+a(1)|}\mathrm{}q^{a(0)+\mathrm{}+a(\kappa 1)}=q^{_0^k(ks)a(s)}`$ (2.34a)
$`=q^{\kappa |a(\kappa )|}q^{_0^ksa(s)}.`$ (2.34b)
Therefore, the identity (2.33) becomes
$$\underset{|a(\kappa )|=N}{}q^{_0^ksa(s)}=q^{Nk}\left[\genfrac{}{}{0pt}{}{N+\kappa }{\kappa }\right].$$
(2.35)
For $`N=0`$, formula (2.35) becomes $`1=1`$ no matter what $`\kappa `$ is. For $`\kappa =0`$, formula (2.35) is true by definition (2.29$`{}_{}{}^{})`$; for $`\kappa =1`$, formula (2.35) becomes
$$\underset{a(0)+a(1)=N}{}q^{a(1)}=q^N\left[\genfrac{}{}{0pt}{}{N+1}{1}\right],$$
which is obviously true for all $`N`$. Suppose formula (2.35) is true for the pairs $`(\kappa ,N=n)`$ and $`(\kappa 1,N=n+1)`$. Consider the pair $`(\kappa ,N=n+1)`$. Let’s divide the set of the $`a`$’s with $`|a(\kappa )|=n+1`$ into two groups: those with $`a(\kappa )>0`$ and those with $`a(\kappa )=0`$. For the $`1^{st}`$ group, the set $`\overline{a}(0)=a(0),\mathrm{},\overline{a}(\kappa 1)=a(\kappa 1),\overline{a}(\kappa )=a(\kappa )1`$, satisfies $`|\overline{a}(\kappa )|=n`$, so that, by the induction assumption,
$$q^{_0^\kappa sa(s)}=\underset{|\overline{a}(\kappa )|=n}{}q^{_0^\kappa s\overline{a}(s)\kappa }=q^\kappa q^{n\kappa }\left[\genfrac{}{}{0pt}{}{n+\kappa }{\kappa }\right].$$
(2.36)
The $`2^{nd}`$ group has effectively $`\kappa 1a`$’s, so that again, by the induction assumption,
$$q^{_0^{\kappa 1}sa(s)}=q^{(n+1)(\kappa 1)}\left[\genfrac{}{}{0pt}{}{n+\kappa }{\kappa 1}\right].$$
(2.37)
We thus have to check that
$$q^{\kappa (n+1)}\left[\genfrac{}{}{0pt}{}{n+\kappa }{\kappa }\right]+q^{(n+1)(\kappa 1)}\left[\genfrac{}{}{0pt}{}{n+\kappa }{\kappa 1}\right]=q^{(n+1)\kappa }\left[\genfrac{}{}{0pt}{}{n+1+\kappa }{\kappa }\right],$$
(2.38)
which is equivalent to
$$\left[\genfrac{}{}{0pt}{}{n+\kappa }{\kappa }\right]+\left[\genfrac{}{}{0pt}{}{n+\kappa }{\kappa 1}\right]q^{n+1}=\left[\genfrac{}{}{0pt}{}{n+1+\kappa }{\kappa }\right],$$
(2.39)
which is obviously true.
Notice that for $`a(\kappa )=\mathrm{}`$, formulae (2.29) become
$$Pr(\mathrm{𝟎}^{a(0)}q^0\mathrm{}q^{\kappa 1}\mathrm{𝟎}^{\mathrm{}})=p^\kappa (1^{}p)^{\mathrm{}}q^{_0^{\kappa 1}(\kappa s)a(s)},$$
(2.40)
$$Pr(\mathrm{𝟎}^{\mathrm{}})=(1^{}p)^{\mathrm{}}.$$
(2.40)
As in the classical theory (cf p. 59), we can calculate the probability of observing $`\kappa (<n)`$ zeroes in $`n`$ trials:
$`Pr(\alpha _n\kappa )`$ $`={\displaystyle \underset{i=0}{\overset{\kappa }{}}}\left[{\displaystyle \genfrac{}{}{0pt}{}{n}{i}}\right]p^{ni}(1^{}p)^i=[n]\left[{\displaystyle \genfrac{}{}{0pt}{}{n1}{\kappa }}\right]{\displaystyle _0^p}x^{n1\kappa }(1^{}qx)^\kappa d_qx`$
$`=({\displaystyle _0^p}x^{n1\kappa }(1^{}qx)^\kappa d_qx)/({\displaystyle _0^1}x^{n1\kappa }(1^{}qx)^\kappa d_qx).`$ (2.41)
Similarly, the probability of $`\mathrm{}(<n)`$ non-zeroes in $`n`$ trials is
$$Pr(\alpha _n>n\mathrm{})=\underset{i=0}{\overset{\mathrm{}}{}}\left[\genfrac{}{}{0pt}{}{n}{i}\right]p^i(1^{}p)^{ni}=1[n]\left[\genfrac{}{}{0pt}{}{n1}{\mathrm{}}\right]_0^px^{\mathrm{}}(1^{}qx)^{n1\mathrm{}}d_qx.$$
(2.42)
(Formulae (2.41) and (2.42) can be easily proven upon $`q`$-differentiation with respect to $`p`$ and using the obvious relation
$$\frac{d}{d_qp}(1^{}p)^n=[n](1^{}qp)^{n1}.$$
(2.43)
In the limit $`n\mathrm{}`$, this probability becomes
$$\underset{i=0}{\overset{\mathrm{}}{}}\frac{1}{[i]!}\left(\frac{p}{1q}\right)^i(1^{}p)^{\mathrm{}}=1\frac{1}{1q}_0^p\frac{1}{[\mathrm{}]!}\left(\frac{x}{1q}\right)^{\mathrm{}}(1^{}qx)^{\mathrm{}}d_qx.$$
(2.44)
Many, if not all, classical formulae in probability have $`q`$-analogs. Let’s take a look at a few of such formulae involving higher moments for the Bernoulli distribution.
First, applying the operator $`p^r\left({\displaystyle \frac{d}{d_qp}}\right)^r|_{v=p}`$ to formula (2.8) and using the relation
$$x=[\kappa ][\kappa i]=q^i(x[i]),$$
(2.45)
we get
$$E(_{i=0}^{\kappa 1}q^i(\overline{\xi }_n[i]))=p^r_{i=0}^{r1}[ni],$$
(2.46)
a $`q`$-analog of the familiar formula
$$<\xi _n(\xi _n1)\mathrm{}(\xi _nr+1)>=p^rn\mathrm{}(nr+1).$$
(2.47)
Second, let
$$\mu _r^{}=<\xi _n^r>,\mu _r=<(\xi _n<\xi _n>)^r>,r𝐙_+,$$
(2.48)
be the moments, around zero and $`<\xi _n>`$ respectively, considered as functions of $`p,n,r`$. Romanovsky has proved that
$$\mu _{r+1}^{}=(np+p(1p)\frac{d}{dp})(\mu _r^{}),$$
(2.49)
$$\mu _{r+1}=p(1p)(nr\mu _{r1}+\frac{d\mu _r}{dp}).$$
(2.50)
Formula (2.49) has the following $`q`$-analog:
$$\mu _{r+1}^{}=([n]p+p(1p)\frac{d}{d_qp})(\mu _r^{}).$$
(2.51)
Formula (2.50) has no clear $`q`$-analog, in part because the notion of higher central moments is not unique in $`q`$-probability. Certainly, the classical definition
$$\mu _r=E((\xi <\xi >)^r)$$
(2.52)
is not useful, as the objects
$$\frac{d}{d_qx}((\alpha +\beta x)^r)$$
(2.53)
lie outside compact formulae of $`q`$-analysis. Two other possible definitions are
$$\mu _r=E((\xi \stackrel{}{q}<\xi >)^r),$$
(2.54)
where
$$(a\stackrel{+}{q}b)^n=\underset{\kappa =0}{\overset{n}{}}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]a^\kappa b^{n\kappa },n𝐙_+,$$
(2.55)
and
$$\mu _r(s)=E((\xi ^{}q^s<\xi >)^r).$$
(2.56)
Using the definition (2.56) for the $`q`$-Bernoulli distribution (2.4), we find
$$\mu _{r+1}(0;p)=p(1p)(q[n][r]\mu _{r1}(1;pq)+\frac{d}{d_qp}(\mu _r(1;p))),$$
(2.57)
$$\mu _{r+1}(r;p)=p(1p)(q^r[n][r]\mu _{r1}(r;pq)+\frac{d}{d_qp}(\mu _r(r;p))).$$
(2.58)
These formulae indicate that the central limit theorem for the $`q`$-Bernoulli distribution may not exist, at least in the classical sense.
## 3 $`𝒒`$-analogs of negative binomial distributions
The negative binomial distribution, also called Pascal distribution, can be arrived at via many different routes. Perhaps the simplest one is as the waiting time in a succession of Bernoulli trials until the appearance of $`r^{th}`$ non-zero for the first time.
Let’s first consider the case $`r=1`$. Let $`W`$ be the random variable, waiting time until first non-zero. By formula (2.29),
$$Pr(W=j)=Pr(\mathrm{𝟎}^{j1}q^0)=(1^{}p)^{j1}q^{j1}p,j𝐍.$$
(3.1)
We further $`q`$-modify this formula by setting
$$Pr(\overline{W}=[j])=(1^{}p)^{j1}q^{j1}p,j𝐍.$$
(3.2)
This is our $`q`$-analog of the geometric distribution. Since
$$\underset{j=1}{\overset{\mathrm{}}{}}(1^{}p)^{j1}q^{j1}p=1Pr(\mathrm{𝟎}^{\mathrm{}})=1(1^{}p)^{\mathrm{}},$$
(3.3)
we get a $`q`$-analog of the formula for the sum of a geometric progression:
$$\underset{s=0}{\overset{\mathrm{}}{}}(1^{}p)^sq^s=\frac{1(1^{}p)^{\mathrm{}}}{p}.$$
(3.4)
Remark 3.5. Most of the formulae appearing in this paper remain true when $`q`$ is considered as a formal variable, or as a complex one (with occasional restrictions of the type $`|q|<1,|q|>1`$, etc.) It is only for the sake of probability interpretations that $`q`$ is considered to be a real number between 0 and 1.
Formula (3.4) has a finite counterpart.
$$\underset{s=0}{\overset{N}{}}(1^{}x)^sq^s=\frac{1(1^{}x)^{N+1}}{x}.$$
(3.5)
This relation is easily checked by induction on $`N`$.
For general $`r𝐍`$, the probability that the $`r^{th}`$ non-zero occurs at exactly the $`j^{th}`$ trial, $`jr`$, is, by formulae (2.29), (2.30), (2.33):
$$\underset{|a(r1)|=jr}{}Pr(\mathrm{𝟎}^{a_0}q^0\mathrm{}\mathrm{𝟎}^{a(r1)}q^{r1})=(1^{}p)^{jr}p^rq^{r(jr)}q^{_0^{r1}sa(s)}$$
$$=(1^{}p)^{jr}p^rq^{r(jr)}q^{(jr)(r1)}\left[\genfrac{}{}{0pt}{}{jr+r1}{r1}\right]$$
$$=(1^{}p)^{jr}q^{jr}p^r\left[\genfrac{}{}{0pt}{}{j1}{r1}\right].$$
(3.6)
Since the probability of having exactly $`\mathrm{}`$ non-zeroes during an infinite number of trials is, by formula (2.21),
$$\frac{1}{[\mathrm{}]!}\left(\frac{p}{1q}\right)^{\mathrm{}}(1^{}p)^{\mathrm{}},$$
(3.7)
the probability of having $`<r`$ non-zeroes is, therefore,
$$\left(\underset{\mathrm{}=1}{\overset{r1}{}}\frac{1}{[\mathrm{}]!}\left(\frac{p}{1q}\right)^{\mathrm{}}\right)(1^{}p)^{\mathrm{}}.$$
(3.8)
Thus,
$$\underset{s=0}{\overset{\mathrm{}}{}}(1^{}p)^sq^s\left[\genfrac{}{}{0pt}{}{r1+s}{s}\right]=p^r\left(1(1^{}p)^{\mathrm{}}\underset{\mathrm{}=0}{\overset{r1}{}}\frac{1}{[\mathrm{}]!}\left(\frac{p}{1q}\right)^{\mathrm{}}\right).$$
(3.9)
This identity can be gotten directly from formula (3.4) by applying the operator $`\left({\displaystyle \frac{d}{d_qp}}\right)^{r1}`$ to it.
Notice that formulae (3.3) and (3.9) show that our $`q`$-distributions do not sum up to 1 and therefore have to be re-scaled. For example, formula (3.2) becomes
$$Pr(\overline{W}_q=[j])=\frac{1}{1(1^{}p)^{\mathrm{}}}p(1^{}p)^{j1}q^{j1},j1𝐙_+.$$
(3.10)
Remark 3.11. Formula (3.6) could have been arrived at via one of the standard routes as the conditional probability of having $`r1`$ non-zeroes at the $`1^{st}`$ $`j1`$ throws, with probability $`\left[{\displaystyle \genfrac{}{}{0pt}{}{j1}{r1}}\right]p^{r1}(1^{}p)^{jr}`$ by formula (2.4), followed by a non-zero appearing at the $`j^{th}`$ throw, with probability $`q^{jr}p`$ by formula (2.26b).
We conclude this section by re-visiting the “probl$`\stackrel{`}{\mathrm{e}}`$me de parties”, one of the first problems in probability discussed and solved by Fermat and Pascal in their correspondence. In essence, we want to find the probability that $`a`$ non-zeroes appear before $`b`$ zeroes in the Bernoulli trial of $`a+b1`$ throws. This can happen in either one of the $`b`$ ways, when the $`a^{th}`$ non-zero appears at the $`(a+\mathrm{})^{th}`$ trial, $`0\mathrm{}b1`$. By formula (3.6), the probability of this is $`(j=a+\mathrm{},r=a)`$:
$$(1^{}p)^{\mathrm{}}q^{\mathrm{}}p^a\left[\genfrac{}{}{0pt}{}{a+\mathrm{}1}{a1}\right],$$
(3.12)
so that the total probability is
$$P_1=p^a\underset{\mathrm{}=0}{\overset{b1}{}}\left[\genfrac{}{}{0pt}{}{a+\mathrm{}1}{a1}\right](1^{}p)^{\mathrm{}}q^{\mathrm{}}.$$
(3.13)
Similarly, the event that $`b`$ zeroes appear before $`a`$ non-zeroes can happen in one of the $`a`$ ways, when the $`b^{th}`$ zero appears at the $`(b+\mathrm{})^{th}`$ trial, $`0\mathrm{}a1`$. The probability of this event is, by formula (2.26a):
$$\left[\genfrac{}{}{0pt}{}{b+\mathrm{}1}{b1}\right]p^{\mathrm{}}(1^{}p)^{b1}(1q^{b1}p)=\left[\genfrac{}{}{0pt}{}{b+\mathrm{}1}{b1}\right]p^{\mathrm{}}(1^{}p)^b.$$
(3.14)
Thus, the total probability of $`b`$ zeroes appearing before $`a`$ non-zeroes is
$$P_2=(1^{}p)^b\underset{\mathrm{}=0}{\overset{a1}{}}\left[\genfrac{}{}{0pt}{}{b+\mathrm{}1}{b1}\right]p^{\mathrm{}}.$$
(3.15)
Since $`P_1+P_2=1`$, we find
$$p^a\underset{\mathrm{}=1}{\overset{b1}{}}\left[\genfrac{}{}{0pt}{}{a+\mathrm{}1}{a1}\right](1^{}p)^{\mathrm{}}q^{\mathrm{}}+(1^{}p)^b\underset{\mathrm{}=0}{\overset{a1}{}}\left[\genfrac{}{}{0pt}{}{b+\mathrm{}1}{b1}\right]p^{\mathrm{}}=1,a,b𝐍,$$
(3.16)
an identity which is not immediately obvious.
The same probability $`P_1`$ can be calculated differently, as the outcome, out of $`a+b1`$ trials, of $`a+s`$ non-zeroes, $`0sb1`$. Thus,
$$P_1=\underset{s=0}{\overset{b1}{}}\left[\genfrac{}{}{0pt}{}{a+b1}{a+s}\right]p^{a+s}(1^{}p)^{b1s},$$
(3.17)
and we arrive at another nonobvious (even for $`q=1)`$ identity
$$p^a\underset{\mathrm{}=0}{\overset{b1}{}}\left[\genfrac{}{}{0pt}{}{a+\mathrm{}1}{\mathrm{}}\right](1^{}p)^{\mathrm{}}q^{\mathrm{}}=\underset{s=0}{\overset{b1}{}}\left[\genfrac{}{}{0pt}{}{a+b1}{a+s}\right]p^{a+s}(1^{}p)^{b1s}.$$
(3.18)
## 4 $`𝒒`$-Poisson distribution
One of the shortest derivations of the Poisson distribution consists of considering, as Poisson originally did, the limit
$$n\mathrm{},pn\lambda $$
(4.1)
in the Bernoulli distribution:
$$Pr(\xi =\kappa )=\left(\genfrac{}{}{0pt}{}{n}{\kappa }\right)p^\kappa (1p)^{nk}=\frac{n\mathrm{}(nk+1)}{\kappa !}\frac{\lambda ^\kappa }{n^\kappa }(1\frac{\lambda }{n})^{n\kappa }\frac{\lambda ^\kappa }{\kappa !}e^\lambda .$$
(4.2)
The $`q`$-picture is more interesting. First, for $`|q|<1`$, the expression $`Pr(\overline{\xi }_n=[\kappa ])`$ (2.4) has the $`n\mathrm{}`$ \- limit (2.21):
$$\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]p^\kappa (1^{}p)^{n\kappa }\frac{1}{[k]!}\left(\frac{p}{1q}\right)^\kappa (1^{}p)^{\mathrm{}}.$$
(4.3)
We can get a $`q`$-Poisson distribution from this by setting
$$p=\underset{n\mathrm{}}{lim}\frac{\lambda }{[n]}=\lambda (1q),$$
(4.4)
so that
$$Pr(X=[\kappa ])=\frac{\lambda ^\kappa }{[\kappa ]!}(1^{}\lambda (1q))^{\mathrm{}},$$
(4.5)
and therefore
$$E_0(\lambda )=E_0(\lambda ;q)=\underset{\kappa =0}{\overset{\mathrm{}}{}}\frac{\lambda ^\kappa }{[\kappa ]!}=\frac{1}{(1^{}\lambda (1q))^{\mathrm{}}},$$
(4.6)
the well-known formula. Here
$$E_\mu (\lambda )=\underset{\kappa =0}{\overset{\mathrm{}}{}}\frac{\lambda ^\kappa }{[\kappa ]!}q^{\mu \left(\genfrac{}{}{0pt}{}{\kappa }{2}\right)}$$
(4.7)
is the $`q`$-family of exponentials:
$$\frac{dE_\mu (\lambda )}{d_q\lambda }=E_\mu (q^\mu \lambda ),E_\mu (0)=1.$$
(4.8)
By Euler’s formula (2.11),
$$(1^{}p)^{\mathrm{}}=\underset{j=0}{\overset{\mathrm{}}{}}\left(\frac{p}{1q}\right)^j\frac{1}{[j]!}q^{\left(\genfrac{}{}{0pt}{}{j}{2}\right)}=E_1\left(\frac{p}{1q}\right),$$
(4.9)
so that
$$E_0(\lambda )E_1(\lambda )=1;$$
(4.10)
the latter 2 formulae are of course classic.
Formula (4.10) can be generalized, as follows. Consider the probability generating function for the $`q`$-Bernoulli distribution:
$$F_{B;n}(z)=\underset{k=0}{\overset{\mathrm{}}{}}z^\kappa Pr(\overline{\xi }_n=[\kappa ])=\underset{\kappa =0}{\overset{n}{}}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]z^\kappa p^\kappa (1^{}p)^{n\kappa }$$
$$=\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right](zp)^\kappa (1^{}p)^{n\kappa }[\mathrm{by}(2.8)]=\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right](zp^{}p)^\kappa $$
$$=\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]p^\kappa (z^{}1)^\kappa .$$
(4.11)
As $`n\mathrm{}`$, this generating function becomes
$$F_{B;\mathrm{}}=\underset{\kappa =0}{\overset{\mathrm{}}{}}\frac{1}{[\kappa ]!}\left(\frac{p}{1q}\right)^\kappa (z^{}1)^\kappa .$$
(4.12)
On the other hand, since
$$(1^{}x)^{\alpha +\beta }=(1^{}x)^\alpha (1^{}q^\alpha x)^\beta ,$$
(4.13a)
we have:
$$(1^{}x)^\beta =\frac{1}{(1^{}q^\beta x)^\beta },$$
(4.13b)
and therefore
$$(1^{}p)^{n\kappa }=(1^{}p)^n(1^{}q^np)^\kappa =\frac{(1^{}p)^n}{(1^{}q^{n\kappa }p)^\kappa }$$
$$\stackrel{n\mathrm{}}{}(1^{}p)^{\mathrm{}}=E_1\left(\frac{p}{1q}\right)=\frac{1}{E_0(\lambda )},$$
so that
$$F_{B;\mathrm{}}=\underset{n\mathrm{}}{lim}z^\kappa \left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]p^\kappa (1^{}p)^{n\kappa }=\left(\frac{zp}{1q}\right)^\kappa \frac{1}{[\kappa ]!}(1^{}p)^{\mathrm{}}=\frac{E_0(\lambda z)}{E_0(\lambda )}.$$
(4.14)
Thus,
$$\frac{E_0(\lambda z)}{E_0(z)}=\underset{\kappa =0}{\overset{\mathrm{}}{}}\frac{\lambda ^\kappa }{[\kappa ]!}(z^{}1)^\kappa ,$$
(4.15)
which can be equivalently rewritten as
$$E_0(b)E_1(a)=\underset{\kappa =0}{\overset{\mathrm{}}{}}\frac{(b^{}a)^\kappa }{[\kappa ]!}.$$
(4.16)
Taking the limit $`n\mathrm{}`$ in formulae (2.17), (2.20), we find:
$$<X>=\lambda ,$$
(4.17)
$$Var(X)=\lambda (1(1q)\lambda ).$$
(4.18)
Let us now consider the case when $`|q|>1`$, so that we are walking outside the traditional probability theories. Again, set
$$p=\frac{\lambda }{[n]}.$$
(4.19)
Then, as $`n\mathrm{}`$,
$$\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]p^\kappa =\frac{[n]\mathrm{}[n\kappa +1]}{[\kappa ]!}\frac{\lambda ^\kappa }{[n]^\kappa }\frac{\lambda ^\kappa }{[\kappa ]!}q^{\left(\genfrac{}{}{0pt}{}{\kappa }{2}\right)},$$
(4.20)
since, as $`n\mathrm{},`$
$$\frac{[n\mathrm{}]}{[n]}=\frac{q^n\mathrm{}1}{q^n1}q^{\mathrm{}}.$$
(4.21)
Next, by formula (4.13b),
$$(1^{}p)^{n\kappa }=(1^{}\frac{\lambda }{[n]})^{n\kappa }=\frac{(1^{}\frac{\lambda }{[n]})^n}{(1^{}q^{n\kappa }\frac{\lambda }{[n]})^\kappa }\underset{n\mathrm{}}{lim}(1^{}\frac{\lambda }{[n]})^n(1^{}\lambda )^\kappa .$$
(4.22)
Thus,
$$Pr(X=[\kappa ])=\frac{q^{\left(\genfrac{}{}{0pt}{}{\kappa }{2}\right)}}{[\kappa ]!}\lambda ^\kappa (1^{}\lambda )^\kappa \underset{n\mathrm{}}{lim}(1^{}\frac{\lambda }{[n]})^n,|q|>1.$$
(4.23)
In particular,
$$\underset{n\mathrm{}}{lim}(1^{}\frac{\lambda }{[n]})^n=\left(\underset{\kappa =0}{\overset{\mathrm{}}{}}\frac{q^{\left(\genfrac{}{}{0pt}{}{\kappa }{2}\right)}}{[\kappa ]!}\lambda ^\kappa (1^{}\lambda )^\kappa \right)^1,|q|>1;$$
(4.24)
this formula is not a $`q`$-analog of anything classical.
## 5 $`𝒒`$-hypergeometric distribution
Imagine that we have an urn consisting of two types of balls: $`m`$ marked ‘1’ and $`u`$ marked ‘0’. We pick out at random one ball, record its value and leave it outside the $`urn`$; then proceed again, for a total of $`n`$ draws. Had we returned each picked ball back into the urn, we would have the Bernoulli trials; since we don’t return the balls, we get something different, called the hypergeometric distribution: the probability of ending up with $`\kappa `$ ‘1’ balls out of $`n`$ draws is
$$Pr(\xi _n=\kappa )=\left(\genfrac{}{}{0pt}{}{m}{\kappa }\right)\left(\genfrac{}{}{0pt}{}{u}{n\kappa }\right)/\left(\genfrac{}{}{0pt}{}{N}{n}\right),N=m+u,$$
(5.1)
see .
As a $`q`$-analogue of this distribution we set
$$Pr(\overline{\xi }_n=[\kappa ])=\left[\genfrac{}{}{0pt}{}{m}{\kappa }\right]\left[\genfrac{}{}{0pt}{}{u}{n\kappa }\right]q^{(m\kappa )(n\kappa )}/\left[\genfrac{}{}{0pt}{}{N}{n}\right].$$
(5.2)
To justify this definition we have to verify that
$$\underset{\kappa }{}\left[\genfrac{}{}{0pt}{}{m}{\kappa }\right]\left[\genfrac{}{}{0pt}{}{u}{n\kappa }\right]q^{(m\kappa )(n\kappa )}=\left[\genfrac{}{}{0pt}{}{m+u}{n}\right].$$
(5.3)
This identity results by picking the $`x^n`$-coefficient in formula (4.13a):
$$(1^{}x)^m(1^{}q^mx)^u=(1^{}x)^{m+u},$$
(5.4)
and using the Euler formula (2.11):
$$\underset{\kappa }{}\left[\genfrac{}{}{0pt}{}{m}{\kappa }\right](x)^\kappa q^{\left(\genfrac{}{}{0pt}{}{\kappa }{2}\right)}\underset{\mathrm{}}{}\left[\genfrac{}{}{0pt}{}{u}{\mathrm{}}\right](x)^{\mathrm{}}q^m\mathrm{}q^{\left(\genfrac{}{}{0pt}{}{\mathrm{}}{2}\right)}$$
$$=\underset{n}{}(x)^nq^{\left(\genfrac{}{}{0pt}{}{n}{2}\right)}\underset{k+\mathrm{}=n}{}\left[\genfrac{}{}{0pt}{}{m}{\kappa }\right]\left[\genfrac{}{}{0pt}{}{u}{\mathrm{}}\right]q^{\left(\genfrac{}{}{0pt}{}{\kappa }{2}\right)+\left(\genfrac{}{}{0pt}{}{\mathrm{}}{2}\right)\left(\genfrac{}{}{0pt}{}{\kappa +\mathrm{}}{2}\right)}q^m\mathrm{}$$
$$=\underset{n}{}(x)^nq^{\left(\genfrac{}{}{0pt}{}{n}{2}\right)}\underset{\kappa }{}\left[\genfrac{}{}{0pt}{}{m}{\kappa }\right]\left[\genfrac{}{}{0pt}{}{u}{n\kappa }\right]q^{(m\kappa )(n\kappa )}=\underset{n}{}\left[\genfrac{}{}{0pt}{}{m+u}{n}\right](x)^nq^{\left(\genfrac{}{}{0pt}{}{n}{2}\right)},$$
(5.5)
where we used the obvious relation
$$\left(\genfrac{}{}{0pt}{}{\kappa +\mathrm{}}{2}\right)=\left(\genfrac{}{}{0pt}{}{\kappa }{2}\right)+\left(\genfrac{}{}{0pt}{}{\mathrm{}}{2}\right)+\kappa \mathrm{}.$$
(5.6)
Similar to the Bernoulli case, we can treat the $`q`$-hypergeometric distribution (5.2) as a macroscopic object and inquire about its microscopic representation. The latter can be guessed from the relations
$$P(\overline{\xi }_n=[n])=\left[\genfrac{}{}{0pt}{}{m}{n}\right]/\left[\genfrac{}{}{0pt}{}{N}{n}\right]=\frac{[m]}{[n]}\frac{[m1]}{[N1]}\mathrm{}\frac{[mn+1]}{[Nn+1]},$$
(5.7a)
$$Pr(\overline{\xi }_n=0)=\left[\genfrac{}{}{0pt}{}{u}{n}\right]q^{mn}/\left[\genfrac{}{}{0pt}{}{N}{n}\right]=\frac{[u]}{[N]}q^m\frac{[u1]}{[N1]}q^m\mathrm{}\frac{[un+1]}{[Nn+1]}q^m,$$
(5.7b)
which suggest that in the representation
$$\overline{\xi }_n=\overline{\zeta }_1+\mathrm{}+\overline{\zeta }_n$$
(5.8)
of $`n`$ successive draws, we should set
$$Pr(\mathrm{𝟎}^{a(0)}q^0\mathrm{}\mathrm{𝟎}^{a(k1)}q^{k1}\mathrm{𝟎}^{a(\kappa )})=q^{_0^\kappa (ms)a(s)}\left[\genfrac{}{}{0pt}{}{m}{\kappa }\right]\left[\genfrac{}{}{0pt}{}{u}{n\kappa }\right]/\left[\genfrac{}{}{0pt}{}{N}{n}\right]\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]$$
(5.9a)
$$=q^{_0^\kappa (ms)a(s)}_{i=0}^{\kappa 1}[mi]_{j=0}^{n\kappa 1}[uj]/_{\gamma =0}^{n1}[N\gamma ].$$
(5.9b)
$$Pr(\mathrm{𝟎}^a)=q^{ma}\left[\genfrac{}{}{0pt}{}{u}{a}\right]/\left[\genfrac{}{}{0pt}{}{N}{a}\right].$$
(5.9c)
(In the $`\overline{\zeta }`$-language, we have
$$Pr(\overline{\zeta }0)=\frac{[m]}{[N]},Pr(\overline{\zeta }=0)=q^m\frac{[u]}{[N]}$$
(5.10)
at each ball pick-out when the number of marked ‘nonzero’ balls in the urn is $`m`$, and the number of those marked ‘zero’ is $`u=Nm`$.)
To prove that microscopic formula (5.9a) implies the macroscopic formula (5.2), we need to verify that
$$\underset{|a(\kappa )|=n\kappa }{}q^{_0^\kappa (ms)a(s)}=q^{(m\kappa )(n\kappa )}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right],$$
(5.11)
and this equality follows from the already proven formula (2.35):
$`{\displaystyle \underset{|a(\kappa )|=n\kappa }{}}q^{_0^\kappa (ms)a(s)}`$ $`={\displaystyle q^{m{\scriptscriptstyle a(s)}}q^{{\scriptscriptstyle sa(s)}}}=q^{m(n\kappa )}q^{(n\kappa )\kappa }\left[{\displaystyle \genfrac{}{}{0pt}{}{n\kappa +\kappa }{\kappa }}\right]`$
$`=q^{(m\kappa )(n\kappa )}\left[{\displaystyle \genfrac{}{}{0pt}{}{n}{\kappa }}\right].`$
In the classical case $`q=1`$, we can rewrite formula (5.1) as
$$Pr(\xi _n=\kappa )=\left(\genfrac{}{}{0pt}{}{n}{\kappa }\right)_{s=0}^{k1}\frac{ms}{Ns}_{\mathrm{}=0}^{n\kappa +1}\frac{u\mathrm{}}{N\kappa \mathrm{}},$$
(5.12)
so that in the limit
$$N\mathrm{},\frac{m}{N}p,\frac{u}{N}1p,$$
(5.13)
formula (5.12) becomes the Bernoulli one; the classical explanation is that when $`m`$ and $`u`$ are large, it makes little difference whether the picked-out balls are returned back to the urn or not.
For $`q1`$, the situation is more interesting. Certainly formulae (5.13) are not the correct ones. We proceed as follows.
Let $`|q|>1`$. Set
$$N\mathrm{},\frac{[m]}{[N]}p,$$
(5.14)
and re-write formula (5.2) in the form
$$Pr(\overline{\xi }_n=[\kappa ])=\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]_{s=0}^{\kappa 1}\left(\frac{[ms]q^{\kappa n}}{[N(n\kappa )s]}\right)_{\mathrm{}=0}^{n\kappa 1}\left(\frac{[u\mathrm{}]q^m}{[N\mathrm{}]}\right).$$
(5.15)
Now,
$$\frac{[ms]q^{kn}}{[N(n\kappa )s]}=q^{\kappa n}\frac{[s]+q^s[m]}{[\kappa sn]+q^{\kappa sn}[N]}[\mathrm{by}(5.14)]$$
$$q^{\kappa n}\frac{q^s}{q^{\kappa sn}}p=p,$$
(5.16a)
$$\frac{[u\mathrm{}[q^m}{[N\mathrm{}]}=\frac{[Nm\mathrm{}]q^m}{[N\mathrm{}]}=\frac{[N\mathrm{}][m]}{[N\mathrm{}]}=1\frac{[m]}{[\mathrm{}]+q^{\mathrm{}}[N]}1q^{\mathrm{}}p,$$
(5.16b)
so that
$$Pr(\overline{\xi }_n=[\kappa ])\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]p^\kappa (1^{}p)^{n\kappa },$$
(5.17)
as desired.
Suppose now that $`|q|<1`$. Denote that $`q`$ by $`Q`$. Set
$$q=Q^1,|q|>1.$$
(5.18)
Since
$$[x]_Q=q^{1x}[x]_q,$$
(5.19a)
$$[k]!_Q=q^{\left(\genfrac{}{}{0pt}{}{\kappa }{2}\right)}[\kappa ]!_q,$$
(5.19b)
$$\left[\genfrac{}{}{0pt}{}{a}{b}\right]_Q=q^{b(ba)}\left[\genfrac{}{}{0pt}{}{a}{b}\right]_q,$$
(5.19c)
we have
$`Pr(\overline{\xi }_n`$ $`=[\kappa ]_q)=Q^{(m\kappa )(n\kappa )}[{\displaystyle \genfrac{}{}{0pt}{}{m}{\kappa }}\left]_Q\right[{\displaystyle \genfrac{}{}{0pt}{}{u}{n\kappa }}]_Q/[{\displaystyle \genfrac{}{}{0pt}{}{N}{n}}]_Q`$
$`=q^{(\kappa \kappa ^{})(n\kappa ^{})}\left[{\displaystyle \genfrac{}{}{0pt}{}{u}{\kappa ^{}}}\right]_q\left[{\displaystyle \genfrac{}{}{0pt}{}{m}{n\kappa ^{}}}\right]_q/\left[{\displaystyle \genfrac{}{}{0pt}{}{N}{n}}\right]_q,`$ (5.20)
where
$$\kappa ^{}=n\kappa .$$
(5.21)
We see that our formula (5.2) in the form
$$Pr(\stackrel{~}{\xi }_n=\kappa )=\left[\genfrac{}{}{0pt}{}{m}{\kappa }\right]\left[\genfrac{}{}{0pt}{}{u}{n\kappa }\right]q^{(m\kappa )(n\kappa )}/\left[\genfrac{}{}{0pt}{}{N}{n}\right]$$
(5.22)
allows the symmetry
$$mu,um,\kappa n\kappa ,qq^1.$$
(5.23)
Setting
$$N\mathrm{},\frac{[u]}{[N]}p^{}(=1p),$$
(5.24)
we find, in the same way as formula (5.17) was gotten, that
$$Pr(\stackrel{~}{\xi }_n=[\kappa ])=\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right](1^{}p^{})^\kappa p^{n\kappa },$$
(5.25)
a different $`q`$-version of the classical Bernoulli distribution.
## 6 $`𝒒`$-contagious distribution
Suppose we again, like in the preceding section, have an urn with $`m`$ marked and $`u`$ unmarked balls. We pick out one ball at random, record its value, and then return to the urn $`s+1`$ balls identical to the one we just picked out. If $`s=0`$, we return the ball itself, and this is the Bernoulli scheme; if $`s=1`$, we return nothing, and this is the hypergeometric scheme. For general $`s`$, the probability to pick out $`k`$ marked (by ‘1’) balls out of $`n`$ draws is
$$Pr(\xi _n=\kappa )=\left(\genfrac{}{}{0pt}{}{n}{\kappa }\right)_{\alpha =0}^{\kappa 1}(m+as)_{\beta =0}^{n\kappa 1}(u+\beta s)/_{\gamma =0}^{n1}(m+u+\gamma s).$$
(6.1)
This particular member of the family of the so-called “contagious distributions” was discovered by Eggenberger and P$`\stackrel{´}{\mathrm{o}}`$lya in 1923 .
As a $`q`$-analog of this distribution, we set
$$Pr(\overline{\xi }_n=[\kappa ])$$
$$=\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]_{q^s}q^{(m+s\kappa )(n\kappa )}_{\alpha =0}^{\kappa 1}[m+\alpha s]_{\beta =0}^{n\kappa 1}[u+\beta s]/_{\gamma =0}^{n1}[m+u+\gamma s].$$
(6.2)
Obviously, for the case $`s=1`$ we recover the hypergeometric formula (5.2). For the case $`s=0`$, we recover the classical Bernoulli formula (2.3) with $`p=[m]/[m+u])`$, not the $`q`$-Bernoulli formula (2.4).
To justify formula (6.2), we need to check that
$$\underset{\kappa =0}{\overset{n}{}}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]_{qs}q^{(m+s\kappa )(n\kappa )}_{\alpha =0}^{\kappa 1}[m+\alpha s]_{\beta =0}^{n\kappa 1}[u+\beta s]=_{\gamma =0}^{n1}[m+u+\gamma s].$$
(6.3)
To do that, we assume that $`s0`$ and start with the formula (5.3) in the base $`Q=q^s`$:
$$\underset{\kappa =0}{\overset{n}{}}\left[\genfrac{}{}{0pt}{}{M}{\kappa }\right]_Q\left[\genfrac{}{}{0pt}{}{U}{n\kappa }\right]_QQ^{(M\kappa )(n\kappa )}=\left[\genfrac{}{}{0pt}{}{M+U}{n}\right]_Q,Q=q^s,$$
(6.4)
which we rewrite as
$$\underset{\kappa =0}{\overset{n}{}}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]_QQ^{(M\kappa )(n\kappa )}_{\alpha =0}^{\kappa 1}[M\alpha ]_Q_{\beta =0}^{n\kappa 1}[U\beta ]_Q=_{\gamma =0}^{n1}[M+U\gamma ]_Q.$$
(6.5)
Multiplying both sides by $`([r]_q)^n`$, setting
$$M=m/s,U=u/s,$$
(6.6)
and noticing that
$$Q^{(M\kappa )(n\kappa )}=q^{s(\kappa m/s)(n\kappa )}=q^{(m+\kappa s)(n\kappa )},$$
(6.7)
we arrive at formula (6.3). The latter formula can be considered as a new $`q`$-analog of Newton’s binomial.
Similar to the hypergeometric case, we can arrive at the $`q`$-contagious distribution (6.2) as a macroscopic object,
$$\overline{\xi }_n=\overline{\zeta }_1+\mathrm{}+\overline{\zeta }_n$$
(6.8)
from the microscopic formulae
$$Pr(\mathrm{𝟎}^{a(0)}q^0\mathrm{}\mathrm{𝟎}^{a(k1)}q^{k1}\mathrm{𝟎}^{a(k)})$$
$$=q^{_{i=0}^\kappa (m+si)a(i)}_{\alpha =0}^{k1}[m+\alpha s]_{\beta =0}^{n\kappa 1}[u+\beta s]/_{\gamma =0}^{n1}[m+u+\gamma s];$$
(6.9)
the latter formulae are suggested by the extreme cases $`k=n`$ and $`k=0`$ of formula (6.2):
$$Pr(\overline{\xi }_n=[n])=_{\alpha =0}^{n1}\frac{[m+\alpha s]}{[N+\alpha s]},N=u+m,$$
(6.10a)
$$Pr(\overline{\xi }_n=0)=_{\beta =0}^{n1}\left(\frac{[u+\beta s]}{[N+\beta s]}q^m\right).$$
(6.10b)
To verify that microscopic formulae (6.9) imply the macroscopic formula (6.2), we need to check that
$$\underset{|a(\kappa )|=n\kappa }{}q^{_{i=0}^\kappa (m+si)a(i)}=q^{(m+s\kappa )(n\kappa })[\genfrac{}{}{0pt}{}{n}{\kappa }]_{q^s}.$$
(6.11)
Now, for the LHS of formula (6.11) we get:
$$\underset{|a(\kappa )|=n\kappa }{}q^{_{i=0}^\kappa (m+si)a(i)}=q^{m(n\kappa )}(q^s)^{{\scriptscriptstyle ia(i)}}[\mathrm{by}(2.35)]$$
$$=q^{m(n\kappa )}(q^s)^{(n\kappa )\kappa }\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]_{q^s}=q^{(m+s\kappa )(n\kappa )}\left[\genfrac{}{}{0pt}{}{n}{\kappa }\right]_{q^s},$$
(6.12)
and this is exactly the RHS of formula (6.11).
## 7 $`𝒒`$-uniform distribution
A classical random variable $`X`$ taking $`M+1`$ discreet values $`v_0<\mathrm{}<v_M`$, each with equal probability $`1/(M+1)`$, represents a discrete uniform distribution. The values $`v_i^{}`$s are immaterial and can be taken as $`v_i=i,`$ or $`v_i=a+hi`$, or $`v_i=[i]`$, …
As a $`q`$-analog of this distribution, we set
$$Pr(\stackrel{~}{X}=i)=q^i/[M+1],0iM,$$
(7.1)
or
$$Pr(\overline{X}=[i])=q^i/[M+1],0iM,$$
(7.2)
so that
$$<\overline{X}>=\frac{q[M]}{[2]},$$
(7.3)
$$<\overline{X}^2>=\frac{q[M][M+1](q[2][M]+1)}{[2][3]},$$
(7.4)
$$Var(\overline{X})=\frac{q[M](q^2[M]+[2])}{[2]^2[3]}.$$
(7.5)
Consider $`n`$ independent identically distributed, via the discrete uniform distribution, random variables $`X_1,\mathrm{},X_n`$. The range of these variables is the quantity
$$r_n=\stackrel{max}{i}(X_i)\stackrel{min}{i}(X_i),0rM.$$
(7.6)
The random variable $`r_n`$ has the following distribution () p. 240):
$$Pr(r_n=0)=1/(M+1)^{n1},$$
(7.7a)
$$Pr(r_n=\mathrm{})=((\mathrm{}+1)^n2\mathrm{}^n+(\mathrm{}1)^n)(M+1\mathrm{})/(M+1)^n,1\mathrm{}M.$$
(7.7b)
This distribution is certainly different from those appearing in the preceding sections.
Let us calculate the $`q`$-analog of the distribution (7.7). Taking as our basic definition formula (7.1), we have:
$$Pr(r_n=0)=\underset{i=0}{\overset{M}{}}(Pr(\stackrel{~}{X}=i))^n=[M+1]_{q^n}/[M+1]^n;$$
(7.8)
$$Pr(r_n=1)=\underset{i=0}{\overset{M1}{}}\underset{k0,n}{}\left(\genfrac{}{}{0pt}{}{n}{\kappa }\right)\left(\frac{q^i}{[M+1]}\right)^\kappa \left(\frac{q^{i+1}}{[M+1]}\right)^{n\kappa }$$
$$=\frac{1}{[M+1]^n}\underset{i=0}{\overset{M1}{}}(\underset{k=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n}{\kappa }\right)(q^i)^\kappa (q^{i+1})^{n\kappa }(q^{i+1})^n(q^i)^n)$$
$$=\frac{1}{[M+1]^n}\underset{i=0}{\overset{M1}{}}((q^i+q^{i+1})^nq^{in}q^nq^i)$$
$$=\frac{1}{[M+1]^n}\underset{i=0}{\overset{M1}{}}(q^i)^n([2]^n[2]_{q^n})=\frac{[M]_{q^n}([2]^n[2]_{q^n})}{[M+1]^n};$$
(7.9)
finally, for $`\mathrm{}2`$,
$$Pr(r_n=\mathrm{})=\underset{i=0}{\overset{M\mathrm{}}{}}\underset{\kappa (0),\kappa (\mathrm{})0}{}\frac{n!}{\kappa (0)!\mathrm{}\kappa (\mathrm{})!}\left(\frac{q^i}{[M+1]}\right)^{k(0)}\mathrm{}\left(\frac{q^{i+\mathrm{}}}{[M+1]}\right)^{\kappa (\mathrm{})}$$
$$=\frac{1}{[M+1]^n}\underset{i=0}{\overset{M\mathrm{}}{}}\left(\underset{\mathrm{all}\kappa ^{}s}{}\underset{\kappa (0)=0}{}\underset{\kappa (\mathrm{})=0}{}+\underset{\kappa (0)=\kappa (\mathrm{})=0}{}\right)$$
$$=\frac{1}{[M+1]^n}\underset{i=0}{\overset{M\mathrm{}}{}}\begin{array}{c}((q^i+\mathrm{}+q^{i+\mathrm{}})^n(q^{i+1}+\mathrm{}+q^{i+\mathrm{}})^n\hfill \\ (q^i+\mathrm{}+q^{i+\mathrm{}1})^n+(q^{i+1}+\mathrm{}+q^{i+\mathrm{}1})^n)\hfill \end{array}$$
(7.3)
$$=\frac{1}{[M+1]^n}\underset{i=0}{\overset{M\mathrm{}}{}}q^{in}\left([\mathrm{}+1]^nq^n[\mathrm{}]^n[\mathrm{}]^n+q^n[\mathrm{}1]^n\right)$$
$$=\frac{[M+1\mathrm{}]_{q^n}}{[M+1]^n}\left([\mathrm{}+1]^n[2]_{q^n}[\mathrm{}]^n+q^n[\mathrm{}1]^n\right).$$
(7.10)
For $`\mathrm{}=1`$, formula (7.10) reproduces formula (7.8). Thus, formulae
$$Pr(r_n=0)=\frac{[M+1]_{q^n}}{[M+1]^n},$$
(7.11a)
$$Pr(r_n=\mathrm{})=\frac{[M+1\mathrm{}]_{q^n}}{[M+1]^n}\left([\mathrm{}+1]^n[2]_{q^n}[\mathrm{}]^n+q^n[\mathrm{}1]^n\right),1\mathrm{}M,$$
(7.11b)
are $`q`$-analogs of formulae (7.7). Notice, that
$$Pr(r_1>0)=0,q.$$
(7.12)
Although not immediately apparent, formulae (7.11) are not the only $`q`$-analogs of the classical formulae (7.7). For example, for $`n=2`$, formulae
$$Pr(r_2=0)=\frac{1}{[M+1]},$$
(7.13a)
$$Pr(r_2=\mathrm{})=\frac{[2]}{[M+1]}(1\frac{[\mathrm{}]}{[M+1]})q^{M+12\mathrm{}},1\mathrm{}M,$$
(7.13b)
are different from formulae $`(7.11)|_{n=2}`$.
## 8 Concluding remarks
The approach to $`q`$-Probability taken in this paper leaves the rules of classical probability intact and only $`q`$-deforms some basic probability distributions. It is quite likely that one can develop some new/bizarre rules of $`q`$-probability which contradict the comfortably familiar intuition, similar to what Quantum-mechanical interpretations appear to a Classical-mechanical disciple. The most direct route to such new rules probably goes through basic continuous probability distributions when integral $`()𝑑x`$ is replaced by the $`q`$-integral $`()d_qx`$. |
warning/0001/hep-th0001003.html | ar5iv | text | # Comment on “Metric Fluctuations in Brane Worlds”
## Abstract
Recently, Ivanov and Volovich (hep-th/9912242) claimed that the perturbation of $`h_{\mu \nu }`$ with nonvanishing transverse components $`h_{5\mu }`$ is not localized on the brane because $`h_{\mu \nu }`$ depends on the fifth coordinate $`z`$ linearly. Consequently, it may indicate that the effective theory is unstable. However, we point out that such linear dependence on $`z`$ can be gauged away. Hence the solution does not belong to the physical one. Therefore, even if one includes $`h_{5\mu }`$, Randall and Sundrum’s argument for the localized gravity on the brane remains correct.
preprint: INJE-TP-99-10
Recently, Ivanov and Volovich have found a solution for metric fluctuations including nonvanishing transverse components given by
$`h_{55}`$ $`=`$ $`0,`$ (1)
$`h_{5\mu }`$ $`=`$ $`c_\mu e^{ipx},`$ (2)
$`h_{\mu \nu }`$ $`=`$ $`\left[c_{\mu \nu }+i(c_\mu p_\nu +c_\nu p_\mu )z\right]e^{ipx}`$ (3)
with $`p_\mu p^\mu =0`$, $`c_\mu p^\mu =0`$, $`\eta ^{\mu \nu }c_{\mu \nu }=0`$, and $`c_{\mu \nu }p^\nu =0`$. Here we choose the signature $`\eta _{\mu \nu }=\mathrm{diag}(+,,,)`$. $`c_\mu `$, $`c_{\mu \nu }`$, and $`p_\mu `$ are constants.
In the paper, the de Donder gauge for $`h_{MN}(M,N=\mu ,5)`$ were chosen as
$$_Mh^{MN}=0\mathrm{with}h_P^P=0.$$
(4)
The above gauge cannot eliminate all gauge degrees of freedom. Even after choosing the gauge conditions Eq. (4), actually there remains a sort of residual gauge degrees of freedom as follows ;
$$h_{MN}^{}=h_{MN}_M\xi _N_N\xi _M,$$
(5)
which are obtained from the coordinate transformations $`x^Mx^M+\xi ^M`$. Notice that $`h_{MN}^{}`$ also satisfy the de Donder gauge Eq. (4) provided that
$$_M\xi ^M=0,\mathrm{}\xi ^M=0.$$
(6)
In other words, both $`h_{MN}`$ and $`h_{MN}^{}`$ describe the same physical situation.
Now suppose that we choose
$$\xi _M=\epsilon _Me^{ipx}.$$
(7)
$`\xi _M`$ satisfies Eq. (6) if $`\epsilon _M`$ is a function of the fifth coordinate $`x^5=z`$ only, $`\epsilon _5=0`$, and $`\epsilon _\mu p^\mu =0`$. Then,
$`h_{55}^{}`$ $`=`$ $`h_{55},h_{5\mu }^{}=h_{5\mu }(_z\epsilon _\mu )e^{ipx},`$ (8)
$`h_{\mu \nu }^{}`$ $`=`$ $`h_{\mu \nu }i(\epsilon _\mu p_\nu +\epsilon _\nu p_\mu )e^{ipx}.`$ (9)
Thus, if $`h_{MN}`$ were those in Eq. (3) and $`\epsilon _\mu =c_\mu z`$, then one finds
$`h_{55}^{}`$ $`=`$ $`h_{5\mu }^{}=0,`$ (10)
$`h_{\mu \nu }^{}`$ $`=`$ $`c_{\mu \nu }e^{ipx}.`$ (11)
Therefore, we see that the z-dependent term in Eq. (3) indeed belongs to a gauge degree of freedom. In addition, our analysis shows that, in order to have nonvanishing transverse components up to gauge freedom, one at least needs to assume that $`c_\mu `$ is not constant, but $`z`$-dependent in Ref. . |
warning/0001/cs0001004.html | ar5iv | text | # Multiplicative Algorithm for Orthgonal Groups and Independent Component Analysis
## 1 Overview
Many optimization problems take the form, “Find an optimal matrix under the constraints (1).. (2).. etc.” Some of these can be considered as optimizations on Lie groups. For groups, the fundamental manipulation is a multiplication whereas an addition is unnatural. In consideration of this fact, we have constructed a multiplicative Newton-like algorithm for maximizing the kurtosis (a good barometer for the independence) in \[T.Akuzawa & N.Murata,1999\]. There the dynamics takes place on the coset $`GL(1,)^N\backslash GL(N,)`$. We can apply the techniques developed in \[T.Akuzawa & N.Murata,1999\] to many other optimization problems. The coset structure $`GL(1,)^N\backslash GL(N,)`$ is, however, characteristic of the independent component analysis(ICA). It is understood by the fact that the independence is nothing to do with the scaling. The redundancy resulting from the invariance of the model under the componentwise scaling must be eliminated for a rigorous discussion and this redundancy corresponds to $`GL(1,)^N`$.
Another way to eliminate this redundancy is the prewhitening. The prewhitening is a linear transformation of the observed data which maps the covariance matrix to the unit matrix. If we deal with prewhitened data, we can legitimately narrow the sweeping range to the orthogonal group. The aim of this letter is the construction of a multiplicative algorithm for the orthogonal groups.
The framework is as follows. $`N`$-dimensional prewhitened random variables $`\{X_i|1iN\}`$ are available and it is anticipated that their origins are some unknown mutually independent components $`\{Y_i^{}|1iN\}`$. The goal of the ICA is the map $`\{X_i\}\{Y_i^{}\}`$. We restrict ourselves to the linear independent component analysis. There we want to find a linear transformation $`C^{}:X=(X_1,\mathrm{},X_N)^{}Y^{}=(Y_1^{},\mathrm{},Y_N^{})^{}=C^{}X`$ which minimizes some cost function that measures the independence. Since we are assuming that the data is already prewhitened, the covariance matrix of $`X`$ is the $`N\times N`$ unit matrix. If we do not take into account errors in the prewhitening, the optimal point $`C^{}`$ must belong to $`O(N)`$.
Giving up the analytical solution, we consider a sequence,
$`C(0),C(1),C(2),C(3),\mathrm{}\mathrm{},`$ (1.1)
which converges to the optimal solution $`C^{}`$. The sequence $`\{C(t)\}`$ is generated by the left-multiplication of another sequence of orthogonal matrices $`\{D(t)\}`$. Each $`D(t)`$ is specified by the coordinate $`\mathrm{\Delta }(t)`$ which satisfies $`D(t)=\mathrm{e}^{\mathrm{\Delta }(t)}`$. We assume that $`\mathrm{\Delta }(t)`$ is an $`N\times N`$ skew-symmetric matrix, which implies that $`D(t)`$ belongs to the identity component of $`O(N)`$. In practice the procedure is as follows. As an initial condition we set $`C(0)`$. For $`t>0(t^+)`$, we introduce $`\mathrm{\Delta }(t)`$ and denote $`C(t)`$ as $`C(t+1)=\mathrm{e}^{\mathrm{\Delta }(t)}C(t)`$. Under these settings, we determine $`\mathrm{\Delta }(t)`$ by using the Newton method with respect to the matrix elements of $`\mathrm{\Delta }(t)`$. That is, we evaluate the cost function at $`C(t+1)`$ by expanding it around $`C(t)`$ in terms of the elements of $`\mathrm{\Delta }(t)`$ up to the second order. Then $`\mathrm{\Delta }(t)`$ is choosen as the (unique) critical point of this second order expansion. We iteratively follow these procedures until we obtain a satisfactory solution.
This letter is organized as follows. In Section 2 we will give a complete description of a new multiplicative updating method for the orthogonal groups. This section is the main part of this letter. Since our formulation does not depend on the details of the cost function the method can be useful for many problems other than the ICA. The performance of our method including the second-order-convergence is discussed in Section 3. Section 4 is a survey of possible applications of our method. The algorithm constructed in Section 2 is considered as a pure-Newton method on the orthogonal groups. To achive the global convergence, we must modify the method. This is accomplished in Section 5. Section 5 also includes a numerical examination of the performance of our method. Section 6 is a summary.
## 2 Multiplicative updating on $`O(N)`$
We assume that the cost function $`F`$ takes the form,
$`F(Y)={\displaystyle \underset{i=1}{\overset{N}{}}}E(f_i(Y_i)),`$ (2.1)
where each $`f_i:`$ is an unspecified function. Through this letter we denote by $`E()`$ the expectation. We will determine the concrete procedures after the Newton manner. First, we introduce maps, $`R`$ and $`\{U_i(1iN)\}`$’s, from $`N`$-dimensional dataset to $`N\times N`$ matrices by
$`[R(Y)]_{ki}=E\left({\displaystyle \frac{f_i(Y_i)}{Y_i}}Y_k\right)`$ (2.2)
and
$`[U_i(Y)]_{kl}=U_{ikl}(Y)=E\left({\displaystyle \frac{^2f_i(Y_i)}{Y_i^2}}Y_kY_l\right).`$ (2.3)
The goal is the construction of a sequence $`\{Y(t)\}`$ of the estimates of the independent components, which converges to the optimal point $`Y^{}`$. Within the framework of the linear analysis, we consider that this sequence is derived from another sequence $`\{C(t)\}`$ of the linear transformation by the relation $`Y(t)=C(t)X`$, where $`X`$ are the original data. Thus if we restate the problem, the task is to determine a sequence $`\{C(t)\}`$. We assume that for each $`t^+`$ the estimates of the independent components at time $`t`$ and and the estimates at time $`t+1`$ are related by
$`Y(t+1)=D(t)Y(t)`$ (2.4)
or equivalently
$`C(t+1)=D(t)C(t),`$ (2.5)
where $`D(t)`$ is some orthogonal matrix to be fixed. Our method is characterized by this left-multiplicative updating rule. As mentioned in the previous section, we assume that each $`D(t)`$ always belongs to the identity component of the orthogonal group $`O(N)`$. This assumption is reasonable, for example, if the original data $`X`$ are already prewhitened in the case of the ICA. Anyway, under this restriction $`D(t)`$ is specified by an $`N\times N`$ anti-symmetric matrix $`\mathrm{\Delta }(t)`$, which satisfies
$`\mathrm{exp}(\mathrm{\Delta }(t))=D(t).`$ (2.6)
For brevity’s sake we will omit the argument $`(t)`$ and denote $`Y(t+1)`$ by $`Z`$. $`F(Z)`$ is expanded in terms of $`\{\mathrm{\Delta }_{ij}\}`$ as
$`F(Z)=F(Y)+\mathrm{tr}(\mathrm{\Delta }R(Y))+\mathrm{tr}\left({\displaystyle \frac{\mathrm{\Delta }^2}{2}}R(Y)\right)+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i,k,l}{}}\mathrm{\Delta }_{ik}\mathrm{\Delta }_{il}U_{ikl}(Y)+O(\mathrm{\Delta }^3).`$ (2.7)
Through the letter we denote by $`O(\mathrm{\Delta }^k)`$ polynomials of matrix elements of $`\mathrm{\Delta }`$ which does not contain terms with degrees less than $`k`$. Do not confuse this with the symbol for the orthogonal groups such as $`O(N)`$. As in the usual Newton method, we truncate the expansion (2.7) at the second order with respect to $`\{\mathrm{\Delta }_{ij}\}`$. Then $`\mathrm{\Delta }`$ in this step is determined as the coordinate of the critical point of this truncated expansion. The partial derivative of (2.7) is more convenient for the purpose. It reads
$`{\displaystyle \frac{F(Z)}{\mathrm{\Delta }_{kl}}}=R_{lk}+{\displaystyle \frac{1}{2}}\left[\mathrm{\Delta }R+R\mathrm{\Delta }\right]_{lk}+{\displaystyle \underset{p}{}}\mathrm{\Delta }_{kp}U_{klp}+O(\mathrm{\Delta }^2),`$ (2.8)
where we have omitted the argument $`Y`$ for $`R`$ and $`U`$. Now let us introduce a map $`\mathrm{cs}`$ (the column string) as in the previous article \[T.Akuzawa & N.Murata,1999\]:
$`\mathrm{Mat}(N,𝔽)`$ $``$ $`𝔽^{N^2}`$ (2.9)
$`A=\left(\begin{array}{cccc}A_{11}& A_{12}& \mathrm{}& A_{1N}\\ A_{21}& \multicolumn{3}{c}{}\\ \multicolumn{4}{c}{}\\ A_{N1}& \multicolumn{2}{c}{}& A_{NN}\end{array}\right)`$ $``$ $`\mathrm{cs}(A)=(A_{11}A_{21}\mathrm{}A_{N1}A_{12}A_{22}\mathrm{}A_{NN})^{},`$ (2.14)
where $`\mathrm{Mat}(N,𝔽)`$ is $`N\times N`$ matrices on some unspecified field $`𝔽`$. We denote by the upper subscript $``$ the transposition and by $``$ the complex conjugate. For the orthogonal groups it is rather simple to move to the framework of the column string as compared to the case of $`GL(1,)^N\backslash GL(N,)`$: By neglecting $`O(\mathrm{\Delta }^2)`$ terms, the right-hand-side of (2.8) is straightforwardly rewritten as
$`R_{lk}`$ $`+`$ $`{\displaystyle \frac{1}{2}}\left[\mathrm{\Delta }R+R\mathrm{\Delta }\right]_{lk}+{\displaystyle \underset{p}{}}\mathrm{\Delta }_{kp}U_{klp}`$ (2.15)
$`=\left[\mathrm{cs}(R)+{\displaystyle \frac{1}{2}}\left(R^{}I_N+I_NR\right)\mathrm{cs}(\mathrm{\Delta })+\left({\displaystyle \underset{k}{}}U_k\right)T\mathrm{cs}(\mathrm{\Delta })\right]_{l+(k1)N},`$
where the symbol “$``$” stands for the direct sum,
$`{\displaystyle \underset{k=1}{\overset{N}{}}}U_k=\left(\begin{array}{ccccc}U_1\hfill & 0\hfill & \multicolumn{2}{c}{\mathrm{}\mathrm{}}& 0\hfill \\ 0\hfill & U_2\hfill & 0\hfill & \multicolumn{2}{c}{\mathrm{}\mathrm{}}\\ \multicolumn{5}{c}{}\\ \multicolumn{5}{c}{}\\ 0\hfill & \multicolumn{2}{c}{\mathrm{}\mathrm{}}& U_{N1}\hfill & 0\hfill \\ 0\hfill & 0\hfill & \multicolumn{2}{c}{\mathrm{}\mathrm{}}& U_N\hfill \end{array}\right),`$ (2.22)
$`T`$ is an $`N^2\times N^2`$ matrix defined by
$`\mathrm{cs}(A^{})=T\mathrm{cs}(A)\text{for }A\mathrm{Mat}(N,𝔽),`$ (2.23)
and $`I_N`$ is the $`N\times N`$ unit matrix. We denote the tensor product by $``$ as usual. The “transposition” $`T`$ is also considered as an intertwiner between two equivalent representations:
$`T(AB)T=BA.`$ (2.24)
The orthogonal group $`O(N)`$ has less degrees of freedom than the general linear group. The canonical basis of the Lie algebra, $`𝔬(N)`$, of $`O(N)`$ is $`N(N1)/2`$ anti-symmetric matrices. We will introduce some operators which enable us to move to the coordinates based on the canonical basis on $`𝔬(N)`$. In the first place, we introduce an $`N^2\times N^2`$ matrix $`H`$ by
$`H={\displaystyle \underset{i>j}{}}H^{(i,j)},`$ (2.25)
where $`H^{(i,j)}`$ is a $`\pi /4`$ rotation between the $`j+N(i1)`$-th component and the $`i+N(j1)`$-th component:
$`H_{kl}^{(i,j)}=\{\begin{array}{ccc}\frac{1}{\sqrt{2}}& \text{for}& k=j+N(i1),l=j+M(i1)\hfill \\ \frac{1}{\sqrt{2}}& \text{for}& k=j+N(i1),l=i+M(j1)\hfill \\ \frac{1}{\sqrt{2}}& \text{for}& k=i+N(j1),l=j+M(i1)\hfill \\ \frac{1}{\sqrt{2}}& \text{for}& k=i+N(j1),l=i+M(j1)\hfill \\ 0& & \text{otherwise. }\hfill \end{array}`$ (2.31)
The projection operator $`P_D`$,
$`P_D`$ $`=`$ $`\mathrm{diag}(p_1,\mathrm{},p_{N^2}),`$ (2.34)
$`\{\begin{array}{cc}p_k=1\text{for}k=N(i1)+i,1iN\hfill & \\ p_k=0\text{otherwise},\hfill & \end{array}`$
is used to extract the diagonal elements of a matrix from its image by $`\mathrm{cs}`$. Then the coordinate transformation is realized by a multiplication of
$`H+P_D`$ (2.35)
to column string vectors. We need to introduce two more projection operators $`P_S`$ and $`P_A`$ defined by
$`P_S`$ $`=`$ $`\mathrm{diag}(p_1,p_2,\mathrm{},p_{N^2})`$ (2.36)
$`P_A`$ $`=`$ $`\mathrm{diag}(1p_1,1p_2,\mathrm{},1p_{N^2}),`$ (2.37)
where
$`p_k=\{\begin{array}{ccc}1& \text{if}& {}_{}{}^{}(i,j);ji\text{and}k=i+N(j1)\hfill \\ 0& & \text{otherwise}.\hfill \end{array}`$ (2.40)
By the left-action of $`P_S`$ and $`P_A`$ to column string vectors rotated by $`H+P_D`$ we can extract, respectively, the symmetric components and the anti-symmetric components of the matrices. Then the conditions for the critical point of the second-order-expansion, which must be satisfied by $`\mathrm{\Delta }`$, are translated into the following two conditions. First, symmetric components of $`\mathrm{\Delta }`$ must vanish. This condition is expressed as
$`\left[(H+P_D)\mathrm{cs}(\mathrm{\Delta })\right]_{j+(i1)N}=0\text{for}ij(P_S(H+P_D)\mathrm{cs}(\mathrm{\Delta })=0).`$ (2.41)
Secondly, for the anti-symmetric components the condition for the critical point is transformed to
$`\left[(H+P_D)\mathrm{cs}(R)+(H+P_D)W\mathrm{cs}(\mathrm{\Delta })\right]_{j+(i1)N}=0\text{for}i>j,`$ (2.42)
where we have set
$`W={\displaystyle \frac{1}{2}}\left(R^{}I_N+I_NR\right)+\left({\displaystyle \underset{k}{}}U_k\right)T.`$ (2.43)
The conditions (2.41) and (2.42) are combined into an equation,
$`P_A(H+P_D)\mathrm{cs}(R)+\left[P_A(H+P_D)W(H+P_D)^{}P_A+P_S\right](H+P_D)\mathrm{cs}(\mathrm{\Delta })=0.`$ (2.44)
Note that
$`P_A(H+P_D)=P_AH.`$ (2.45)
The optimal $`\mathrm{\Delta }`$ is immediately obtained from (2.44):
$`\mathrm{cs}(\mathrm{\Delta })`$ $`=`$ $`(H+P_D)^{}\left[P_A(H+P_D)W(H+P_D)^{}P_A+P_S\right]^1P_A(H+P_D)\mathrm{cs}(R)`$ (2.46)
$`=`$ $`H^{}\left(P_AHWH^{}P_A+P_S\right)^1P_AH\mathrm{cs}(R).`$
Thus we have obtained the explicit updating rule. By iterating the procedure in this section from a starting point sufficiently close to the optimal one, the sequences $`\{C(t)\}`$ and $`\{Y(t)\}`$ converge to the optimal solutions.
## 3 Performance (theoretical aspects)
The second-order-convergence is one of the main advantages of this method. Indeed, this algorithm is rigorously second-order-convergent. The proof can be given almost in the same way as in \[T.Akuzawa & N.Murata,1999\]. So we omit the proof in this letter.
Sometimes we have to deal with large matrices to apply the technique here constructed. Let us examine the situation. The $`N^2\times N^2`$ matrix $`P_AHWH^{}P_A+P_S`$ is a direct sum of an $`N(N1)/2\times N(N1)/2`$ matrix and an $`N(N+1)/2\times N(N+1)/2`$ unit matrix. Within the $`N(N1)/2\times N(N1)/2`$ block the number of non-zero off-diagonal elements is no more than $`N(N1)(N2)`$. So this is a very sparse matrix when $`N`$ becomes large. Of course if $`N`$ becomes extremely large, our method requires quite large memories. But due to the sparseness, it remains to be a practical tool for problems with considerably large $`N`$.
As is often the case with the Newton method, the global convergence is not assured by this algorithm. Fortunately it is possible to cure this fault. We will show the prescription to the global instability in Section 5.
## 4 Applications to ICA
So far we have not specified the cost function beyond the assumption that the cost function is a sum of the form (2.1). Many of the cost functions for the independent component analysis belong to this class.
### 4.1 Kullback-Leibler information
The Kullback-Leibler information,
$`{\displaystyle \underset{i=1}{\overset{N}{}}dy_iP(y)\left\{\mathrm{ln}P(y)\underset{i=1}{\overset{N}{}}\mathrm{ln}P_i(y_i)\right\}},`$ (4.1)
is a good measure for the independence. Here $`P`$ is the joint probability density function of $`\{Y_i\}`$ and $`P_i`$ is the probability density function of the $`i`$-th component. We have already restricted ourselves to the case where the jacobian of the transformation equals one. Then the minimization of the Kullback-Leibler information is equivalent to the minimization of
$`{\displaystyle \underset{i}{}dY_iP(Y)\underset{i=1}{\overset{N}{}}\mathrm{ln}P_i(Y_i)}={\displaystyle \underset{i=1}{\overset{N}{}}}E(\mathrm{ln}P_i(Y_i)).`$ (4.2)
Thus we can legitimately transform the Kullback-Leibler information to a cost function of the form (2.1), where we should set $`\{f_i\}`$’s as
$`f_i()=\mathrm{ln}P_i().`$ (4.3)
We must evaluate $`\{P_i\}`$’s, their derivatives, and so on to determine the optimal solution. A robust estimation of these quantities is possibly not an easy task\[B.W.Sliverman,1986, D.Cox,1985\].
### 4.2 Cumulant of fourth order
The kurtosis of a random variable $`A`$ is defined by
$`\kappa (A)={\displaystyle \frac{E(A^4)}{(E(A^2))^2}}3.`$ (4.4)
The kurtosis is related to the cumulant of the fourth order,
$`Cum^{(4)}(A)=E(A^4)3(E(A^2))^2,`$ (4.5)
by
$`\kappa (A)={\displaystyle \frac{Cum^{(4)}(A)}{(E(A^2))^2}}.`$ (4.6)
For prewhitened data the kurtosis equals the cumulant of the fourth order. As is well-known\[A.Hyvärinen,1997, T.Akuzawa & N.Murata,1999\], we can grab independent components in many cases by seeking the maximum of the absolute values of the kurtoses. Our method is applicable by setting
$`f_i=\kappa ^2`$ (4.7)
for all $`i`$. If it is known a priori that all the sources $`\{Y_i^{}\}`$ have positive kurtoses, we may use the kurtosis itself and set
$`f_i=\kappa .`$ (4.8)
For these cost functions, $`R`$, $`\{U_i\}`$, and other quantities needed for determining each step are calculated easily from the observed data. Thus applying our method for this cost function is highly practical and reasonable choice.
## 5 Levenberg-Marquardt-type variation and performance in practice
The pure-Newton updating rule (2.46) has a poor global convergence property. This drawback is remedied by the Levenberg-Marquardt-type variation\[W.H.Press et al.,1988\]. First, We modify (2.46) as
$`\mathrm{cs}(\mathrm{\Delta })`$ $`=`$ $`H^{}\left(P_AHWH^{}P_A+P_S+\lambda I_{N^2}\right)^1P_AH\mathrm{cs}(R).`$ (5.1)
The initial value $`\lambda _0`$ for $`\lambda `$ is fixed at some positive value. We also fix a real number $`\alpha (>1)`$. (In the following example we set $`\lambda _0=50`$ and $`\alpha =10`$.) Then the procedure at time $`t`$ is as follows:
1. Calculate $`\mathrm{\Delta }`$ by (5.1).
2. If $`F(\mathrm{e}^\mathrm{\Delta }Y(t))`$ is larger than $`F(Y(t))`$, multiply $`\lambda `$ by $`\alpha `$ and go back to i).
3. Otherwise, multiply $`\lambda `$ by $`1/\alpha `$ and proceed to the next time step $`t+1`$.
Other parts of the algorithm is completely the same as in the pure-Newton version in Section 2.
Let us examine the real performance of our method under this setting. For the cost function we choose the kurtosis as in Subsection 4.2. The source signals are three synthesizer-generated wav files(Fig.2).
Pseudo-observed data are generated by mixing the source by a random matrix,
$`A=I_3+S,`$ (5.2)
where each element of $`S`$ is distributed uniformly on $`(1/2,1/2)`$. The residual crosstalk of the signals demixed by our method is $`1.29\%`$ on average. It takes about $`122`$ seconds (CPU time) for one hundred iteration of the same problem on our workstation. For reference, we have also solved the same demixing problem by the FastICA\[Hurri et al.,1998\]. In this case the residual crosstalk is $`1.36\%`$ on average and it takes about $`156`$ seconds for one hundred iteration on the same workstation. Since the author’s knowledge about the FastICA package is limited, one should not take this result seriously. It can, however, be said that our method is quite good also in practice.
## 6 Summary
We have constructed a new algorithm for finding a critical point of broad classes of cost functions on the orthogonal groups. This method is second-order-convergent since it is in essence the Newton method. The method here constructed is an extension (or a restriction) of the multiplicative updating method developed in our previous work\[T.Akuzawa & N.Murata,1999\]. The constraint for $`\mathrm{\Delta }`$ from the nature of the orthogonal groups makes the problem a little complicated. We have, however, obtained a rigorous and explicit updating rule. We have also constructed a Levenberg-Marquardt-type variation, which is suitable for practical purpose. The global instability inherent in the Newton method is remedied in this version. Since our discussion does not depend on the detail of the cost function, this method is applicable to many concrete problems. The relatively mild assumption (2.1) on the form of the cost function, however, implies that our algorithm is especially suitable for the ICA. Its practical utility for the ICA have been illustrated here by a numerical simulation.
To summarize, our algorithm has numerous theoretical virtues such as the rigorous second order convergence, the explicit and strict formulation, and so on. It provides, also in practice, fast and powerful tools for the ICA and many other problems.
## Acknowledgments
The author would like to thank Noboru Murata and Shun-ichi Amari for valuable discussions and comments. |
warning/0001/nlin0001020.html | ar5iv | text | # Synchronous Behavior of Two Coupled Electronic Neurons
## I Introduction
Synchronization of nonlinear oscillators is widely studied in physical and biological systems for underlying interests ranging from novel communications strategies to understanding how large and small neural assemblies efficiently and sensitively achieve desired functional goals . The analysis of biological systems may, beyond their intrinsic interest, often provide physicists with novel dynamical systems possessing interesting properties in their component oscillators or in the nature of the interconnections.
We have presented our analysis of the experimental synchronization of two biological neurons as the electrical coupling between them is changed in sign and magnitude . Subsequent to that analysis we have developed computer simulations of the dynamics of the neurons which are based on conductance based Hodgkin-Huxley (HH) neuron models. These numerical simulations quantitatively reproduced the observations in the laboratory .
The study of isolated neurons from the stomatogastric ganglion (STG) of the California spiny lobster Panulirus interruptus using tools of nonlinear time series analysis shows that the number of active degrees of freedom in their membrane potential oscillations typically ranges from three to five . The appearance of low dimensional dynamics in this biological system led us to develop models of its action potential activity which are substantially simpler than the HH models we and others have used to describe these systems. We adopted the framework established by Hindmarsh and Rose (HR) in which the complicated current voltage relationships of the conductance based models are replaced by polynomials in the dynamical variables, and the coefficients in the polynomials are estimated by analyzing the observed current/voltage curves for the neurons under study.
Building on biological experiments and on numerical analysis of models for the oscillations of isolated neurons, we have constructed low dimensional analog electronic neurons (ENs) whose properties are designed to emulate the membrane voltage characteristics of the individual neurons. Using these simple, low dimensional ENs we report here their synchronization and regularization properties, first when they are coupled electrically as the sign and magnitude of the coupling is varied, and then when they are coupled by excitatory and inhibitory chemical synapses. We have also studied the behavior of an hybrid system, i.e., one EN and one biological neuron coupled electrically. As our models were developed on data acquired from biological neurons in synaptic isolation, the results we present here on pairs of interacting ENs and hybrid systems serve to provide further confirmation of the properties of those model neurons, numerical and analog.
## II The Electronic Neuron Model
We have studied and built three dimensional and four dimensional models of HR type having the form
$`{\displaystyle \frac{dx(t)}{dt}}`$ $`=`$ $`ay(t)+bx^2(t)cx^3(t)dz(t)+I`$ (1)
$`{\displaystyle \frac{dy(t)}{dt}}`$ $`=`$ $`efx^2(t)y(t)gw(t)`$ (2)
$`{\displaystyle \frac{dz(t)}{dt}}`$ $`=`$ $`\mu (z(t)+S(x(t)+h))`$ (3)
$`{\displaystyle \frac{dw(t)}{dt}}`$ $`=`$ $`\nu (kw(t)+r(y(t)+l)),`$ (4)
where $`a,b,c,d,I,e,f,g,\mu ,S,h,\nu ,k,r`$ and $`l`$ are the constants which embody the underlying current and conductance based dynamics in this polynomial representation of the neural dynamics. $`x(t)`$ is the membrane voltage in the model, $`y(t)`$ represents a “fast” current in the ion dynamics, and we choose $`\mu 1`$, so $`z(t)`$ is a “slow” current. Taken alone the first three equations of the model can reproduce several modes of spiking-bursting activity observed in STG cells. The first three equations were used in analog realization for our earlier experiments with 3D ENs
The equation for $`w(t)`$ represents an even slower dynamical process ($`\nu <\mu 1`$), and it is included because a slow process such as the calcium exchange between intracellular stores and the cytoplasm was found to be required in Hodgkin-Huxley modeling to fully reproduce the observed chaotic oscillations of STG neurons. Both the three dimensional and four dimensional models have regions of chaotic behavior, but the four dimensional model has much larger regions in parameter space where chaos occurs, presumably for many of the same reasons the calcium dynamics gives rise to chaos in HH modeling. The calcium dynamics is an additional degree of freedom with a time constant three times slower than the characteristic bursting times.
In our analog circuit realization of the EN model we used $`a=1,b=3,c=1,d=0.99,I=3.024,e=1.01,f=5.0128,g=0.0278,\mu =0.00215,S=3.966,h=1.605,\nu =0.0009,k=0.9573,r=3.0`$ and $`l=1.619`$. The implementation of these constants in analog circuits always has about 5% tolerance in the components. The main parameters we used in controlling the modes of spiking and bursting activity of the model are the DC external current $`I`$ and the time constants $`\mu `$ and $`\nu `$ of the slow variables.
Figure 1 shows a chaotic time series of the four variables using the parameters above. Note how $`w`$ modulates the length of the bursts in $`x`$. Each local minimum in the global oscillations of $`w`$ coincides with a short burst period. The complexity achieved by the addition of $`w`$ can be observed in the projections of $`(x,y,z,w)`$ space to various three-dimensional spaces, $`(x,y,z),(x,y,w)`$ and $`(x,z,w)`$ respectively, as shown in Figure 1.
Table 1 presents the Lyapunov exponents $`\lambda _i`$ calculated from the vector field of Equation( 4) for the 3D and 4D ENs. A positive Lyapunov exponent is present in both models, indicating conclusively that they are oscillating chaotically. From this spectrum of Lyapunov exponents, we can evaluate the Lyapunov dimension $`D_L`$ which is an estimate of the fractal dimension of the strange attractor for the ENs . The Lyapunov dimension is defined by finding that number of Lyapunov exponents $`\lambda _i`$ satisfying
$$\underset{i=1}{\overset{N}{}}\lambda _i>0;\text{while}\underset{i=1}{\overset{N+1}{}}\lambda _i<0.$$
(5)
Then $`D_L`$ is defined as
$$D_L=N+\frac{_{i=1}^N\lambda _i}{|\lambda _{N+1}|}.$$
(6)
$`D_L`$ for each EN is displayed in the last column Table 1.
| Model: | $`\lambda _1`$ | $`\lambda _2`$ | $`\lambda _3`$ | $`\lambda _4`$ | $`D_L`$ |
| --- | --- | --- | --- | --- | --- |
| 3D | 0.010 | 0.000 | -7.752 | $``$ | 2.001 |
| 4D | 0.004 | 0.000 | -0.001 | -8.034 | 3.000 |
Table 1: Lyapunov exponents $`\lambda _i`$ and Lyapunov dimension $`D_L`$ calculated from the vector field (Equation( 4)) for the 3D and 4D electronic neuron models. As a reminder to the reader: the sum of all Lyapunov exponents must be negative, and this is so for our results. Also, one Lyapunov exponent must be 0 as we are dealing with a differential equation.
## III Analog Implementation of the ENs
We designed and built an analog electronic circuit which integrates Equation (4). We chose to build an analog device instead of using numerical integration of the mathematical model on the CPU of a PC or on a DSP board because digital integration of these equations is a slow procedure associated with the three different time scales in the model. Furthermore, a digital version of an EN requires digital to analog and analog to digital converters to connect the model to biological cells. Analog circuits are small, simple and inexpensive devices; it is easy to connect them to a biological cell, as we discuss below (see also ). In a practical sense nearly an unlimited number of them can work together in real-time experiments. Finally, looking ahead to the construction of real-time networks of large number of these neurons, analog implementation is a necessity.
The block diagram of the analog circuit we use to represent the three dimensional and the four dimensional ENs is shown in Figure (2). It includes four integrators indicated by $`𝑑t`$, two multipliers, two adders, and two inverters. We used off-the-shelf general purpose operational amplifiers, National Instruments Model TL082, to build the integrators, adder and inverter and used Analog Devices Model AD633 as analog multipliers. The integrator at the top of the diagram receives all components of $`\frac{dx(t)}{dt}`$, e.g. $`ay(t)`$, $`bx(t)^3`$, etc. It has an additional input (called $`in`$) which can be used for connections with other circuits or neurons. The integrators invert the sign of their input, so the output signal will be $`x(t)`$ multiplied by a time constant $`\tau `$ chosen to make the EN oscillate on the same time scale as the biological neurons. The signal $`x(t)`$ is used to generate the nonlinear functions $`x^2(t)`$ and $`x^3(t)`$ and these values go to the second and third integrators. Similarly, the other integrators generate voltages proportional to $`y(t)`$, $`z(t)`$, and $`w(t)`$. A renormalization was made in the rest of the time constants in the circuit to make $`\tau =1`$. Note that this rescaling is responsible for the different amplitudes in the numerical (Figure 1) and analog (Figures 35689) experiments.
This circuit design allows us to easily switch from a three dimensional to a four dimensional model of the neuron. We can connect or disconnect one wire, indicated as point ’a’ in Figure 2, to enable or disable the circuit block shown in the rectangle with a dashed outline. In Equation(4) this corresponds to setting $`g=0`$ in the $`\frac{dy(t)}{dt}`$ equation.
The block indicated as NA in Figure 2 is an adjustable nonlinear amplifier. We use it to rescale and change the shape of the output signal $`x(t)`$. It can shrink or stretch different parts of the waveform, change the amplitude and move the trace as a whole up or down. This shape adjustment is particularly important in experiments with groups of biological and electronic neurons interconnected with each other. Living neurons, even taken from the same biological structure, may generate considerably different waveforms. The relative size of spikes and the interburst hyperpolarization is variable from cell to cell. In our circuits we can precisely adjust the waveform of the EN to be very close to that of each biological neuron in our experiments.
Another reason to use circuits with variable waveforms is that it opens up the possibility of studying how the action potential waveforms affect the interactions among the neurons, electronic and biological. Indeed, the ability to vary the details of the waveforms provides an interesting handle on design of biometric circuitry for a variety of applications.
## IV Synaptic Connections Between ENs
In living nervous systems one finds three general types of synaptic connections among neurons : ohmic electrical connections (also called gap junctions) and two types of chemical connections, excitatory and inhibitory. For our studies of the interconnections among ENs and among ENs and biological neurons , we built electronic circuits to emulate excitatory and inhibitory synaptic connections as well as the ohmic electrical connections. The STG neural circuits are dominated by inhibitory interconnections and by ohmic electrical connections. We now describe how we implemented each, and then we turn to the results of our synchronization experiments with these network connections.
### A Implementation of the Electrical Synapses
We implemented an electrical synapse between the ENs by injecting into one of the neurons ($`EN_1`$) a current proportional to the voltage difference between the two membrane potentials of the ENs and into the other neuron ($`EN_2`$) injecting the same current but with the opposite strength. The current into $`EN_1`$ is
$`I_1(t)=\frac{G_E}{470k\mathrm{\Omega }}(x_1(t)x_2(t));`$
while $`I_2(t)=I_1(t).`$
We chose the dimensionless synaptic strength $`G_E`$ in the range $`G_E[1,1].`$ Over this range we observed the effects of positive and negative electrical coupling on the spiking and bursting behavior of the ENs. We recorded the electrical voltage signals corresponding to the membrane potentials of the ENs using an analog to digital converter with a sampling rate of 5 kHz. For each value of $`G_E`$ we waited at least 40 seconds to avoid transient dynamics and then recorded a data series 20 seconds long.
Natural biological networks do not have negative conductance electrical coupling. Using an active device placed between the neurons we implemented negative electrical couplings in our experiments on two electrically coupled biological neurons as reported in . To compare the results of our work there with the properties of coupled ENs, we use negative coupling here as well.
### B Implementation of the Chemical Synapses
We first implemented mutual chemical synapses between the two ENs using analog circuitry. Here we report on results obtained by using a software implementation of the chemical synapses which allows to investigate the role of the synaptic time constant $`\tau _s`$. In the analog circuit implementation of the chemical synapses we need to replace a capacitor every time we want to change the time constant, but in the software version this time constant is just a parameter, so it is easier to study the role of these time constant in the software version. In this paper the time constant is fixed, and our observations on the role of a changing time constant will be reported in another paper. The results using a software version of the chemical synapse, and the results using our hardware version were identical.
We used the nonlinear amplifiers to reshape the signals corresponding to the membrane potential of the ENs in such a way that the new signals had amplitudes, spike/burst ratios, and voltage offsets close to the the signals generated by living neurons. With these reshaped signals we used new dynamic clamp software to generate in real time the currents corresponding to the graded chemical synapses as described the by first-order kinetics
$$I_C=213G_cS(t)(x_{\text{rev}}x_{\text{post}}),$$
(7)
and
$$(1S_{\mathrm{}})\tau _s\frac{dS(t)}{dt}=(S_{\mathrm{}}S(t))$$
(8)
where
$$S_{\mathrm{}}(x_{\text{pre}})=\mathrm{tanh}[\frac{x_{\text{pre}}x_{\text{th}}}{x_{\text{slope}}}],$$
(9)
when $`x_{\text{pre}}>x_{\text{th}}`$. Otherwise $`S_{\mathrm{}}(x_{\text{pre}})=0`$.
$`G_c`$ is the maximal synaptic conductance, $`S(t)`$, the instantaneous synaptic activation, $`S_{\mathrm{}}`$, the steady-state synaptic activation, $`x_{\text{rev}}`$, the synaptic reversal potential, and $`x_{\text{pre}}`$ and $`x_{\text{post}}`$ are the presynaptic and postsynaptic voltages respectively. $`\tau _s`$ is the synaptic time constant, $`x_{\text{th}}`$, the synaptic threshold voltage, and $`x_{\text{slope}}`$, the synaptic slope voltage.
The synaptic reversal potentials were selected so that the currents injected into the postsynaptic ENs were always negative for inhibitory synapses and positive for excitatory synapses, emulating the biological synapses . The synaptic threshold voltages were set in the middle of the amplitude of the bursts, and the synaptic slope voltage was adjusted to make the output of the hyperbolic tangent slightly saturated at the spikes. In our experiments $`G_c`$ was varied as we collected different data sets. We used standard values for the other parameters in the dynamic clamp program: $`x_{\text{rev}}=80mV`$ (inhibitory synapses) or $`x_{\text{rev}}=20mV`$ (excitatory synapses); $`\tau _s=10ms`$; $`x_{\text{th}}=50mV`$; and $`x_{\text{slope}}=10mV`$. As before we waited for at least 40 seconds after connecting the ENs with the chemical synapses before starting the recording of the 20 seconds of data from the membrane potential of the ENs.
## V Experiments
To analyze the degree of synchronization of slow bursts between two coupled neurons (electrically or chemically) we proceed in the same manner as we used for our experiments on synchronized living neurons . This was based on a method developed for the experimental studies of synchronization of chaotic oscillations in electronic circuits . We used an overlap-add method of FIR filtering with a Hamming window, and used an FFT and a cutoff frequency of 5Hz to suppress the spikes, obtaining the filtered data series $`x_i^f(t)`$; $`i=1,2`$. The synchronization of the ENs is quantified by calculating the difference $`x_d^f(t)=x_1^f(t)x_2^f(t)`$, and studying the normalized standard deviation $`\sigma _N=\sigma _{x_d^f}/\sigma _{x_1^f}`$ and the normalized maximal deviation $`\mathrm{\Delta }_N=\left|x_d^f\right|^{\mathrm{max}}/(x_1^{f,\mathrm{max}}x_1^{f,\mathrm{min}})`$ as a function of $`G_E`$ for the electrical coupling or as a function of $`G_c`$ for the chemical coupling. For notational convenience, we indicate excitatory couplings with values of $`G_c>0`$ and inhibitory couplings with values of $`G_c<0`$.
### A Isolated Neurons:
The parameters of the isolated neurons were set in the chaotic spiking-bursting regime. An example of the behavior of an isolated EN is shown in Figure 3. Note that the scale for $`x`$ is double that of the numerical simulations shown in Figure 1 because of the rescaling time constant in the analog integrator (see section III). The relative behavior of the spikes and slow oscillations can be seen in the plots of $`x_2`$ vs. $`x_1`$ (Figure 3A) and $`x_2^f`$ vs. $`x_1^f`$ (Figure 3B), respectively.
### B Electrical Coupling Between Two ENs
We began with electrical coupling between two four dimensional analog circuit models implementing Equation(4). We varied only $`G_E`$ keeping all other parameters fixed. A convenient representation of the range of behavior we observed is presented in Figure 4. Here, overlying values of $`\sigma _N(G_E)`$ and $`\mathrm{\Delta }_N(G_E)`$ we give a verbal description of the quantitative behavior of time series in each regime. To illustrate the phenomena seen in each regime $`G_E[1,1]`$ of Figure 4 we show examples of the time series for the membrane potentials $`x_1(t),x_2(t)`$ of the two neurons in Figures 5 and 6.
#### 1 Results for $`0G_E1`$
* When $`G_E0.0`$ the two neurons are uncoupled and display independent chaotic oscillations as shown in Figure 3.
* For small, positive coupling $`0.0<G_{E\text{ }}<0.2`$, regions of nearly independent chaotic spiking-bursting activity are observed as well as some regions of synchronized bursting activity as shown in Figure 5(B) where we set $`G_E=0.1`$. There is a small range of $`G_{E\text{ }}`$ $`(G_E0.05)`$ in which intermittent anti-phase bursting behavior can be found. The burst length in this case is kept nearly regular from burst to burst as shown in Figure 5(A).
* For $`0.2G_E<0.3`$ the behavior is still chaotic for the two neurons but most of the bursts are synchronized as shown in Figure 5(C) where we set $`G_E=0.2`$.
* From $`0.3G_E<0.8`$ the bursting activity becomes regular going from a region in which there is partial synchronization (spikes not synchronized), as shown in Figure 5(D) where we set $`G_E=0.3`$, to a region of total synchronization (bursts and spikes synchronized), shown in figure 5(E) where we set $`G_E=0.6`$.
* From $`0.8G_E<1.0`$ there is total synchronization in the spiking-bursting activity, and the oscillations are chaotic as shown in figure 5(F) where we set $`G_E=0.9`$.
Results for $`1G_E0`$
* For negative coupling $`G_{E\text{ }}<0`$, the oscillations are predominantly chaotic and the hyperpolarizing regions, where the membrane voltage is quite negative, of the signals are all in anti-phase. The average burst length decreases as the coupling becomes stronger as shown in Figure 6. For a small range of $`G_E`$ $`(G_E0.02)`$ very long bursts were observed as shown in Figure 6(A).
#### 2 Comparison of Coupled ENs <br>with Electrically Coupled Biological Neurons
$`\sigma _N(G_E)`$ and $`\mathrm{\Delta }_N(G_E)`$ provide quantitative measures of the synchronization between two ENs. In our report on the experimental work with two biological cells, the results for $`\sigma _N(G_E)`$ and $`\mathrm{\Delta }_N(G_E)`$ can be seen in Figure 5 of that paper. Note that, as in the case of coupled biological neurons, we have here a bifurcation between positive and negative electrical coupling. In the experimental work on electrically coupled biological neurons a value for the external coupling $`g_a200`$nS serves to null out the natural coupling of about that amount, so the figures here and in the earlier paper are to be compared by sliding $`G_E=0`$ here to $`g_a200`$nS there. Both in the biological and electronic experiments, the sharp phase transition from very small $`\sigma _N,\mathrm{\Delta }_N`$ for positive coupling to large, nearly constant values is associated with the rather rapid change from nearly and then fully synchronous behavior for positive couplings to out-of-phase oscillations for negative couplings.
The $`\sigma _N(G_E)`$ and $`\mathrm{\Delta }_N(G_E)`$ curves in the paper on coupled biological neurons shows far fewer points and consequently less detail that our curves for coupled 4D ENs. Clearly this is because of the resolution in the biological experiments and the difficulty in performing experiments at such closely chosen values of $`G_E`$. At this time the details of behavior revealed in the present experiments on ENs have not been verified in the biological setting. One should view our Figure 4 and Figure 5 of as in excellent qualitative agreement.
### C Chemical Synapses Between Two ENs
We have observed the behavior of two four dimensional ENs coupled with identical chemical synapses. Two electrical versions of chemical synapses were built with identical parameters and then used to coupled two four dimensional ENs. In the equations, Equation (8), we integrate to represent the chemical synapse, all parameters were set equal in the two connecting circuits. We then varied $`G_c`$ in each chemical synapse over the range $`0G_c200nS`$ for an excitatory synapse, namely $`x_{\text{rev}}=20mV`$, and over the range $`0G_c500nS`$ for an inhibitory synapse, namely, $`x_{\text{rev}}=80mV`$. The other parameters were held fixed at $`\tau _s=10ms,x_{\text{th}}=50mV`$, and $`x_{\text{slope}}=10mV`$. In Figure 7 we collect the statistical results, expressed in our usual quantities $`\sigma _N(G_c)`$ and $`\mathrm{\Delta }_N(G_c)`$, for both excitatory and inhibitory synaptic connections. Negative values of $`G_c`$ represent inhibitory connections. This, perhaps apparently peculiar, method of presentation allows us to see immediately the relationship between excitatory and inhibitory interconnections. As earlier with electrical couplings we provide a verbal description of each region of behavior over the whole range of $`G_c`$. We show examples of the time series for the membrane potential $`x`$ of the two neurons in Figure 8 and Figure 9.
#### 1 Excitatory Chemical Synapses
When coupled with implementations of excitatory chemical synapses the ENs displayed the following behaviors:
* When $`G_c0nS`$ the two neurons are uncoupled and display independent chaotic oscillations as shown in Figure 3.
* For positive coupling $`0<G_c<100nS`$ a transition from the chaotic behavior to regular spiking/bursting is observed. For small coupling the independent chaotic spiking/bursting activity of the uncoupled neurons is replaced by a behavior in which most of the bursts are synchronized, but the oscillations are still chaotic as shown in Figure 8(A) for $`G_c=10nS`$. As $`G_c`$ is increased all the bursts become synchronized, and the activity becomes periodic as shown in Figure 8(B) for $`G_c=100nS`$.
* For $`G_c>100nS`$ the bursts remain synchronized and get longer, but there are no longer any spikes during the bursts as shown in Figure 8(C) for $`G_c=200nS`$.
#### 2 Inhibitory Chemical Synapses
Finally we report on our experiments with an electronic version of an inhibitory chemical synapse. This inhibitory synaptic coupling occurs in the lobster pyloric CPG as well as many other CPGs, and we have suggested that inhibitory chemical coupling will lead to regularization of the chaotic oscillations of the individual neurons.
* For small $`G_c`$ the oscillations are still chaotic, but all of the hyperpolarizing regions of the membrane voltages are in anti-phase as shown in Figure 9(A) for $`G_c=8nS`$.
* When $`G_C20nS`$ the oscillations become periodic, and all the hyperpolarizing regions are in out-of-phase as shown in Figure 9(B).
* For $`25nSG_c<50nS`$ the out-of-phase behavior of the hyperpolarizing regions remains, but the oscillations are chaotic again as shown in Figure 9(C) for $`G_c=25nS`$.
* For $`50nSG_c<150nS`$ the oscillations regularize again, and the behavior is periodic with out-of-phase bursting as shown in Figure 9(D) for $`G_c=50nS`$ and in Figure 9(E) for $`G_c=100nS`$.
* For $`G_c>150nS`$ the oscillations are chaotic and long out-of-phase bursts are observed as shown in Figure 9(F) for $`G_c=300nS`$.
The only experiments we know which relate to these observations on two chemically coupled ENs are not a precise match, but bear noting. R. Elson has isolated a pair of LP and PD neurons from the lobster Pyloric CPG; these have mutual inhibitory coupling. Elson varied the strength of the chemical coupling using neuromodulators and making measurements at four values of $`G_c`$ over a nominal rage of 20 nS to 60 nS. He observed only the behavior reported in the penultimate item of our experiments on inhibitory coupling. Unfortunately, control of the identity of the mutual inhibitory couplings was not possible, nor was it possible for us to directly compare the calibration of Elson’s indication of the magnitude of $`G_c`$ with our own choices in using ENs. To date then, we have no direct laboratory evidence on synchronization of biological neurons mutually coupled with chemical synapses. This is in contrast to our observations on electrically coupled biological neurons . This represents an interesting opportunity for biological experiments which may be directly compared to our results using ENs.
### D Coupling Between Electronic and Living Neurons
We have previously reported experiments on replacing the AB neuron from the Pyloric CPG in its interaction with an isolated pair of PD neurons with a three dimensional EN . For completeness in light of the work reported in this paper, we carried out an experiment in which one of our four dimensional neurons was coupled bidirectionally to one of the PD neurons in the AB/PD pacemaker group of the Pyloric CPG. The full description of the methods used in the biological preparation will appear elsewhere , but here we quite briefly summarize those points important to the main thrusts of this article.
These experiments were carried out on one of the two pyloric dilator (PD) neurons from the pyloric central pattern generator (CPG) of the lobster stomatogastric ganglion (STG) . The STG of the California spiny lobster, Panulirus interruptus, was removed using standard procedures and pinned out in a dish lined with silicone elastomer and filled with normal lobster saline. The STG was isolated from its associated anterior ganglia, which provide activating inputs, by cutting the stomatogastric nerve. Two glass microelectrodes were inserted in the soma of the PD neuron: one for intracellular voltage recording and another one for current injection. The voltage signals were digitized at 10000 samples/sec. The two PD neurons remained coupled to each other and to the autonomously bursting interneuron (AB) by their natural electrical synapses, but were isolated from the rest of the CPG by blocking chemical input synapses with picrotoxin $`(7.5\mu M)`$. The artificial electrical coupling was provided by injecting in the EN and in the PD opposite currents. More details of the experimental setup can be found in . The membrane voltage of the EN was reshaped to make its amplitude ratio in spiking/bursting mode, its total amplitude and its voltage offset similar to those of the PD neuron. Only electrical coupling, positive and negative, is reported here.
We connected the neurons with the analog electrical synapse and observed their spiking-bursting behavior as shown in Figure 10. When uncoupled, the neurons had independent spiking/bursting activity as shown in Figure 10(B). For large enough negative coupling the neurons are synchronized and fire out-of-phase as shown in Figure 10(A). For positive coupling the neurons show synchronized bursting activity as shown in Figure 10(C). For this value of $`G_E`$ the bursts are synchronized but not the spikes.
This result is in agreement with the experiments made with a pair of electrically coupled ENs, as we discussed above, as well as for a pair of living STG neurons .
## VI Discussion
The ENs described in this paper are simple analog circuits which integrate four dimensional differential equations representing fast and slow subcellular processes that give rise to the characteristic spiking and spiking-bursting behavior of CPG neurons. The single neurons can be easily set into a chaotic regime that reproduces the irregular firing patterns observed in biological neurons when isolated from the rest of the CPG. This study comprises: (a) two electrically coupled ENs and (b) two ENs connected with excitatory and inhibitory chemical synapses. These two types of connections exist in almost all known CPGs. The range of observations summarized in Figures 4 and 7 shows the rich behavior and complexity of these minimal network configurations. It indicates how small changes in the coupling conductance can drive the cells into completely different regimes. In particular, some of our experiments predict the appearance of chaotic out-of-phase synchronization for different coupling configurations. These results are displayed in Figures 6C and 9F. In general, the experiments with the ENs contribute directly to our understanding of the origin of regularization of individually chaotic neurons through cooperative activity.
How complicated should one require a model neuron to be? In our view the answer depends on the neural function one wishes to represent. The analysis of the electrical activity of isolated neurons from the lobster Pyloric CPG indicates that the number of active degrees of freedom is not very large, ranging from three to five in various environments, and this suggests a very simple representation in terms of dynamical equations. Our analysis of much richer Hodgkin-Huxley models of these individual neural oscillators also indicates that in the regime of biological operation, the number of active degrees of freedom is equally small. On this basis we developed the Hindmarsh-Rose type models of these neurons both in numerical simulation and in analog electrical circuitry.
This paper has moved that inquiry about the complexity of representation for the components of a biologically realistic neural network to another level. Here we have investigated whether the simplified neural models, when coupled together in small networks, but in biologically realistic manners, can reproduce our observations biological neurons alone. The striking result of the observations presented here, when the experimental setup matches that of the biological networks, is that the observed behavior of the ENs also matches. Further, using our ENs, we are able to make distinct predictions about the behavior of biological or hybrid (biological and EN) networks in settings not yet investigated.
Our experiments on coupled biological neurons and ENs provide further ground for testing the validity of numerical and electronic models of individual neural behavior as well as presenting interesting new examples of coupled nonlinear oscillators. Hybrid circuits with biological and electronic neurons coupled together are a powerful mechanism to understand the modes of operation of CPGs. The hybrid system constitutes an easy way to change the connectivity and global topology of the CPG. The roles of intrinsic dynamics of the neurons and the synaptic properties of the network in rhythm generation can be easily studied with these hybrid configurations ).
There are previous efforts studying electronic neurons alone and in conjunction with biological neurons. An early example is the work of Yarom where a network of four oscillators, realized as an analog circuit, was interfaced with an olivary neuron in a slice preparation. Yarom studied the response of the olivary neuron when it received oscillating electrical input from the network. There was no feedback from the biological neuron to the network he constructed. Le Masson, et al developed a digital version of a neuron comprising a Hodgkin-Huxley (HH) model of various pyloric CPG neurons with three compartments and eight different ion channels which ran on a DSP board located on the bus of a personal computer. They connected this model into a variety of different configurations of subcircuits of the pyloric CPG replacing at various times the LP, a PD or a PY neuron. Using this ‘hybrid’ setup they verified that many aspects of the pyloric rhythm are accurately reproduced when their DSP based neuron replaces one of the biological neurons in their system. In subsequent work , this group has developed VLSI devices for integrating the HH models and has utilized them in mixed circuits (ENs and biological neurons), replacing the DSP version of the conductance models in their biological preparations. The complexity of these ENs has not been needed in our modeling nor in the further experiments on their interaction with each other as reported here. We have not found any reports in the literature on the mutual interaction of these analog VLSI neural circuits.
There are two interesting directions to which the results reported here may point:
* (1) biologically realistic neural networks of much greater size than the elementary ones investigated here may be efficiently investigated numerically or in analog circuitry using the realistic, but simple HR type models. The integration of the model equations is no challenge to easily available computing power and large networks should be amenable to investigation and analysis.
* (2) The networks investigated here are subcircuits of a biological circuit of about fifteen neurons which has the functional role of a control system: commands are presented from other ganglia of the lobster and this Pyloric circuit must express voltage activity to the muscles to operate a pump for shredded food passing from the stomach to the digestive system. Many other functions are asked of biological neural networks. Using the full richness of HH models for the component neurons may seem attractive at one level, but the results presented here suggest that many interesting questions may be asked of those networks using the simplified component neurons studied here.
## Acknowledgements
R.D. Pinto was supported by the Brazilian Agency Fundação de Amparo à Pesquisa do Estado de São Paulo - FAPESP. PV acknowledges support from MEC. Partial support for this work came from the U.S Department of Energy, Office of Science, under grants DE-FG03-90ER14138 and DE-FG03-96ER14592. We also acknowledge the many conversations we have had with Ramon Huerta, Rob Elson and Allen Selverston on the dynamics of CPG neurons. |
warning/0001/hep-ph0001247.html | ar5iv | text | # TEV GRAVITY AND KALUZA-KLEIN EXCITATIONS IN 𝑒⁺𝑒⁻ AND 𝑒⁻𝑒⁻ COLLISIONS aafootnote aTo appear in the Proceedings of the 3^{nd} International Workshop on e⁻e⁻ Interactions at TeV Energies, Santa Cruz, CA, 10-12 December 1999
## 1 Introduction
The exciting possibility that the gravity may become strong at the TeV scale due to the existence of extra dimensions offers some hope of solving the hierarchy problem. In this talk we review some of the experimental signatures for two such theories at $`e^\pm e^{}`$ colliders. As we will see the predictions of these models are quite distinct but, in either case, lepton colliders will play a significant role in probing their detailed structure.
## 2 The ADD Model
In the model of Arkani-Hamed, Dimopoulos and Dvali(ADD) $`^\mathrm{?}`$, gravity is allowed to live in $`n`$ ‘large’ extra dimensions, i.e., ‘the bulk’, while the Standard Model(SM) fields lie on a 3-D surface or brane, ‘the wall’. Gravity then becomes strong in the full $`4+n`$-dimensional space at a scale $`M_s`$ a few TeV which is far below the conventional Planck scale, $`M_{pl}10^{19}`$ GeV. The scales $`M_s`$ and $`M_{pl}`$ are simply related via Gauss’ Law: $`M_{pl}^2=V_nM_s^{n+2}`$, with $`V_n`$ being the volume of the compactified extra dimensions. For $`n`$ extra dimensions of the same size, $`V_nR^n`$ and one finds that $`R10^{30/n19}`$ meters assuming $`M_s1`$ TeV. Note that for separations between two masses less than $`R`$ the gravitational force law becomes $`1/r^{2+n}`$. For $`n=1`$, $`R10^{11}`$ meters and is thus excluded, but, for $`n=2`$ one obtains $`R0.1`$ mm, which is at the edge of the sensitivity for existing experiments $`^\mathrm{?}`$. Astrophysics $`^\mathrm{?}`$ requires that $`M_s>110`$ TeV for $`n=2`$ but only $``$ a few TeV for $`n>2`$. The Feynman rules for this scenario can be found in Ref. $`^\mathrm{?}`$. Upon compactification, one finds that all of the members of the Kaluza-Klein(KK) tower of gravitons couples exactly as does the zero mode.
Outside of table top experiments that probe Newtonian gravity at short distances and astrophysics, the two ways of probing this scenario at colliders are via the emission of KK towers of gravitons in scattering processes or through the exchange of KK graviton towers between SM fields $`^\mathrm{?}`$, with which we will be interested here. The virtual exchange of graviton towers either leads to modifications in SM cross sections and asymmetries or to new processes not allowed in the SM at the tree level. In the case of exchange the amplitude is proportional to the sum over the propagators of the entire KK tower which naively diverges when $`n>1`$. This summation can either be regulated by a brute force cut-off, by the tension of the 3-brane $`^\mathrm{?}`$, or through the finite extent of the SM fermion wave functions in the additional dimensions $`^\mathrm{?}`$. The differential cross sections then become relatively $`n`$ insensitive functions of the effective cut-off scale, which we will here call $`M_H`$ $`^\mathrm{?}`$, and the overall sign of the dimension-8 operator induced by the KK tower, $`\lambda `$. We expect that $`M_H`$ and the scale $`M_s`$ are qualitatively similar, being exact equal in the case of a very stiff brane. In this virtual exchange, all of the gravitons act coherently and, due to their relatively tiny mass splittings, sum to a result which is only $`M_H1`$ TeV suppressed instead of Planck mass suppressed. Individual resonances associated with a given graviton exchange are smeared out and are not observable. A characteristic feature in all cases is the rapid growth with energy of the graviton contribution to the amplitude; relative to the pure SM, interference terms go as $`s^2/M_H^4`$ whereas the pure gravity terms behave as $`s^4/M_H^8`$. Thus we expect these KK contributions to cross section amplitudes to turn on rather rapidly.
In $`e^+e^{}`$ collisions, as first shown by Hewett $`^\mathrm{?}`$, due to the spin-2 nature of the gravitons in the tower, angular distributions (and polarization asymmetries) become particularly sensitive probes of this scenario. For example, the differential cross section for the process $`e^+e^{}f\overline{f}`$ now contains both cubic as well as quartic terms in $`\mathrm{cos}\theta `$ and is shown in Fig.1 for $`f=b`$ at LEP II energies. In all such processes the interference between the SM and graviton KK tower exchanges is found to vanish when all angles are integrated over thus emphasizing the importance of examining differential distributions when trying to constrain $`M_H`$. Hewett also showed that the nature of the spin-2 graviton indirect exchange is sufficiently unique as to be easily distinguishable from other forms of new physics such as a $`Z^{}`$ for values of $`M_H`$ almost up to the search reach.
One can perform a combined fit for $`M_H`$ by employing the angular distributions and polarization asymmetries of all kinematically accessible $`f\overline{f}`$ final states, as well as the polarization of the $`\tau `$, to obtain a potential search reach for a linear collider with the results as shown in Fig.2. We see that the reach from such a combined channel analysis of this type is of order $`M_H67\sqrt{s}`$. Similar analyses can be performed for both Bhabha and Moller scattering but here one finds that systematic errors tend to dominate at large luminosities and, with only one channel each, these processes do not provide as good a sensitivity to $`M_H`$ as does the combined fit.
$`e^+e^{}`$ annihilation into gauge boson pairs also can provide reasonable sensitivity to $`M_H`$ as shown in Fig.3; as can be seen the KK towers do not lead to any appreciable modification of the $`\gamma \gamma ,ZZ`$ angular distribution or in their total cross sections. We estimate that a combined fit to $`f\overline{f}`$ and gauge boson pair final states may have a reach as high as $`M_H\mathrm{sin}910\sqrt{s}`$.
We also note briefly in passing that graviton exchange can lead to new processes which are forbidden at the tree level in the SM. A good example of this is $`e^+e^{}2H`$ where $`H`$ is the SM or any one of the neutral MSSM Higgs bosons. The rate for such processes has been shown to be potentially significant$`^\mathrm{?}`$ at linear colliders.
Table 1 provides a useful comparison of the various collider’s capabilities to probe the value of $`M_H`$ by employing a number of different processes. Note that the process $`\gamma \gamma W^+W^{}`$ has the greatest reach of those so far examined.
## 3 The RS Model
Randall and Sundrum(RS)$`^\mathrm{?}`$ have proposed a new scenario wherein the hierarchy is generated by an exponential function of the compactification radius, called a warp factor. Unlike the ADD model, they assume a 5-dimensional non-factorizable geometry, based on a slice of $`AdS_5`$ spacetime. Two 3-branes, one being ‘visible’ with the other being ‘hidden’, with opposite tensions rigidly reside at $`S_1/Z_2`$ orbifold fixed points, taken to be $`\varphi =0,\pi `$, where $`\varphi `$ is the angular coordinate parameterizing the extra dimension. It is assumed that the extra-dimensional bulk is only populated by gravity and that the SM lies on the brane with negative tension. The solution to Einstein’s equations for this configuration, maintaining 4-dimensional Poincare invariance, is given by the 5-dimensional metric $`ds^2=e^{2\sigma (\varphi )}\eta _{\mu \nu }dx^\mu dx^\nu +r_c^2d\varphi ^2`$, where the Greek indices run over ordinary 4-dimensional spacetime, $`\sigma (\varphi )=kr_c|\varphi |`$ with $`r_c`$ being the compactification radius of the extra dimension, and $`0|\varphi |\pi `$. Here $`k`$ is a scale of order the Planck mass and relates the 5-dimensional Planck scale $`M`$ to the cosmological constant. Examination of the action in the 4-dimensional effective theory in the RS scenario yields the relationship $`\overline{M}_{Pl}^2=M^3/k`$ for the reduced effective 4-D Planck scale.
Assuming that we live on the 3-brane located at $`|\varphi |=\pi `$, it is found that a field on this brane with the fundamental mass parameter $`m_0`$ will appear to have the physical mass $`m=e^{kr_c\pi }m_0`$. TeV scales are thus generated from fundamental scales of order $`\overline{M}_{Pl}`$ via a geometrical exponential factor and the observed scale hierarchy is reproduced if $`kr_c1112`$. Hence, due to the exponential nature of the warp factor, no additional large hierarchies are generated.
Recent analyses$`^\mathrm{?}`$ examined the phenomenological implications and constraints on the RS model that arise from the exchange of weak scale towers of gravitons. There it was shown that the masses of the KK graviton states lie at the weak scale are given by $`m_n=kx_ne^{kr_c\pi }`$ where $`x_n`$ are the roots of $`J_1(x_n)=0`$, the ordinary Bessel function of order 1. It is important to note that these roots are not equally spaced, in contrast to most KK models with one extra dimension, due to the non-factorizable metric. This is an important phenomenological distinction. Expanding the graviton field into the KK states one finds the interaction
$$=\frac{1}{\overline{M}_{Pl}}T^{\alpha \beta }(x)h_{\alpha \beta }^{(0)}(x)\frac{1}{\mathrm{\Lambda }_\pi }T^{\alpha \beta }(x)\underset{n=1}{\overset{\mathrm{}}{}}h_{\alpha \beta }^{(n)}(x).$$
(1)
Here, $`T^{\alpha \beta }`$ is the stress energy tensor on the brane and we see that the zero mode separates from the sum and couples with the usual 4-dimensional strength, $`\overline{M}_{Pl}^1`$; however, all the massive KK states are only suppressed by $`\mathrm{\Lambda }_\pi ^1`$, where we find that $`\mathrm{\Lambda }_\pi =e^{kr_c\pi }\overline{M}_{Pl}`$, which is of order the weak scale. This implies that the tower of weak scale gravitons also couple with weak strength and so may have important phenomenological impact. In particular, the KK gravitons may now appear as $`s`$channel resonances in a large number of processes. Unfortunately, no resonances occur in the $`e^{}e^{}`$ channel; there the physics of the ADD and RS models will appear to be quite similar in character.
The RS model has essentially 2 free parameters which we can take to be the mass of the first KK graviton mode and the ratio $`c=k/\overline{M}_{Pl}`$; the later quantity is restricted to be less than $`0.1`$ to maintain the self-consistency of the scenario (to prevent a radius of curvature smaller than the Planck scale in 5 dimensions) and if it is taken too small another hierarchy is formed so that very small values must also be avoided. The present and future bounds on the parameters of this model can be found in Ref. $`^\mathrm{?}`$ assuming no signal is observed. Fig. 4 shows the cross section and $`A_{FB}`$ for the process $`e^+e^{}\mu ^+\mu ^{}`$ as a function of $`\sqrt{s}`$ in the presence of KK graviton resonances for several values of the parameter $`c`$ in the range 0.01-1. Note that the width of the resonance grows quadratically with the value $`c`$; for fixed $`c`$ the width increases with the third power of the KK resonance mass. Sitting on any one of these KK resonances, in the case of small values of $`c`$, will immediately reveal the unique quartic angular distribution corresponding to spin-2 graviton exchange, e.g., for the case of fermions in the final state one obtains a decay distribution $`13\mathrm{cos}^2\theta +4\mathrm{cos}^4\theta `$. The branching fractions of these KK states are also quite distinctive as is shown in Fig.5.
From the above discussion it is clear that lepton colliders provide an excellent means to probe new theories of gravity.
## References |
warning/0001/nucl-th0001039.html | ar5iv | text | # Symmetry Breaking by Proton-Neutron Pairing
## I Introduction
The understanding of the proton-neutron pair-correlations is one of the major goals of the spectroscopy of nuclei with $`NZ`$. The progress in sensitivity achieved with the large $`\gamma `$-ray detector arrays combined with mass seperators permits us to do detailed spectroscopy in the mass 80 and 50 regions. The advent of radioactive beams will hopefully allow us to study even heavier $`NZ`$ nuclei. These experimental opportunities revived the theoretical activities devoted to the study of the proton-neutron pairing. <sup>*</sup><sup>*</sup>*See A. Goodman’s contribution to this meeting and , which give an overview of the relevant literature. What are the consequences of proton-neutron pairing for the excitation spectra? This is an important question, because the excitation spectra and in particular rotational bands are the information that come from $`\gamma `$ spectroscopy. In this lecture we shall address a more specific question: What are the consequences of the proton-neutron pair-field for the rotational spectra? The restriction to the pair-field has the advantage that its symmetries show up directly in the spectra, which are qualitatively different for the various symmetry types.
## II The pair-field
The pair-field appears when the mean-field approximation is applied, which results in the Hartree-Fock-Bogolubov (HFB) equations
$$^{}\left(\begin{array}{c}U\\ V\end{array}\right)=e_i^{}\left(\begin{array}{c}U\\ V\end{array}\right),$$
(1)
where
$`^{}=`$ $`\left(\begin{array}{ccc}h_{ij}^{}+\mathrm{\Gamma }_{ij}& (\lambda +\lambda _\tau \tau _i)\delta _{ij}& \mathrm{\Delta }_{ij}\\ \mathrm{\Delta }_{ij}^{}& h_{ij}^{}\mathrm{\Gamma }_{ij}& +(\lambda +\lambda _\tau \tau _i)\delta _{ij}\end{array}\right),`$ (4)
$`\mathrm{\Gamma }_{ij}=`$ $`{\displaystyle \underset{kl}{}}ik|v_a|jl\rho _{lk},`$ (5)
$`\mathrm{\Delta }_{ij}=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{kl}{}}ij|v_a|kl\kappa _{kl},`$ (6)
$`\rho =`$ $`V^{}V^T,`$ (7)
$`\kappa =`$ $`V^{}U^T.`$ (8)
The quantities in the brackets $`v_a`$ in (5) and (6) are the antisymmetric uncoupled matrix elements of the interaction. In Eq. (4), we have introduced the isospin label $`\tau =1,1`$ for neutrons and protons, respectively and rearranged the chemical potentials $`\lambda _n`$ and $`\lambda _p`$ which constrain $`N`$ and $`Z`$ into $`\lambda =(\lambda _n+\lambda _p)/2`$ and $`\lambda _\tau =\lambda _n\lambda _p`$ which fix mass $`A`$ and the isospin projection $`T_z`$, respectively. The HFB solutions are obtained by solving the equations (1) -(8) self-consistently.
The pairs of states $`\{ij\}`$ that define the pair-field (6) can be rewritten in a coupled representation as $`\{t,t_z,i,j\}`$, which explicitly indicates the isospin $`t`$ and $`t_z`$ and $`i,j`$ denote all quantum numbers except the isospin. If $`t=0`$, the pair-field is an isoscalar and for $`(t=1,t_z)`$ it is an isovector. The proton-proton (pp) pair-field has $`(t=1,t_z=1)`$ and the neutron-neutron (nn) has $`(t=1,t_z=1)`$. There are two proton-neutron (pn) pair-fields with $`(t=1,t_z=0)`$ and $`(t=0,t_z=0)`$. We use the lower case letters $`t`$ and $`t_z`$ for the isospin of the pair-field in order to avoid confusion with the isospin of the states, which we denote by $`T`$ and $`T_z`$. Let us restrict to the simple case of one $`j`$-shell, for which the symmetries become most obvious. The generalization to many $`j`$-shells is straight forward. Then the field is specified by $`i,j=J,M`$, where $`J,M`$ label the angular momentum of the pair. Anti-symmetry implies that for $`t=1`$ the angular momentum $`J`$ is even and for $`t=0`$ it is odd. The monopole $`t=1,J=0`$ and the dipole $`t=0,J=1`$ are the most important pair-fields because they have the largest matrix elements for a short range interaction as well as a sufficient number of states available to built up correlations. The $`t=0,J=2j`$ field has also a large matrix element but there is only one such state in the $`j`$-shell. It may built up correlations in the space of many $`j`$-shells. Since its symmetries are the same as for the $`J=1`$ field, we shall not consider it further.
In the following we assume that the pair-field is either $`t=1,J=0`$ or $`t=0,J=1`$. This is the most common solution of the HFB equations. But coexistence of $`t=1`$ and $`t=0`$ fields is possible, as demonstrated by A. Goodman .
## III The $`t=1`$ pair-field
We shall proceed with the assumption that for $`40<A<80`$ the $`NZ`$ nuclei have a $`t=1`$ pair-field at low spin. This assumption is supported by the experiments with two-particle transfer reactions on these nuclei. As reviewed by Bes, Broglia, Hansen and Nathan , the observed cross section can be very convincingly be interpreted in terms of a $`t=1`$ pair-field. A dynamic picture of the field is used and multi-boson excitations are considered. We shall stay within the static HFB approach and consider the consequences of the $`t=1`$ pair-field for the energy spectra. The following discussion is based on the material in ref..
The pair-potential $`\mathrm{\Delta }`$ has the same symmetries as the pairing-tensor $`\kappa `$, because the interaction is an invariant with respect to the symmetry operations. For $`t=1`$ monopole pairing we have
$`\stackrel{}{\kappa }={\displaystyle \underset{m}{}}j,m,j,m|00`$ (9)
$`\times \left(\begin{array}{c}c_{jm,n}^+c_{jm,n}^+\\ \frac{1}{\sqrt{2}}c_{jm,n}^+c_{jm,p}^++c_{jm,p}^+c_{jm,n}^+\\ c_{jm,p}^+c_{jm,p}^+\end{array}\right)`$ $`\begin{array}{c}t_z=1\\ t_z=0\\ t_z=1\end{array}.`$ (16)
It is a vector in isospace in spherical representation. The pair-potential $`\stackrel{}{\mathrm{\Delta }}`$ can be written in an analogous way. The original two-body Hamiltonian conserves the isospin (we neglect the Coulomb interaction). It is a scalar with respect to rotations in isospace. We consider the case $`N=Z`$. Then $`\lambda _\tau =0`$. The mean field Routhian $`^{}`$ (cf. (4)) consists of isoscalar terms, except the pair-potential, which is an isovector. Therefore, it breaks the isospin symmetry spontaneously A discussion of the concept of spontaneous symmetry breaking is given in .
### A Spontaneous breaking of the isospin symmetry by the $`t=1`$ pair-field
Before discussing the breaking of the symmetry by the isovector pair-field, it is useful to state the familiar case of spontaneous breaking of the spatial isotropy by a mean-field solution with a deformed density distribution (c.f. ref.). Since the two-body Hamiltonian is isotropic, this symmetry is broken spontaneously. There is a family of mean-field solutions with the same energy which correspond to different orientations of the density distribution. All represent one and the same intrinsic quasiparticle configuration, which is not an eigenfunction of the total angular momentum. Any of these solutions can be chosen as the intrinsic state. The principal axes of its density distribution define the body-fixed coordinate system. The states of good angular-momentum are superpositions of these states of different orientation, the weight being given by the Wigner $`D`$-functions. Thus, the relative importance of the different orientations is fixed by restoring the angular-momentum symmetry. At the simplest level of the cranking model, which is valid for sufficiently strong symmetry breaking, the energy of the good angular-momentum state is given by the mean-field value.
Let us now consider a $`t=1`$ HFB solution found for the $`N=Z`$ system. The $`t=1`$ pair-field $`\stackrel{}{\mathrm{\Delta }}`$ is a vector that points in a certain direction in isospace, breaking the isospin symmetry. Since the two-body Hamiltonian is isospin invariant, the symmetry is a spontaneously broken and all orientations of the isovector pair-field :
$`\mathrm{\Delta }_{J,M,t=1,t_z=\pm 1}=\mathrm{\Delta }_{J,M,t=1}\mathrm{sin}\theta \mathrm{exp}i\varphi /\sqrt{2}`$ (17)
$`\mathrm{\Delta }_{J,M,t=1,t_z=0}=\mathrm{\Delta }_{J,M,t=1}\mathrm{cos}\theta `$ (18)
are equivalent. Fig. 1 illustrates this family of HFB solutions, the energy of which does not depend on the orientation of the pair-field. In particular, the cases of a pure pn- field ( z-axis) and pure pp- and nn-pair-fields ( y-axis) represent the same intrinsic state. Hence, at the mean-field level the ratio between the strengths of pp-, nn- and pn- pair-fields is given by the orientation of the pair-field, which is not determined by the HFB procedure. The relative strengths of the three types of pair-correlations becomes only definite when the isospin symmetry is restored. The symmetry breaking by the isovector pair-field has been discussed before in , where references to earlier work can be found.
The most simple way to restore the symmetry is the above discussed rotor limit, which assumes that the rotation is slow as compared with the intrinsic motion. For the isospace it was discussed in . In essence it amounts to pick one of the orientations of $`\stackrel{}{\mathrm{\Delta }}`$ and call this the intrinsic state. The direction of the y-axis, corresponding to $`\mathrm{\Delta }_{np}=0`$, is particular useful, as will be discussed below. The symmetry conserving wavefunction is a product of this intrinsic state and Wigner $`D`$-function, which is the probability amplitude of the different orientations of the intrinsic state in isospin. For $`T=0`$ states it is a constant. All orientations of $`\stackrel{}{\mathrm{\Delta }}`$ are equally probable, corresponding to an equal amount of pn-, pp- and nn- correlation energy. In this way the pn- pair-field reappears via restoration of the isospin symmetry, although the intrinsic state has only the pp- andd nn- pair-fields. For states $`T_z=T`$, the $`D`$-function becomes more and more peaked in the y-direction, i. e. with increasing $`T`$ the orientations with $`\mathrm{\Delta }_{pn}0`$ become less and less probable.
This simple pair-rotational scheme is completely analogous to the familiar rotational bands. The intrinsic excitations represent the $`T=0`$ states. The energies of states with larger isospin are
$$E(T)=E(T=0)+\frac{T(T+1)}{2𝒥_T}.$$
(19)
The moment of inertia for the isorotation can be calculated by means of the cranking procedure. One solves the HFB eqs. for a finite ”frequency” $`\lambda _\tau `$ and calculates
$$𝒥_T=\frac{T_z}{\lambda _\tau }.$$
(20)
The moment of inertia is approximately proportional to the level density at the Fermi surface. Realistic interactions or shell model potentials are tuned such that the experimental level density is well reproduced. Hence, the pair-rotational energy, which is a combination of symmetry and the Wigner terms of the binding energy, is expected to be reproduced well.
### B Intrinsic excitations
Like in the case of spatial rotation, the intrinsic excitations are constructed from the quasi particles (qps) belonging to one of the orientations of pair-field. We choose the y-direction, $`\mathrm{\Delta }_{nn}=\mathrm{\Delta }_{pp},\mathrm{\Delta }_{np}=0`$. This is a particularly convenient choice because it permits to reduce the construction of the qp excitation spectrum to the familiar case with no pn-pairing . The choice of the qp operators is not unique . We choose them to be pure quasi neutrons or quasi protons and denote their creation operators by $`\beta _{t_z,k}^+`$, where $`t_z`$ indicates the isospin projection. They are pairwise degenerate, i.e. the qp Routhians $`e^{}(\omega )_{\frac{1}{2},k}=e^{}(\omega )_{\frac{1}{2},k}`$ are equal. Our choice of the orientation of the intrinsic state has the advantage that its symmetries become obvious. Since
$$[e^{i\pi Z},^{}]=[e^{i\pi N},^{}]=0,$$
(21)
proton and neutron number parities are conserved. That is states with even or odd $`N`$ are different quasi neutron configurations and states with even or odd $`Z`$ are different quasi proton configurations . The HFB vacuum state has $`N`$ and $`Z`$ even: Configurations with an odd or even number of quasi neutrons belong to the odd or even $`N`$, respectively, and the same holds for the protons. In particular, the lowest $`T=0`$ state in odd-odd $`N=Z`$ nuclei is a two-qp excitation and different from the ground state of its even-even neighbor, which is the vacuum.
However, not all qp configurations are permitted. If $`\lambda _\tau =0`$, the qp Routhian commutes with $`T_y`$
$$[T_y,^{}]=0$$
(22)
This implies that the qp configurations have $`T_y`$ as a good quantum number. Since $`TT_y`$, only configurations with $`T_y=0`$ are permitted. The detailed discussion of this restriction can be found in .
### C Comparison with the exact shell model solutions
As a study case, we used the deformed shell model Hamiltonian which consists of a cranked deformed one-body term, $`h^{}`$ and a scalar two-body delta-interaction . The one-body term is the familiar cranked-Nilsson mean-field potential which takes into account of the long-range part of the nucleon-nucleon interaction. The residual short-range interaction is specified by the delta-interaction,
$$H^{}=h^{}g\delta (\widehat{r}_1\widehat{r}_2)$$
(23)
where,
$$h^{}=4\kappa \sqrt{\frac{4\pi }{5}}Y_{20}\omega J_x$$
(24)
We use $`G=gR_{nl}r^2𝑑r`$ as our energy unit and the deformation energy $`\kappa `$ and is related to the deformation parameter $`\beta `$. We have diagonalized the Hamiltonian (23) exactly for neutrons and protons in the $`f_{7/2}`$ shell, for which $`\kappa `$=1.75 approximately corresponds to $`\beta =0.16`$. In addition to its invariance with respect to rotations in isospace (1) is invariant with respect to $`_x(\pi )`$, a spatial rotation about the x-axis by an angle of $`\pi `$. As a consequence, the signature $`\alpha `$ is a good quantum number , which implies that the shell model solutions represent states with the angular momentum $`I=\alpha +2n`$, $`n`$ integer.
The exact energies obtained by diagonalizing the shell model Hamiltonian (23) for $`(Z+N=3+3)`$ particles in the $`f_{7/2}`$ shell are shown in the upper panel of figs. 2. The states are classified with respect to the isospin and the signature.
We have solved the HFB equations self-consistently for (4+4) at $`\omega =0`$. The solution is a $`t=1`$ pair-field. In order to construct mean field solutions for finite frequency we adopted the Cranked Shell Model (CSM) approach . The fields $`\mathrm{\Gamma }`$ and $`\mathrm{\Delta }_{nn}=\mathrm{\Delta }_{pp}`$ determined for $`\omega =0`$ are kept fixed for all other values of $`\omega `$. They are also used to describe the (3+3) and (3+4) systems, for which only $`\lambda `$ and $`\lambda _\tau `$ are adjusted to have $`N=N`$ and $`Z=Z`$ at $`\omega =0`$. Earlier studies of a small number of particles in a $`j`$-shell showed that the CSM gives better agreement with the exact shell model than than demanding full self-consistency for all $`\omega `$ .
Fig. 3 shows the quasiparticle Routhians $`e_i^{}(\omega )`$. All are two-fold degenerated. They correspond to a quasi proton and a quasi neutron , which are labeled, respectively, by a, b, c, … and A, B, C, …, adopting the popular CSM letter convention. The configurations are constructed by the standard qp occupation scheme, as described in ref. . The vacuum corresponds to all negative qp orbitals filled. It has has signature $`\alpha =0`$, even $`N`$ and $`Z`$ and $`T_y=0`$. It represents the even-spin $`T=0`$ yrast band of the $`(N=Z=4)`$ system. The AB-crossing at $`\omega =0.6`$ corresponds to the simultaneous alignment of a proton- and a neutron- pair (because the Routhians are degenerate). Fig. 4 demonstrates that the CSM approximation describes the double alignment fairly well. It also shows a shell model calculation where we took off all the $`t=0`$ components of the delta interaction. The crossing appears at almost the same frequency as in the calculation with the full interaction. Hence the possible $`t=0`$ correlations cannot influence the crossing in an important way, as has been speculated .
The lowest two-qp excitation is generated by putting one quasi proton and one quasi neutron on the lowest Routhian. We denote this configuration by $`[A,a]_0`$. It has $`T_y=0`$ and thus correspond to a $`T=0`$ band. The subscript indicates the isospin $`T`$ of the configuration. The total signature is $`\alpha =1`$ and corresponds to an odd-spin band. The particle numbers $`N`$ and $`Z`$ must be odd, because exciting one quasi neutron changes $`N`$ from even to odd or from odd to even and the same holds for the quasi protons. Thus $`[A,a]`$ is the lowest $`T=0`$ odd-spin band in the odd-odd $`N=Z`$ system. Fig. 2 shows the CSM estimate for this band. The configuration $`[B,b]`$ is the second odd-spin $`T=0`$ band and $`[A,b]`$ the first even-spin $`T=0`$ band in the odd-odd system. The configuration $`[a,B]`$ does not generate a new state, because only the superposition $`([A,b][a,B])/\sqrt{2}`$ corresponds $`T_y=0`$, the other must be discarded. To keep the notation simple, we label the configuration as $`[A,b]`$. But it is understood that the superposition is meant. The lower panel of fig. 2 shows these configurations , which represent the three lowest $`T=0`$ bands.
The lowest $`T=1`$ band is pair-rotational level based intrinsic vacuum state, which we denote by $`[0]_1`$. Its energy is given by (19) and the moment of inertia $`𝒥_T`$ is found by “cranking in isospace” according to (20).
The comparison with the shell model calculation in fig. 2 demonstrates that the simple pair-rotational scheme reproduces well the position of the $`T=1`$ even-spin band relative to the three lowest $`T=0`$ bands, the relative position of which is also well reproduced by the CSM. The appearance of the $`T=1`$ even-spin band below the $`T=0`$ bands is a specific feature of the $`Z=N`$ system.( In odd-odd nuclei with $`NZ`$ all bands start with an energy larger than $`2\mathrm{\Delta }`$.) Its low energy for $`\omega =0`$ has the consequence that the $`T=1`$ even-spin band is crossed by the aligned odd-spin $`T=0`$ band. This crossing has been observed in <sup>74</sup>Rb . The similar energy of the $`T=1`$ and $`T=0`$ states at $`\omega =0`$ appears as a cancellation between the pair-gap and the isorotational energy. The configuration $`[Aa]_0`$ is shifted by $`2\mathrm{\Delta }`$ with respect to the qp vacuum $`[0]_0`$. The configuration $`[0]_1`$ is shifted by $`T(T+1)/2𝒥_T`$. Both quantities are nearly equal. This is not a special feature of the $`j`$-shell model, as discussed now.
### D Realistic nuclei
The energy difference between the lowest $`T=0`$ and $`T=1`$ states in odd-odd $`N=Z`$ nuclei has recently by studied by P. Vogel and A. Macchiavelli et al.. It turns out to be few 100$`keV`$ for all nuclei with $`A>22`$, except $`A=42`$ and 46. The small difference is an indication for the presence of the $`t=1`$ pair-field: The $`T=0`$ state lies at $`2\mathrm{\Delta }`$ because it is a two-qp excitation. The $`T=1`$ state lies at $`1/𝒥_T`$ because it is the zero-qp state but the first excited state of the pair-rotational band. Since the two terms are about the same the two states have almost equal energy. One may derive experimental values for $`\mathrm{\Delta }`$ from the odd-even mass differences and for $`1/𝒥_T`$ from the experimental energies $`E(T_z,A)`$ within a isobaric chain. These independently determined values are consistent with the experimental energy differences $`E(T=1)E(T=0)`$ observed in the odd-odd nuclei .
For the even-even $`N=Z`$ nuclei the $`T=0`$ state is the vacuum. Then lowest $`T=1`$ state must be a two-qp excitation, which lies at $`2\mathrm{\Delta }+1/𝒥_T`$, which is about 5$`MeV`$. The experimental energy of the lowest $`T=1`$ state agrees well with this estimate .
The fact that $`2\mathrm{\Delta }1/𝒥_T`$ holds not only the experimental values but also for the single $`j`$-shell model points to a general feature, which remains to be understood.
Since we the orientation of $`\stackrel{}{\mathrm{\Delta }}`$ with $`\mathrm{\Delta }_{pn}=0`$ is a legitimate choice for the intrinsic state, the analysis of rotational bands in realistic nuclei can be carried out along the familair scheme without a pn- pair-field. One has only to take into account the possibility of low lying pair-rotational states and the exclusion of states due to the condition $`T_y=0`$. This sheds light on the results of the recent analyzes of high spin data in nuclei with $`T_z=1/2`$ and 1 by means of this conventional approach , which find good agreement between theory and experiment. For $`T_z=1/2`$ the first excited pair-rotational state has $`T=\frac{3}{2}`$. It lies at least $`\frac{3}{2}(\frac{3}{2}+1)/1(1+1)1.8`$ times higher than in the nuclei with $`T_z=0`$, where it has $`T=1`$. In the $`T_z=1`$ nuclei it lies even higher. Thus the lowest bands are only the intrinsic excitations, which can be described as qp excitations with $`\mathrm{\Delta }_{pn}=0`$. These results support our suggestion that in the investigated nuclei with $`70<A<80`$ there is strong $`t=1`$ pairing. In this connection we want to point out once more that the fact that the mean field theory without an explicit pn- pair-field works well does by no means imply that there is no $`t=1`$ pn- field. On the contrary, it must have a strength comparable with the pp- and nn- fields in order to restore the isospin symmetry.
Fig. 5 displays the spectrum of $`{}_{37}{}^{}{}_{}{}^{74}`$Rb<sub>37</sub>. The upper panel also shows the $`T_z=1`$ bands measured in $`{}_{36}{}^{}{}_{}{}^{74}`$Kr<sub>38</sub>. They are isobaric analog to the $`T=1`$ bands in <sup>74</sup>Rb and should give a good estimates of these bands. Since the $`T=1`$ states belong to an isobaric triplets, we set the ground state energy of <sup>74</sup>Kr equal to the energy of the $`I=0`$ state in <sup>74</sup>Rb.
Fig. 6 shows the quasi neutron Routhians for $`N=36`$, which are nearly identical with the quasi proton ones. The standard letter coding is used to label the qp Routhians. The use of A, a, … indicates that the diagram is relevant for both neutrons and protons. In the lower panel of fig. 5 the rotational spectrum of $`{}_{37}{}^{}{}_{}{}^{74}`$Rb<sub>37</sub> is constructed from the qp Routhians. The lowest $`T=0`$ configurations are generated by exciting a quasi proton and a quasi neutron. The first is the positive parity odd spin band $`[Aa]_0`$. Next, $`[Ab]_0`$ and $`[Ae]_0`$ are expected. As discussed in section III B, the condition $`T_y=0`$ permits only one linear combination of the two excitations, obtained by exchanging the quasi proton with the quasi neutron, which we arbitrary label by only one of the terms in order to keep the notation simple. The lowest $`T=1`$ bands are generated by cranking in isospace, using the realistic deformed Nilsson potential (for details see ). The lowest band is the vacuum $`[0]_1`$. It is crossed by the $`T=0`$ band $`[Aa]_0`$, which has a large alignment. The crossing frequency is fairly well reproduced. Thus it seems, that this crossing is a phenomenon belonging to the realm of $`t=1`$ pair-correlations.
The CSM assumptions of fixed deformation and pairing are too inaccurate for the high frequency region. Of course one may combine the concept isorotation with a more sophisticated mean-field calculations. Fig. 7 presents the spectrum of <sup>74</sup>Rb as an example. Only pp- and nn- pairing is considered, but in addition to the monopole a quadrupole pair-field is taken into account. For each configuration and frequency $`\omega `$, the deformation parameters are individually optimized. The calculations of for the yrast sequence in <sup>74</sup>Kr are used for the configuration $`[0]_1`$ and the results of an analogous TRS calculation for <sup>74</sup>Rb are used for the configurations $`[Aa]_0`$ and $`[Ae]_0`$. The relative energy of the $`T=0`$ and $`T=1`$ bands is calculated by setting at $`\omega =0`$ the energy difference between the configurations $`[0]`$ in $`N=38,Z=36`$ and $`N=37,Z=37`$ equal to the experimental value for the isorotational energy. The same Harris reference as used for the experimental Routhians is subtracted from the calculated ones. The calculated spectrum now agrees rather well with the data at high $`\omega `$.
## IV The $`t=0`$ pair-field
Since the $`t=0`$ pair-field is an isoscalar
$$[\stackrel{}{T},\kappa _M]=0,$$
(25)
and the qp Routhian conserves the isospin. The qp operators have $`t=1/2`$ and either $`t_z=1/2`$ (neutron + proton hole) or -1/2 (proton + neutron hole). The qp vacuum has $`T=0`$. The one-qp excitations have $`T=\pm 1/2`$. The two-qp excitations can be combined into $`T=1,T_z=1,0,1`$ states, analogous to eq. (9), and into $`T=0`$ states, which correspond to the odd linear combination of the $`T_z=0`$ pairs.
The field conserves the parity of the total number of particles
$$e^{i(N+Z)\pi }\kappa _Me^{i(N+Z)\pi }=\kappa _M.$$
(26)
This means that even-$`A`$ nuclei and odd-$`A`$ nuclei correspond to different qp configurations (even or odd number of quasi particles ) and have different excitation spectra. However, it does not conserve the neutron or proton number parity separately
$$e^{iN\pi }\kappa _Me^{iN\pi }=e^{iZ\pi }\kappa _Me^{iZ\pi }=\kappa _M.$$
(27)
This means that the same qp configuration with zero or an even number of excited qps represents both even-even and odd-odd nuclei. The wave function is a linear composition of states of even-even and odd-odd particle numbers. Adjacent even-even and odd-odd $`N=Z`$ nuclei should have similar excitation spectra.
In order to understand this statement better, let us briefly return to the familiar case of the pure neutron pair-field. For a configuration with an even number of qps the wave function is a linear combination of states with even particle number. It may be viewed as the intrinsic state of a pair-rotational band. The different members of the band correspond to $`N,N\pm 2,N\pm 4,..`$. In the limit of very strong breaking of the particle number $`N`$ conservation, all the members of the band have the same excitation spectrum, which is given by the different intrinsic states. This situation is reached for a very strong pair-field, when $`\mathrm{\Delta }`$ is much larger than the distance between the single-particle levels. In reality, $`\mathrm{\Delta }`$ is only somewhat larger than the level distance (about 3 times in the heavy nuclei) and the pair-correlations do not completely smear out the region near the Fermi surface. Still one observes quite a remarkable similarity between the spectra of the adjacent even- even nuclei. For example, the first excited two-qp state appears always at about $`2\mathrm{\Delta }`$.
For the $`t=0`$ pair-field the situation is analogous. However, adding proton-neutron pairs, brings us from an even-even nucleus to an odd-odd one and the again to an even-even one, etc. This means, if $`\mathrm{\Delta }`$ is larger than the distance between the single-particle levels, the spectra of neighboring even-even nucleus and odd-odd $`N=Z`$ nuclei must be similar. This represents a clear evidence, which can be checked experimentally.
The $`t=0`$ field consists of $`J=1`$ pairs, which have the three angular momentum projections $`M=1`$, 0, and 1. Let us assume that $`M`$ is the projection on the x-axis, which is the axis of rotation. The components have different signature
$$_x(\pi )\kappa _M_x^1(\pi )=()^M\kappa _M.$$
(28)
Let us consider the important case that the deformed potential $`\mathrm{\Gamma }`$ (cf. eq. (5)) conserves the signature. If there is a $`M=0`$ field the qp Routhian conserves the signature if there are $`M=\pm 1`$ fields the signature is not conserved.
### A The $`M=0`$ field
Let us first consider the case $`M=0`$. It was first discussed by Goswami and Kisslinger . It corresponds to the ( $`\alpha =m,\overline{\alpha }=m,t=0`$) pairs in Goodman’s classification (cf. his lecture and ). He finds for the even-even $`N=Z`$ nuclei with $`76A<90`$ a $`t=1`$ pair-field at low spin. This is in accordance with the our discussion of the spectra in section IV. The observed spectra of adjacent even-even and odd-odd nuclei up to mass 80 are distinctly different. This excludes a $`t=0`$ pair-field with $`\mathrm{\Delta }`$ larger than the single particle level distance. As discussed before, the different spectra of the even-even and odd-odd $`N=Z`$ nuclei can easily be understood in assuming a $`t=1`$ pair-field.
Goodman finds a $`t=0`$ pair-field of the ($`\alpha ,\overline{\alpha }`$)-type for <sup>92</sup>Pd . The potential $`\mathrm{\Gamma }`$ is near spherical. The chemical potential is situated in the $`g_{9/2}`$ shell, which is almost degenerate. In such a situation one can expect that the spectra of the even-even and odd-odd neighbors are similar. It would be interesting to see if the experiment confirms this.
Goswami and Kisslinger considered the possibility that $`\mathrm{\Delta }`$ is much smaller than the level distance $`d`$. In such a case, the gap between the ground state and the first excited state is much smaller in the odd-odd nucleus (2$`\mathrm{\Delta }`$) than in the even-even (2$`\sqrt{\mathrm{\Delta }^2+(d/2)^2}`$). It is difficult to derive information about such a weak pair-field from the spectra. Similarly, it seems hard to extract from the spectra clearcut evidence for a mixed pair-field composed of $`t=1`$ and $`t=0`$ components, which Goodman obtains for one set of input parameters .
### B The $`M=1`$ field
This type of pair-field is favored by rotation, because it carries angular momentum . One may speculate that such a field appears at high spin, where the rotation has destroyed the $`t=1`$ pairing and made the phase space available for the new type of correlation.
The $`M=1`$ pair-field has a special symmetry. It is odd under $`e^{iN\pi }`$ (cf. (27)) and under $`_x(\pi )`$ (cf. (28)). Therefore it is even under the combination of both and the qp Routhian is invariant,
$$𝒮_N^{}𝒮_N^1=^{},𝒮_N=e^{iN\pi }_x(\pi ).$$
(29)
There is an analogy to reflection asymmetric axial nuclei . Although both $`_x(\pi )`$ and the space inversion $`𝒫`$ do not leave the qp Routhian invariant, the combination $`𝒮=𝒫_x(\pi )`$ does, which implies the quantum number simplex. The bands are $`\mathrm{\Delta }I=1`$ sequences of alternating parity. The simplex determines which parity belongs to $`I`$. In the same way $`𝒮_N`$ implies the quantum number $`\gamma `$
$$𝒮_N|=e^{i\gamma \pi }|,$$
(30)
which takes the values 0 and 1 for even $`A`$ and $`\pm 1/2`$ for odd $`A`$. Refering to the analogy with the simplex we suggest the name gauge-simplex or shorter gaugeplex. It relates the parity of the neutron number (or proton number) with the signature $`\alpha `$,
$$e^{i(I+N)\pi }=e^{i\gamma \pi }.$$
(31)
Here we used $`e^{i\alpha \pi }=e^{iI\pi }`$. A strong $`M=1`$ pair-field implies that adjacent even-even and odd-odd nuclei join into a pair-rotational band of fixed gaugeplex. This means that the even-$`I`$ states become similar to the odd-$`I`$ states of the neighbor and vice versa.
In order to investigate this interesting structure we carried out shell model calculations for our study case of a $`f_{7/2}`$-shell. In order to enhance the $`t=0`$ correlations we modified the interaction. Only the odd-$`J`$ multipoles of the $`\delta `$-interaction, which have $`t=0`$, were taken into account ($`t=0`$ $`\delta `$ -interaction). Figs. 8 and 9 show the results. It is seen that for $`\omega /G>1`$ the spectra of the systems $`Z=N=4`$ and $`Z=N=3`$ become very similar if the states of opposite signature are compared. The similarity may be ascribed to a gradual built up of the $`t=0,M=1`$ correlations caused by the increasing frequency. This interpretation is supported by the development of a gap between the yrast and yrare state. At $`\omega /G=2`$, the distances between the lowest Routhians are in units of $`G`$: 2.4, 1.0, 1.2 for $`Z=N=3`$ and 2.2, 0.9, 0.9 for $`Z=N=4`$. So far we have not been able to find a self-consistent pair-field in this frequency region. It is not clear at this point what this means. The work is very recent. It may be that we just did not use the right initial wavefunction for the iterative solution of the HFB equations. It is possible that the pair-correlations are of vibrational type and there is no static HFB solution. But it could also be that there is a completely different explanation for the similarity.
## V Conclusions
The spectra of $`NZ`$ nuclei in the region $`40<A<80`$ are consistent with a $`t=1`$ pair-field at low and moderate spin (cf. S. Lenzi’s lecture at this meeting). This conclusion is in accordance with the analysis of two-particle transfer data, which has already provided strong independent evidence for this type of pair-field .
The $`t=1`$ pair-field breaks the isotropy with respect to rotations in isospace. Therefore, the mean field solutions must be interpreted as intrinsic states of pair-rotational bands. This has two consequences.
As intrinsic state, one may use the orientation in isospace with a zero proton-neutron pair-field. The intrinsic spectrum looks as if there was no such field. Only for $`N=Z`$ certain excitations ($`T_y0`$) are forbidden. The proton-neutron pair-correlations appear via the restoration of the isospin in the total wavefunction.
On top of each intrinsic state, there is a pair-rotational band. However, these additional states with $`T>T_z`$ lie high in energy. Only in the odd-odd $`N=Z`$ nuclei the first excited pair-rotational state based on the intrinsic ground state has a similar energy as the first excited intrinsic state. Hence the appearance of this low lying $`T=1`$ rotational band is a consequence of the $`t=1`$ pair-correlations.
The $`t=0`$ pair-field, which has other symmetries than the $`t=1`$ field, leads to a different pattern of excited states. Since the pairs carry finite angular momentum ($`J=1`$ is expected to be most important) one must distinguish between the fields with signature 0 and 1.
A substantial pair-field with signature 0 would show up as similar spectra in adjacent even-even and odd-odd $`N=Z`$ nuclei. Such a similarity is not seen in the experimental spectra. It should appear around $`A=92`$, where Goodman predicts this type of pair-field at low spin.
The pair-field with signature 1 is favored by rotation. It may appear at high spin. A substantial field of this type would show up as similar spectra in adjacent $`N=Z`$ nuclei, provided the odd/even spins in even-even nucleus are compared with the even/odd spins in the odd-odd nucleus.
## VI Acknowledgment
The work was supported by the grant DE-FG02-95ER40934. |
warning/0001/hep-ex0001055.html | ar5iv | text | # 1 Introduction
## 1 Introduction
The renormalized strong coupling strength $`\alpha _s`$ of quantum chromodynamics (QCD) is predicted to depend upon the momentum transfer of the interaction under study. It is desirable to perform tests of QCD at different values of this momentum scale. These tests are best performed using uniform experimental conditions since systematic uncertainties may thereby be reduced. Until recently, rather limited sets of definite c.m.s. energies were available for QCD analyses in $`\mathrm{e}^+\mathrm{e}^{}`$ collisions under consistent conditions. Since the start of the “LEP 2” program in 1995, the c.m.s. energy of the LEP collider at CERN has been increased in several steps from its original values close to 91.2 GeV, allowing QCD analyses over a wide range of high c.m.s. energies. However, the inclusion of measurements at lower c.m.s. energies is important as well, because QCD becomes more strongly dependent on the energy scale towards lower energies, and tests of the theory will be most significant here.
This paper presents QCD tests using $`\mathrm{e}^+\mathrm{e}^{}`$ annihilations into hadrons (so-called multihadronic events) from $`\sqrt{s}=35`$ GeV to 189 GeV. Data recorded at the OPAL experiment at LEP are analyzed in combination with data from the JADE experiment at the PETRA collider at DESY, where $`\mathrm{e}^+\mathrm{e}^{}`$ collisions were studied from 1978 to 1986 at lower c.m.s. energies. The OPAL and JADE detectors are similar in construction, and we have tried to keep the experimental procedure in both analyses as similar as possible.
The observables used are exclusively based on the multiplicities of hadronic jets, defined using standard techniques. In the first part of the present work we present measurements of a large variety of such observables and compare them with several Monte Carlo predictions. The measurements are then employed to determine the strong coupling strength $`\alpha _s`$ and to test the QCD prediction for the momentum transfer dependence, i.e. the “running,” of $`\alpha _s`$. We compare the results from different types of matched $`𝒪(\alpha _s^2)`$ and NLLA predictions as well as pure $`𝒪(\alpha _s^2)`$ predictions and study the dependence of the fit results on the renormalization scale. The individual results are combined into a final value for $`\alpha _s(M_{Z^0})`$. Finally, a recent MLLA calculation for the mean jet multiplicity is compared with our measurements without extracting a value for $`\alpha _s`$.
## 2 The Experiments
The $`\mathrm{e}^+\mathrm{e}^{}`$ storage ring PETRA (see e.g. ) was operated for physics measurements from 1978 until 1986 at c.m.s. energies ranging from 12 GeV to 46.7 GeV. Extensive energy scans were made between these values. This analysis uses data samples recorded at energies of $`\sqrt{s}=35`$ and 44 GeV. The precise ranges in c.m.s. energy and the luminosities are given in Table 1.
The LEP $`\mathrm{e}^+\mathrm{e}^{}`$ collider at CERN began operation in 1989 at $`\sqrt{s}91`$ GeV, i.e. around the mass of the $`Z^0`$ boson. Since Fall 1995, the energy has been increased in steps from 130 GeV, 136 GeV, 161 GeV, 172 GeV, 183 GeV to 189 GeV in 1998, the last year for which we include data in this study. The luminosities recorded by the OPAL experiment at each of these energies are also listed in Table 1.
Descriptions of the JADE and OPAL detectors can be found in and , respectively. Apart from the dimensions, the detectors are very similar in their construction. Both are multi-purpose devices with a large solid angle coverage. Table 2 summarizes some detector parameters. The $`r`$, $`\varphi `$ and $`z`$ coordinates refer to a cylindrical coordinate system with the origin lying in the center of the detector and the $`z`$ axis pointing along the incoming electron beam direction.
The detector components primarily used in this analysis are the tracking systems and the electromagnetic calorimeters. The main parts of the tracking systems of both detectors are drift chambers built with a “jet chamber” geometry. The relative resolution of the transverse track momentum can be parameterized as $`\sigma (p_t)/p_t=\sqrt{A_t^2+(B_tp_t\left[GeV\right])^2}`$. The values of $`A_t`$ and $`B_t`$ for JADE and OPAL are given in Table 2.
The electromagnetic calorimeters (ECAL) of JADE and OPAL are arrays of lead-glass blocks. The relative resolution of the electromagnetic cluster energy $`E`$ is $`\sigma (E)/E=A_c+B_c/\sqrt{E\left[GeV\right]}`$. The parameters $`A_c`$ and $`B_c`$ are given in Table 2 for both detectors.
## 3 Data Samples and Multihadronic Event Selection
In the JADE part of the analysis we use “detector level” information from data and Monte Carlo samples as described in , obtained from (measured or simulated) detector signals before any corrections are applied. We use data from the 1982 and 1986 runs at $`\sqrt{s}=35`$ GeV and the 1985 runs at 44 GeV, where Monte Carlo samples including detector level information are available. It was shown in previous reanalyses of JADE data that measurements made in 1986 and before could be reproduced using these data and Monte Carlo samples.
At $`\sqrt{s}=M_{Z^0}`$, we use the complete OPAL run of 1994 which is the largest available homogeneous run without changes in the OPAL experimental set-up.
From the first runs at higher c.m.s. energies in 1995 we combine the two samples at $`\sqrt{s}=130`$ and 136 GeV, weighting them with their statistical errors. Runs in 1997 at the same two c.m.s. energies are used as well and subjected to the same treatment. The runs from 1995 and 1997 are analyzed independently of each other since changes of the detector were made between the two dates. In both cases, results are quoted at $`\sqrt{s}=133`$ GeV. For each of the following energy steps we use the full event samples recorded by OPAL and quote results for the respective averaged c.m.s. energies.
In order to reject lepton pairs and two-photon collisions, we apply standard selections from the two experiments. The selection used for the JADE part of the analysis is the same as described in and , and is closely related to that of OPAL, taking into account the difference in c.m.s. energies. For the OPAL analysis we apply the criteria given in . Table 3 contains a comparative list of the most important cuts used for the JADE and the OPAL analyses. We shall refer to this set of cuts as the “preselection”.
At c.m.s. energies above $`M_{Z^0}`$, photon radiation in the initial state becomes a significant source of background. In order to reject such “ISR events” we determine the total hadronic mass $`\sqrt{s^{}}`$ of an event following a procedure based on that described in which takes possible multiple photon radiation into account. We require events to have $`\sqrt{s}\sqrt{s^{}}<10\text{GeV}`$. For systematics studies we apply alternatively a combination of cuts on the visible energy and missing momentum of the event and on the energy of an isolated photon candidate . We shall refer to the former procedure as the “invariant mass” selection and to the latter as the “energy balance” selection.
At $`\sqrt{s}=161`$ GeV and above, the production of $`W^\pm `$ (and later also $`Z^0`$) pairs with hadronic decays is another source of background. At these higher energies, we reject such reactions by dividing each event into hemispheres using the plane perpendicular to the thrust axis . We denote the heavier and lighter invariant mass of each hemisphere, normalized with the visible energy, by $`M_H`$ and $`M_L`$ . Events with weak boson pairs decaying hadronically usually have larger hemisphere invariant masses. We apply the cut $`M_H/2+M_L<0.35`$ and refer to this as the “jet mass selection”. An alternative selection method has been used in previous OPAL analyses (e.g. ): the event is resolved into four jets using the Durham jet finder, and the $`𝒪(\alpha _s^2)`$ QCD matrix element for a four-parton final state is calculated using the jet four-momenta $`p_1`$$`p_4`$. The value of the matrix element is used as a cut variable. This method will be called the “event weight selection” and serves as a systematic check. The jet mass and event weight selections have very similar performance when applied to a sample of Monte Carlo events from PYTHIA (for multihadronic events) and GRC4F (for all relevant four-fermion processes) which have been passed through the preselection and the invariant mass selection.
Table 1 lists the numbers of events which we select at the individual c.m.s. energies using the standard selections.
## 4 Measurement of Jet Fractions
We present measurements of jet-multiplicity related quantities for various jet finders at c.m.s. energies of 35 through 189 GeV and compare them with predictions of several Monte Carlo models. The measured quantities are corrected for effects of limited detector resolution and acceptance, as well as for inefficiencies of the selection and ISR, i.e. they are presented at the “hadron level,” which is understood to include all charged and neutral particles emerging after all intermediate particles with lifetimes below $`310^{10}`$ s have decayed.
### 4.1 General Analysis Procedure
#### 4.1.1 Reconstruction of Single Particles
For both experiments, the measurements are based on charged tracks and electromagnetic calorimeter clusters. From these the four-vectors of single particles are reconstructed according to techniques which are quite similar in both the JADE and the OPAL part of the analysis. After imposing the quality criteria for charged tracks and electromagnetic calorimeter clusters described in Appendix A, each accepted track is regarded as a charged particle having the measured three-momentum of the track and the mass of a charged pion. If a track can be linked to a particular ECAL cluster an estimate is made of the energy which a charged pion would deposit in the calorimeter; this amount is subtracted from the energy of the cluster. If the entire cluster energy is used up by such subtractions, the cluster is discarded; otherwise, the remaining energy is assumed to have been deposited by an additional neutral particle, and a zero-mass four-vector is constructed from this energy and the position of the cluster.
The set of four-vectors from each selected event is then passed to the jet algorithms. At those c.m.s. energies where initial state photon radiation is large ($`\sqrt{s}=133`$ GeV and higher), the entire system of vectors is boosted into its own rest frame before the algorithms are applied.
#### 4.1.2 Correction for Experimental Effects
At the c.m.s. energies of the JADE experiment (35 and 44 GeV), corrections rely on existing Monte Carlo samples with full detector simulation, taking into account the changes of the detector with time. The detector level Monte Carlo samples available for this analysis were generated using the JETSET 6.3 program with the standard parameter set of the JADE collaboration and including photon radiation in the initial state. The Monte Carlo samples were shown in previous publications to describe the data well. They were processed in the same way as the data, i.e. subjected to the same selection cuts and single particle reconstruction procedures.
To obtain the corresponding hadron level information we have run the JETSET 6.3 program to generate events at both c.m.s. energies, using the same parameter settings, but without initial state photon radiation. By dividing the hadron level by the detector level prediction, binwise multiplicative correction factors were determined for all observables and then applied to the data.
A similar binwise multiplicative correction procedure is applied to the OPAL data at $`\sqrt{s}=91`$ GeV. The correction factors were determined from two distinct Monte Carlo samples with detector simulation, generated by JETSET 7.4 and HERWIG 5.9 . The parameter settings for both generators are described in . Initial and final state photon radiation is included in both cases.
For c.m.s. energies of 133 GeV and above, the JETSET Monte Carlo is replaced by PYTHIA 5.7 , which has a more accurate modelling of initial state photon radiation. In addition, versions 5.8d (at $`\sqrt{s}=161`$ GeV) and 5.9 (otherwise) of HERWIG were used to generate multihadronic events. The correction procedure for ISR and detector effects applied at energies of 133 GeV and above was the same as at the lower c.m.s. energies.
At $`\sqrt{s}=161`$ GeV and above, all relevant four-fermion final states were generated by the GRC4F generator and subjected to detector simulation. The background predicted by GRC4F for each observable is subtracted at the detector level before the multiplicative corrections for residual ISR background and detector effects are applied.
#### 4.1.3 Determination of Systematic Errors
To assess the size of systematic uncertainties inherent to the analysis procedure, the entire analysis was repeated with variations of the selection, of the correction Monte Carlo generators and of the detector components used. For each variation, the deviation of the final result from the standard measurement is taken as a systematic uncertainty. All systematic uncertainties are added quadratically to yield the total systematic error for every bin of each variable.
The influence of the detector components used for the single particle reconstruction (tracking chambers and electromagnetic calorimeter) is estimated by repeating the analysis using only charged tracks. As a consistency check, where there are data sets from two different run periods ($`\sqrt{s}=35`$ GeV or 133 GeV), the influence of changes in the detectors carried out between the two dates has been investigated, but no effects were found.
A systematic variation of the selection mechanism is done at all energies by tightening the cut on the thrust axis from $`|\mathrm{cos}\theta _T|<0.9`$ to $`|\mathrm{cos}\theta _T|<0.7`$. In addition, at $`\sqrt{s}=35`$ GeV and 44 GeV, the cut variations described in are performed: The cut on the total missing three-momentum $`p_{miss}`$ is either tightened from $`0.3\sqrt{s}`$ to $`0.25\sqrt{s}`$ or removed; the upper limit on the energy balance in beam direction, $`p_{bal}`$, is either tightened from 0.4 to 0.3 or removed; the cut on the normalized visible energy $`E_{vis}/\sqrt{s}`$ is varied from 0.5 to 0.55 and 0.45; a minimum of 7 rather than 3 “long tracks” (as defined in Appendix A) is demanded. For the analysis at $`\sqrt{s}=91`$ GeV, no further cross-checks aside from the variation of the thrust axis cut are done. At $`\sqrt{s}=133`$ GeV and above, the influence of the standard invariant mass selection is tested by replacing it by the energy balance selection, and at c.m.s. energies of 161 GeV and higher, the analysis is repeated using the event weight selection rather than the standard jet mass selection.
A variation of the correction Monte Carlo is not possible at JADE energies because no detector level samples aside from the ones used are currently available. At all other energies ($`\sqrt{s}91`$ GeV), the analysis is repeated using HERWIG for the determination of the corrections instead of JETSET or PYTHIA. The effect of using the EXCALIBUR generator rather than GRC4F for the background has also been investigated. The deviation from the main result induced by this change was found to be negligible throughout and is therefore not added as an additional uncertainty.
Any systematic variation of the analysis procedure involving changes in the number of events entering the measurement of some numerical value (e.g. some bin) will necessarily generate a statistical deviation from the standard value. This effect becomes significant at c.m.s. energies with low statistics, i.e. at $`\sqrt{s}=133`$ GeV, 161 GeV and 172 GeV. To obtain a more realistic estimate of the systematic errors at these c.m.s. energies a number of subsamples are created from the respective multihadronic Monte Carlo sample, all of which contain on average the number of events corresponding to the integrated luminosity of the data (cf. ). Each of these subsamples is subjected to the same analysis procedure as the data. The standard deviation $`\sigma `$ of each separate contribution to the systematic error over all subsamples is determined for all measured values and regarded as the statistical component of the systematic error. If $`\sigma `$ is smaller than the corresponding systematic error contribution $`\delta `$ measured from the data, the latter is reduced to $`\sqrt{\delta ^2\sigma ^2}`$. Otherwise, the respective contribution to the systematic error is dropped completely. The procedure is performed separately for each contribution to the systematic error before they are added. The number of Monte Carlo subsamples used is 16 for the 1995 run at 133 GeV and 30 in all other cases.
In order to further reduce fluctuations of the errors between measured values in adjacent bins due to low statistics, the overall systematic errors in all except the extreme bins of each quantity shown are averaged over each three adjacent values of that quantity. The systematic errors of the first and the last bin are subsequently set to the averaged errors of the three first and three last bins, respectively. This method of averaging systematic errors is performed at all c.m.s. energies.
### 4.2 Description of the Measured Jet Fractions
In the following, measurements are shown for three representative c.m.s. energy values: 35, 91 and 189 GeV. All quantities are plotted versus the parameter(s) of the respective jet algorithm. Error bars represent the quadratic sum of systematic and statistical uncertainties. The latter include effects of limited statistics of the data and of the correction Monte Carlo samples. Listings of the numerical values, including those for the c.m.s. energies which are not shown in the figures, are to appear in the Durham data base .
In each plot, the measurements are compared with hadron level predictions from the generators PYTHIA 5.722, HERWIG 5.9, ARIADNE 4.08 and COJETS 6.23 , representing different kinds of parton shower and hadronization modelling. The parameter settings for ARIADNE and COJETS are those from and . The predictions are based on samples of multihadronic events without initial state photon radiation, generated independently of those used for the corrections. In the ARIADNE samples, initial states generated by PYTHIA were subjected to the ARIADNE parton shower simulation, in which the hadronization modelling was taken over from JETSET 7.408.
#### 4.2.1 $`𝒏`$-Jet Fractions
We analyze $`n`$-jet fractions, $`R_n`$, from the JADE , Durham and Cambridge jet finders, which reconstruct hadron jets based on different resolution parameters $`y_{cut}`$ and different procedures to recombine unresolvable jets. Measurements for $`n=2`$ through $`n=5`$ and $`n6`$ are shown versus $`y_{cut}`$ in Fig. 1, and in the upper and lower plots of Figs. 2 and 3, respectively. For each variable, the measurements at the three c.m.s. energies are combined in one plot to make changes with energy more visible. The same ranges in abscissa and ordinate were chosen for all c.m.s. energies within one scheme. We also use a cone jet finder.
At the highest c.m.s. energies, systematic effects due to hadronization are smallest. At $`\sqrt{s}=35`$ GeV and 44 GeV no HERWIG samples were available for the evaluation of the model uncertainties. Thus the apparent systematic errors are largest for the 91 GeV sample. The predictions of PYTHIA, HERWIG and ARIADNE are similar and lie mostly within the uncertainties of the measurements over the range in $`y_{cut}`$ studied. It is impossible to choose a clear best generator from these three. Since measurements of jet fractions for neighboring $`y_{cut}`$ values are partially based on the same events, the single bins of each jet fraction are strongly correlated.
The predictions of COJETS are also in many cases in agreement with the data. However, especially at higher c.m.s. energies ($`\sqrt{s}133`$ GeV), too many jets are predicted in the low $`y_{cut}`$ regions. This is likely to be a consequence of the neglect of gluon coherence in the COJETS generator which may lead to an increased number of soft gluons between jets and therefore to high jet multiplicities. Coherence effects have already been observed by OPAL .
Scaling violations of both the Monte Carlo predictions and the measurements with $`\sqrt{s}`$ are visible for all three schemes in form of a reduction of the jet fractions for $`n3`$ (and a corresponding increase of $`R_2`$) at higher $`\sqrt{s}`$, as is expected from the running of $`\alpha _s`$ according to QCD. The resolution parameters $`y_{cut}`$ are defined in such a way that no scaling violations would be expected for jet rates if $`\alpha _s`$ did not run.
Fig. 4 displays $`n`$-jet fractions obtained with a cone jet finder described in , which reconstructs jets within cones of half angle $`R`$ having a minimum energy $`ϵ`$. Because of the explicit energy cut inherent in the algorithm, results of the jet finding will depend strongly on the total energy $`E_{vis}`$ of the input particles. In order to remove this dependence, the cone algorithm is run with the scaled energy cut $`ϵ^{}ϵE_{vis}/\sqrt{s}`$. In the upper part of the figure, jet fractions are plotted versus $`R`$ for $`n2`$, $`n=3`$ and $`n4`$ at a fixed minimum jet energy $`ϵ`$. A value of $`ϵ=7`$ GeV is chosen for $`\sqrt{s}=91`$ GeV and above. At $`\sqrt{s}=35`$ GeV and 44 GeV, where typical jet energies are considerably lower, $`ϵ`$ is set to 2.5 GeV and 3 GeV. The same jet fractions are shown against $`ϵ`$ in the lower part of the figures, where $`R`$ is kept fixed at 0.7 rad.
As in the case of the clustering algorithms, the predictions of all Monte Carlo programs except that of COJETS are similar for all c.m.s. energies. Again, COJETS deviates from them and from the data above $`\sqrt{s}=91`$ GeV.
#### 4.2.2 $`𝒚_𝒏`$ Distributions and Differential $`𝒏`$-Jet Fractions
In the context of the JADE and Durham schemes, we shall denote by $`y_n`$ the value of $`y_{cut}`$ at which a particular event switches from a $`n`$-jet to an $`n+1`$-jet configuration<sup>1</sup><sup>1</sup>1Strictly this definition is only reasonable provided that the $`y_n`$ fall off monotonically with $`n`$ which is not always the case for the resolution measures considered here.. Any one of the quantities $`y_n`$ can be regarded as an event shape variable. We write differential distributions in $`y_n`$ as
$$Y_n\frac{1}{\sigma }\frac{\text{d}\sigma }{\text{d}y_n},$$
(1)
where $`\sigma `$ denotes the total hadronic cross section. In comparisons with theory, statistical correlations between the values at different parameter settings have to be taken into account. Such correlations are certainly present in $`n`$-jet fractions since the measurements at neighboring parameter values contain partially the same events. In this respect, the differential distributions $`Y_n`$ are more convenient quantities since they contain each event only once. In the middle row of Fig. 2 we present distributions $`Y_n`$ as obtained from the Durham scheme for $`n=2`$ through 4.
The Cambridge scheme employs a more complicated procedure for the jet reconstruction than the JADE and Durham schemes, involving two distinct resolution measures. There is therefore no counterpart of the quantities $`y_n`$ in the Cambridge scheme which would allow the interpretation described above (see e.g. ). We show instead, in the middle row of Fig. 3, the corresponding “differential $`n`$-jet fractions,”
$$D_n\frac{1}{\sigma }\frac{\text{d}\sigma _n}{\text{d}y_{cut}},$$
(2)
with $`\sigma _n`$ being the cross section for the production of $`n`$ jets determined from explicit binwise differentiation of the jet fractions. The relation $`D_n=Y_nY_{n1}`$, and in particular $`D_2=Y_2`$, holds for conventional cluster algorithms like the JADE or Durham scheme, as long as the condition specified in footnote <sup>1</sup> is satisfied.
Both for the $`y_n`$ distributions and the differential jet fractions, corrections and error calculation were carried out independently of the measured jet fractions $`R_n`$. All plots show that the Monte Carlo predictions are almost indistinguishable and describe the data well except for COJETS. None of the models is ruled out by the data on the basis of these quantities. There are scaling violations of the differential jet fractions as there were in the jet fractions.
#### 4.2.3 Mean Jet Multiplicities
Another relevant quantity in the context of QCD tests is the mean jet multiplicity $`N`$ defined by
$$N\frac{1}{\sigma }\underset{n}{}n\sigma _n,$$
(3)
for which various theoretical calculations exist. Measurements of $`N`$ versus $`y_{cut}`$ are presented for the Durham and Cambridge schemes in Fig. 5. The most complete theoretical predictions for this observable exist for these two schemes (cf. Appendix B.1.2).
The decrease of the average number of jets at given $`y_{cut}`$ with rising c.m.s. energy, as predicted by the energy-dependence of the strong coupling, is clearly visible. Differences between the Durham and Cambridge results are predicted by all Monte Carlo programs and confirmed by the data. At and above $`\sqrt{s}=133`$ GeV, the Durham scheme resolves systematically more jets than the Cambridge scheme.
All Monte Carlo predictions except that of COJETS are almost identical and lie within the error bars of the measurements. The COJETS prediction overshoots the data at $`\sqrt{s}=91`$ GeV and higher energies in regions of low $`y_{cut}`$, i.e. in regions of large jet multiplicities, consistent with the explanation suggested in the previous section and with OPAL results from the analysis of charged particle based quantities .
#### 4.2.4 Mean values of $`y_n`$
Finally, we consider the mean values of the $`y_n`$ distributions given by
$$y_n\frac{1}{\sigma }y_n\frac{\text{d}\sigma }{\text{d}y_n}\text{d}y_n$$
(4)
Measurements for $`n=2`$ through 5 for the JADE and Durham schemes are plotted in Fig. 6, against the c.m.s. energy. Hadron level predictions of PYTHIA, HERWIG, ARIADNE and COJETS at each of the eight c.m.s. energies are also shown. To facilitate qualitative comparisons, the respective predicted values at each c.m.s. energy are connected by spline functions to guide the eye. All generators are found in almost equal agreement with the data, except for COJETS.
Higher moments of the observables $`y_n`$ have also been investigated. They have large uncertainties and are not presented.
#### 4.2.5 Summary
The measurements of jet-multiplicity related observables show scaling violations. PYTHIA, HERWIG and ARIADNE describe the data well, but COJETS predicts too many jets at and above $`\sqrt{s}=91`$ GeV.
## 5 Tests of Quantum Chromodynamics
### 5.1 Procedure for $`𝜶_𝒔`$ Determinations
#### 5.1.1 General Description
All jet-multiplicity based quantities considered in this analysis can be expressed as a power series in the strong coupling strength $`\alpha _s`$, where the coefficients of the powers of $`\alpha _s`$ depend on the observable. The approximate methods used here for the calculation of such series, pure $`𝒪(\alpha _s^2)`$ predictions and matched $`𝒪(\alpha _s^2)`$ and next-to-leading logarithmic predictions, are given in Appendix B. The coupling $`\alpha _s`$ will be regarded as unknown quantity, and the tests of perturbative QCD will consist of $`\chi ^2`$ fits of the predictions to the measurements over ranges in $`y_{cut}`$ with $`\alpha _s`$ being fitted. These result in a determination of $`\alpha _s`$ at each c.m.s. energy.
All fits are performed at the hadron level, using only the statistical errors for the calculation of $`\chi ^2`$. The error returned by the fit, i.e. the amount by which the fitted parameters may be varied without increasing $`\chi ^2`$ by more than 1, defines the statistical errors of the fit results. Statistical correlations between bins in $`y_{cut}`$ are taken into account in the definition of $`\chi ^2`$. At c.m.s. energies where the statistics are sufficient (i.e. $`\sqrt{s}`$=35 GeV, 44 GeV and 91 GeV) we determine the correlation matrix by subdividing the data sample, and the corresponding Monte Carlo sample used for the correction from detector to hadron level (see section 4.1.2), into $`N`$ independent subsamples and carrying out the entire analysis for each subsample. We choose $`N=30`$ at $`\sqrt{s}=35`$ GeV, $`N=15`$ at $`\sqrt{s}=44`$ GeV and $`N=80`$ at $`\sqrt{s}=91`$ GeV. At the higher c.m.s. energies we determine the correlations from Monte Carlo subsamples. At $`\sqrt{s}=133`$, 161 and 172 GeV, 30 subsamples are used. At the two higher c.m.s. energies, we use 50 subsamples each.
For the fits, we use only those observables for which there exist matched predictions of $`𝒪(\alpha _s^2)`$ and NLLA calculations, i.e. the 2-jet fractions and the mean jet multiplicities as measured using the Durham and Cambridge schemes (see Appendix B). Fits are performed to the differential 2-jet fraction $`D_2`$ rather than the 2-jet fraction itself. Throughout the remainder of this chapter, the fitted variables shall be denoted $`D_2^D`$, $`D_2^C`$, $`N^D`$ and $`N^C`$ where upper indices $`D`$ and $`C`$ stand for the “Durham” and “Cambridge” scheme. One aim of the analysis is a comparison between the different types of calculations. The functional expressions to be used in the fits are given for the various matching schemes in (15), (16), (B.1.2) and (18) of Appendix B. Furthermore, fits of the pure $`𝒪(\alpha _s^2)`$ predictions are carried out using (5) and (6). The parameter to be varied is always $`\alpha _s`$ as appearing in the equations. The renormalization scale factor $`x_\mu \mu /\sqrt{s}`$ is either kept fixed at $`x_\mu =1`$ or fitted simultaneously. Since the matched predictions are more complete than pure second-order calculations, one may expect an increased need for an adapted scale for the latter.
#### 5.1.2 Hadronization Effects
In order to study the influence of hadronization on the quantities to be considered, we compare the predictions of PYTHIA 5.722, HERWIG 5.9 and ARIADNE 4.08 before and after the hadronization step. Each generator represents a different model for either hadronization or the partonic state. The generated event samples are the same as the ones used for the hadron level curves in Sect. 4.2. The COJETS generator which uses independent fragmentation is not considered since it was seen to describe the data badly in certain kinematic regions.
By the “parton level prediction,” we understand quantities determined from the set of particles emerging at the end of the parton shower generation, i.e. immediately before the hadronization step, including possible final state photon radiation. The curves in the lower partitions in Figs. 7, 8 and 9 are the ratios $`f`$ of the parton level over the hadron level predictions for the differential 2-jet fractions and the mean jet multiplicities as a function of $`y_{cut}`$ at all c.m.s. energies and for the three generators. The correction factors for PYTHIA, HERWIG and ARIADNE are shown, respectively, as solid, dashed and dotted lines. As is expected, hadronization corrections become notably smaller with rising c.m.s. energy.
We transform the theoretical calculations to hadron level by dividing the calculation for each value of $`y_{cut}`$ by the factors $`f`$ shown in the figures. The result is then compared with the hadron level measurement at the given $`y_{cut}`$. The PYTHIA generator will be used for the quoted central results.
#### 5.1.3 Determination of Fit Ranges
The ranges of $`y_{cut}`$ for the fits have to be chosen with care. A fundamental limitation is given by the kinematic region over which the respective theoretical predictions can be assumed to be valid. In particular, for pure $`𝒪(\alpha _s^2)`$ fits, the choice of the fit range is limited to large $`y_{cut}`$ regions. In the fits presented below, the fit range was adjusted separately for each type of calculation used.
In order to be as independent as possible of assumptions on the hadronization process, we require hadronization corrections to be less than 10% in the case of the differential 2-jet rates and less than 5% in the case of the mean jet multiplicity and to be insensitive to changes in hadronization parameters and models. As can be seen from Figs. 7 to 9, these conditions have to be loosened at lower energies and for observables obtained with the Cambridge jet finder, in order to make $`\alpha _s`$ determinations possible at all. The condition of small hadronization corrections turns out to be the most stringent limitation of the fit ranges at low c.m.s. energies. The size of the corrections for experimental effects is also taken into account, but not considered as crucial because the simulation of the detectors is believed to be rather reliable and, in most cases, these corrections are clearly smaller than those for hadronization.
As a further limitation we demand that the value of $`\chi ^2/d.o.f.`$ obtained in the fit be not dominated by the contribution from a single bin at the boundary of the fit range. Another necessary check concerns the stability of the fit results under variations of the fit range. The results can only be regarded as reliable if they do not change significantly when the boundaries of the fit range are varied around the chosen values.
Observing all conditions listed, we try to maximize the fit range in order to give the most significant possible results.
#### 5.1.4 Determination of Systematic Errors
The determination of $`\alpha _s`$ is repeated with variations in the details of the analysis procedure. For each variation, the absolute difference between the obtained value for $`\alpha _s`$ and the central value is taken as the systematic error from the respective source. All contributions are added quadratically.
At all energies, the same systematic variations of the selection procedure are performed as in the measurements of the jet quantities themselves (see Sect. 4.1.3), and the fit is repeated using only charged tracks. At the c.m.s. energies of 35 GeV, 44 GeV, 91 GeV and 189 GeV, one observes in some cases a significant dependence of the resulting $`\alpha _s`$ value on the choice of the fit range. In order to estimate this uncertainty, both the upper and the lower boundaries of the fit ranges are varied by one bin in both directions, keeping the respective opposite boundary fixed. All contributions mentioned, added in quadrature, define the total experimental systematic error.
Uncertainties from the hadronization models used for the transformation of the QCD prediction to hadron level are determined by varying the parameters and the Monte Carlo generators used. In particular, the parameter $`b`$ appearing in the Lund fragmentation function, used for the hadronization of u, d and s quarks by the PYTHIA generator, and the width $`\sigma _q`$ of the transverse momentum distribution of the produced hadrons with respect to the parent parton are each varied in both directions within the uncertainties allowed by the OPAL tunes . At $`\sqrt{s}=133`$ GeV and below, the parameter $`Q_0`$ defining the end of the parton shower cascade is also varied within its uncertainties around the central value of 1.9 GeV to 1.4 GeV and 2.4 GeV, yielding, on the average, correspondingly smaller and higher numbers of partons at the end of the cascade. At the higher c.m.s. energies, these variations are replaced by a more radical change to $`Q_0=4`$ GeV, and the fits are repeated using HERWIG 5.9 and ARIADNE 4.08 as described in Sect. 5.1.2 instead of PYTHIA.
All theoretical predictions to be used make the assumption of zero quark masses. In an attempt to estimate the effect of this, we repeat the fit using a Monte Carlo sample containing only light primary quarks (u, d, s and c) for the transformation to hadron level. The quadratic sum of all contributions listed defines the overall hadronization uncertainty of the result.
Finally, the uncertainty in the choice of the renormalization scale must be accounted for. In the fits where the scale factor $`x_\mu `$ is kept fixed at 1 for the central results, the fit is repeated with $`x_\mu =0.5`$ and $`x_\mu =2`$. Usually, the choice of a smaller scale will entail a decrease of the fitted $`\alpha _s`$, while a larger scale will give larger values of $`\alpha _s`$. The different deviations obtained from varying $`x_\mu `$ in both directions are then added asymmetrically to the hadronization error to yield the total error from theory. In cases where both variations of $`x_\mu `$ let $`\alpha _s`$ change in the same direction, the average of both deviations is taken and added as symmetric error.
### 5.2 QCD Tests at Fixed c.m.s. Energies
#### 5.2.1 Fit Results
Fits of the different matched calculations described in Appendix B.1.2, i.e. the $`\mathrm{ln}R`$ matching, the $`R`$ matching and their modified variants, as well as $`𝒪(\alpha _s^2)`$ predictions have been performed for the measured observables $`D_2^D`$, $`D_2^C`$, $`N^D`$ and $`N^C`$. In the case of the $`𝒪(\alpha _s^2)`$ calculations, fits both with a fixed QCD scale factor of 1 and with a variable scale $`x_\mu `$ were tried. The fitted predictions of the various matching schemes and the $`𝒪(\alpha _s^2)`$ calculations for $`\sqrt{s}=35`$ GeV, 91 GeV and 189 GeV are shown in the central parts of Figs. 7, 8 and 9 as smooth lines. Similar fits were done at all energies. At $`\sqrt{s}=35`$ GeV, no stable fits with a fitted QCD scale could be obtained for observables $`N^D`$ and $`N^C`$. The small sections below each plot give the correction factors $`f`$ for experimental and hadronization effects. In the additional small section above the plots, the differences between the fitted predictions and the data, denoted as $`\delta `$, is plotted, normalized to the measured value. The relative total and statistical errors on the data are shown along the $`\delta =0`$ line.
The fitted values for $`\alpha _s`$ are summarized in Figs. 10 and 11 with their total errors (outer bars) and purely experimental errors (inner bars). The $`\chi ^2/d.o.f.`$ is given for each result to the right of the plots. For all observables the same systematic pattern of the results from each calculation type used repeats at all c.m.s. energies. Furthermore, the theoretical uncertainties in the predictions resulting from the choice of the calculation type are at least as large as the experimental errors, in particular at $`\sqrt{s}=35`$ GeV, 91 GeV, 183 GeV and 189 GeV. Further refinements of the experimental procedure and increase of statistics will therefore not lead to significantly more precise results for $`\alpha _s`$ as long as theoretical uncertainties can not be reduced.
Fits of $`𝒪(\alpha _s^2)`$ calculations with a fixed QCD scale of 1 require a limitation of the fit range to regions of large $`y_{cut}`$ in order to achieve acceptable values of $`\chi ^2/d.o.f.`$ The resulting statistical errors are correspondingly large. As can be seen from Fig. 10, the results for $`\alpha _s`$ are generally high at lower c.m.s. energies, while, at $`\sqrt{s}133`$ GeV, they are similar to those obtained with the $`\mathrm{ln}R`$ and modified $`R`$-matchings.
Allowing the scale factor $`x_\mu `$ to vary allows the fit range to be extended to lower $`y_{cut}`$. In fact, a wider fit range is required in most cases to obtain stability of the fits. At the lower c.m.s. energies of 35 GeV and 44 GeV, the fit ranges have to be extended into regions where hadronization uncertainties become large, resulting in comparatively large theoretical errors of the results.
In the case of the Durham scheme, the fitted $`\alpha _s`$ values obtained using $`𝒪(\alpha _s^2)`$ predictions with a fitted scale are systematically smaller than the results from fits with a constant $`x_\mu `$. In contrast, in the case of the Cambridge scheme they are somewhat larger. We conclude that a suitable choice of $`x_\mu `$ is able to improve the agreement of the predictions with the measurements.
a) Fit results for the 2-jet fractions
The comparison of the quality of the fits (i.e. the $`\chi ^2/d.o.f.`$) does not indicate a clear preference for one of the matching schemes for either one of the variables. The normalized deviations $`\delta `$ also behave similarly for all matching schemes. Only in the case of the Cambridge scheme at $`\sqrt{s}=`$91 GeV, they differ somewhat because rather distinct fit ranges had to be chosen for the different schemes.
The results obtained with the $`\mathrm{ln}R`$ and the modified $`\mathrm{ln}R`$-matching with $`y_{max}=1/3`$ turn out to be virtually identical up to at least the third decimal place of the extracted value for $`\alpha _s`$, which is in accordance with the findings of a previous OPAL analysis . The fit results are therefore not shown separately, but only for the $`\mathrm{ln}R`$-matching. The results of the modified $`R`$-matching are also generally similar to those of the $`\mathrm{ln}R`$-matching, but have slightly larger theoretical errors. $`R`$-matching, however, leads to systematically low values of $`\alpha _s`$ for both jet algorithms. In fact, the $`R`$-matching results are in most cases the lowest of all calculation types under consideration. As is explained in Appendix B.1.2, the $`R`$-matching may be expected to describe the data less well than the modified variant because the term $`G_{21}L`$ is not exponentiated. The observed behaviour seems to indicate that the inclusion of this term has more significance than the choice between $`\mathrm{ln}R`$ and $`R`$-matching. We decide to follow the practise of and use the $`\mathrm{ln}R`$-matching for the final results. The difference plots $`\delta `$ also indicate that the $`\mathrm{ln}R`$ matching provides a good description of the data over a wider range in $`y_{cut}`$ than both the $`R`$ matching and $`𝒪(\alpha _s^2)`$ calculations.
The stability of the $`\mathrm{ln}R`$-matching fits under variations of the fit range boundaries turns out to be generally good.
b) Fit results for the mean jet multiplicities
The fits of $`𝒪(\alpha _s^2)`$ predictions for $`N^D`$ and $`N^C`$ with the QCD scale factor fixed at $`x_\mu =1`$ describe the data significantly less well in the regions of low $`y_{cut}`$ than all the other fits, requiring a corresponding limitation of the fit ranges. Allowing $`x_\mu `$ to vary results in an improved agreement between data and predictions. Only at $`\sqrt{s}=35`$ GeV, the $`𝒪(\alpha _s^2)`$ calculations with $`x_\mu =1`$ seem to follow the data well even in low $`y_{cut}`$ regions. A closer inspection reveals, however, that the agreement at higher $`y_{cut}`$, i.e. within the selected fit range, is worse.
The necessity of keeping hadronization uncertainties small limits the fit ranges rather strongly and leads to somewhat larger statistical errors than in the case of the 2-jet rates. Fig. 11 shows that fits with a free QCD scale always result in values of $`\alpha _s`$ which are smaller than those from any other fits, while those with $`x_\mu `$ fixed to 1 yield usually the largest values.
The agreement between data and theory, according to the normalized differences $`\delta `$, is again rather similar for all matching schemes. All types of predictions display the property of overshooting the data below some $`y_{cut}`$, i.e. predicting too many jets.
For both jet algorithms, the fit results for $`\alpha _s`$ turn out to be less dependent on the choice of the matching scheme than is the case for the 2-jet rates, and the corresponding uncertainties are currently much smaller than the experimental errors. The modified $`\mathrm{ln}R`$-matching of the Durham scheme contains the additional term $`LH_{21}`$ in the exponent (see Appendix B.1.2) and should therefore be a better description of the measurements than the $`\mathrm{ln}R`$-matching. As can be seen from Fig. 11, the results obtained by the modified $`\mathrm{ln}R`$-matching, the $`R`$-matching and the $`\mathrm{ln}R`$-matching are always quite similar. Considering the small dependence on the calculation type mentioned above, one could expect to obtain rather precise determinations of $`\alpha _s`$ from these variables if better hadronization models were available which would allow to extend the fit range towards lower $`y_{cut}`$.
The mean jet multiplicities exhibit a stronger dependence on the choice of the boundaries of the fit ranges than the 2-jet rates, in particular at small c.m.s. energies. The fit range dependence (and therefore also the corresponding systematic error) is larger for the $`R`$-matching and the modified $`\mathrm{ln}R`$-matching than for $`\mathrm{ln}R`$-matching. We conclude that the latter is a more appropriate description, valid over a wider range in $`y_{cut}`$, and decide to use it for the main quoted fit results.
#### 5.2.2 Investigation of the renormalization scale dependence
The fits of the $`𝒪(\alpha _s^2)`$ calculations show clearly that the data are better described by fixed order QCD predictions if small renormalization scales are used, with $`x_\mu `$ typically between 0.15 and 0.2 in the case of the 2-jet fractions and between 0.03 and 0.1 in the case of the mean jet multiplicities. Similar results have been obtained in many other analyses involving event shape variables (e.g. ). The value of the best scale depends strongly on the observable. Although the fitted value of $`x_\mu `$ does not bear any physical significance, its deviation from unity indicates the importance of neglected higher order contributions in the fixed order calculation for the given observable.
The inclusion of higher order terms in the matched predictions leads one to expect that the dependence of these predictions on the QCD scale factor $`x_\mu `$ will be reduced, as compared with the $`𝒪(\alpha _s^2)`$ calculations. This has, in fact, been confirmed in . As was done in those publications, we have studied the $`x_\mu `$ dependence of the fit results by performing fits for $`\alpha _s`$ at various fixed values of $`x_\mu `$. Examples of the results for $`D_2^D`$ and $`N^D`$ are shown in Fig. 12 at $`\sqrt{s}=35`$, 91 and 189 GeV. The solid lines demonstrate the behaviour of $`\alpha _s`$ as a function of $`x_\mu `$ for both matched and $`𝒪(\alpha _s^2)`$ predictions. The fit ranges used for the matched predictions are the same as for the central values of $`\alpha _s`$ from the previous section. In the case of the $`𝒪(\alpha _s^2)`$ predictions, the fit ranges from the simultaneous fits for $`\alpha _s`$ and $`x_\mu `$ are taken. The shape of the curves depends rather strongly on the fit range, which is why the circular and square markers are sometimes not situated on the corresponding curves. In general, an extension of the fit range causes the minima of the $`\chi ^2`$ curves to become more pronounced, though the positions in $`x_\mu `$ of the minima are found to be mostly unaffected by such changes.
At 189 GeV statistics are low, and the fits of the $`𝒪(\alpha _s^2)`$ predictions tend to become unstable under variations of the QCD scale for larger $`x_\mu `$. The corresponding curves are therefore not shown. Stability of the fits requires the limitation of the fit ranges to those used in the previous section for fits with fixed scales. Instabilities are further encountered at $`\sqrt{s}=35`$ GeV in the case of the matched predictions of the 2-jet fractions at low $`x_\mu `$, as well as for the two-parameter fits of the $`𝒪(\alpha _s^2)`$ calculations for the mean jet multiplicities.
As can be seen in Fig. 12, the dependence of $`\alpha _s`$ on the scale in the vicinity of $`x_\mu =1`$ is generally much smaller with $`\mathrm{ln}R`$-matching than with $`𝒪(\alpha _s^2)`$ calculations. Furthermore, fits of the matched predictions with a free QCD scale result in very shallow minima in $`\chi ^2`$ and correspondingly large errors in the fitted parameters. Sometimes they do not converge at all. In some cases, convergence can be achieved by sufficiently extending the fit range towards low $`y_{cut}`$. The results for $`x_\mu `$ are then usually found to be closer to 1. We conclude that the matched predictions indeed show little preference for any specific choice of the QCD scale, while the second-order calculations require rather definite values of $`x_\mu `$ to describe the data well. However, as can be seen in the figures, the $`x_\mu `$ dependence of the resulting $`\alpha _s`$ is still sizeable.
#### 5.2.3 Systematic Errors of the Main Result
Based on the investigations carried out in the previous sections, we use the $`\mathrm{ln}R`$-matching scheme for our final results for all observables. Tables 9 through 11 in Appendix C list the final results for $`\alpha _s`$ for all variables and c.m.s. energies, along with the composition of their errors. We discuss the systematic errors for this scheme.
At all c.m.s. energies, the use of only charged tracks rather than both tracks and electromagnetic clusters has a large effect on the result. At JADE energies, variations of the selections generally contribute little to the systematic errors. At c.m.s. energies of 133 GeV and above, however, the influence of variations in the selections becomes sizeable. This is to be expected since the selections themselves play a more important role here than at the lower energies. The restriction of the cut on the thrust axis, which is applied at all c.m.s. energies, induces mostly small effects.
The hadronization errors of the results are, in particular at lower c.m.s. energies, dominated by differences between the generators (i.e. HERWIG or ARIADNE). This could be anticipated considering the size of the hadronization corrections shown in Figs. 7 to 9. A similar behaviour is seen for the dependence of the results on $`x_\mu `$ which is largest at low c.m.s. energies. The influence of the omission of b quarks in the hadronization model and of varying the termination point of the parton shower is sizeable and relatively independent of the c.m.s. energy. Variations of the hadronization parameters $`b`$ and $`\sigma _q`$ have very small effects throughout.
#### 5.2.4 Combination of the Fit Results
We combine the results obtained using the four observables, separately at each c.m.s. energy by forming the mean value, taking into account the covariance matrix corresponding to the total errors of the individual values. The statistical correlations are determined from the data/Monte Carlo subsamples of Sect. 5.1.1. The systematic uncertainties are treated as fully correlated, aside from the variations of $`x_\mu `$ and those of the bin boundaries which are considered as uncorrelated and added to the diagonal of the matrix only. To this end, the scale uncertainties are made symmetric by taking the mean value of the two separate deviations. In order to break up the total error into its single components, the mean is determined using, respectively, the covariance matrix corresponding to only statistical, only experimental, and only experimental and hadronization uncertainties. Fig. 13 gives an overview of the combined results, as well as the results from each single observable with their experimental and total errors<sup>2</sup><sup>2</sup>2At $`\sqrt{s}=172`$ GeV the mean value lies above all contributing individual values. Here, relatively large positive correlations and the fact that the highest individual value (from $`N^D`$) has the smallest error have the combined effect that the lowest $`\chi ^2`$ is obtained when all individual values lie on the same, rather than on opposite sides of the mean.. The combined results are given in Table 4. The values listed in the right column of the table are three-loop evolutions to $`\sqrt{s}=M_{Z^0}`$. The results are compatible within their errors.
As can be seen in the Fig. 13, the separate results are distributed in roughly the same pattern at each c.m.s. energy. The solid and dotted lines represent a three-loop evolution of the current world average of $`\alpha _s(M_{Z^0})=0.119\pm 0.004`$ with its total error. No significant discrepancies between the curve and any of the fit results can be noted. Our values agree with the world average within their experimental errors. Our results using the 2-jet fraction of the Durham scheme are also in good agreement with previous determinations using resummed calculations at these energies (see, e.g., ).
The difference $`\mathrm{\Delta }\alpha _s\alpha _s(Q)\alpha _s(M_{Z^0})`$ is plotted in Fig. 14. Again, the inner error bars in the plot represent the total experimental errors while the outer bars include also hadronization and QCD scale uncertainties. The statistical and experimental systematic errors are obtained from those quoted in Table 4 assuming that correlations between different energies can be neglected. In order to take correlations of the theoretical errors into account, each difference $`\mathrm{\Delta }\alpha _s`$ was calculated separately under each variation of the hadronization model and of the QCD scale. As usual, the difference between the value of $`\mathrm{\Delta }\alpha _s`$ obtained after each such variation and its central value was counted as a contribution to the systematic error. The contributions to the hadronization error were combined in quadrature.
Finally, in order to obtain a single result for $`\alpha _s`$, we perform a fit of the three-loop running of $`\alpha _s`$ to the values of Fig. 13, the fitted variable being $`\alpha _s(M_{Z^0})`$. We assume that correlations between the total experimental errors can be neglected and use these for the determination of $`\chi ^2`$. The resulting fit error is taken as the total experimental error of the final result. The statistical component is assessed by repeating the fit using only statistical errors. The total hadronization and scale errors are then calculated as for $`\mathrm{\Delta }\alpha _s`$, i.e. by repeating the fits under each variation. The final result of 0.1187$`\stackrel{\text{+0.0034}}{\text{0.0019}}`$ is given with its individual error contributions and the value of $`\chi ^2/d.o.f.`$ in Table 5.
### 5.3 $`\alpha _s(M_{Z^0})`$ from the Energy Evolution of Jet Observables
The availability of measurements performed over a wide range of c.m.s. energy with very similar experimental conditions suggests investigations of the c.m.s. energy dependence of jet-related observables rather than analyses at fixed energies. In Sect. 4, the energy evolution of jet fractions was already qualitatively observed, and the extracted $`\alpha _s`$ values shown in Fig. 13 were seen to be in accordance with the QCD prediction of the running of the strong coupling.
Similar analyses have been done based on data from many $`\mathrm{e}^+\mathrm{e}^{}`$ collision experiments, present and past. For an early test of the running of $`\alpha _s`$, the three-jet fraction was used (e.g. ). This is, in lowest order, simply proportional to $`\alpha _s`$. The JADE scheme was employed for these analyses because it has the smallest and least energy-dependent hadronization corrections of all clustering schemes at low c.m.s. energies. More recent measurements have been mainly concerned with the measurements of the energy evolution of event shape moments and of the mean jet multiplicity (e.g. ).
In this analysis, the energy evolution of the three-jet fraction $`R_3`$ at a fixed value of $`y_{cut}`$ and that of the mean values of the observable $`y_2`$ are compared with the predictions of QCD for various clustering algorithms.
#### 5.3.1 Analysis Procedure
The comparisons between measurement and predictions are done by making $`\chi ^2`$ fits to the respective observables over the entire range of c.m.s. energies considered in our analysis, taking $`\alpha _s(M_{Z^0})`$ as the fitted variable. The expressions for the $`𝒪(\alpha _s)`$ and $`𝒪(\alpha _s^2)`$ coefficients in the prediction are taken from for the JADE scheme and from for the Durham and Cambridge schemes. The expression to be fitted to the mean value of $`y_2`$ is given by (7) of Appendix B. The coefficients $`A`$ and $`B`$ were obtained from runs of the EVENT2 program .
In the case of the fits to the three-jet fractions, a specific value of $`y_{cut}`$ has to be selected at which the jet fraction is given. Here, we select a value in a region where the sensitivity to changes in the c.m.s. energy is large (see Figs. 1, 2 and 3) and hadronization corrections are small. In the case of the JADE scheme, the value of $`y_{cut}=0.08`$ from is used. For the Durham and Cambridge schemes, we take $`y_{cut}=0.01`$.
For the moments of some event shape variables, there exist non-perturbative corrections (also called “power corrections”) to the perturbative calculations . It was found in that corrections of order $`1/Q`$ as well as $`1/Q^2`$ to the mean values of $`y_2`$ as obtained with the Durham scheme can be neglected at the c.m.s. energies considered in this analysis. Hadronization corrections for the three-jet fractions at the chosen value of $`y_{cut}`$ are found to be small (between 2% and 11%) for the JADE and Durham schemes, but large (about 25%) for the Cambridge scheme at low c.m.s. energies. We perform the fits for all observables at parton level. The transformation of the measurements from hadron to parton level is done separately at each c.m.s. energy by means of multiplicative factors which are obtained from the same Monte Carlo samples as were used for the $`\alpha _s`$ fits. The factors predicted by the PYTHIA 5.722 Monte Carlo at standard OPAL tune are used to correct the results.
The systematic errors can not be treated by repeating the fits with purely statistical errors for each systematic variation, because the systematic variations applied are essentially different at each c.m.s. energy. We therefore use the total experimental errors of each measurement for the calculation of the $`\chi ^2`$ and take the resulting fit error as the overall experimental error of $`\alpha _s`$. Its statistical component is determined by repeating the fit using only statistical errors. Hadronization uncertainties are determined by repeating the fits with variations of the Monte Carlo predictions for the correction factors from hadron to parton level. We apply only the variations leading to the predominant error contributions in the fits of the previous section, i.e. changes to HERWIG and ARIADNE and the removal of the b quark. The absolute differences from the central result are again added in quadrature to get the total hadronization error.
Fits are carried out both with a constant QCD scale factor, fixed at unity, and with $`x_\mu `$ taken as an additional fit parameter. In the first case, systematic variations of $`x_\mu `$ to 0.5 and 2 are performed and added asymmetrically to the hadronization error.
#### 5.3.2 Results from the Energy Evolution Fits
Fig. 15 shows the measurements of $`y_2`$ for the JADE and the Durham scheme at parton level with the result of the fit at fixed $`x_\mu `$. The inner error bars denote the size of the purely experimental errors, the outer bars include also hadronization errors. The obtained values for $`\alpha _s(M_{Z^0})`$ from the fits shown are listed in Table 12 of Appendix C with the deviations induced by each systematic variation, as before. The total errors are of the same order of magnitude as from the fits at separate c.m.s. energies. Fits with a free QCD scale $`x_\mu `$ lead to errors of almost 100% in the scale for both observables. We therefore present the results obtained at a fixed scale of 1, performing the usual variations to estimate the error from the scale uncertainty. The somewhat small values of $`\chi ^2/d.o.f.`$ indicate correlations in the systematic uncertainties.
The results of the fits to the three-jet fractions are summarized in Table 13 of Appendix C and are displayed in Fig. 16. Unlike the previous fits to the mean values of $`y_2`$, the fits with a free QCD scale lead to smaller errors in $`x_\mu `$. The corresponding prediction is added as a dashed line in the plots. The optimized scales again turn out to be significantly smaller than $`x_\mu =1`$. The fit results for $`\alpha _s`$ with a fitted scale are systematically smaller than with a fixed scale of 1. In order to be able to estimate the error induced by scale uncertainties, we quote central results for $`x_\mu =1`$ and vary the scale to 0.5 and 2.
We combine the separate results with $`x_\mu =1`$ from the five observables into one value for $`\alpha _s(M_{Z^0})`$. The combined result is calculated by taking the average of the remaining five single values, weighted with their respective total errors. We assume total experimental errors to be largely unaffected by correlations and determine these also by taking the weighted mean of the single values. The error contributions from each hadronization and QCD scale variation are determined in the same way separately for each variation, resulting in the overall hadronization and asymmetric scale error of the combined value. Table 6 shows the combined result 0.1181$`\stackrel{\text{+0.0066}}{\text{0.0056}}`$ with its single error components.
### 5.4 MLLA Prediction for the Mean Jet Multiplicity
Lastly, we compare our measurements of the mean jet multiplicity of the Durham scheme with a recent hadron level prediction . The calculation was carried out in the framework of the modified leading logarithmic approximation (MLLA) in the form of a cascade of successive parton branchings which is continued until the relative transverse momentum between the two partons emerging from the branching falls below a cut-off $`Q_0`$. Assuming “local parton-hadron duality” to be valid and setting $`Q_0`$ to a value of typical hadron masses, the prediction may be compared with hadron level measurements. The lower portions of each part of Fig. 17 show the hadron level measurement of $`N^D`$ at all c.m.s. energies with their errors as in Fig. 5 and the MLLA prediction as a solid line. The cut-off $`Q_0`$ is fixed by $`\mathrm{ln}(Q_0/\mathrm{\Lambda }_{QCD})=0.015`$ with $`\mathrm{\Lambda }_{QCD}=500`$ MeV . This value was obtained from fits to measured hadron multiplicities over a c.m.s. energy range from 1.5 GeV to 91 GeV. The smaller captions above each plot show the normalized difference $`\delta `$ between measurements and predictions, defined as in Sect. 5.2.1. A first observation is that the MLLA curves rise more rapidly than the data below some $`y_{cut}`$ as a result of the singularity in the strong coupling as the transverse parton momentum comes close to $`\mathrm{\Lambda }_{QCD}`$. The difference seen at low values of $`y_{cut}`$ becomes smaller for higher c.m.s. energies.
The MLLA prediction assumes quarks to be massless. In order to artificially introduce a hadron mass in the calculation, it is suggested in that one may compare the parton transverse momenta $`k_{}`$ with the transverse energies of the hadrons given by $`E_{}=\sqrt{k_{}^2+Q_0^2}`$. In the application of the predictions to the Durham jet multiplicities, this amounts to comparing the measurement at some $`y_{cut}`$ with the prediction at $`y_{cut}+Q_0^2/s`$, i.e. a relative shift by a fixed amount along the $`y_{cut}`$ axis. The dashed lines in the plots represent the prediction after this shift. At $`\sqrt{s}=35`$ GeV and 44 GeV, the predictions somewhat undershoot the data after the shift, showing that such a crude method for introducing a hadron mass into the calculations works less well at such low energies.
At all c.m.s. energies, the data fall below the MLLA predictions in the region of medium $`y_{cut}`$. This behaviour is also observed in for $`\sqrt{s}=91`$ GeV and is there attributed to the omission of higher loops in the definition of $`\alpha _s`$.
## 6 Summary
We have performed QCD related measurements at c.m.s. energies of 35, 44, 91.2, 133, 161, 172, 183 and 189 GeV using data from the JADE and OPAL experiments which are very similar in their components used in the analysis. The same measuring techniques were applied in the two experiments, including details of the selections and the method of reconstructing single particle four-momenta. The results of the measurements display the same systematic behaviour over the entire c.m.s. energy range, suggesting that the desired homogeneity of the analysis is indeed realized.
Hadron level measurements of $`n`$-jet fractions, differential jet fractions, distributions in the variables $`y_n`$ and mean jet multiplicities have been presented up to large jet multiplicities and down to very low values of $`y_{cut}`$ using the JADE, Durham and Cambridge jet finders. Measurements of jet fractions as obtained with a cone algorithm, varying both of its parameters $`R`$ and $`ϵ`$, have also been performed. The mean values of the $`y_n`$ distributions have been measured. The numerical values will appear in the Durham data base. The measured values were compared qualitatively with the predictions of four Monte Carlo generators, PYTHIA, HERWIG, ARIADNE and COJETS, representing the major currently available models for parton shower evolution and hadronization. All generators except for COJETS were found to be in agreement with the data. COJETS was seen to predict too many jets, in particular in regions of high jet multiplicities (high jet resolution). The discrepancy rises with c.m.s. energy and becomes significant at $`\sqrt{s}91`$ GeV. It can be explained by the omission of gluon coherence effects in the generator which will lead to an excess of soft gluons. Qualitatively, all observables based on the clustering schemes display a clear scaling violation with c.m.s. energy, as expected from QCD.
The 2-jet fractions and mean jet multiplicities as obtained with the Durham and Cambridge schemes were used for quantitative tests of QCD. Matched $`𝒪(\alpha _s^2)`$ and NLLA predictions for these observables were fitted to the data at each separate c.m.s. energy over an appropriate range of $`y_{cut}`$, the fitted parameter being the strong coupling at the respective energy. The $`\mathrm{ln}R`$ and the $`R`$-matching schemes, as well as their “modified” variants were used in the fits. In addition, $`𝒪(\alpha _s^2)`$ predictions were fitted, where the QCD scale factor $`x_\mu `$ was taken as an additional free parameter or kept fixed at unity. The fit quality in terms of $`\chi ^2`$ was found to be reasonable, confirming the general validity of QCD within the errors of the results. None of the different calculation types could be clearly disqualified on the basis of the $`\chi ^2`$ values. To obtain an acceptable $`\chi ^2`$, the fits of the $`𝒪(\alpha _s^2)`$ calculations at $`x_\mu =1`$ required a limitation of the fit range to regions of large $`y_{cut}`$, which is in accordance with the expectation that the omission of higher orders of $`\alpha _s`$ becomes noticeable in regions of high jet multiplicities (low $`y_{cut}`$). The range of validity of the $`𝒪(\alpha _s^2)`$ calculations can be extended towards lower $`y_{cut}`$ by choosing an appropriate scale $`x_\mu `$. In agreement with other analyses, the optimized values for $`x_\mu `$ turn out to be significantly lower than 1. At all c.m.s. energies, the resulting $`\alpha _s`$ values display the same relative shifts as a function of the type of prediction chosen. The results using $`𝒪(\alpha _s^2)`$ calculations and $`x_\mu =1`$ tend to be systematically larger and the corresponding results with a fitted scale tend to be smaller than those from the matched predictions. In the case of the 2-jet fractions, the differences between the results using simple and modified $`\mathrm{ln}R`$-matching are negligible. The results of the modified $`R`$-matching are also generally comparable with those of the $`\mathrm{ln}R`$-matching, while the $`R`$-matching, which is known to be less complete, leads to systematically small values of $`\alpha _s`$. In the case of the mean jet multiplicities, the differences between the matching schemes are less significant. Generally, we observe that at c.m.s. energies with sufficiently high statistics (35 GeV, 91 GeV, 183 GeV and 189 GeV) the precision of the obtained $`\alpha _s`$ is currently limited by the theoretical uncertainties.
The dependence of the results on the QCD scale $`x_\mu `$ has been investigated. Simultaneous fits of $`\alpha _s`$ and $`x_\mu `$, using matched predictions and the same fit ranges as with a fixed scale either do not converge at all or result in values for $`x_\mu `$ around unity affected by very large fit errors. The $`\alpha _s`$ results, however, still depend on the scale, which leads to sizeable contributions to the theoretical errors.
Combinations of the $`\mathrm{ln}R`$-matching results from the four observables, separately at each c.m.s. energy, are found to be in agreement with a three-loop QCD evolution of the current world average for $`\alpha _s(M_{Z^0})`$ of $`0.119\pm 0.004`$. A fit of the three-loop running expression for $`\alpha _s`$ to the combined results over all c.m.s. energies returned a final value of
$$\alpha _s(M_{Z^0})=0.1187\stackrel{+0.0034}{0.0019}$$
with a $`\chi ^2/d.o.f.`$ of 7.85/7.
We have also carried out $`\alpha _s`$ fits to the energy evolution of the mean values $`y_2`$ as obtained with the JADE and Durham schemes and of the 3-jet fraction of the JADE, Durham and Cambridge schemes, each evaluated at a fixed $`y_{cut}`$. In all cases, $`\alpha _s(M_{Z^0})`$ was fitted for, and predictions of $`𝒪(\alpha _s^2)`$ were used with a fixed QCD scale of unity. The results found are again in agreement with the world average with reasonable $`\chi ^2/d.o.f.`$, except for the 3-jet fraction of the Cambridge scheme where a somewhat high value of about $`\chi ^2/d.o.f.=31/7`$ is obtained. The differences between the results from different observables turn out to be larger than the overall experimental error. Attempts to fit the QCD scale simultaneously resulted in very large fit errors in the case of the quantities $`y_2`$, precluding any reasonable fixing of the scale. In the case of the 3-jet fractions, optimized QCD scales were again found smaller than unity and led to systematically smaller results for $`\alpha _s(M_{Z^0})`$. The weighted mean value of the $`\alpha _s`$ results of the five observables at $`x_\mu =1`$ is $`\alpha _s(M_{Z^0})=0.1181\stackrel{\text{+0.0066}}{\text{0.0056}}.`$
Finally, we have tested a hadron level MLLA prediction for the mean jet multiplicity in the Durham scheme, separately at each c.m.s. energy. A qualitative comparison with the data showed that the prediction overshoots the data in regions of medium $`y_{cut}`$ which may be attributed to the fact that $`\alpha _s`$ is included only in one-loop accuracy. Another significant deviation is seen towards very low $`y_{cut}`$, where the prediction begins to rise significantly faster than the data due to the singularity in the $`\alpha _s`$ running. This deviation is largest at low c.m.s. energies. Better agreement between the data and the prediction in these regions can be achieved if the prediction is shifted in $`y_{cut}`$ by an amount corresponding to typical hadron masses.
In summary, this analysis presents a unique investigation of the running of $`\alpha _s`$ in a large c.m.s. energy range of 35 through 189 GeV based on a consistent treatment of the data and employing up-to-date theoretical predictions. The numerical value of $`\alpha _s`$ obtained from our study of jet rates and jet multiplicities is found to be in agreement with the world average, which has been obtained from a large variety of observables and processes. It is of comparable precision.
Acknowledgements:
We particularly wish to thank the SL Division for the efficient operation of the LEP accelerator at all energies and for their continuing close cooperation with our experimental group. We thank our colleagues from CEA, DAPNIA/SPP, CE-Saclay for their efforts over the years on the time-of-flight and trigger systems which we continue to use. In addition to the support staff at our own institutions we are pleased to acknowledge the
Department of Energy, USA,
National Science Foundation, USA,
Particle Physics and Astronomy Research Council, UK,
Natural Sciences and Engineering Research Council, Canada,
Israel Science Foundation, administered by the Israel Academy of Science and Humanities,
Minerva Gesellschaft,
Benoziyo Center for High Energy Physics,
Japanese Ministry of Education, Science and Culture (the Monbusho) and a grant under the Monbusho International Science Research Program,
Japanese Society for the Promotion of Science (JSPS),
German Israeli Bi-national Science Foundation (GIF),
Bundesministerium für Bildung, Wissenschaft, Forschung und Technologie, Germany,
National Research Council of Canada,
Research Corporation, USA,
Hungarian Foundation for Scientific Research, OTKA T-029328, T023793 and OTKA F-023259.
## Appendix A Quality Criteria for Charged Tracks and Electromagnetic Clusters
The quality cuts defining acceptable charged tracks are listed for the JADE and OPAL experiments in Table 7. For the JADE part of the analysis, two different types of tracks, “long” and “central” tracks, are defined. In the case of OPAL the criteria used in the preselection differ from those applied in the actual analysis. $`n_{hits}`$ denotes the number of hits in the respective central jet chamber, and $`n_{exp}`$ the number of hits which is to be expected taking into account track direction and detector geometry. For the OPAL preselection hits in the entire central detector were counted. The symbol $`p`$ denotes the reconstructed three-momentum of a track, $`p_{}`$ its projection onto the $`xy`$ plane and $`\theta `$ its polar angle. The beam energy dependent upper limit $`p_{max}(E_{beam})`$ is taken to be $`(1+6\sqrt{0.02^2+(0.0015E_{beam})^2})E_{beam}`$. The upper limits on $`p`$ are motivated by the occurrence of left-right ambiguities for tracks running close to and parallel to a wire plane. In some cases, this situation leads to the reconstruction of very straight tracks with extremely high momenta. The expression for $`p_{max}(E_{beam})`$ is the beam energy, augmented by six times the track momentum resolution. $`z_0`$ is the $`z`$ coordinate of the point of closest approach (p.c.a.) of the fitted track helix to the origin of the coordinate system, and $`d_0`$ and $`R_1`$ are the transverse distances from, respectively, the p.c.a. and the first hit to the origin.
The quality criteria for electromagnetic calorimeter clusters are given in Table 8. In the case of OPAL, the criteria used in the preselection differ again from those applied in the actual analysis. $`E_{clust}`$ and $`n_{bl}`$ are, respectively, cluster energy and number of lead-glass blocks contained in the cluster.
## Appendix B Theoretical Calculations for Jet-Multiplicity Related Observables
### B.1 Second-Order Approximations
Predictions up to fixed second order in $`\alpha _s`$ are available for the jet fractions and mean jet multiplicities of all jet finders presented in Sect. 4. The perturbative power series for the 2-jet fractions and the mean jet multiplicity can be written in terms of $`\overline{\alpha }_s\alpha _s/(2\pi )`$ as
$$R_2^{𝒪(\alpha _s^2)}(y_{cut})=1+𝒜_R(y_{cut})\overline{\alpha }_s+_R(y_{cut})\overline{\alpha }_s^2$$
(5)
and
$$N^{𝒪(\alpha _s^2)}(y_{cut})=2+𝒜_N(y_{cut})\overline{\alpha }_s+_N(y_{cut})\overline{\alpha }_s^2$$
(6)
where indices “R” and “N” on the coefficient functions indicate the 2-jet fraction and the mean jet multiplicity, respectively. The coefficient functions $`𝒜`$ and $``$ may be calculated by integration of the $`𝒪(\alpha _s^2)`$ matrix elements. We employ second-order predictions for the 2-jet fractions and mean jet multiplicities as obtained with the Durham and Cambridge schemes for tests of perturbative QCD. For the Durham scheme, we use values for the respective coefficients obtained for a wide range in $`y_{cut}`$ from numerical matrix element integration using the program EVENT2 . In the case of the Cambridge scheme, the calculations from , valid for $`0.001y_{cut}0.2`$, are used.
$`𝒪(\alpha _s^2)`$ predictions for the mean values of $`y_n`$ can be obtained for $`n=2`$ and $`n=3`$, being, respectively, of next-to-leading and leading order:
$$y_2^{𝒪(\alpha _s^2)}=A\overline{\alpha }_s+B\overline{\alpha }_s^2$$
(7)
$$y_3^{𝒪(\alpha _s^2)}=C\overline{\alpha }_s^2$$
(8)
Very recently, calculations of four-jet observables in next-to-leading fixed order (i.e. $`𝒪(\alpha _s^3)`$) approximation have been presented . We do not use these for QCD tests, but we present measurements of the relevant quantities in Sect. 4.
#### B.1.1 Next-To-Leading Logarithmic Approximations
The truncation of the perturbative series after a fixed order is meaningful as long as the omitted terms can be assumed to be small. For the jet-related observables under consideration, as well as for cumulative cross sections of event shape variables, the coefficients can themselves be written as series in $`L\mathrm{ln}(1/y_{cut})`$, which becomes large in the region of small $`y_{cut}`$. For some observables, reasonable predictions of cross-sections may nevertheless be obtained in these kinematic regions of low $`y_{cut}`$, because they allow the “resummation” of the largest logarithmic components of the coefficients to all orders in $`\alpha _s`$ . Both the differential 2-jet fraction and the mean jet multiplicities as obtained with the Durham and Cambridge schemes belong to this group of observables, which is why we chose to use them to test QCD.
In the case of the differential 2-jet rates, the feasibility of resummation is closely connected to the fact that the complete prediction can be written in the “exponentiated” form
$$R_2(y_{cut})=C(\alpha _s)\mathrm{exp}G(\alpha _s,L)+D(\alpha _s,L)$$
(9)
where
$$C(\alpha _s)=1+\underset{n=1}{\overset{\mathrm{}}{}}C_n\overline{\alpha }_s^n$$
(10)
and
$`G(\alpha _s,L)`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=1}{\overset{n+1}{}}}G_{nm}\overline{\alpha }_s^nL^m`$ (11)
$``$ $`Lg_1(\alpha _sL)+g_2(\alpha _sL)+\alpha _sg_3(\alpha _sL)+\alpha _s^2g_4(\alpha _sL)+\mathrm{}`$
and the remainder function $`D(\alpha _s,L)`$ is assumed to vanish for $`y_{cut}0`$. Exponentiation implies that terms with $`m>n+1`$ are absent in the sum (11). As can be seen from (11), each of the functions $`g_i`$ is defined as an infinite power series in $`\alpha _sL`$. The two functions, $`g_1`$ and $`g_2`$, contributing, respectively, the largest and second-largest logarithmic parts of the coefficients, have been calculated for the 2-jet fractions of the Durham and Cambridge schemes , yielding a prediction in “next-to-leading logarithmic” approximation (NLLA). Up to this order, the predictions are identical for both schemes . The coefficient $`C_1`$ can be obtained from the $`𝒪(\alpha _s)`$ matrix element , and $`C_2`$ from integration of the $`𝒪(\alpha _s^2)`$ matrix element and comparison of the result with (9), e.g. by fitting the latter to the first .
An improvement of the NLLA prediction suggested in concerns the subleading logarithmic term $`G_{21}\overline{\alpha }_s^2L`$, which is included in the second-order prediction and may therefore be determined from a comparison of the NLLA with the $`𝒪(\alpha _s^2)`$ prediction as was done for $`C_2`$. A result is again quoted in . The overall NLLA prediction is then
$$R_2^{NLLA}(y_{cut})=(1+C_1\overline{\alpha }_2+C_2\overline{\alpha }_s^2)\mathrm{exp}\left[Lg_1(\alpha _sL)+g_2(\alpha _sL)\right].$$
(12)
NLLA predictions have also been derived for the mean jet multiplicities of the Durham scheme . Here, however, the complete prediction does not exponentiate as in (9). One therefore has to include powers of $`L`$ above $`n+1`$ and obtains
$`N(y_{cut})`$ $`=`$ $`2+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{2n}{}}}H_{nm}\overline{\alpha }_s^nL^m`$ (13)
$``$ $`2+h_1(L\alpha _s^2)+L^1h_2(L\alpha _s^2)+L^2h_3(L\alpha _s^2)+\mathrm{},`$
where the “leading” and “next-to-leading” logarithmic terms are now those with $`m=2n`$ and $`m=2n1`$, respectively. Each function $`h_i`$ is an infinite series in $`L\alpha _s^2`$. The complete NLLA predictions are given in .
As in the case of the 2-jet fraction, one may additionally obtain the coefficients of subleading logarithmic terms of $`𝒪(\alpha _s)`$ by comparing them with the fixed order prediction. Here, the terms in question are $`H_{22}L^2`$ and $`H_{21}L`$. In fact, from expansions of the calculations in , an analytic expression for $`H_{22}`$ can be derived . Determinations of both $`H_{22}`$ and $`H_{21}`$ have been performed using fits to $`_N`$ . Including these two terms, the overall NLLA prediction takes the form
$$N^{NLLA}(y_{cut})=2+h_1(L\alpha _s^2)+L^1h_2(L\alpha _s^2)+H_{22}L^2+H_{21}L.$$
(14)
Again, the prediction turns out identical for the Cambridge scheme.
#### B.1.2 Matched Predictions
Various techniques have been devised to combine fixed-order with logarithmic predictions in order to obtain a prediction which is valid over a wide range of $`y_{cut}`$. In the most obvious of such combination schemes, generally called the “$`R`$-matching” scheme, the exponential function in (12) is expanded in its power series and the coefficients $`c_1`$ and $`c_2`$ of the $`\alpha _s`$ and $`\alpha _s^2`$ terms are read off. The matched prediction $`R_2(y_{cut})`$ is then formed by subtracting the $`𝒪(\alpha _s)`$ and $`𝒪(\alpha _s^2)`$ terms from $`R_2^{NLLA}`$ and adding the second-order prediction, yielding
$$R_2(y_{cut})=R_2^{NLLA}(y_{cut})c_1\overline{\alpha }_sc_2\overline{\alpha }_s^2+R_2^{𝒪(\alpha _s^2)}(y_{cut}).$$
(15)
The procedure requires the explicit knowledge of $`G_{11}`$, $`G_{12}`$, $`G_{22}`$ and $`G_{23}`$ whose values can be obtained by expanding function $`G(\alpha _s,L)`$ (with the known functions $`g_1`$ and $`g_2`$) in a power series and reading off the appropriate coefficients. We shall follow the convention of and use the expression “$`R`$-matching” if the $`G_{21}`$ term is left out in $`R_2^{NLLA}`$ (and consequently also in $`c_2`$). If the term is kept, we shall speak of “modified $`R`$-matching”. Because of the additionally included subleading term, one may expect the modified variant to be the more precise prediction.
In the corresponding matching procedure for the mean jet multiplicity the $`𝒪(\alpha _s)`$ and $`𝒪(\alpha _s^2)`$ coefficients which appear in both types of predictions can be read off directly from (13) resulting in the matched prediction
$$N(y_{cut})=N^{NLLA}(y_{cut})c_1^{}\overline{\alpha }_sc_2^{}\overline{\alpha }_s^2+𝒜_N(y_{cut})\overline{\alpha }_s+_N(y_{cut})\overline{\alpha }_s^2.$$
(16)
It does not make any difference in this case whether the subleading terms $`H_{22}L^2`$ and $`H_{21}L`$ are included or not, because they are subtracted out in any case. The required coefficients $`H_{11}`$, $`H_{12}`$, $`H_{23}`$ and $`H_{24}`$ have been calculated analytically and are given in equation (8) of .
An alternative way of matching the two types of calculations, called “$`\mathrm{ln}R`$-matching” in , applies a similar procedure as before, but now to the logarithms of the predictions. To this end, the logarithms of the two predictions are expanded in their power series and terms of $`𝒪(\alpha _s^3)`$ as well as non-logarithmic terms are omitted. The $`𝒪(\alpha _s)`$ and $`𝒪(\alpha _s^2)`$ terms are then subtracted from the resulting NLLA expression, and the two logarithms are added to yield the matched prediction
$`\mathrm{ln}R_2(y_{cut})`$ $`=`$ $`Lg_1(\alpha _sL)+g_2(\alpha _sL)`$
$`(G_{11}L+G_{12}L^2)\overline{\alpha }_s(G_{22}L^2+G_{23}L^3)\overline{\alpha }_s^2`$
$`+𝒜_R(y_{cut})\overline{\alpha }_s+\left[_R(y_{cut}){\displaystyle \frac{1}{2}}𝒜_R(y_{cut})^2\right]\overline{\alpha }_s^2.`$
The subleading term $`G_{21}\overline{\alpha }_s^2L`$ in the NLLA part of the prediction can be ignored since it is removed in the process, being implicitly contained in $`_R`$.
It has been pointed out in that neither the $`R`$-matching nor the $`\mathrm{ln}R`$-matching scheme ensures that the resulting prediction for $`R_2`$ tends to 1 in the kinematic limit of $`y_{cut}=y_{max}`$ where all events are resolved in two jets. In the case of the $`\mathrm{ln}R`$-matching, this drawback can simply be cured by replacing $`L`$ with $`L^{}\mathrm{ln}(1/y_{cut}1/y_{max}+1)`$. As in , we refer to this variant as “modified $`\mathrm{ln}R`$-matching”.
The mean jet multiplicity may be subjected to a procedure analogous to the $`\mathrm{ln}R`$-matching where the logarithm is taken of $`N1`$ rather than $`N`$ itself. The expansion of $`\mathrm{ln}(N^{NLLA}1)`$ makes it possible to read off the common $`𝒪(\alpha _s)`$ and $`𝒪(\alpha _s^2)`$ coefficients $`d_1`$ and $`d_2`$. Combining both predictions and subtracting double terms leads then to the matched result
$`\mathrm{ln}[N(y_{cut})1]`$ $`=`$ $`\mathrm{ln}[N^{NLLA}(y_{cut})1]`$ (18)
$`d_1\overline{\alpha }_sd_2\overline{\alpha }_s^2+𝒜_N(y_{cut})\overline{\alpha }_s+\left[_N(y_{cut}){\displaystyle \frac{1}{2}}𝒜_N(y_{cut})^2\right]\overline{\alpha }_s^2`$
Here, it does make a difference whether the subleading terms $`H_{22}L^2`$ and $`H_{21}L`$ are left out. We shall speak of “$`\mathrm{ln}R`$-matching” if only the analytic expression for $`H_{22}`$ is included, and of a “modified $`\mathrm{ln}R`$-matching” if the fitted values for both $`H_{22}`$ and $`H_{21}`$ are used.
$`R`$ and $`\mathrm{ln}R`$-matching differ generally in their assumptions on the unknown subleading and non-logarithmic terms of $`𝒪(\alpha _s^3)`$. In the case of the $`R`$-matching, these terms are ignored in the predictions for $`R_2`$ and $`N`$, while, in the case of the $`\mathrm{ln}R`$-matching, they are assumed to vanish in the logarithms.
## Appendix C Fit Results for $`\alpha _s`$
The tables on the subsequent pages summarize the values obtained for $`\alpha _s`$ in Sects. 5.1 and 5.3 and the detailed composition of the systematic errors. For each systematic variation, the deviation with respect to the central result is given with a sign indicating the direction of the deviation. |
warning/0001/hep-th0001166.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Recently, phenomenolgists have actively considered the possibility that the existence of additional compact spatial dimensions may account for the large hierarchy between the electroweak scale and the Planck scale, the so-called hierarchy problem in particle physics. In this scenario, our four-dimensional world is confined within the worldvolume of a three-brane, within which the fields of Standard Model are contained. The earlier proposal relies on the large enough volume of the compact extra space for solving the hierarchy problem. More compelling scenario proposed by Randall and Sundrum (RS) assumes that the spacetime is non-factorizable, in contrast to the conventional view of the Kaluza-Klein (KK) theory that the spacetime is the direct product of the four-dimensional spacetime and the compact extra space. Such a point of view on spacetime was also previously taken as an alternative to the compact compactification, namely as a mechanism to trap matter within the four-dimensional hypersurface without having to assume that the extra space is compact. However, what is new in the RS model is that it is not just matter but also gravity that is effectively trapped within the hypersurface, i.e. the three-brane or the five-dimensional domain wall. The exponential fall-off (as one moves away from the brane) of the warp factor in the metric of the non-factorizable spacetime accounts for the large hierarchy between the electroweak and the Planck scales in our four-dimensional world, which is assumed to be located away from the wall. Gravity in our four-dimensional world is relatively weak also because the wave function for the graviton zero mode, which is localized around the wall, falls off as one moves away from the wall.
Since gravity is shown to be effectively compactified to one lower dimensions (even when the extra spatial dimension is infinite) in the background of the RS type domain walls , it is of interest to study various gravitating objects in such background. (Some of the previous works on the related subject are Refs. .) In our previous works , we attempted to understand charged branes in the bulk background of the RS type domain wall. It turns out that the domain wall bulk background is so restrictive about the possible gravitating objects that non-dilatonic domain wall bulk background in general does not allow charged branes. One of ways to get around this difficulty is to allow the cosmological constant term in the bulk action to have the dilaton factor. Fortunately, it is observed that even the dilatonic domain wall background effectively compactifies gravity, if the dilaton coupling parameter in the cosmological constant term is small enough. The warp factor in the metric of the dilatonic domain wall with small enough dilaton coupling parameter also decreases as one moves away from the wall within the finite allowed coordinate interval around the wall as a power-law, instead of exponentially within the infinite allowed coordinate interval around the wall just like non-dilatonic domain wall of the RS model , and becomes zero at the end of the allowed finite coordinate interval. So, one can also use such dilatonic domain walls for tackling the hierarchy problem.
It is realized that charged $`p`$-branes, as observed in one lower dimensions, should rather be regarded as charged $`(p+1)`$-branes in the bulk of domain wall, because charged $`p`$-branes in the bulk of domain wall background are not effectively compactified to the charged $`p`$-branes in one lower dimensions on the hypersurface of the wall. We studied the dynamics of probes in the background of such charged branes for the purpose of understanding the spacetime properties of charged branes in the bulk background of the domain walls. In this paper, we check whether such charged $`(p+1)`$-branes in the domain wall bulk effectively describe the corresponding charged $`p`$-branes in one lower dimensions or describe different physics in one lower dimensions by obtaining the effective action (in one lower dimensions) for such charged $`(p+1)`$-branes in the bulk of the domain walls. We find that the effective action has exactly the same form as the action for the $`p`$-brane in one lower dimensions that is obtained from the action for the $`(p+1)`$-brane through the ordinary KK compactification on $`S^1`$.
The paper is organized as follows. In section 2, we discuss dilatonic domain wall solution that we studied in our previous works. In sections 3, we obtain the effective action for the charged branes in the bulk of the dilatonic domain wall.
## 2 Dilatonic Domain Wall Solution
We begin by discussing the $`D`$-dimensional extreme dilatonic domain wall solution studied in Ref. . Generally, the total action for the RS type model is the sum of the $`D`$-dimensional action $`S_{\mathrm{bulk}}`$ for the fields in the bulk of the domain wall and the $`(D1)`$-dimensional action $`S_{\mathrm{DW}}`$ on the domain wall worldvolume:
$$S=S_{\mathrm{bulk}}+S_{\mathrm{DW}}.$$
(1)
The bulk action contains the following action for the dilatonic domain wall solution:
$$S_{\mathrm{bulk}}\frac{1}{2\kappa _D^2}d^Dx\sqrt{G}\left[_G\frac{4}{D2}_M\varphi ^M\varphi +e^{2a\varphi }\mathrm{\Lambda }\right],$$
(2)
and the $`(D1)`$-dimensional action contains the following worldvolume action $`S_\sigma `$ for the dilatonic domain wall:
$$S_{\mathrm{DW}}S_\sigma =\sigma _{\mathrm{DW}}d^{D1}x\sqrt{\gamma }e^{a\varphi }.$$
(3)
Here, $`\sigma _{\mathrm{DW}}`$ is the tension or the energy density of the domain wall and $`\gamma `$ is the determinant of the induced metric $`\gamma _{\mu \nu }=_\mu X^M_\nu X^NG_{MN}`$ on the domain wall worldvolume, where $`M,N=0,1,\mathrm{},D1`$ and $`\mu ,\nu =0,1,\mathrm{},D2`$.
The domain wall solution has the following form:
$$G_{MN}dx^Mdx^N=𝒲\eta _{\mu \nu }dx^\mu dx^\nu +dy^2,e^{2\varphi }=𝒲^{\frac{(D2)^2a}{4}},$$
(4)
where the warp factor $`𝒲`$ is given by
$`𝒲(y)`$ $`=`$ $`\left(1+{\displaystyle \frac{2(D1)+(D2)\mathrm{\Delta }}{(D2)\mathrm{\Delta }}}Q|y|\right)^{\frac{4}{2(D1)+(D2)\mathrm{\Delta }}}`$ (5)
$`=`$ $`\left(1+{\displaystyle \frac{a^2(D2)^2}{a^2(D2)^24(D1)}}Q|y|\right)^{\frac{8}{a^2(D2)^2}},`$ (6)
$`\mathrm{\Delta }`$ $`=`$ $`{\displaystyle \frac{(D2)a^2}{2}}{\displaystyle \frac{2(D1)}{D2}},`$ (7)
for $`a0`$, and
$$𝒲(y)=\mathrm{exp}\left(\frac{2Q}{D1}|y|\right),$$
(8)
for $`a=0`$. The domain wall solution (4) solves the equations of the motion of the combined actions (2) and (3), provided the bulk cosmological constant $`\mathrm{\Lambda }`$ and the domain wall tension $`\sigma _{\mathrm{DW}}`$ in the action are related to the parameter $`Q`$ in the solution as
$$\mathrm{\Lambda }=\frac{2Q^2}{\mathrm{\Delta }},\sigma _{\mathrm{DW}}=\frac{4}{|\mathrm{\Delta }|}\frac{Q}{\kappa _D^2}.$$
(9)
In this paper, we assume that $`Q>0`$, so that the tension $`\sigma _{\mathrm{DW}}`$ of the wall is positive.
One can bring the domain wall metric (4) to the conformally flat form by applying the following coordinate transformation:
$`z`$ $`=`$ $`\mathrm{sgn}(y){\displaystyle \frac{a^2(D2)^24(D1)}{a^2(D2)^24}}Q^1\left[\left(1+{\displaystyle \frac{a^2(D2)^2}{a^2(D2)^24(D1)}}Q|y|\right)^{\frac{a^2(D2)^24}{a^2(D2)^2}}1\right]`$ (10)
$`=`$ $`\mathrm{sgn}(y){\displaystyle \frac{\mathrm{\Delta }}{\mathrm{\Delta }+2}}Q^1\left[\left(1+{\displaystyle \frac{2(D1)+(D2)\mathrm{\Delta }}{(D2)\mathrm{\Delta }}}Q|y|\right)^{\frac{(D2)(\mathrm{\Delta }+2)}{2(D1)+(D2)\mathrm{\Delta }}}1\right],`$ (11)
for $`a0`$, and
$$z=\mathrm{sgn}(y)\frac{D1}{Q}\left[\mathrm{exp}\left(\frac{Q}{D1}|y|\right)1\right],$$
(12)
for $`a=0`$. The resulting domain wall metric has the following form:
$$G_{MN}dx^Mdx^N=𝒞\left[\eta _{\mu \nu }dx^\mu dx^\nu +dz^2\right],e^{2\varphi }=𝒞^{\frac{(D2)^2a}{4}},$$
(13)
where the conformal factor $`𝒞`$ is given by
$`𝒞(z)`$ $`=`$ $`\left(1+{\displaystyle \frac{\mathrm{\Delta }+2}{\mathrm{\Delta }}}Q|z|\right)^{\frac{4}{(D2)(\mathrm{\Delta }+2)}}`$ (14)
$`=`$ $`\left(1+{\displaystyle \frac{(D2)^2a^24}{(D2)^2a^24(D1)}}Q|z|\right)^{\frac{8}{(D2)^2a^24}}.`$ (15)
In particular, the domain wall solution of the RS model corresponds to the $`(D,a)=(5,0)`$ case of the above general solution. The parameter $`Q`$ in the above metric is related to the parameter $`k`$ in the RS domain wall metric as $`Q=4k`$. Note, also the difference in the definition of the cosmological constant from that of Refs. , where the gravitational constant does not multiply the cosmological constant term and there is a negative sign. So, in order to relate the cosmological constant $`\mathrm{\Lambda }`$ in Eq. (9) of the action (1) to the cosmological constant of Refs. , one has to multiply $`\mathrm{\Lambda }`$ in Eq. (9) by $`1/(2\kappa _5^2)`$, where $`\kappa _5^2=1/(4M^3)`$ in the notation of Refs. .
## 3 Zero Mode Effective Action
In this section, we study the $`(D1)`$-dimensional effective action for the RS type model obtained from the total action $`S_{\mathrm{bulk}}+S_{\mathrm{DW}}`$ by integrating over the extra space coordinate. We shall consider only the zero modes of the fields, in part because the harmonic functions for branes in the domain wall bulk under consideration, i.e., those studied in Ref. , are independent of the extra space coordinate.
In Ref. , it is shown that gravity in one lower dimensions is reproduced by allowing the following form of the small perturbation of the domain wall metric (13):
$$G_{MN}dx^Mdx^N=𝒞\left[(\eta _{\mu \nu }+h_{\mu \nu })dx^\mu dx^\nu +dz^2\right],$$
(16)
where the metric perturbation $`h_{\mu \nu }`$ satisfies the transverse traceless gauge condition $`h_\mu ^\mu =0=^\mu h_{\mu \nu }`$. However, in this paper, we consider the case where there is an additional perturbation, depending on the domain wall worldvolume coordinates $`x^\mu `$, in the extra space direction, i.e. the $`y`$ or the $`z`$ direction. This is motivated by the fact that the extra space component of the metric of charged branes in the bulk of the domain wall generally depends on the worldvolume coordinates of the domain wall. So, we consider the following form of the $`D`$-dimensional metric:
$$G_{MN}dx^Mdx^N=𝒞\left[g_{\mu \nu }dx^\mu dx^\nu +h^2dz^2\right],$$
(17)
where $`𝒞`$ is given by Eq. (15), and $`g_{\mu \nu }`$ and $`h`$ are zero modes, i.e., depend on the $`(D1)`$-dimensional coordinates $`x^\mu `$, only. Note, the term $`h^2`$ in the above metric does not have anything to do with the radion , which determines the scale of the distance between the visible and the hidden domain walls of the first RS model , because we are considering only one domain wall, called the TeV brane, and assuming the extra space dimension to be infinite just like the second RS model .
First, we consider the case where the total action is given by the actions for the dilatonic domain wall, only, i.e., the sum of the actions (2) and (3). For the Ansätze for the fields, we use Eq. (17) for the metric $`G_{MN}`$ and Eq. (13) for the dilaton $`\varphi `$, where $`𝒞`$ is given by Eq. (15). Then, the total action reduces to the following form:
$`S`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa _D^2}}{\displaystyle d^Dx\sqrt{G}\left[_G\frac{4}{D2}_M\varphi ^M\varphi +e^{2a\varphi }\mathrm{\Lambda }\right]}\sigma _{\mathrm{DW}}{\displaystyle d^{D1}x\sqrt{\gamma }e^{a\varphi }}`$ (18)
$`=`$ $`{\displaystyle \frac{1}{2\kappa _D^2}}{\displaystyle }d^{D1}xdz\sqrt{g}\varpi ^{\frac{2}{\mathrm{\Delta }+2}}[h_g8{\displaystyle \frac{D1}{D2}}{\displaystyle \frac{Q}{\mathrm{\Delta }}}h^1\{\delta (z){\displaystyle \frac{DQ}{4(D1)}}\varpi ^2\}`$ (20)
$`{\displaystyle \frac{2Q^2}{\mathrm{\Delta }}}\varpi ^2h]{\displaystyle \frac{4}{|\mathrm{\Delta }|}}{\displaystyle \frac{Q}{\kappa _D^2}}{\displaystyle }d^{D1}x\sqrt{g}`$
$`=`$ $`{\displaystyle \frac{1}{2\kappa _D^2}}{\displaystyle d^{D1}x\sqrt{g}\left[\frac{2\mathrm{\Delta }Q^1}{\mathrm{\Delta }+4}h_g\frac{4Q}{\mathrm{\Delta }}(h^1+h2)\right]},`$ (21)
where $`\varpi 1+\frac{\mathrm{\Delta }+2}{\mathrm{\Delta }}Q|z|`$. Since the domain wall is located at $`z=0`$, the fields in the domain wall worldvolume action $`S_\sigma `$ take the forms $`e^{a\varphi }=1`$ and $`\gamma _{\mu \nu }=g_{\mu \nu }`$ (in the static gauge of the worldvolume action). Note, in the last equality, we integrated over all the possible values of the extra space coordinate $`z`$. Namely, $`\frac{\mathrm{\Delta }}{\mathrm{\Delta }+2}Q^1z\frac{\mathrm{\Delta }}{\mathrm{\Delta }+2}Q^1`$ for the $`2<\mathrm{\Delta }<0`$ case, and $`\mathrm{}<z<\mathrm{}`$ for the $`\mathrm{\Delta }<2`$ case (Cf. see Eq. (15)). When $`\mathrm{\Delta }>0`$, integration over all the possible values of $`z`$, i.e. $`\mathrm{}<z<\mathrm{}`$, will make the Einstein term in the above action diverge, meaning that gravity is not effectively compactified. So, in the worldvolume action $`S_\sigma `$, we have taken $`|\mathrm{\Delta }|=\mathrm{\Delta }`$.
When the dilatonic domain wall metric (13) does not have a perturbation in the extra space direction, i.e., when the $`D`$-dimensional metric is of the form Eq. (17) with $`h=1`$, the effective action (21) reduces to the action for the $`(D1)`$-dimensional general relativity with the gravitational constant given by
$$\kappa _{D1}^2=\frac{\mathrm{\Delta }+4}{2\mathrm{\Delta }}Q\kappa _D^2,$$
(22)
as can be seen from the last line of Eq. (21). Note, $`\mathrm{\Delta }`$, defined in Eq. (7), is always greater than $`4`$ for $`D>4`$, so $`\kappa _{D1}^2>0`$ if $`\mathrm{\Delta }<0`$ and $`Q>0`$. Note, it is essential that $`\mathrm{\Delta }`$ should be negative in order for the Einstein’s gravity in one lower dimensions to be reproduced. Namely, if $`\mathrm{\Delta }`$ had been positive, ($`i`$) the Einstein term would have diverged, ($`ii`$) no cancellation of the extra terms in the action (21) would have occurred because of the contribution from the worldvolume action $`S_\sigma `$ with the opposite sign (i.e., $`|\mathrm{\Delta }|=+\mathrm{\Delta }`$ for $`\mathrm{\Delta }>0`$), and ($`iii`$) the gravitational constant $`\kappa _{D1}^2`$ in Eq. (22) would not have been positive with $`Q>0`$. This is in accordance with the result of our previous work that gravity cannot be trapped within the domain wall if $`\mathrm{\Delta }`$ is positive. So, any $`D`$-dimensional gravitating objects in the dilatonic domain wall background with the bulk action given by Eq. (2) and the metric given by Eq. (17) with $`h=1`$ effectively describe the corresponding configurations in the general relativity in one lower dimensions, as long as the dilaton coupling parameter $`a`$ is such that $`\mathrm{\Delta }<0`$. This confirms that the RS model can be extended to the dilatonic domain wall case.
However, when the dilatonic domain wall metric (13) has a perturbation in the transverse direction, i.e., when $`h`$ in Eq. (17) is a non-trivial function of the domain wall worldvolume coordinates $`x^\mu `$, the effective action (21) has an additional undesirable term. Namely, the ordinary KK compactification of the $`D`$-dimensional Einstein gravity on $`S^1`$ by using the KK metric Ansatz given by Eq. (17) with $`𝒞(z)=1`$ leads to the following $`(D1)`$-dimensional action:
$$S_{\mathrm{KK}}=\frac{1}{2\kappa _{D1}^2}d^{D1}x\sqrt{g}h_g,$$
(23)
where the scalar $`h`$ can be identified as a Brans-Dicke (BD) scalar of the BD theory with the BD parameter $`\omega =0`$, and the $`(D1)`$-dimensional gravitational constant $`\kappa _{D1}^2`$, in this case, is given in terms of the volume $`V(S^1)`$ of $`S^1`$ as $`\kappa _{D1}^2=\kappa _D^2/V(S^1)`$. However, the effective $`(D1)`$-dimensional action (21) in the domain wall background has an additional term, which is the potential term for the scalar $`h`$. So, a $`D`$-dimensional gravitating object with non-trivial $`h`$ in a domain wall background does not effectively describe the corresponding $`(D1)`$-dimensional configuration that would have been obtained through the ordinary KK compactification on $`S^1`$.
Recently, some efforts have been made to understand the KK modes of graviton in the domain wall background associated with general perturbations around the non-dilatonic domain wall metric with non-trivial transverse perturbations. It is observed there that the zero mode of transverse metric perturbation has to be zero, meaning that only solutions in the domain wall background with $`h=1`$ are allowed in the system with the action given by (2) plus (3). And it is further observed that the RS gauge (i.e., the metric perturbation of the form (16) with $`h_{\mu \nu }`$ satisfying the transverse traceless gauge condition) is classically stable. In fact, the scalar potential in the effective action (21) has the minimum at $`h=1`$, implying that a solution with the metric (17) with $`h=1`$ is the classically preferred stable configuration. So, we see that the result of Refs. , which is valid only perturbatively, continues to hold non-perturbatively, as well. However, this does not mean that there does not exist solutions to the equations of motion of the action (23) with non-trivial $`h`$, but it is just that the domain wall bulk background seems to prefer solutions with $`h=1`$. An example of solution with a non-trivial $`h`$ in the system with the action (23) is the $`\omega =0`$ case of the spherically symmetric solution with scalar hair <sup>2</sup><sup>2</sup>2Note, such a solution is not inconsistent with the Hawking’s theorem on black holes in the BD theory that the only stationary black holes in the BD theory are those of Einstein’s general relativity, i.e., black hole solutions with the constant BD scalar. The reason is that the BD solution violates one of the conditions of the Hawking’s theorem, namely, the weak energy condition. constructed by BD . On the other hand, as we will see in the following, a solution with non-trivial $`h`$ in the domain wall background is possible (or rather non-trivial $`h`$ is required in order for the effective theory in one lower dimensions to have vanishing cosmological constant term or no scalar potential term), if additional fields are added in the bulk action $`S_{\mathrm{bulk}}`$.
It is interesting to note that the domain wall bulk background naturally induces a potential of the KK scalar $`h`$ (in the effective action (21)), which was previously added to the KK action by hand in Ref. in an attempt to remedy the problem of the KK theory that it corresponds to the BD theory with the BD parameter $`\omega =0`$, which is outside of the range of the constraint $`\omega >500`$ set by the solar system experiment . Note, the solar system experiment does not constrain the allowed values of the BD parameter $`\omega `$, if the BD scalar has a potential with the minimum which allows the BD scalar to have a non-zero vacuum expectation value at low temperature. A scalar potential was also added ad hoc with some justifications in the extended inflationary model , which adopts a metric theory of gravity by introducing a scalar of the BD theory in an attempt to solve the “graceful exit” problem of the old inflation model through slowing down of the inflationary expansion from exponential to power-law in time, in order to make the value of the BD scalar settle down at some large expectation value in the true-vacuum phase, i.e., after the inflationary phase . So, the noncompact compactification through the RS type domain wall appears to be more desirable than the ordinary KK compactification in this respect.
Now, we consider the case when the domain wall bulk spacetime contains a charged $`(p+1)`$-brane, where one of the longitudinal directions of the brane is along the transverse direction of the domain wall, whose explicit solution is study in our previous work . The total action $`S`$ for this case is give by the sum of the following bulk action:
$$S_{\mathrm{bulk}}=\frac{1}{2\kappa _D^2}d^Dx\sqrt{G}\left[_G\frac{4}{D2}(\varphi )^2+e^{2a\varphi }\mathrm{\Lambda }\frac{1}{2(p+3)!}e^{2a_{p+1}\varphi }F_{p+3}^2\right],$$
(24)
the domain wall worldvolume action:
$$S_{\mathrm{DW}}=\sigma _{\mathrm{DW}}d^{D1}x\sqrt{\gamma }e^{a\varphi },$$
(25)
and the following additional worldvolume action for the charged $`(p+1)`$-brane:
$`S_{p+1}`$ $`=`$ $`T_{p+1}{\displaystyle }d^{p+2}\xi [e^{a_{p+1}\varphi }\sqrt{\mathrm{det}_aX^M_bX^NG_{MN}}`$ (27)
$`+{\displaystyle \frac{\sqrt{\mathrm{\Delta }_{p+1}}}{2}}{\displaystyle \frac{1}{(p+2)!}}ϵ^{a_1\mathrm{}a_{p+2}}_{a_1}X^{M_1}\mathrm{}_{a_{p+2}}X^{M_{p+2}}A_{M_1\mathrm{}M_{p+2}}],`$
$`\mathrm{\Delta }_{p+1}`$ $`=`$ $`{\displaystyle \frac{(D2)a_{p+1}^2}{2}}+{\displaystyle \frac{2(p+2)(Dp4)}{(D2)}}.`$ (28)
The consistency of the equations of motion requires that the dilaton coupling parameters $`a`$ and $`a_{p+1}`$ satisfy the following constraint:
$$aa_{p+1}=\frac{4(Dp4)}{(D2)^2}.$$
(29)
Guided by the explicit solution presented in Ref. , we take Eq. (17) as the $`D`$-dimensional metric Ansatz and the following as the remaining fields Ansätze:
$$e^{2\varphi }=𝒞^{\frac{(D2)^2a}{4}}e^{2\stackrel{~}{\varphi }},A_{p+2}=𝒞^{\frac{D2}{2}}\stackrel{~}{A}_{p+2},$$
(30)
where the tilded fields depend on the domain wall worldvolume coordinates $`x^\mu `$, only, and $`𝒞`$ is given by Eq. (15). Substituting the above Ansätze for the fields into the total action $`S`$ and integrating over the extra space coordinate $`z`$, we obtain the following effective action:
$`S`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa _D^2}}{\displaystyle }d^{D1}xdz\sqrt{g}\varpi ^{\frac{2}{\mathrm{\Delta }+2}}[h_g{\displaystyle \frac{4}{D2}}h(\stackrel{~}{\varphi })^2{\displaystyle \frac{1}{2(p+2)!}}h^1e^{2a_{p+1}\stackrel{~}{\varphi }}\stackrel{~}{F}_{p+2}^2`$ (33)
$`8{\displaystyle \frac{D1}{D2}}{\displaystyle \frac{Q}{\mathrm{\Delta }}}h^1\{\delta (z){\displaystyle \frac{DQ}{4(D1)}}\varpi ^2\}{\displaystyle \frac{2Q^2}{\mathrm{\Delta }}}\varpi ^2he^{2a\stackrel{~}{\varphi }}]`$
$`{\displaystyle \frac{4}{|\mathrm{\Delta }|}}{\displaystyle \frac{Q}{\kappa _D^2}}{\displaystyle d^{D1}x\sqrt{g}e^{a\stackrel{~}{\varphi }}}+S_{p+1}`$
$`=`$ $`{\displaystyle \frac{1}{2\kappa _{D1}^2}}{\displaystyle }d^{D1}x\sqrt{g}[h_g{\displaystyle \frac{4}{D2}}h(\stackrel{~}{\varphi })^2{\displaystyle \frac{1}{2(p+2)!}}h^1e^{2a_{p+1}\stackrel{~}{\varphi }}\stackrel{~}{F}_{p+2}^2`$ (35)
$`+2{\displaystyle \frac{(\mathrm{\Delta }+4)Q^2}{\mathrm{\Delta }^2}}(h^1+he^{2a\stackrel{~}{\varphi }}2e^{a\stackrel{~}{\varphi }})]+S_{p+1},`$
where $`\stackrel{~}{F}_{p+2}=d\stackrel{~}{A}_{p+1}`$ with $`(\stackrel{~}{A}_{p+1})_{\mu _1\mathrm{}\mu _{p+1}}(\stackrel{~}{A}_{p+2})_{\mu _1\mathrm{}\mu _{p+1}z}`$, $`\kappa _{D1}^2`$ is given by Eq. (22), and we let $`\mathrm{\Delta }<0`$ and made use of the constraint (29) in the kinetic term for the form potential. Note, the explicit expressions for $`h`$ and $`e^{\stackrel{~}{\varphi }}`$ are given in terms of the harmonic function $`H_{p+1}`$ for the $`D`$-dimensional $`(p+1)`$-brane as :
$$h=H_{p+1}^{\frac{2(Dp4)}{(D2)\mathrm{\Delta }_{p+1}}},e^{\stackrel{~}{\varphi }}=H_{p+1}^{\frac{(D2)a_{p+1}}{2\mathrm{\Delta }_{p+1}}}.$$
(36)
So, the last line of the $`(D1)`$-dimensional action in Eq. (35) becomes zero. The $`(D1)`$-dimensional effective action in Eq. (35), therefore, becomes of the form of the bulk action for the dilatonic $`p`$-brane in $`D1`$ dimensions, obtained from the bulk action for the $`D`$-dimensional dilatonic $`(p+1)`$-brane through the ordinary KK compactification on $`S^1`$ along one of its longitudinal directions. Next, we show that the effective action for the worldvolume action $`S_{p+1}`$ for the dilatonic $`(p+1)`$-brane in the bulk of $`D`$-dimensional domain wall has the form of the worldvolume action for the dilatonic $`p`$-brane in $`D1`$ dimensions. In the static gauge with constant transverse (to the $`(p+1)`$-brane) target space coordinates, the $`(p+1)`$-brane worldvolume action (28) takes the following form:
$$S_{p+1}=T_{p+1}d^{p+2}x\left[e^{a_{p+1}\varphi }\sqrt{\mathrm{det}G_{ab}}+\frac{\sqrt{\mathrm{\Delta }_{p+1}}}{2}A_{tx_1\mathrm{}x_pz}\right],$$
(37)
where $`a,b=t,x_1,\mathrm{},x_p,z`$. After substituting the Ansätze for the fields in the above and integrating over the extra space coordinate $`z`$, we obtain the following effective action:
$`S_{p+1}`$ $`=`$ $`T_{p+1}{\displaystyle d^{p+1}x𝑑z\varpi ^{\frac{2}{\mathrm{\Delta }+2}}\left[e^{a_{p+1}\stackrel{~}{\varphi }}h\sqrt{\mathrm{det}g_{\stackrel{~}{a}\stackrel{~}{b}}}+\frac{\sqrt{\mathrm{\Delta }_{p+1}}}{2}\stackrel{~}{A}_{tx_1\mathrm{}x_pz}\right]}`$ (38)
$`=`$ $`T_p{\displaystyle d^{p+1}x\left[e^{a_{p+1}\stackrel{~}{\varphi }}h\sqrt{\mathrm{det}g_{\stackrel{~}{a}\stackrel{~}{b}}}+\frac{\sqrt{\mathrm{\Delta }_p}}{2}\stackrel{~}{A}_{tx_1\mathrm{}x_p}\right]},`$ (39)
where $`T_p\frac{2\mathrm{\Delta }}{(\mathrm{\Delta }+4)Q}T_{p+1}`$ and $`\stackrel{~}{a},\stackrel{~}{b}=t,x_1,\mathrm{},x_p`$. This is of the form of the worldvolume action for the $`(D1)`$-dimensional $`p`$-brane obtained from the worldvolume action for the $`D`$-dimensional $`(p+1)`$-brane through the ordinary KK compactification on $`S^1`$ along one of its longitudinal directions. Therefore, the effective action for the $`(p+1)`$-brane in the bulk of $`D`$-dimensional dilatonic domain wall has the same form as the action for the $`p`$-brane in $`D1`$ dimensions, obtained from the action for the $`D`$-dimensional $`(p+1)`$-brane through the ordinary KK compactification on $`S^1`$.
This result indicates that in the case where there are additional fields in the bulk action the gravity can be trapped within the domain wall even if the domain wall metric has a non-trivial perturbation along the transverse (to the domain wall) direction. The zero mode of this transverse perturbation is identified as a scalar in one lower dimensions. As we have seen from the dilatonic $`(p+1)`$-brane solution in the domain wall bulk, such zero mode of transverse metric perturbation conspires with the zero mode of the dilaton perturbation in such a way that the possible scalar potential term or the cosmological term in one lower dimensions is eliminated. Thereby, a configuration in the domain wall bulk effectively describes the corresponding configuration in an asymptotically flat spacetime in one lower dimensions <sup>3</sup><sup>3</sup>3In Ref. , we argued that the dynamics of a test particle in the background of the charged $`(p+1)`$-brane in the bulk of the domain wall does not reproduce that of a test particle in the background of the corresponding $`p`$-brane in one lower dimensions because of the non-trivial dependence of the transverse (to the wall) component of the metric on the longitudinal coordinates of the wall. This is due to the fact that the simple trick that was used in Refs. to study the test particle dynamics (with non-trivial motion along the extra space direction) is not applicable in such case. If we instead solve the full non-linear coupled geodesic equations $`\text{}^\mu +\mathrm{\Gamma }_{\nu \rho }^\mu \dot{x}^\nu \dot{x}^\rho =0`$, which is rather a difficult task, it may be possible to reproduce the geodesic motion in one lower dimensions.. One the other hand, the domain wall bulk spacetime is very restrictive about the possible gravitating configurations. As pointed out in Refs. and also we have seen in the above, the gravitating configurations with a transverse (to the wall) metric component that depends on the longitudinal coordinates of the wall is not preferred, if there are no additional fields in the bulk action. And only the dilatonic charged brane with the dilaton coupling parameter that satisfies the constraint (29) is allowed in the bulk of a dilatonic domain wall. Because of this restriction, non-dilatonic domain wall bulk background cannot admit charged branes (with asymptotically flat spacetime in one lower dimensions) and the current RS type models (dilatonic and non-dilatonic) cannot admit, for example, the Reissner-Nordstrom black holes in one lower dimensions.
We comment on an alternative realization of charged branes in the RS type models. One may just want to regard charged branes as living within the domain wall. Namely, one may regard the form fields that the charged branes couple to as being contained in the worldvolume action $`S_{\mathrm{DW}}`$ of the domain wall, not in the bulk action $`S_{\mathrm{bulk}}`$. The combined bulk and worldvolume action has the following form:
$`S`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa _D^2}}{\displaystyle d^{D1}x𝑑z\sqrt{G}\left[_G\frac{4}{D2}_M\varphi ^M\varphi +e^{2a\varphi }\mathrm{\Lambda }\right]}`$ (41)
$`+{\displaystyle d^{D1}x\sqrt{\gamma }\left[e^{a\varphi }\sigma _{\mathrm{DW}}\right]},`$
where the form fields that charged branes couple to are contained in the Lagrangian $``$ on the domain wall worldvolume. Then, by using the $`D`$-dimensional bulk metric Ansatz given by Eq. (17) with $`h=1`$, one can bring the action (41) to the following form of the effective $`(D1)`$-dimensional action after integrating over the extra space coordinate $`z`$:
$$S=\frac{1}{2\kappa _{D1}^2}d^{D1}x\sqrt{g}\left[_g\frac{\mathrm{\Delta }+4}{2\mathrm{\Delta }Q}\right],$$
(42)
where the $`(D1)`$-dimensional gravitational constant $`\kappa _{D1}`$ is given by Eq. (22). An advantage of this approach is that there is no restriction on the possible gravitating configurations within the domain wall. So, even the non-dilatonic domain wall of the original RS model can admit charged black hole solutions, including the Reissner-Nordstrom solution. However, one of setbacks is that such description is inconsistent with the recent string theory view on charged black holes that enabled microscopic interpretation of the Bekenstein-Hawking entropy . Namely, if charged black holes are to be interpreted as being compactified from intersecting branes in ten or eleven dimensions, then the charged black holes have to be coupled to the fields in the bulk action $`S_{\mathrm{bulk}}`$. |
warning/0001/math0001129.html | ar5iv | text | # Connections in Poisson Geometry I: Holonomy and Invariants
## Introduction
Let $`M`$ be a Poisson manifold and suppose that we require the existence of a linear connection on $`M`$, compatible with the Poisson tensor $`\mathrm{\Pi }`$. Since parallel transport preserves the rank of the Poisson tensor, the Poisson manifold must be regular in order for such connection to exist. Therefore, the usual notion of a covariant connection is not appropriate for the study of Poisson manifolds, as some of the most interesting examples of Poisson manifolds are non-regular. For non-regular Poisson manifolds the symplectic foliation is singular and the dimension of the leaves varies, so one can only hope to compare tangent spaces at different points of the same symplectic leaf.
One possible way around this difficulty is to use families of connections parameterized by the leaves. However, there are examples showing that the symplectic foliation can be wild, so the space of leaves will not be easy to parameterize.
A much more efficient and direct approach, to be introduced in this paper, is through the notion of a contravariant connection, a concept that mimics for the case of Poisson manifolds the usual notion of a covariant connection.
Assume we are given a principal bundle over a manifold $`M`$:
then a covariant connection $`\mathrm{\Gamma }`$ on this principal bundle is defined by a $`G`$-invariant horizontal distribution $`uH_u`$ in $`P`$. Given a connection $`\mathrm{\Gamma }`$, we have a notion of *horizontal lift*: $`h(u,v)T_uP`$ is the unique tangent vector to $`H_u`$ which projects to the vector $`vT_{p(u)}M`$. Conversely, the horizontal lift $`h`$ defines the horizontal distribution $`H_u=\{h(u,v):vT_{p(u)}M\}`$, so $`h`$ completely determines the connection.
We shall define a contravariant connection on a principal bundle over a Poisson manifold by defining analogously the horizontal lift of cotangent vectors. To formulate this notion, observe that $`h`$ is defined precisely for pairs $`(u,v)`$ in $`p^{}TM`$, the pullback bundle by $`p`$ of the tangent bundle over $`M`$. Denote by $`\widehat{p}:p^{}TMTM`$ the induced bundle map so we have the commutative diagram
Then we can define a covariant connection to be a bundle map $`h:p^{}TMTP`$, such that:
1. $`h`$ is horizontal, i. e., the following diagram commutes:
2. $`h`$ is $`G`$-invariant: $`h(ua,v)=(R_a)_{}h(u,v)`$, for all $`aG`$;
Assume now that $`M`$ is a Poisson manifold. According to a general philosophical principle, in Poisson geometry sometimes the cotangent bundle plays the role of the tangent bundle. Hence, we replace $`TM`$ by $`T^{}M`$ in the diagrams above, whenever it makes sense. Thus we are lead to the notion of a *contravariant connection* on a Poisson manifold: this is a bundle map $`h:p^{}T^{}MTP`$, such that:
1. The following diagram commutes:
where $`\mathrm{\#}:T^{}MTM`$ is the bundle map induced by the Poisson tensor;
2. $`h`$ is $`G`$-invariant: $`h(ua,\alpha )=(R_a)_{}h(u,\alpha )`$, for all $`aG`$;
Given a point $`x`$ in $`M`$ and a covector $`\alpha T_x^{}M`$, the vector $`h(u,\alpha )T_uP`$ will be called the *horizontal lift* of $`\alpha `$ to the point $`u`$ in the fiber over $`x`$. On any fibration one can also consider *generalized contravariant connections* which satisfy only (CI).
With such a definition at hand one can then develop the usual concepts of parallelism, curvature, holonomy, geodesic, etc. In particular, for a contravariant connection on a vector bundle $`p:EM`$, one obtains in a way entirely analogous to the covariant case, the notion of a *contravariant derivative* operator $`D`$: for each 1-form $`\alpha `$ on $`M`$, $`D_\alpha `$ maps sections of $`E`$ to sections of $`E`$ and satisfies
1. $`D_{\alpha +\beta }\varphi =D_\alpha \varphi +D_\beta \varphi `$;
2. $`D_\alpha (\varphi +\psi )=D_\alpha \varphi +D_\alpha \psi `$;
3. $`D_{f\alpha }=fD_\alpha \varphi `$;
4. $`D_\alpha (f\varphi )=fD_\alpha \varphi +\mathrm{\#}\alpha (f)\varphi `$;
where $`\alpha ,\beta \mathrm{\Omega }^1(M)`$, $`\varphi `$, $`\psi `$ are sections of $`E`$, and $`fC^{\mathrm{}}(M)`$. Conversely, every such operator is induced by a contravariant connection. Moreover, one can show that there always exists a linear connection preserving the Poisson tensor. In Vaisman introduces the notion of contravariant derivative using i)-iv) as axioms.
In spite of its formal similarities with covariant connections, there are striking differences in contravariant Poisson geometry. For example, the holonomy of a connection may be non-discrete when the connection is flat, contravariant connections cannot be pushed back or forward, etc. However, just like in ordinary geometry, contravariant connections are useful to study global properties of Poisson manifolds.
Recall that the local structure of a Poisson manifold is given by the Weinstein splitting theorem, also known as the generalized Darboux theorem (see , Thm. 2.1). In a neighborhood of a point, the Poisson structure splits as a direct product of a symplectic structure and a Poisson structure which vanishes at the point. So on the normal space to each symplectic leaf we have a notion of *transverse Poisson structure*.
In global Poisson geometry one would like to understand the geometry and topology of the symplectic foliation. Using generalized contravariant connections we show that we have a notion of *Poisson holonomy* of the symplectic foliation, analogous to the holonomy in the theory of regular foliations. The corresponding linear holonomy coincides with the *linear Poisson holonomy* introduced by Ginzburg and Golubev in . The Poisson holonomy homomorphism is by Poisson automorphisms of the transverse Poisson structure.
Poisson holonomy is not homotopy invariant, but factoring out the inner Poisson automorphisms one obtains a notion of *reduced Poisson holonomy* invariant by homotopy, and we can prove the following analogue of the Reeb stability theorem:
###### Theorem .
Let $`S`$ be a compact, transversely stable leaf, with finite reduced Poisson holonomy. Then $`S`$ is stable, i. e., $`S`$ has arbitrarily small neighborhoods which are invariant under all hamiltonian automorphisms. Moreover, each symplectic leaf of $`M`$ near $`S`$ is a bundle over $`S`$ whose fiber is a finite union of symplectic leaves of the transverse Poisson structure.
We also discuss another related notion of holonomy, which we call *strict Poisson holonomy*, and which allows one to discuss global splitting of an entire neighborhood of a symplectic leaf. The corresponding stability theorem states that if $`S`$ has finite strict Poisson holonomy then there is a neighborhood of $`S`$ which is Poisson covered by a product $`\stackrel{~}{S}\times N`$ where $`\stackrel{~}{S}`$ is a finite cover of $`S`$.
Linear Poisson holonomy in turn can be discussed from the point of view of linear contravariant connections and, for each symplectic leaf, there is a notion of Bott contravariant connection. For a non-regular Poisson manifold, we do not have a normal bundle (over the whole of $`M`$) to the symplectic foliation. However, there is an appropriate notion of a basic connection on $`M`$: these are linear contravariant connections which preserve the Poisson tensor and restrict in each leaf to the Bott contravariant connection. Comparing a basic connection to a riemannian connection one is lead to “exotic” or secondary Poisson characteristic classes. These are Poisson cohomology classes which give information on both the Poisson geometry and the topology of the symplectic foliation of $`M`$. In degree 1, this class actually coincides with the *modular class* of $`M`$. This invariant was discussed recently by Weinstein in , where he shows that the modular class is an obstruction to the existence of measures in $`M`$ invariant under the hamiltonian flows.
As a final note we remark that the most general setup for contravariant connections is in the context of Lie algebroids. Although we have omitted any references to Lie Algebroids, the results discussed here should go through without any major changes, and this will be discussed elsewhere.
In a follow up to this paper () we will discuss invariant connections.
Acknowledgements
This paper was certainly influenced by some remarks made by Alan Weinstein after his talk at the Omega 99 Conference held in Lisbon, which showed he had the complete picture on contravariant connections on his mind. I also would like to thank my colleagues Ana Cannas da Silva and Miguel Abreu for additional comments and discussions.
## 1. Contravariant Connections on Principal Bundles
### 1.1. Contravariant Cartan Calculus
On a Poisson manifold there is a calculus on contravariant objects, analogous to the usual Cartan calculus on differential forms. We recall here some of the formulas and fix notation and conventions for later use. Proofs of the results stated in this introductory paragraph can be found in Vaisman’s monograph .
Let $`M`$ be a Poisson manifold and denote by $`\mathrm{\Pi }𝒳^2(M)`$(<sup>1</sup><sup>1</sup>1We denote by $`\mathrm{\Omega }^r(M)`$ and $`𝒳^r(M)`$, respectively, the spaces of differential $`r`$-forms and $`r`$-multivector fields on a manifold $`M`$.) the Poisson bivector field, so the Poisson bracket on $`M`$ is given by
(1.1)
$$\{f_1,f_2\}=\mathrm{\Pi }(df_1,df_2),f_1,f_2C^{\mathrm{}}(M).$$
We also have a bundle map $`\mathrm{\#}:T^{}MTM`$ defined by
(1.2)
$$\beta (\mathrm{\#}\alpha )=\mathrm{\Pi }(\alpha ,\beta ),\alpha ,\beta T^{}M.$$
On the space of differential 1-forms $`\mathrm{\Omega }^1(M)`$ the Poisson tensor induces a Lie bracket
(1.3)
$$[\alpha ,\beta ]=_{\mathrm{\#}\alpha }\beta _{\mathrm{\#}\beta }\alpha d(\mathrm{\Pi }(\alpha ,\beta )),\alpha ,\beta \mathrm{\Omega }^1(M),$$
and for this Lie bracket and the usual Lie bracket on vector fields, the map $`\mathrm{\#}:\mathrm{\Omega }^1(M)𝒳^1(M)`$ is a Lie algebra homomorphism:
(1.4)
$$\mathrm{\#}[\alpha ,\beta ]=[\mathrm{\#}\alpha ,\mathrm{\#}\beta ].$$
We denote as usual by $`X_f=\mathrm{\#}(df)`$ the hamiltonian vector field associated with the function $`fC^{\mathrm{}}(M)`$, and we have
(1.5)
$$[\alpha ,f\beta ]=f[\alpha ,\beta ]+\mathrm{\#}\alpha (f)\beta =f[\alpha ,\beta ]\left(i_{X_f}\alpha \right)\beta .$$
The existence of a Lie bracket on the space of 1-forms allows one to mimic the algebraic definitions of $`d`$, $`i_X`$ and $`_X`$, to obtain contravariant versions of these operators.
First, one defines the contravariant exterior differential $`\delta :𝒳^r(M)𝒳^{r+1}(M)`$ by:
(1.6)
$$\begin{array}{c}\delta Q(\alpha _0,\mathrm{},\alpha _r)=\frac{1}{r+1}\underset{k=0}{\overset{r}{}}(1)^k\mathrm{\#}\alpha _k(Q(\alpha _0,\mathrm{},\widehat{\alpha }_k,\mathrm{},\alpha _r)\hfill \\ \hfill +\frac{1}{r+1}\underset{k<l}{}(1)^{k+l}Q([\alpha _k,\alpha _l],\alpha _0,\mathrm{},\widehat{\alpha }_k,\mathrm{},\widehat{\alpha }_l,\mathrm{},\alpha _r).\end{array}$$
where $`\alpha _0,\mathrm{},\alpha _r\mathrm{\Omega }^1(M)`$. This differential satisfies:
(1.7) $`\delta ^2(Q)`$ $`=0,`$
(1.8) $`\delta (Q_1Q_2)`$ $`=\delta Q_1Q_2+(1)^{\mathrm{deg}Q_1}Q_1\delta Q_2.`$
Moreover, if we extend the definition of $`\mathrm{\#}`$ to forms of any degree by setting
(1.9)
$$\mathrm{\#}\lambda (\alpha _1,\mathrm{},\alpha _r)=(1)^r\lambda (\mathrm{\#}\alpha _1,\mathrm{},\mathrm{\#}\alpha _r),$$
we have
(1.10)
$$\delta (\mathrm{\#}\lambda )=\mathrm{\#}(d\lambda ).$$
The cohomology associated with $`\delta `$ is called the *Poisson cohomology* of $`M`$ and is denoted by $`H_\mathrm{\Pi }^{}(M)`$. This relation shows that there is a homomorphism from de Rham cohomology to Poisson cohomology $`\mathrm{\#}:H^{}(M)H_\mathrm{\Pi }^{}(M)`$, which in the case of a symplectic manifold is an isomorphism.
Next, for each form $`\alpha \mathrm{\Omega }^1(M)`$ there is an operator of contraction by $`\alpha `$, denoted $`i_\alpha :𝒳^r(M)𝒳^{r1}(M)`$, and an operator of Lie derivative in the direction of $`\alpha `$, denoted $`_\alpha :𝒳^r(M)𝒳^r(M)`$, given by
(1.11) $`(i_\alpha Q)(\alpha _1,\mathrm{},\alpha _{r1})`$ $`=Q(\alpha ,\alpha _1,\mathrm{},\alpha _{r1}),`$
(1.12) $`(_\alpha Q)(\alpha _1,\mathrm{},\alpha _r)`$ $`=\mathrm{\#}\alpha (Q(\alpha _1,\mathrm{},\alpha _r)){\displaystyle \underset{k=1}{\overset{r}{}}}Q(\alpha _1,\mathrm{},[\alpha ,\alpha _k],\mathrm{},\alpha _r).`$
We have formulas analogous to the usual formulas from Cartan calculus:
(1.13) $`i_{[\alpha ,\beta ]}`$ $`=_\alpha i_\beta i_\beta _\alpha ,`$
(1.14) $`_{[\alpha ,\beta ]}`$ $`=_\alpha _\beta _\beta _\alpha ,`$
(1.15) $`_\alpha `$ $`=i_\alpha \delta +\delta i_\alpha ,`$
(1.16) $`\delta _\alpha `$ $`=_\alpha \delta .`$
In fact, the musical homomorphism relates these operators to the usual ones, so for every 1-form $`\alpha \mathrm{\Omega }^1(M)`$, every $`r`$-form $`\lambda \mathrm{\Omega }^r(M)`$ and every $`r`$-multivector field $`Q𝒳^r(M)`$, one has:
(1.17) $`i_\alpha (\mathrm{\#}\lambda )`$ $`=(1)^r\mathrm{\#}(i_{\mathrm{\#}\alpha }\lambda ),`$
(1.18) $`_\alpha (\mathrm{\#}\lambda )`$ $`=(1)^r\mathrm{\#}(_{\mathrm{\#}\alpha }\lambda ),`$
(1.19) $`_{df}Q`$ $`=_{X_f}Q.`$
We can also extend $`_\alpha `$ to the exterior algebra $`\mathrm{\Omega }^{}(M)`$ by setting
(1.20)
$$_\alpha \beta =[\alpha ,\beta ],\beta \mathrm{\Omega }^1(M),$$
and requiring $`_\alpha `$ to preserve type and act as a derivation. Finally, we recall that the contravariant differential can also be defined by
(1.21)
$$\delta Q=[\mathrm{\Pi },Q]_s,$$
where $`[,]_s`$ denotes the Schouten bracket.
### 1.2. Contravariant Connections
Let $`P(M,G)`$ be a smooth principal bundle over a Poisson manifold $`M`$ with structure group $`G`$. We let $`p:PM`$ be the projection, and for each $`uP`$ we denote by $`G_uT_u(P)`$ the subspace consisting of vectors tangent to the fiber through $`u`$. If we denote by $`p^{}T^{}M`$ the pullback bundle, so there is a bundle map $`\widehat{p}:p^{}T^{}MT^{}M`$ which makes the following diagram commutative
where on the vertical arrows we have the canonical projections. Recalling that $`p^{}T^{}M=\{(u,\alpha )P\times T^{}M:p(u)=\pi (\alpha )\}`$, we see that we have a natural right $`G`$-action on $`p^{}T^{}M`$ defined by $`(u,\alpha )a(ua,\alpha )`$, if $`aG`$.
###### Definition 1.2.1.
A contravariant connection $`\mathrm{\Gamma }`$ in $`P(M,G)`$ is a smooth bundle map $`h:p^{}T^{}MTP`$, such that:
1. The following diagram commutes:
2. $`h`$ is $`G`$-invariant: $`h(ua,\alpha )=(R_a)_{}h(u,\alpha )`$, for all $`aG`$;
Given $`(u,\alpha )p^{}T^{}M`$, we call the vector $`h(u,\alpha )T_uP`$ the *horizontal lift* of the 1-form $`\alpha `$ to $`u`$. The subspace of $`T_uP`$ formed by all such horizontal vectors is denoted by $`_u`$. The assignment $`u_u`$ is a smooth, generalized, distribution on $`P`$ called the *horizontal distribution* of the connection (by “smooth” we mean that for each point $`u_0P`$ there exists a neighborhood $`u_0UP`$ and smooth vector fields $`X_1,\mathrm{},X_r`$ in $`U`$, such that $`_u=\text{span}\{X_1|_u,\mathrm{},X_r|_u\}`$ for all $`uU`$). Note that, as opposed to the covariant case, the rank of the horizontal distribution will vary, and that this distribution does not define the connection uniquely.
It follows from (CI) in the definition of a contravariant connection, that the horizontal spaces $`_u`$ project onto the tangent space $`T_xS`$ to the symplectic leaf $`S`$ through $`x=p(u)`$. In general, we have neither $`T_uP=G_u+_u`$ nor $`G_u_u=\left\{0\right\}`$. As usual, a vector $`XT_uP`$ will be called *vertical* (resp. *horizontal*), if it lies in $`G_u`$ (resp. $`_u`$). If $`M`$ is not symplectic, a vector does not split into a sum of an horizontal and a vertical component, so the usual definitions of lift of curves, connection form, etc., do not make sense in this context.
Later on, we shall need to consider *generalized contravariant connections*, by which mean that axiom (CII) need not be satisfied. Of course, such connections can be considered on any fibration over a Poisson manifold.
### 1.3. Connection Vector Fields
If $`𝔤`$ is the Lie algebra of $`G`$, we can express a contravariant connection in $`P`$ by a family of $`𝔤`$-valued vector fields, each defined in an open subset of $`M`$. One should have in mind that, in this theory, multivector fields play the role of differential forms.
Henceforth, we use the following notation: We denote by $`\left\{U_j\right\}`$ an open cover of $`M`$, by $`\psi _j:p^1(U_j)U_j\times G`$ a family of trivializing isomorphisms, and by $`\psi _{jk}:U_jU_kG`$ the associated transition functions. For each $`j`$, we let $`s_j:U_jP`$ be the section over $`U_j`$ defined by $`s_j(x)=\psi _j^1(x,e)`$, where $`eG`$ is the identity.
On each open set $`U_j`$ we define a $`𝔤`$-valued vector field $`\mathrm{\Lambda }_j`$ as follows: if $`\alpha \mathrm{\Omega }^1(U_j)`$, $`xU_j`$, and $`u=s_j(x)`$, then
$$X_u=(s_j)_{}\mathrm{\#}\alpha _xh(s_j(x),\alpha _x)T_uP$$
is a vertical vector since, by (CI), we have:
$$p_{}X_u=p_{}(s_j)_{}\mathrm{\#}\alpha _xp_{}h(s_j(x),\alpha _x)=\mathrm{\#}\alpha _x\mathrm{\#}\alpha _x=0.$$
We let $`\mathrm{\Lambda }_j(\alpha )_x`$ be the unique element $`A𝔤`$ such that $`X_u=\sigma (A)_u`$, which exists by (CII). The $`\left\{\mathrm{\Lambda }_j\right\}`$ are called the *connection vector fields* of the contravariant connection $`\mathrm{\Gamma }`$.
In order to state the transformation rule for the connection vector fields, it is convenient to introduce the following notation: if $`\varphi :MN`$ is a smooth map defined on a Poisson manifold $`M`$ its *contravariant differential* is the bundle map $`\delta \varphi :T^{}MTN`$ defined by:
(1.22)
$$\delta \varphi (\alpha _x)=d_x\varphi \mathrm{\#}\alpha _x,\alpha _xT_x^{}M.$$
If $`N=`$ this notation is consistent with the contravariant differential introduced above, if we think of 0-vector fields as functions.
###### Proposition 1.3.1.
The connection vector fields $`\left\{\mathrm{\Lambda }_j\right\}`$ are related by
(1.23)
$$\mathrm{\Lambda }_k=\text{Ad}(\psi _{jk}^1)\mathrm{\Lambda }_j+\psi _{jk}^1\delta \psi _{jk},\text{on }U_jU_k.$$
Conversely, given a family of $`𝔤`$-valued vector fields, each defined in $`U_j`$, satisfying relations (1.23), there is a unique contravariant connection in $`P(M,G)`$ which gives rise to the $`\left\{\mathrm{\Lambda }_j\right\}`$.
###### Proof.
Given a contravariant connection, define the vector fields $`\left\{\mathrm{\Lambda }_j\right\}`$ as above. If $`U_jU_k`$ is non-empty, we have $`s_k(x)=s_j(x)\psi _{jk}(x)`$, for all $`xU_jU_k`$. If we set $`a=\psi _{jk}(x)G`$, it follows from Leibniz rule that
(1.24)
$$s_{k}^{}{}_{}{}^{}(X)=(R_a)_{}(s_j)_{}(X)+\sigma ((L_{a^1})_{}(\psi _{jk})_{}X).$$
If we compute both sides on $`X=\mathrm{\#}\alpha `$, we obtain
$`\sigma (\mathrm{\Lambda }_k(\alpha ))_{ua}`$ $`=s_{k}^{}{}_{}{}^{}(\mathrm{\#}\alpha )_{ua}h(ua,\alpha )`$
$`=(R_a)_{}(s_j)_{}(\mathrm{\#}\alpha )_u+\sigma ((L_{a^1})_{}(\psi _{jk})_{}\mathrm{\#}\alpha )_u(R_a)_{}h(u,\alpha )`$
$`=(R_a)_{}\sigma (\mathrm{\Lambda }_j(\alpha ))_u+\sigma ((L_{a^1})_{}(\psi _{jk})_{}\mathrm{\#}\alpha )_u`$
$`=\sigma (\text{Ad}(\psi _{jk}^1)\mathrm{\Lambda }_j(\alpha ))_u+\sigma (\psi _{jk}^1\delta \psi _{jk}(\alpha ))_u.`$
as required.
Conversely, given a family of $`𝔤`$-valued vector fields satisfying relations (1.23), we define a contravariant connection $`\mathrm{\Gamma }`$ by letting the horizontal lift be defined by
(1.25)
$$h(u,\alpha )=s_{j}^{}{}_{}{}^{}(\mathrm{\#}\alpha )_u\sigma (\mathrm{\Lambda }_j(\alpha ))_u,$$
whenever $`s_j`$ is a section with $`s_j(x)=u`$. If $`s_k`$ is another section with $`s_k(x)=u`$, it follows from (1.23) and (1.24), with $`\psi _{jk}(x)=a(x)=e`$, that
$`s_{k}^{}{}_{}{}^{}(\mathrm{\#}\alpha )_u\sigma (\mathrm{\Lambda }_k(\alpha ))_u`$ $`=s_{j}^{}{}_{}{}^{}(\mathrm{\#}\alpha )_u+\sigma ((\psi _{jk})_{}\mathrm{\#}\alpha )_u\sigma (\mathrm{\Lambda }_k(\alpha ))_u`$
$`=s_{j}^{}{}_{}{}^{}(\mathrm{\#}\alpha )_u\sigma (\mathrm{\Lambda }_j(\alpha ))_u,`$
so this definition is independent of the section used. Conditions (CI) of the definition is easily verified. As for (CII), we note that if $`\psi _{jk}(x)=aG`$ is constant, then $`\mathrm{\Lambda }_k=\text{Ad}(a^1)\mathrm{\Lambda }_j`$ and equation (1.24) gives $`s_{k}^{}{}_{}{}^{}(X)=(R_a)_{}(s_j)_{}(X)`$. Therefore, for any 1-form $`\alpha `$, we find
$`h(ua,\alpha )`$ $`=s_{k}^{}{}_{}{}^{}(\mathrm{\#}\alpha )_{ua}\sigma (\mathrm{\Lambda }_k(\alpha ))_{ua}`$
$`=(R_a)_{}s_{j}^{}{}_{}{}^{}(\mathrm{\#}\alpha )_u\sigma (Ad(a^1)\mathrm{\Lambda }_j(\alpha ))_{ua}=(R_a)_{}h(u,\alpha ),`$
as wished. ∎
### 1.4. Curvature
For a contravariant connection $`\mathrm{\Gamma }`$ with family of connection vector fields $`\left\{\mathrm{\Lambda }_j\right\}`$ we define a corresponding family of *curvature bivector fields* $`\left\{\mathrm{\Xi }_j\right\}`$ by:
(1.26)
$$\mathrm{\Xi }_j=\delta \mathrm{\Lambda }_j+\frac{1}{2}[\mathrm{\Lambda }_j,\mathrm{\Lambda }_j].$$
Here, we are using the notation $`[\xi ,\zeta ]`$ for the $`𝔤`$-valued multivector field defined by
$$[\xi ,\zeta ]=\underset{a,b,c}{}C_{bc}^a\xi ^b\zeta ^c𝐞_a,$$
where $`\xi =_a\xi ^a𝐞_a`$ and $`\zeta =_a\xi ^a𝐞_a`$ are $`𝔤`$-valued multivector fields, relative to a basis $`\left\{𝐞_a\right\}`$ for $`𝔤`$, and $`C_{bc}^a`$ are the structure constants of $`𝔤`$ relative to the same basis.
###### Proposition 1.4.1.
The curvature bivector fields of a contravariant connection are related by
(1.27)
$$\mathrm{\Xi }_k=\text{Ad}(\psi _{jk}^1)\mathrm{\Xi }_j,\text{on }U_jU_k.$$
Moreover, they satisfy the Bianchi identity:
(1.28)
$$\delta \mathrm{\Xi }_j+[\mathrm{\Lambda }_j,\mathrm{\Xi }_j]=0.$$
###### Proof.
Set $`\eta _{jk}=\psi _{jk}^1\delta \psi _{jk}`$. Then we have the “Maurer-Cartan equations”
(1.29)
$$\delta \eta _{jk}=\frac{1}{2}[\eta _{jk},\eta _{jk}].$$
On the other hand, if $`\mathrm{\Lambda }_k`$ and $`\mathrm{\Lambda }_j`$ are related by (1.23) we find, using (1.8),
$`\delta \mathrm{\Lambda }_k`$ $`=\delta (Ad(\psi _{jk}^1)\mathrm{\Lambda }_j)+\delta \eta _{jk}`$
$`=+Ad(\psi _{jk}^1)\delta \mathrm{\Lambda }_j{\displaystyle \frac{1}{2}}[\eta _{jk},Ad(\psi _{jk}^1)\mathrm{\Lambda }_j]+{\displaystyle \frac{1}{2}}[Ad(\psi _{jk}^1)\mathrm{\Lambda }_j,\eta _{jk}]+\delta \eta _{jk}.`$
Therefore, we have
$`\delta \mathrm{\Lambda }_k+{\displaystyle \frac{1}{2}}[\mathrm{\Lambda }_k,\mathrm{\Lambda }_k]`$ $`=Ad(\psi _{jk}^1)\delta \mathrm{\Lambda }_j+{\displaystyle \frac{1}{2}}[Ad(\psi _{jk}^1)\mathrm{\Lambda }_j,Ad(\psi _{jk}^1)\mathrm{\Lambda }_j]`$
$`=Ad(\psi _{jk}^1)\left(\delta \mathrm{\Lambda }_j+{\displaystyle \frac{1}{2}}[\mathrm{\Lambda }_j,\mathrm{\Lambda }_j]\right).`$
so (1.27) holds.
Bianchi’s identity (1.28) follows from $`\delta ^2\mathrm{\Lambda }_j=0`$ and the derivation property (1.8) of $`\delta `$. ∎
###### Remark 1.4.2.
The structure equation (1.26) and the Bianchi identity (1.28) show that one should think of the operator $`\delta +[\mathrm{\Lambda }_j,]`$ as a kind of contravariant derivative acting on $`𝔤`$-valued multivector fields. This comment will be made precise later.
It follows from (1.27), that given 1-forms $`\alpha ,\beta \mathrm{\Omega }^1(M)`$, we can define a $`𝔤`$-valued function $`\mathrm{\Xi }(\alpha ,\beta )`$ in $`P`$ by:
$$\mathrm{\Xi }(\alpha ,\beta )_{s_j(x)}\mathrm{\Xi }_j(\alpha ,\beta ).$$
$`\mathrm{\Xi }(\alpha ,\beta )`$ gives the following geometric interpretation of the curvature: Given a 1-form $`\alpha \mathrm{\Omega }^1(M)`$, denote by $`h(\alpha )`$ the horizontal lift of $`\alpha `$, so $`h(\alpha )_u=h(u,\alpha )`$ and
$$u_u=\{h(\alpha )_u:\alpha \mathrm{\Omega }^1(M)\}$$
is the horizontal distribution.
###### Proposition 1.4.3.
Let $`\alpha ,\beta \mathrm{\Omega }^1(M)`$. Then:
(1.30)
$$[h(\alpha ),h(\beta )]h([\alpha ,\beta ])=2\sigma (\mathrm{\Xi }(\alpha ,\beta )),$$
To prove the proposition we need the following lemma:
###### Lemma 1.4.4.
For any $`\alpha ,\beta \mathrm{\Omega }^1(U_j)`$
(1.31)
$$[h(\alpha ),\sigma (\mathrm{\Lambda }_j(\beta ))]=\sigma (\mathrm{\#}\alpha (\mathrm{\Lambda }_j(\beta ))).$$
###### Proof.
The flux of the vector field $`\sigma (\mathrm{\Lambda }_j(\beta ))`$ is $`\mathrm{\Phi }_t(u)=u\mathrm{exp}(t\mathrm{\Lambda }_j(\beta )(p(u)))`$, so we have:
$$[h(\alpha ),\sigma (\mathrm{\Lambda }_j(\beta ))]_{u_0}=\underset{t0}{lim}\frac{1}{t}\left(h(u_0,\alpha )d\mathrm{\Phi }_th(\mathrm{\Phi }_t(u_0),\alpha )\right).$$
But:
$`d\mathrm{\Phi }_th(\mathrm{\Phi }_t(u_0),\alpha )`$ $`=dR_{\mathrm{exp}(t\mathrm{\Lambda }_j(\beta )(p(u)))}h(\mathrm{\Phi }_t(u_0),\alpha )+d\mathrm{\Psi }h(\mathrm{\Phi }_t(u_0),\alpha )`$
$`=h(u_0,\alpha )+d\mathrm{\Psi }h(\mathrm{\Phi }_t(u_0),\alpha ),`$
where $`\mathrm{\Psi }(u)=u_0\mathrm{exp}(t\mathrm{\Lambda }_j(\beta )(p(u)))`$. Let $`s\stackrel{~}{\gamma }(s,t)`$ be the integral curve of $`h(\alpha )`$ through $`\mathrm{\Phi }_t(u_0)`$. Then $`s\gamma (s,t)=p(\stackrel{~}{\gamma }(s,t))`$ is an integral curve of $`\mathrm{\#}\alpha `$, and we have:
$$d\mathrm{\Psi }h(\mathrm{\Phi }_t(u_0),\alpha )=\frac{d}{ds}u_0\mathrm{exp}(t\mathrm{\Lambda }_j(\beta )(\gamma (s,t)))|_{s=0}.$$
We conclude that
$`[h(\alpha ),\sigma (\mathrm{\Lambda }_j(\beta ))]_{u_0}`$ $`={\displaystyle \frac{d}{dt}}\left[{\displaystyle \frac{d}{ds}}u_0\mathrm{exp}(t\mathrm{\Lambda }_j(\beta )(\gamma (s,t)))|_{s=0}\right]_{t=0}`$
$`={\displaystyle \frac{d}{ds}}\sigma (\mathrm{\Lambda }_j(\beta )(\gamma (s,0)))_{u_0}|_{s=0}`$
$`=\sigma (\mathrm{\#}\alpha (\mathrm{\Lambda }_j(\beta ))_{p(u_0}))_{u_0},`$
and the lemma follows. ∎
###### Proof of proposition 1.4.3.
Over $`U_j`$ we have $`(s_j)_{}\mathrm{\#}\alpha =\sigma (\mathrm{\Lambda }_j(\alpha ))+h(\alpha )`$, so we find:
$`[h(\alpha ),h(\beta )]`$ $`=(s_j)_{}\mathrm{\#}[\alpha ,\beta ][(s_j)_{}\mathrm{\#}\alpha ,\sigma (\mathrm{\Lambda }_j(\beta ))]`$
$`[\sigma (\mathrm{\Lambda }_j(\alpha )),(s_j)_{}\mathrm{\#}\beta ]+[\sigma (\mathrm{\Lambda }_j(\alpha )),\sigma (\mathrm{\Lambda }_j(\beta ))]`$
$`=h([\alpha ,\beta ])+\sigma (\mathrm{\Lambda }_j([\alpha ,\beta ]))[h(\alpha ),\sigma (\mathrm{\Lambda }_j(\beta ))]`$
$`[\sigma (\mathrm{\Lambda }_j(\alpha )),h(\beta )][\sigma (\mathrm{\Lambda }_j(\alpha )),\sigma (\mathrm{\Lambda }_j(\beta ))])`$
$`=h([\alpha ,\beta ])+\sigma (\mathrm{\Lambda }_j([\alpha ,\beta ])\mathrm{\#}\alpha (\mathrm{\Lambda }_j(\beta ))+\mathrm{\#}\beta (\mathrm{\Lambda }_j(\alpha ))`$
$`\sigma ([\mathrm{\Lambda }_j(\alpha ),\mathrm{\Lambda }_j(\beta )])`$
$`=h([\alpha ,\beta ])\sigma (2\delta \mathrm{\Lambda }_j(\alpha ,\beta )+[\mathrm{\Lambda }_j,\mathrm{\Lambda }_j](\alpha ,\beta ))`$
$`=h([\alpha ,\beta ])\sigma (2\mathrm{\Xi }_j(\alpha ,\beta )).`$
By a *flat contravariant connection* we shall mean a connection whose horizontal distribution is integrable.
###### Proposition 1.4.5.
A contravariant connection is flat iff its curvature bivector fields vanish.
###### Proof.
By a result of Hermann , a generalized distribution associated with a vector subspace $`𝒟𝒳(M)`$ is integrable iff it is involutive and rank invariant. Taking $`𝒟=\{h(df):fC^{\mathrm{}}(M)\}`$ so that $`_u=\{X(u):X𝒟\}`$, proposition 1.4.3 shows that $`𝒟`$ is involutive iff the curvature bivector fields vanish. Hence, all it remains to show is that if the curvature vanishes and $`\gamma (t)`$ is an integral curve of $`h(df)`$ then $`dim_{\gamma (t)}`$ is constant, for all small enough $`t`$.
Let $`\stackrel{~}{\mathrm{\Phi }}_t`$ be the flow of $`h(df)`$ and let $`\mathrm{\Phi }_t=p\stackrel{~}{\mathrm{\Phi }}_t`$ be the flow of $`\mathrm{\#}df=X_f`$. If $`\alpha \mathrm{\Omega }^1(M)`$ we claim that
$$(\stackrel{~}{\mathrm{\Phi }}_t)_{}h(\alpha )=h(\mathrm{\Phi }_t^{}\alpha ),$$
for small enough $`t`$. In fact, the infinitesimal version of this relation is
$$[h(df),h(\alpha )]=h(_{X_f}\alpha )=h([df,\alpha ]),$$
which by (1.30) holds, since we are assuming that the curvature vanishes.
Therefore, the flow $`\mathrm{\Phi }_t`$ gives an isomorphism between $`_{\gamma (0)}`$ and $`_{\gamma (t)}`$, for small enough $`t`$, so $`𝒟`$ is rank invariant. ∎
### 1.5. Parallelism and Holonomy
Parallel displacement of fibers can be defined along curves *lying* on a symplectic leaf of $`M`$.
If $`\gamma :[0,1]M`$ is a smooth curve lying on a symplectic leaf $`S`$, then $`\gamma `$ is also smooth as map $`\gamma :[0,1]S`$. This follows from the existence of “canonical coordinates” for $`M`$ as given by the generalized Darboux theorem. Also, by the same theorem, we can choose a smooth family $`t\alpha (t)T^{}M`$ of covectors such that $`\mathrm{\#}\alpha (t)=\dot{\gamma }(t)`$. Following , we shall call the pair $`(\gamma (t),\alpha (t))`$ a *cotangent curve*.
###### Proposition 1.5.1.
Let $`(\gamma (t),\alpha (t))`$ be a cotangent curve. For any $`u_0`$ in $`P`$ with $`p(u_0)=\gamma (0)`$ there exists a unique horizontal lift $`\stackrel{~}{\gamma }:[0,1]P`$, which satisfies the system
(1.32)
$$\{\begin{array}{c}\dot{\stackrel{~}{\gamma }}(t)=h(\stackrel{~}{\gamma }(t),\alpha (t)),\hfill \\ \\ \stackrel{~}{\gamma }(0)=u_0.\hfill \end{array}$$
###### Proof.
By standard results from the theory of o.d.e.’s with time dependent coefficients, system (1.32) has a unique maximal solution. We claim that this solution exists for all $`t[0,1]`$.
By local triviality of the bundle we can find a curve $`\overline{\gamma }:[0,1]P`$ with $`\overline{\gamma }(0)=u_0`$ and $`p(\overline{\gamma }(t))=\gamma (t)`$. We look for a curve $`a(t)G`$, such that $`\stackrel{~}{\gamma }(t)=\overline{\gamma }(t)a(t)`$ satisfies (1.32). Differentiating, we have
$$\dot{\stackrel{~}{\gamma }}(t)=\dot{\overline{\gamma }}(t)a(t)+\overline{\gamma }(t)\dot{a}(t).$$
We therefore require $`a(t)`$ to satisfy the equation
$$\dot{\overline{\gamma }}(t)a(t)+\overline{\gamma }(t)\dot{a}(t)=h(\overline{\gamma }(t)a(t),\alpha (t)),$$
or, equivalently,
$$\overline{\gamma }(t)\dot{a}(t)a^1(t)=h(\overline{\gamma }(t),\alpha (t))\dot{\overline{\gamma }}(t).$$
The right hand side of this equation belongs to $`G_{\overline{\gamma }(t)}`$ since
$$p_{}(h(\overline{\gamma }(t),\alpha (t))\dot{\overline{\gamma }}(t))=\mathrm{\#}\alpha (t)\frac{d}{dt}p(\overline{\gamma }(t))=\mathrm{\#}\alpha (t)\dot{\gamma }(t)=0.$$
Therefore, there exists some curve $`A(t):[0,1]𝔤`$ such that
$$\overline{\gamma }(t)\dot{a}(t)a^1(t)=\overline{\gamma }(t)A(t).$$
Since the initial value problem
$$\dot{a}(t)a^1(t)=A(t),a(0)=e,$$
always has a solution, defined wherever $`A(t)`$ is defined, our claim follows. ∎
Now using the proposition we can define parallel displacement of the fibers along a cotangent curve $`(\gamma (t),\alpha (t))`$ in the usual form: if $`u_0p^1(\gamma (0))`$ we define $`\tau (u_0)=\stackrel{~}{\gamma }(1)`$, where $`\stackrel{~}{\gamma }(t)`$ is the unique horizontal lift of $`(\gamma (t),\alpha (t))`$ starting at $`u_0`$, We obtain a map $`\tau :p^1(\gamma (0))p^1(\gamma (1))`$, which will be called *parallel displacement* of the fibers along the cotangent curve $`(\gamma (t),\alpha (t))`$. It is clear, since horizontal curves are mapped by $`R_a`$ to horizontal curves, that parallel displacement commutes with the action of $`G`$:
(1.33)
$$\tau R_a=R_a\tau .$$
Therefore, parallel displacement is an isomorphism between the fibers.
If $`xM`$ lies in the symplectic leaf $`S`$, let $`\mathrm{\Omega }(S,x)`$ be the loop space of $`S`$ at $`x`$. Then for each cotangent loop $`(\gamma ,\alpha )`$, with $`\gamma \mathrm{\Omega }(S,x)`$, parallel displacement along $`(\gamma ,\alpha )`$ gives a an isomorphism of the fiber $`p^1(x)`$ into itself. The set of all such isomorphisms forms the holonomy group of $`\mathrm{\Gamma }`$, with reference point $`x`$, and is denoted $`\mathrm{\Phi }(x)`$. Similarly, one has the restricted holonomy group, with reference point $`x`$, denoted $`\mathrm{\Phi }^0(x)`$, defined by using cotangent loops in $`S`$ which are homotopic to the zero.
If $`up^1(x)`$ then we can also define the holonomy groups $`\mathrm{\Phi }(u)`$ and $`\mathrm{\Phi }^0(u)`$. Just as in the covariant case, $`\mathrm{\Phi }(u)`$ is the subgroup of $`G`$ consisting of those elements $`aG`$ such that $`u`$ and $`ua`$ can be joined by an horizontal curve. We have that $`\mathrm{\Phi }(u)`$ is a Lie subgroup of $`G`$, whose connected component of the identity is $`\mathrm{\Phi }^0(u)`$, and we have isomorphisms $`\mathrm{\Phi }(u)\mathrm{\Phi }(x)`$ and $`\mathrm{\Phi }(u)^0\mathrm{\Phi }(x)^0`$.
If $`x,yM`$ belong to the same symplectic leave then the holonomy groups $`\mathrm{\Phi }(x)`$ and $`\mathrm{\Phi }(y)`$ are isomorphic. This is because if $`u,vP`$ are points such that, for some $`aG`$, there exists an horizontal curve connecting $`ua`$ and $`v`$, then $`\mathrm{\Phi }(v)=Ad(a^1)\mathrm{\Phi }(u)`$, so $`\mathrm{\Phi }(u)`$ and $`\mathrm{\Phi }(v)`$ are conjugate in $`G`$. However, if $`x,yM`$ belong to different leaves the holonomy groups $`\mathrm{\Phi }(x)`$ and $`\mathrm{\Phi }(y)`$ will be, in general, non-isomorphic.
###### Theorem 1.5.2.
(Holonomy Theorem) Let $`\mathrm{\Gamma }`$ be a contravariant connection in $`P(M,G)`$, $`u_0P`$ and $`s_j:U_jP`$ a section with $`s_j(x_0)=p_0`$. The Lie algebra of the holonomy group $`\mathrm{\Phi }(u_0)G`$ is the ideal of $`𝔤`$ spanned by all elements of the form $`\mathrm{\Xi }_j(\alpha ,\beta )_{x_0}+\mathrm{\Lambda }_j(\gamma )_{x_0}`$, where $`\alpha ,\beta ,\gamma T_{x_0}^{}M`$ are covectors with $`\mathrm{\#}\gamma =0`$.
###### Proof.
It follows from the transformation rule (1.23) for the connection vector fields, that the subspace $`𝔤^{}𝔤`$ spanned by all vectors of the form $`\mathrm{\Lambda }_j(\gamma )_{x_0}`$, with $`\mathrm{\#}\gamma =0`$, is an ideal in $`𝔤`$. Similarly, it follows from the transformation rule (1.27) for the curvature bivector fields, that the subspace $`𝔤^{\prime \prime }𝔤`$ spanned by all vectors of the form $`\mathrm{\Xi }(\alpha ,\beta )_{x_0}`$ is an ideal in $`𝔤`$.
Let $`P(u_0)`$ be the set of points in $`P`$ that can be joined to $`u_0`$ by a horizontal curve. We claim that the generalized distribution $`u_u+𝔤_u^{\prime \prime }`$, where $`𝔤_u^{\prime \prime }=\{\sigma (A)_u:A𝔤^{\prime \prime }\}`$, is integrable and that $`P(u_0)`$ is the integral leaf through $`u_0`$. Assuming that this is the case the proposition follows, for we have for any $`A𝔤`$
$`A\text{Lie}(\mathrm{\Phi }(u_0))`$ $`a_t=\mathrm{exp}(tA)\mathrm{\Phi }(u_0)`$
$`u_0a_tp^1(p(u_0))P(u_0)`$
$`\sigma (A)G_{u_0}T_{u_0}P(u_0)`$
$`A𝔤^{}+𝔤^{\prime \prime }.`$
The smooth distribution $`u_u+𝔤_u^{\prime \prime }`$ is integrable becouse it is involutive and rank invariant. Let $`G_{}`$ be the group of diffeomorphism generated by the horizontal vector fields $`h(\alpha )`$. A theorem of Sussmann , shows that the $`G_{}`$-invariant distribution $`𝒟`$ generated by $``$ is integrable and that $`P(u_0)`$ is a leaf through $`u_0`$ of $`𝒟`$. Therefore, the claim will follow if we can show that $`𝒟_u=_u+𝔤_u^{\prime \prime }`$. But, on one hand, $`𝒟`$ is involutive and $`𝒟`$, so we must have $`_u+𝔤_u^{\prime \prime }𝒟_u`$. On the other hand, $`𝒟`$ is the smallest integrable distribution such that $`𝒟`$, so we must have $`𝒟_u+𝔤_u^{\prime \prime }`$. ∎
Note that the presence of the extra term $`𝔤^{}`$ implies that a connection can be flat and have non-discrete holonomy.
### 1.6. Mappings of Connections
Recall that a homomorphism $`\varphi :P(M,G)P^{}(M^{},G^{})`$ of principal bundles is a mapping of the total spaces $`\varphi :PP^{}`$ such that $`\varphi (ua)=\varphi (u)\phi (a)`$, $`uP`$, $`aG`$, where $`\phi :GG^{}`$ is a Lie group homomorphism. We also have an induced map between the base spaces, denoted here by the same letter: $`\varphi :MM^{}`$. If this map is a diffeomorphism and $`s_j:U_jP`$ is a local section of $`P(M,G)`$ then $`s_j^{}:\varphi (U_j)P^{}`$ defined by $`s_j^{}=\varphi s_j\varphi ^1`$ is a local section of $`P^{}(M^{},G^{})`$.
###### Proposition 1.6.1.
Let $`M`$ and $`M^{}`$ be Poisson manifolds and $`\varphi :P(M,G)P^{}(M^{},G^{})`$ a homomorphism such that the induced map $`\varphi :MM^{}`$ is a Poisson isomorphism. Given a contravariant connection $`\mathrm{\Gamma }`$ in $`P(M,G)`$ there is a unique contravariant connection $`\mathrm{\Gamma }^{}`$ in $`P^{}(M^{},G^{})`$ such that $`\varphi `$ maps horizontal subspaces of $`\mathrm{\Gamma }`$ to horizontal subspaces of $`\mathrm{\Gamma }^{}`$. The connection vector fields and the curvature bivector fields of $`\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }^{}`$ are related by:
(1.34)
$$\mathrm{\Lambda }_j^{}(\alpha )=\phi _{}\mathrm{\Lambda }_j(\varphi ^{}\alpha ),\mathrm{\Xi }_j^{}(\alpha ,\beta )=\phi _{}\mathrm{\Xi }_j(\varphi ^{}\alpha ,\varphi ^{}\beta ),\alpha ,\beta \mathrm{\Omega }^1(U_j^{}).$$
If $`uP`$ and $`u^{}=\varphi (u)P^{}`$, then $`\phi :GG^{}`$ maps the holonomy groups $`\mathrm{\Phi }(u)`$ (resp. $`\mathrm{\Phi }^0(u)`$) onto $`\mathrm{\Phi }(u^{})`$ (resp. $`\mathrm{\Phi }^0(u^{})`$).
###### Proof.
To define the connection $`\mathrm{\Gamma }^{}`$, given $`u^{}P^{}`$ we choose $`uP`$ and $`a^{}G^{}`$ such that $`u^{}=\varphi (u)a^{}`$, and set $`h^{}(u^{},\alpha ^{})=(R_a^{}\varphi )_{}h(u,\varphi ^{}\alpha ^{})`$. One checks that this definition is independent of the choice of $`u`$ and $`a^{}`$.
If $`b^{}G`$, then $`h^{}(u^{}b^{},\alpha ^{})=(R_{a^{}b^{}}\varphi )_{}h(u,\varphi ^{}\alpha ^{})=R_{b^{}}^{}{}_{}{}^{}(R_a^{}\varphi )_{}h(u,\varphi ^{}\alpha ^{})=R_{b^{}}^{}{}_{}{}^{}h^{}(u^{},\alpha ^{})`$, hence $`\mathrm{\Gamma }^{}`$ is invariant. By invariance, we can now assume $`\varphi (u)=u^{}`$, and we have:
$`p_{}^{}h^{}(u^{},\alpha ^{})`$ $`=p_{}^{}\varphi _{}h(u,\varphi ^{}\alpha ^{})`$
$`=\varphi _{}p_{}h(u,\varphi ^{}\alpha ^{})`$
$`=\varphi _{}\mathrm{\#}\varphi ^{}\alpha ^{}=\mathrm{\#}^{}\alpha ^{},`$
since $`\varphi :MM^{}`$ is a Poisson map. Therefore, $`\mathrm{\Gamma }^{}`$ is a contravariant connection.
From the relation
$$s_{j}^{}{}_{}{}^{}(\mathrm{\#}^{}\alpha )=\varphi _{}s_{j}^{}{}_{}{}^{}(\mathrm{\#}\varphi ^{}\alpha ),$$
and the fact that the infinitesimal actions are related by
$$\sigma ^{}(\phi _{}A)=\varphi _{}\sigma (A),A𝔤,$$
we obtain formulas (1.34) for the connection vector fields. As for the curvature bivector fields we have:
$`\mathrm{\Xi }_j^{}(\alpha ,\beta )`$ $`=\delta ^{}\mathrm{\Lambda }_j^{}(\alpha ,\beta )+{\displaystyle \frac{1}{2}}[\mathrm{\Lambda }_j^{},\mathrm{\Lambda }_j^{}](\alpha ,\beta )`$
$`=\phi _{}\delta \mathrm{\Lambda }_j(\varphi ^{}\alpha ,\varphi ^{}\beta )+{\displaystyle \frac{1}{2}}[\phi _{}\mathrm{\Lambda }_j,\phi _{}\mathrm{\Lambda }_j](\varphi ^{}\alpha ,\varphi ^{}\beta )`$
$`=\phi _{}\delta \mathrm{\Lambda }_j(\varphi ^{}\alpha ,\varphi ^{}\beta )+{\displaystyle \frac{1}{2}}\phi _{}[\mathrm{\Lambda }_j,\mathrm{\Lambda }_j](\varphi ^{}\alpha ,\varphi ^{}\beta )=\phi _{}\mathrm{\Xi }_j(\varphi ^{}\alpha ,\varphi ^{}\beta ),`$
for any forms $`\alpha ,\beta \mathrm{\Omega }^1(U_j^{})`$.
Finally, if $`(\gamma ^{},\alpha ^{})`$ is a cotangent loop at $`x^{}=p^{}(u^{})`$ lying in the symplectic leaf through $`x^{}`$, then $`(\gamma ,\alpha )=(\varphi ^1\gamma ^{},\varphi ^{}\alpha )`$ is a cotangent loop at $`x=p(u)`$ lying in the symplectic leaf through $`x`$. Therefore, if $`\stackrel{~}{\gamma }`$ is a horizontal lift of $`(\gamma ,\alpha )`$ then $`\varphi \stackrel{~}{\gamma }`$ is a horizontal lift of $`(\gamma ^{},\alpha ^{})`$ and so the holonomy groups must be related as stated. ∎
In the situation of the previous proposition we say that $`\varphi `$ maps the connection $`\mathrm{\Gamma }`$ to the connection $`\mathrm{\Gamma }^{}`$. There are two important special cases to note:
1. if $`P^{}(M^{},G^{})`$ is a reduced sub-bundle of $`P(M,G)`$, so $`M=M^{}`$, $`\varphi :MM`$ is the identity map, and $`h:GG^{}`$ is a monomorphism, we say the connection $`\mathrm{\Gamma }^{}`$ is *reducible* to the connection $`\mathrm{\Gamma }`$;
2. if $`P^{}(M^{},G^{})=P(M,G)`$, $`M=M^{}`$ and $`\mathrm{\Gamma }=\mathrm{\Gamma }^{}`$ we say that the connection $`\mathrm{\Gamma }`$ is *invariant* by $`\varphi `$, or simply $`\varphi `$-invariant. This means precisely that:
(1.35)
$$h(\varphi (u),\alpha )=\varphi _{}h(u,\varphi ^{}\alpha ),(\varphi (u),\alpha )p^{}T^{}M;$$
For a general Poisson map it is not possible to pullback or pushforward a contravariant connection, but there is still an obvious definiton of *mapping of connections*.
### 1.7. Connections on Fiber Spaces
If $`G`$ acts on the left on a manifold $`F`$ we shall denote by $`p_E:E(M,F,G,P)M`$ the fiber bundle associated with $`P(M,G)`$ with standard fiber $`F`$.
Given a connection $`\mathrm{\Gamma }`$ in $`P(M,G)`$ with associated horizontal lift $`h:p^{}T^{}MTP`$, we define the induced horizontal lift $`h_E:p_E^{}T^{}MTE`$ as follows: given $`wE`$ choose $`(u,\xi )P\times F`$ which is mapped to $`w`$, and set
(1.36)
$$h_E(w,\alpha )=\xi _{}h(u,\alpha ),$$
where we are identifying $`\xi `$ with the map $`PE`$ which sends $`u`$ to the equivalence class of $`(u,\xi )`$. One can check easily that this definition does not depend on the choice of $`(u,\xi )`$, so we obtain a well defined bundle map $`h_E:p_E^{}T^{}MTE`$ which makes the following diagram commute:
As before, we can define horizontal and vertical vectors in $`TE`$, horizontal lifts to $`E`$ of curves lying on symplectic leaves of $`M`$, and parallel displacement of fibers of $`E`$. We shall call a cross section $`\sigma `$ of $`E`$ over an open set $`UM`$ *parallel* if $`\sigma _{}(v)`$ is horizontal for all tangent vectors $`vT_UM`$.
###### Theorem 1.7.1.
(Reduction Theorem) Let $`P=P(M,G)`$ be a principal fiber bundle over a Poisson manifold $`M`$ with a contravariant connection $`\mathrm{\Gamma }`$, and $`HG`$ a closed subgroup. There exists a one to one correspondence between parallel cross sections $`\sigma :ME(M,G/H,G,P)`$ and sub-bundles $`Q(M,H)P(M,G)`$ such that $`\mathrm{\Gamma }`$ is reducible to a connection $`\mathrm{\Gamma }^{}`$ in $`Q`$.
###### Proof.
Suppose we are given a parallel cross section $`\sigma :ME(M,G/H,G,P)`$. Let $`\pi :PE`$ be the natural projection. Then we define a sub-bundle $`Q(M,H)`$ by setting:
$$Q=\{uP:\pi (u)=\sigma (p(u))\}.$$
Given $`uQ`$ and $`\alpha T_{p(u)}^{}M`$ let $`(\gamma (t),\alpha (t))`$ be a cotangent curve with $`\gamma (0)=p(u)`$ and $`\alpha (0)=\alpha `$. The horizontal lift $`\stackrel{~}{\gamma }`$ of this cotangent curve to $`P`$ satisfies $`\mu (\stackrel{~}{\gamma }(t))=\sigma (\gamma (t))`$, since $`\sigma `$ is parallel. If follows that $`h(u,\alpha )T_uQ`$ for every $`uQ`$, so $`\mathrm{\Gamma }`$ is reducible to $`Q`$.
Conversely, suppose we are given a sub-bundle $`Q(M,H)`$ such that $`\mathrm{\Gamma }`$ is reducible to $`Q`$. Then we can define a section $`\sigma :ME(M,G/H,G,P)`$ by setting $`\sigma (x)=\pi (u)`$, where $`uQ`$ is any point satisfying $`p(u)=x`$. If $`\stackrel{~}{\gamma }(t)`$ is an horizontal curve in $`P`$ starting at $`uQ`$, then $`\stackrel{~}{\gamma }(t)Q`$ since $`\mathrm{\Gamma }`$ is reducible to $`Q`$. If $`\gamma (t)=p(\stackrel{~}{\gamma }(t))`$, it follows that $`\mu (\stackrel{~}{\gamma }(t))`$ is an horizontal lift of $`\gamma `$ to $`E`$ and that $`\pi (\stackrel{~}{\gamma }(t))=\sigma (\gamma (t))`$, so $`\sigma `$ is flat.
### 1.8. Relationship to Ordinary Connections
Let $`M`$ be a symplectic manifold and $`\mathrm{\Gamma }`$ a contravariant connection on $`P(M,G)`$ with horizontal lift $`h:p^{}T^{}MTP`$. Then we have a bundle map $`\stackrel{~}{h}:p^{}TMTP`$ defined by
$$\stackrel{~}{h}(u,v)=h(u,\mathrm{\#}^1v),(u,v)p^{}TM.$$
This map is obviously $`G`$-invariant and makes the following diagram commute
It follows that $`\stackrel{~}{h}`$ is the horizontal lift of a covariant connection on $`M`$. Let $`\omega `$ be the connection 1-form and let $`\mathrm{\Omega }`$ be the curvature 2-form of this connection. Also, given trivialization isomorphisms $`\left\{\psi _j\right\}`$, inducing local sections $`\left\{s_j\right\}`$, set $`\omega _j=s_j^{}\omega `$ and $`\mathrm{\Omega }_j=s_j^{}\mathrm{\Omega }`$. Then it is clear from the definitions given above that the connection vector fields $`\left\{\mathrm{\Lambda }_j\right\}`$ and the curvature bivector fields $`\left\{\mathrm{\Xi }_j\right\}`$ are given by:
(1.37)
$$\mathrm{\Lambda }_j=\mathrm{\#}\omega _j,\mathrm{\Xi }_j=\mathrm{\#}\mathrm{\Omega }_j.$$
For a general Poisson manifold with a contravariant connection $`\mathrm{\Gamma }`$ on $`P(M,G)`$ and horizontal lift $`h:T^{}MTP`$, we say that $`\mathrm{\Gamma }`$ is *induced by a covariant connection* if
$$h(u,\alpha )=\stackrel{~}{h}(u,\mathrm{\#}\alpha ),(u,\alpha )p^{}T^{}M,$$
where $`\stackrel{~}{h}:p^{}TMTP`$ is the horizontal lift of some covariant connection on $`M`$. Note that in this case the lift $`h`$ satisfies:
(1.38)
$$\mathrm{\#}\alpha =0h(u,\alpha )=0,(u,\alpha )p^{}T^{}M.$$
This construction shows that there are always contravariant connections on any principal bundle $`P(M,G)`$ over a Poisson manifold $`M`$.
Not all connections satisfy property (1.38), so we set:
###### Definition 1.8.1.
A contravariant connection $`\mathrm{\Gamma }`$ on a principal bundle $`P(M,G)`$ is called a $``$-connection if its horizontal lift satisfies condition (1.38)
Assume we have a contravariant $``$-connection $`\mathrm{\Gamma }`$ on $`P(M,G)`$. If $`i:SM`$ is a symplectic leave, then on the pull-back bundle $`\stackrel{~}{p}:i^{}PM`$ we have an induced connection $`\mathrm{\Gamma }_S`$: on the total space $`i^{}P=\{(y,u)S\times P:i(y)=p(u)\}`$ we define the horizontal lift $`h_S:p_S^{}T^{}ST(i^{}P)`$ by setting
(1.39)
$$h_S((s,u),\alpha )=(p_{}h(u,\beta ),h(u,\beta )),(s,u)i^{}P,(u,\alpha )p^{}T^{}M,$$
where $`\beta T_{i(s)}^{}M`$ is such that $`(d_si)^{}\beta =\alpha `$, and we are identifying $`T(i^{}P)=\{(v,w)TS\times TP:v=p_{}w\}`$. If $`(d_si)^{}\beta ^{}=(d_si)^{}\beta `$, then $`\mathrm{\#}\beta ^{}=\mathrm{\#}\beta `$, so we get the same result in (1.39) and so $`\mathrm{\Gamma }`$ is well defined. $`S`$ being symplectic, the connection $`\mathrm{\Gamma }_S`$ is induced by a covariant connection on $`i^{}P`$. Since the trivialization maps $`\psi _j:p^1(U_j)U_j\times G`$ induce trivialization maps $`\stackrel{~}{\psi }_j:\stackrel{~}{p}^1(U_jS)(U_jS)\times G`$ of the pull-back bundle $`i^{}P(M,G)`$, writing $`\stackrel{~}{s}_j(y)=\stackrel{~}{\psi }^1(y,e)`$ for the associated sections, we have:
###### Proposition 1.8.2.
Let $`\mathrm{\Gamma }`$ be an $``$-connection in $`P(M,G)`$. If $`xM`$ and $`i:SM`$ is the symplectic leaf through $`x`$, denote by $`\omega _S`$ and $`\mathrm{\Omega }_S`$ the connection 1-form and the curvature 2-form for the induced connection on $`i^{}P(M,G)`$. Also, let $`\omega _j=\stackrel{~}{s}_j^{}\omega _S`$ and $`\mathrm{\Omega }_j=\stackrel{~}{s}_j^{}\mathrm{\Omega }_S`$. Then $`\mathrm{\Lambda }_j`$ and $`\mathrm{\Xi }_j`$ are $`i`$-related to $`\mathrm{\#}\omega _j`$ and $`\mathrm{\#}\mathrm{\Omega }_j`$:
(1.40)
$$i_{}\mathrm{\#}\omega _j=\mathrm{\Lambda }_j,i_{}\mathrm{\#}\mathrm{\Omega }_j=\mathrm{\Xi }_j.$$
Therefore, a contravariant $``$-connection in $`P`$ can be thought of as a *family* of ordinary connections over the symplectic leaves of $`M`$. The (local) connection vector fields $`\left\{\mathrm{\Lambda }_j\right\}`$ and the (local) curvature bivector fields $`\left\{\mathrm{\Xi }_j\right\}`$ are obtained by gluing together the (local) connection vector fields $`\left\{\mathrm{\#}\omega _j\right\}`$ and the (local) curvature bivector fields $`\left\{\mathrm{\#}\mathrm{\Omega }_j\right\}`$ of the connections on the symplectic leaves of $`M`$.
For an $``$-connection, horizontal lifts of cotangent curves $`(\gamma ,\alpha )`$ depend only on $`\gamma `$. Therefore, one has a well determined notion of horizontal lift of a curve lying on a symplectic leaf. It follows that for these connections, parallel displacement can also be defined by first reducing to the pull-back bundle over a symplectic leaf and then parallel displace the fibers. Hence, the holonomy groups $`\mathrm{\Phi }(x)`$ and $`\mathrm{\Phi }^0(x)`$ coincide with the usual holonomy groups of the pull-back connection on the symplectic leaf $`S`$ through $`x`$.
### 1.9. Flat Connections
Let $`M`$ be a Poisson manifold and $`P(M,G)=M\times G`$ the trivial principal bundle. The *canonical contravariant flat connection* in $`P(M,G)`$ is defined by taking as horizontal lift $`h:p^{}T^{}MTP`$ the map
$$h(u,\alpha )=(\mathrm{\#}\alpha ,0),(u,\alpha )p^{}T^{}M$$
where we identify $`TP=TM\times TG`$. This connection is a $``$-connection.
It is clear that a connection is the canonical flat connection iff it is reducible to the unique contravariant connection in $`M\times e`$, where $`eG`$ is the identity. For the canonical flat connection and the natural trivialization the connection vector field is $`\mathrm{\Lambda }=0`$, and so the canonical flat connection has zero curvature. Conversely, we have the following obvious proposition:
###### Proposition 1.9.1.
For an $``$-connection $`\mathrm{\Gamma }`$ the following statements are equivalent:
1. $`\mathrm{\Gamma }`$ is flat;
2. every point has neighborhood $`U`$ such that the induced connection in $`P|_U`$ is isomorphic with the canonical contravariant flat connection in $`U\times G`$;
3. every point has neighborhood $`U`$ such that there exists a parallel section $`\sigma :UP`$.
Moreover, a flat $``$-connection has discrete holonomy.
If $`\mathrm{\Gamma }`$ is not an $``$-connection the conclusions of the proposition, in general, do not hold.
## 2. Linear Contravariant Connections
### 2.1. Contravariant Connections on a Vector Bundle
Let $`P(M,G)`$ be a principal bundle over a Poisson manifold $`M`$ with a contravariant connection $`\mathrm{\Gamma }`$. Suppose that $`G`$ acts linearly on a vector space $`V`$, so on the associated vector bundle $`E(M,V,G,P)`$ we have the notion of parallel displacement of fibers along cotangent curves $`(\gamma ,\alpha )`$ (see section 1.7).
Given a section $`\varphi `$ of $`E`$ defined along a cotangent curve $`(\gamma ,\alpha )`$, we define the *contravariant derivative* $`D_{(\gamma ,\alpha )}\varphi `$ to be the section
(2.1)
$$D_{(\gamma ,\alpha )}\varphi (t)=\underset{h0}{lim}\frac{1}{h}\left[\tau _t^{t+h}(\varphi (\gamma (t+h)))\varphi (\gamma (t))\right]$$
where $`\tau _t^{t+h}:p_E^1(\gamma (t+h))p_E^1(\gamma (t))`$ denotes parallel transport of the fibers from $`\gamma (t+h)`$ to $`\gamma (t)`$ along the cotangent curve $`(\gamma ,\alpha )`$.
###### Proposition 2.1.1.
Let $`\varphi `$ and $`\psi `$ be sections of $`E`$ and $`f`$ a function on $`M`$ defined along $`\gamma `$. Then
1. $`D_{(\gamma ,\alpha )}(\varphi +\psi )=D_{(\gamma ,\alpha )}\varphi +D_{(\gamma ,\alpha )}\psi `$;
2. $`D_{(\gamma ,\alpha )}(f\varphi )=(f\gamma )D_{(\gamma ,\alpha )}\varphi +\dot{\gamma }(f)(\varphi \gamma )`$;
###### Proof.
i) is obvious from the definition. On the other hand, we have
$$\tau _t^{t+h}(f(\gamma (t+h))\varphi (\gamma (t+h)))=f(\gamma (t+h))\tau _t^{t+h}(\varphi (\gamma (t+h))),$$
and ii) follows by the Leibniz rule. ∎
Now let $`\alpha T_x^{}M`$ be a covector and $`\varphi `$ a cross section of $`E`$ defined in a neighborhood of $`x`$. The contravariant derivative $`D_\alpha \varphi `$ of $`\varphi `$ in the direction of $`\alpha `$ is defined as follows: choose a cotangent curve $`(\gamma (t),\alpha (t))`$ defined for $`t(\epsilon ,\epsilon )`$, and such that $`\gamma (0)=x`$ and $`\alpha (0)=\alpha `$. Then we set:
(2.2)
$$D_\alpha \varphi =D_{(\gamma ,\alpha )}\varphi (0).$$
It is easy to see that $`D_\alpha \varphi `$ is independent of the choice of cotangent curve. Clearly, a cross section $`\varphi `$ of $`E`$ defined on an open set $`UM`$ is flat iff $`D_\alpha \varphi =0`$ for all $`\alpha T_xM`$, $`xM`$.
###### Proposition 2.1.2.
Let $`\alpha ,\beta T_x^{}M`$, $`\varphi `$ and $`\psi `$ cross sections of $`E`$ defined in a neighborhood $`U`$ of $`x`$. Then
1. $`D_{\alpha +\beta }\varphi =D_\alpha \varphi +D_\beta \varphi `$;
2. $`D_\alpha (\varphi +\psi )=D_\alpha \varphi +D_\alpha \psi `$;
3. $`D_{c\alpha }=cD_\alpha \varphi `$, for any scalar $`c`$;
4. $`D_\alpha (f\varphi )=f(x)D_\alpha \varphi +\mathrm{\#}\alpha (f)\varphi (x)`$, for any function $`fC^{\mathrm{}}(U)`$;
###### Proof.
iii) is obvious, while ii) and iv) follow from proposition 2.1.1. To prove i) observe that any section $`\varphi `$ of $`E`$, defined in a open set $`U`$, can be identified with a function $`F:p^1(U)V`$ by letting
$$F(u)=u^1(\varphi (p(u))),up^1(U),$$
where we view $`uP`$ as a linear isomorphism $`u:Vp_E^1(u)`$. Then, as in the covariant case, we find
$$D_\alpha \varphi =u(h(u,\alpha )F).$$
From this expression for the contravariant derivative, i) follows immediately. ∎
Now let $`\alpha \mathrm{\Omega }^1(M)`$ be a 1-form and $`\varphi `$ a section of $`E`$. We define the contravariant derivative $`D_\alpha \varphi `$ to be the section of $`E`$ given by:
(2.3)
$$D_\alpha \varphi (x)=D_{\alpha _x}\varphi .$$
###### Proposition 2.1.3.
Let $`\alpha ,\beta \mathrm{\Omega }^1(M)`$, $`\varphi `$ and $`\psi `$ cross sections of $`E`$, and $`fC^{\mathrm{}}(M)`$. Then
1. $`D_{\alpha +\beta }\varphi =D_\alpha \varphi +D_\beta \varphi `$;
2. $`D_\alpha (\varphi +\psi )=D_\alpha \varphi +D_\alpha \psi `$;
3. $`D_{f\alpha }=fD_\alpha \varphi `$;
4. $`D_\alpha (f\varphi )=fD_\alpha \varphi +\mathrm{\#}\alpha (f)\varphi `$;
###### Proof.
From proposition 2.1.2 we obtain immediately that i)-iv) hold. ∎
It is also true that the contravariant derivative uniquely determines the connection. The proof of the following proposition is similar to the covariant case and so it will be omitted.
###### Proposition 2.1.4.
Suppose for each 1-form $`\alpha \mathrm{\Omega }^1(M)`$ there is a linear operator $`D_\alpha `$ acting on sections of $`E`$ and satisfying i)-iv) of proposition 2.1.3. Then there exists a unique contravariant connection $`\mathrm{\Gamma }`$ on the associated principal bundle $`P(M,G)`$ whose induced contravariant derivative on $`E`$ is $`D`$.
In the case where the contravariant connection is induced by a covariant connection, the contravariant derivative $`D`$ and the covariant derivative $``$ are related by
(2.4)
$$D_\alpha =_{\mathrm{\#}\alpha }.$$
On the other hand, $``$-connections can be characterized by the condition:
(2.5)
$$\mathrm{\#}\alpha =0D_\alpha =0,\alpha T^{}(M).$$
Moreover, by proposition 1.8.2, for an $``$-connection, on each symplectic leaf $`i:SM`$ there is a covariant connection on the pullback bundle $`i^{}P`$, inducing a covariant derivative $``$ on $`i^{}E`$, with the following property: if $`\psi `$ is any cross section of $`E`$, then
(2.6)
$$i^{}D_\alpha \psi =_{\mathrm{\#}i^{}\alpha }i^{}\psi ,$$
where $`i^{}\psi `$ denotes the section of the pullback bundle $`i^{}E`$ induced by $`\psi `$.
### 2.2. Linear Contravariant Connections
A *linear contravariant connection* is a contravariant connection on the coframe bundle $`P=F^{}(M)`$ over $`M`$, so $`G=GL(m)`$ where $`m=dimM`$. If $`u=(\alpha _1,\mathrm{},\alpha _m)F^{}(M)`$ is a coframe, we can view $`u`$ as a linear isomorphism $`u:(^m)^{}T_{p(u)}^{}M`$ by setting
$$u(\xi )(v)=\xi (\alpha _1(v),\mathrm{},\alpha _m(v)),vT_{p(u)}M,\xi (^m)^{}.$$
We define the *canonical vector fields* $`\theta _j`$ on an open set $`U_j`$, with trivializing isomorphism $`\psi _j:p^1(U_j)U_j\times G`$, and associated section $`s_j(x)=\psi _j^1(x,e)`$, to be the $`(^m)^{}`$-valued vector fields defined by
(2.7)
$$\theta _j(\alpha )_x=s_j(x)^1(\alpha ),xU_j.$$
These allows us to define the *torsion bivector fields* $`\mathrm{\Theta }_j`$ to be the $`(^m)^{}`$-valued bivector fields given by
(2.8)
$$\mathrm{\Theta }_j(\alpha ,\beta )=\delta \theta _j(\alpha ,\beta )+\mathrm{\Lambda }_j(\alpha )\theta (\beta )\mathrm{\Lambda }_j(\beta )\theta _j(\alpha ).$$
###### Proposition 2.2.1.
The canonical vector fields and the torsion bivector fields of a linear contravariant connection are related by
(2.9) $`\theta _k`$ $`=\psi _{jk}^1\theta _j,`$
(2.10) $`\mathrm{\Theta }_k`$ $`=\psi _{jk}^1\mathrm{\Theta }_j.`$
Moreover, they satisfy the Bianchi identity
(2.11)
$$\delta \mathrm{\Theta }_j(\alpha ,\beta ,\gamma )=\underset{\alpha ,\beta ,\gamma }{}\delta \mathrm{\Lambda }_j(\alpha ,\beta )\theta _j(\gamma )\underset{\alpha ,\beta ,\gamma }{}\mathrm{\Lambda }_j(\alpha )\delta \theta _j(\beta ,\gamma ).$$
where the symbol $``$ denotes cyclic sum over the subscripts.
###### Proof.
Relation (2.9) follows immediately from the definition of the canonical vector fields. To prove (2.10), we take the contravariant differential of (2.9):
$$\delta \theta _k(\alpha ,\beta )=\psi _{jk}^1\delta \theta _j(\alpha ,\beta )\psi _{jk}^1\delta \psi _{jk}(\alpha )\psi _{jk}^1\theta _j(\beta )+\psi _{jk}^1\delta \psi _{jk}(\beta )\psi _{jk}^1\theta _j(\alpha ).$$
From the transformation rule (1.23) for the connection vector fields, we find
$$\mathrm{\Lambda }_k(\alpha )\theta _k(\beta )=\psi _{jk}^1\mathrm{\Lambda }_j(\alpha )\theta _j(\beta )+\psi _{jk}^1\delta \psi _{jk}(\alpha )\psi _{jk}^1\theta _j(\beta ).$$
Therefore, we compute:
$`\mathrm{\Theta }_k(\alpha ,\beta )`$ $`=\delta \theta _k(\alpha ,\beta )+\mathrm{\Lambda }_k(\alpha )\theta (\beta )\mathrm{\Lambda }_k(\beta )\theta _j(\alpha )`$
$`=\psi _{jk}^1\delta \theta _j(\alpha ,\beta )+\psi _{jk}^1\mathrm{\Lambda }_j(\alpha )\theta _j(\beta )\psi _{jk}^1\mathrm{\Lambda }_j(\beta )\theta _j(\alpha )=\psi _{jk}^1\mathrm{\Theta }_j(\alpha ,\beta ).`$
The Bianchi identity follows from taking the contravariant differential of (2.8). ∎
For the standard contragradient action of $`G=GL(m)`$ on $`F=(^m)^{}`$, the bundle associated with the coframe bundle $`P=F^{}(M)`$ is the cotangent bundle $`T^{}M=E(M,F,G,P)`$. Sections of $`T^{}(M)`$ are just differential 1-forms and so the contravariant derivative associates to each 1-form $`\alpha `$ a linear operator $`D_\alpha :\mathrm{\Omega }^1(M)\mathrm{\Omega }^1(M)`$ such that:
(2.12) $`D_{f_1\alpha _1+f_2\alpha _2}=f_1D_{\alpha _1}+f_1D_{\alpha _1},\text{for all }f_iC^{\mathrm{}}(M),\alpha _i\mathrm{\Omega }^1(M),`$
(2.13) $`D_\alpha (f\beta )=fD_\alpha \beta +\mathrm{\#}\alpha (f)\beta ,\text{for all }fC^{\mathrm{}}(M),\alpha ,\beta \mathrm{\Omega }^1(M).`$
One can also consider other associated vector bundles to $`F^{}(M)`$ which lead, just us in the covariant case, to contravariant derivatives of any tensor fields over $`M`$. For example, if $`X`$ is a vector field, then $`D_\alpha X`$ is the contravariant derivative of $`X`$ along the 1-form $`\alpha `$. It is completely characterized by the relation
(2.14)
$$D_\alpha X,\beta =\mathrm{\#}\alpha (X,\beta )X,D_\alpha \beta ,$$
which holds for every 1-form $`\beta \mathrm{\Omega }^1(M)`$. One has similar formulas for the contravariant derivative of any tensor field on $`M`$.
Local coordinate expressions for linear contravariant connections can be obtained in a way similar to the covariant case. Let $`(x^1,\mathrm{},x^m)`$ be local coordinates on a neighborhood $`U`$ in $`M`$. Then we define Christoffel symbols $`\mathrm{\Gamma }_k^{ij}`$ by
(2.15)
$$D_{dx^i}dx^j=\mathrm{\Gamma }_k^{ij}dx^k.$$
It is easy to see that under a change of coordinates these symbols transform according to
(2.16)
$$\stackrel{~}{\mathrm{\Gamma }}_n^{lm}=\frac{y^l}{x^i}\frac{y^m}{x^j}\frac{x^k}{y^n}\mathrm{\Gamma }_k^{ij}+\frac{y^l}{x^i}\frac{^2y^m}{x^jx^k}\frac{x^j}{y^n}\pi ^{ik},$$
where $`\pi ^{ik}`$ are the components of the Poisson tensor. Conversely, given a family of symbols that transform according to this rule under a change of coordinates, we obtain a well defined contravariant derivative/connection on $`M`$.
Using these symbols, it is easy to get the local coordinates expressions for the contravariant derivatives: given a 1-form $`\alpha =\alpha _idx^i`$ and a tensor field $`K`$, of type $`(r,s)`$, with components $`K_{j_1\mathrm{}j_s}^{i_1\mathrm{}i_r}`$, we have
(2.17)
$$\begin{array}{c}(D_\alpha K)_{j_1\mathrm{}j_s}^{i_1\mathrm{}i_r}=\pi ^{kl}\alpha _k\frac{K_{j_1\mathrm{}j_s}^{i_1\mathrm{}i_r}}{x^l}\underset{a=1}{\overset{r}{}}\left(\mathrm{\Gamma }_l^{ki_a}\alpha _kK_{j_1\mathrm{}j_s}^{i_1\mathrm{}l\mathrm{}i_r}\right)\hfill \\ \hfill +\underset{b=1}{\overset{s}{}}\left(\mathrm{\Gamma }_{j_b}^{kl}\alpha _kK_{j_1\mathrm{}l\mathrm{}j_s}^{i_1\mathrm{}i_r}\right).\end{array}$$
Given a tensor field $`K`$ of type $`(r,s)`$ we shall write, as in the covariant case, $`DK`$ for the tensor field of type $`(r+1,s)`$ such that
(2.18)
$$(DK)_{j_1\mathrm{}j_s}^{i_1\mathrm{}i_rk}=(D_{dx^k}K)_{j_1\mathrm{}j_s}^{i_1\mathrm{}i_r}.$$
A tensor field $`K`$ on $`M`$ is *parallel* iff $`DK=0`$.
### 2.3. Curvature and Torsion Tensor Fields
For a linear contravariant connection on a Poisson manifold $`M`$ we define the *torsion tensor field* $`T`$ and the *curvature tensor field* $`R`$, respectively, to be the tensor fields of types $`(2,1)`$ and $`(3,1)`$ given by
(2.19) $`T(\alpha ,\beta )`$ $`=s_j(x)(\mathrm{\Theta }_j(\alpha ,\beta ),`$
(2.20) $`R(\alpha ,\beta )\gamma `$ $`=s_j(x)\left[\mathrm{\Xi }_j^{}(\alpha ,\beta )s_j^1(x)(\gamma )\right].`$
where $`xU_j`$, $`\alpha ,\beta ,\gamma T_x^{}(M)`$, and we are denoting by $`\mathrm{\Xi }_j^{}(\alpha ,\beta )`$ the endomorphism of $`𝔤𝔩(m)`$ dual to $`\mathrm{\Xi }_j(\alpha ,\beta )`$. Note that if $`xU_jU_k`$ and $`s_k(x)=\psi _{jk}(x)s_k(x)`$ we obtain the same values in formulas (2.19) and (2.20), so these really define tensor fields on all of $`M`$. These tensor fields can be easily expressed in terms of contravariant derivatives:
###### Proposition 2.3.1.
In terms of contravariant differentiation, the torsion $`T`$ and the curvature $`R`$ can be expressed as follows:
(2.21) $`T(\alpha ,\beta )`$ $`=D_\alpha \beta D_\beta \alpha [\alpha ,\beta ],`$
(2.22) $`R(\alpha ,\beta )\gamma `$ $`=D_\alpha D_\beta \gamma D_\beta D_\alpha \gamma D_{[\alpha ,\beta ]}\gamma .`$
Moreover, the Bianchi identities (2.11) and (1.28) can also be expressed as
(2.23) $`{\displaystyle \underset{\alpha ,\beta ,\gamma }{}}\left(D_\alpha R(\beta ,\gamma )+R(T(\alpha ,\beta ),\gamma )\right)=0,`$
(2.24) $`{\displaystyle \underset{\alpha ,\beta ,\gamma }{}}\left(R(\alpha ,\beta )\gamma T(T(\alpha ,\beta ),\gamma )D_\alpha T(\beta ,\gamma )\right)=0.`$
From formulas (2.21) and (2.22), we obtain immediately the following local coordinates expressions for the torsion and curvature tensor fields:
(2.25) $`T_k^{ij}`$ $`=\mathrm{\Gamma }_k^{ij}\mathrm{\Gamma }_k^{ji}{\displaystyle \frac{\pi ^{ij}}{x^k}},`$
(2.26) $`R_l^{ijk}`$ $`=\mathrm{\Gamma }_l^{ir}\mathrm{\Gamma }_r^{jk}\mathrm{\Gamma }_l^{jr}\mathrm{\Gamma }_r^{ik}+\pi ^{ir}{\displaystyle \frac{\mathrm{\Gamma }_l^{jk}}{x^r}}\pi ^{jr}{\displaystyle \frac{\mathrm{\Gamma }_l^{ik}}{x^r}}{\displaystyle \frac{\pi ^{ij}}{x^r}}\mathrm{\Gamma }_l^{rk}.`$
###### Remark 2.3.2.
Expressions (2.20) and (2.22) remain valid for any contravariant connection on a vector bundle $`E`$ provided we replace $`\gamma `$ by a section of $`E`$. In this case Bianchi’s identity (1.28) can be expressed as
$$\underset{\alpha _1,\alpha _2,\alpha _3}{}D_{\alpha _1}(R(\alpha _2,\alpha _3))\underset{\alpha _1,\alpha _2,\alpha _3}{}R([\alpha _1,\alpha _2],\alpha _3)=0.$$
If it happens that the contravariant connection is related to some covariant connection by:
$$\mathrm{\#}D_\alpha \beta =_{\mathrm{\#}\alpha }\mathrm{\#}\beta ,$$
(e. g., if $`D`$ is induced by a covariant connection and $`\mathrm{\Pi }`$ is parallel, so $`D_\alpha =_{\mathrm{\#}\alpha }`$ and $`D\mathrm{\Pi }=0`$) the torsion and curvature tensor fields are transformed by the musical homomorphism to the usual torsion and tensor fields of $``$:
$$T^{}(\mathrm{\#}\alpha ,\mathrm{\#}\beta )=\mathrm{\#}T^D(\alpha ,\beta ),R^{}(\mathrm{\#}\alpha ,\mathrm{\#}\beta )\mathrm{\#}\gamma =\mathrm{\#}R^D(\alpha ,\beta )\gamma .$$
### 2.4. Geodesics
For contravariant connections parallel transport can only be defined along curves lying in symplectic leaves of $`M`$. The same restriction applies to geodesics:
###### Definition 2.4.1.
Let $`(\gamma (t),\alpha (t))`$ be a cotangent curve on $`M`$. We say that $`(\gamma ,\alpha )`$ is a geodesic if:
(2.27)
$$(D_\alpha \alpha )_{\gamma (t)}=0.$$
In local coordinates, a curve $`(\gamma (t),\alpha (t))=(x^1(t),\mathrm{},x^m(t),\alpha _1(t),\mathrm{},\alpha _m(t))`$ is a geodesic iff it satisfies the following system of ode’s
(2.28)
$$\{\begin{array}{cc}\frac{dx^i(t)}{dt}=\pi ^{ji}(x^1(t),\mathrm{},x^m(t))\alpha _j(t),\hfill & \\ & (i=1,\mathrm{},m)\hfill \\ \frac{d\alpha _i(t)}{dt}=\mathrm{\Gamma }_i^{jk}((x^1(t),\mathrm{},x^m(t))\alpha _j\alpha _k.\hfill & \end{array}$$
From this we have:
###### Proposition 2.4.2.
Let $`M`$ be a Poisson manifold, with a contravariant connection $`\mathrm{\Gamma }`$, and $`x_0M`$. Given $`\alpha _{x_0}T_{x_0}^{}M`$, there is a unique maximal geodesic $`t(\gamma (t),\alpha (t))`$, starting at $`x_0M`$, with $`\alpha (0)=\alpha _{x_0}`$.
###### Proof.
Choose a systems of coordinates $`(x^1,\mathrm{},x^m)`$ centered at $`x_0`$. By standard uniqueness and existence results for ode’s, system (2.28) has a unique solution such that $`(x^1(0),\mathrm{},x^m(0),\alpha _1(0),\mathrm{},\alpha _m(0))=(0,\mathrm{},0,\alpha _{x_{0,1}},\mathrm{},\alpha _{x_{0,m}})`$. ∎
The geodesic given by this proposition is called the geodesic through $`x_0`$ with cotangent vector $`\alpha _{x_0}`$. Note that if $`S`$ is the symplectic leaf through $`x_0`$ and $`vT_{x_0}S`$ is a vector tangent to $`S`$, there can be several geodesics with this tangent vector at $`x_0`$. However, for an $``$-connection geodesics are uniquely determined by tangent vectors and coincide with the geodesics of the covariant connection induced on $`S`$.
The following result is the analogue of a well known result in affine geometry:
###### Proposition 2.4.3.
Let $`\mathrm{\Gamma }`$ be a contravariant connection on $`M`$. There exists a unique contravariant connection on $`M`$ with the same geodesics and zero torsion.
###### Proof.
Choose local coordinates on $`M`$ so $`D`$ has symbols $`\mathrm{\Gamma }_k^{ij}`$, and consider the set of functions
(2.29)
$${}_{}{}^{}\mathrm{\Gamma }_{k}^{ij}=\frac{1}{2}\left(\mathrm{\Gamma }_k^{ij}+\mathrm{\Gamma }_k^{ji}+\frac{\pi ^{ij}}{x^k}\right)$$
One checks that if $`\mathrm{\Gamma }_k^{ij}`$ and $`\stackrel{~}{\mathrm{\Gamma }}_n^{lm}`$ are related by the transformation law (2.16), then $`{}_{}{}^{}\mathrm{\Gamma }_{k}^{ij}`$ and $`{}_{}{}^{}\stackrel{~}{\mathrm{\Gamma }}_{n}^{lm}`$ are also related by the same transformation law. It follows that we have a well defined contravariant connection $`D^{}`$ on $`M`$. From the local coordinate expressions for the torsion (2.25) and the geodesics (2.28), we see that $`D^{}`$ has zero torsion and the same geodesics as $`D`$.
For uniqueness, let $`D`$ and $`D^{}`$ be two connections with the same geodesics and torsion 0. We let
(2.30)
$$S(\alpha ,\beta )=D_\alpha \beta D_\alpha ^{}\beta ,\alpha ,\beta \mathrm{\Omega }^1(M).$$
Then $`S`$ is $`C^{\mathrm{}}`$-linear, so it is a tensor. Since the connections have 0 torsion, we have:
(2.31) $`S(\alpha ,\beta )S(\beta ,\alpha )`$ $`=(D_\alpha \beta D_\beta \alpha )(D_\alpha ^{}\beta D_\beta ^{}\alpha )`$
$`=[\alpha ,\beta ][\alpha ,\beta ]=0.`$
so $`S`$ is a symmetric tensor. Now if $`\alpha _pT_p^{}M`$, we can choose the geodesic (for $`D`$ and $`D^{}`$) with cotangent vector $`\alpha _p`$ and associated 1-form $`\alpha `$ along $`\gamma `$. We have
(2.32)
$$S(\alpha _p,\alpha _p)=D_\alpha \alpha D_\alpha ^{}\alpha =0,$$
so $`S=0`$ and $`D=D^{}`$. ∎
### 2.5. Poisson Connections
Linear contravariant connections for which the Poisson tensor is parallel play an important role. Recall that a covariant connection for which the Poisson tensor is parallel exists iff the Poisson manifold has constant rank (see e. g. , thm. 2.20). On the other hand, for contravariant connections a simple argument involving a partition of unity shows that we have:
###### Proposition 2.5.1.
Every Poisson manifold has a linear contravariant connection with contravariant derivative $`D`$ such that $`D\mathrm{\Pi }=0`$.
###### Proof.
Let $`U_a`$ be a domain of a chart $`(x^1,\mathrm{},x^m)`$. On $`U_a`$, the contravariant connection $`D^{(a)}`$ with symbols
$$\mathrm{\Gamma }_k^{ij}=\frac{\pi ^{ij}}{x^k}$$
satisfies $`D^{(a)}\mathrm{\Pi }=0`$. If we take an open cover of $`M`$ by such chart domains and if $`_a\varphi ^{(a)}=1`$ is partition of unity subordinated to this cover, then $`D=_a\varphi ^{(a)}D^{(a)}`$ is a connection on $`M`$ for which $`\mathrm{\Pi }`$ is parallel. ∎
We shall call a contravariant connection on $`M`$ such that the Poisson tensor $`\mathrm{\Pi }`$ is parallel a Poisson connection. In the symplectic case, these coincide with the symplectic connections.
If a Poisson connection has vanishing torsion then it is an $``$-connection: since $`D\mathrm{\Pi }=0`$, we have $`D\mathrm{\#}=\mathrm{\#}D`$, and from $`T=0`$ we conclude that for $`\alpha ,\beta \mathrm{\Omega }^1(M)`$
$`\mathrm{\#}\alpha =0\mathrm{\#}D_\alpha \beta `$ $`=\mathrm{\#}D_\beta \alpha +\mathrm{\#}[\alpha ,\beta ]`$
$`=D_\beta \mathrm{\#}\alpha +[\mathrm{\#}\alpha ,\mathrm{\#}\beta ]=0.`$
Therefore, a torsionless Poisson connection is in fact a family of connections along the leaves of $`M`$: for each symplectic leaf $`i:SM`$ there exists a unique covariant symplectic connection $`^S`$ on $`S`$, such that
$$i^{}D_\alpha \beta =_{\mathrm{\#}i^{}\alpha }^Si^{}\beta ,\alpha ,\beta \mathrm{\Omega }^1(M).$$
As we pointed out above, a non-regular Poisson manifold does not admit covariant connections for which the Poisson tensor is parallel. Therefore, in general, it is not possible to glue together the covariant connections $`^S`$ to get a connection on $`M`$. As the following example shows, the family form by these connections will develop singularities at points where the rank drops.
###### Example 2.5.2.
Consider a 2-dimensional non-abelian Lie algebra $`𝔤`$ and choose a basis $`\{\omega _1,\omega _2\}`$ such that:
$$[\omega _1,\omega _2]=\omega _1.$$
On $`𝔤^{}`$ we take the Lie-Poisson bracket which relative to the coordinates $`(x^1,x^2)`$ defined by the dual basis satisfies $`\{x^1,x^2\}=x^1`$. Now consider the contravariant connection on $`𝔤^{}`$ defined by:
$$D_{dx^1}dx^1=D_{dx^2}dx^2=D_{dx^2}dx^1=0,D_{dx^1}dx^2=dx^2.$$
One checks easily that $`D`$ has zero torsion and $`D\pi =0`$. On the other hand there is no globally defined covariant connection $``$ on $`𝔤^{}`$ such that $`D_\alpha =_{\mathrm{\#}\alpha }`$. In fact, if such a connection existed, then denoting by $`\mathrm{\Gamma }_{ij}^k`$ its Christoffel symbols, we should have
$$\mathrm{\Gamma }_k^{ij}=\pi ^{il}\mathrm{\Gamma }_{lk}^j,$$
where $`\mathrm{\Gamma }_k^{ij}`$ are the symbols of $`D`$. Taking $`i=k=1`$, $`j=2`$, this would give
$$1=x^1\mathrm{\Gamma }_{21}^2,$$
which is impossible. Note that formally we obtain the solution $`\mathrm{\Gamma }_{21}^2=\frac{1}{x^1}`$, so there exists a singular connection with singular set $`x^1=0`$. This is precisely the set of points where the rank drops from 2 to 0.
## 3. Poisson Holonomy
### 3.1. Holonomy of a Symplectic Leaf
For a regular foliation the topological behaviour close to a given leaf is controlled by the holonomy of the leaf. For a singular foliation, as is the case of the symplectic foliation of a Poisson manifold, there is in general no such notion of holonomy (see, however, where holonomy is defined for transversely stable leaves). It turns out that in the case of a Poisson manifold it is still possible to introduce a notion of holonomy which also reflects the Poisson geometry of nearby leaves. In this theory of holonomy, contravariant connections play a significant role.
Let $`M`$ be a Poisson manifold and let $`i:SM`$ be a symplectic leaf of $`M`$. Denote by $`\nu (S)=T_SM/TS`$ the normal bundle to $`S`$ and by $`p:\nu (S)S`$ the natural projection. By the tubular neighborhood theorem, there exists a smooth immersion $`\stackrel{~}{i}:\nu (S)M`$ satisfying the following properties:
1. $`\stackrel{~}{i}|_Z=i`$, where $`Z`$ is the zero section of $`\nu (S)`$;
2. $`\stackrel{~}{i}`$ maps the fibers of $`\nu (S)`$ transversely to the symplectic foliation of $`M`$;
Assume that we have fixed such an immersion. Each fiber $`F_x=p^1(x)`$ determines a splitting $`T_x\nu (M)=T_xST_xF_x`$, so we have a decomposition:
(3.1)
$$T_x^{}\nu (M)=T_x^{}ST_u^{}F_x,\text{where }(T_xF_x)^0T_x^{}S,(T_xS)^0T_x^{}F_x.$$
Note that $`T_xS=\text{Im}\mathrm{\#}_x=\mathrm{\#}(T_xF_x)^0`$. For each $`uF_x`$ we have an analogous splitting $`T_u\nu (M)=\mathrm{\#}(T_uF_x)^0T_uF_x`$, so there is also a decomposition:
(3.2)
$$T_u^{}\nu (M)=(T_uF_x)^0T_u^{}F_x,\text{where }T_u^{}F_x(\mathrm{\#}(T_uF_x)^0)^0.$$
Each such immersion induces a unique Poisson structure on the total space $`\nu (S)`$ such that $`\stackrel{~}{i}:\nu (S)M`$ is a Poisson map. Also, on each fiber $`F_x=p^1(x)`$ there is an induced *transverse Poisson structure* $`\mathrm{\Pi }_x^{}`$: The corresponding bundle map $`\mathrm{\#}^{}:T^{}F_xTF_x`$ is defined as the composed map
$$T^{}F_x\stackrel{q_x^{}}{}T_{F_x}^{}\nu (S)\stackrel{\#}{}T_{F_x}\nu (S)\stackrel{q_x}{}TF_x,$$
where $`q_x:T_{F_x}\nu (S)TF_x`$ is the bundle projection from the restricted tangent bundle $`T_{F_x}\nu (S)`$ onto $`TF_x`$ associated with the decomposition (3.2).
Now let $`\alpha T_xM`$. We decompose $`\alpha `$ according to (3.1):
$$\alpha =\alpha ^{}+\alpha ^{},\text{where }\alpha ^{}(T_xF_x)^0T_x^{}S,\alpha ^{}(T_xS)^0T_x^{}F_x.$$
Since $`F_x`$ is a linear space, there is a natural identification $`T_x^{}F_xT_u^{}F_x`$, and we denote by $`\stackrel{~}{\alpha }_u^{}T_u^{}F_x(\mathrm{\#}(T_uF_x)^0)^0`$ the element corresponding to $`\alpha ^{}`$. On the other hand, the composition of the musical isomorphism $`\mathrm{\#}`$ with the differential of the projection $`p:\nu (S)S`$ induces an isomorphism between the annihilator $`(T_uF_x)^0`$ and $`T_xS`$, so we also have an isomorphism $`(T_uF_x)^0T_x^{}S`$. If we denote by $`\stackrel{~}{\alpha }_u^{}(T_uF_x)^0`$ the element corresponding to $`\alpha ^{}`$ under this isomorphism, we have $`p_{}\mathrm{\#}\stackrel{~}{\alpha }^{}=\mathrm{\#}\alpha `$.
Given a covector $`\alpha T_x^{}M`$ we shall define its *horizontal lift* to $`\nu (S)`$ by
$$h(u,\alpha )=\mathrm{\#}\stackrel{~}{\alpha }_u^{}+\mathrm{\#}^{}\stackrel{~}{\alpha }_u^{}T_u\nu (S).$$
By construction, we have property (CI) of a contravariant connection
$$p_{}h(u,\alpha )=\mathrm{\#}\alpha ,up^1(x),$$
so this horizontal lift defines a kind of generalized contravariant connection in $`\nu (S)`$. Note that it depends both on the immersion and on the Poisson tensor.
Let $`(\gamma (t),\alpha (t))`$, $`t[0,1]`$, be a cotangent curve in the symplectic leaf $`S`$ starting at $`x=\gamma (0)`$. If $`u\nu (S)|_x`$ is a point in the fiber over $`x`$, there exists an $`\epsilon >0`$ and a horizontal curve $`\stackrel{~}{\gamma }(t)`$ in $`\nu (S)`$, defined for $`t[0,\epsilon )`$, which satisfies:
$$\{\begin{array}{c}\frac{d}{dt}\stackrel{~}{\gamma }(t)=h(\stackrel{~}{\gamma }(t),\alpha (t)),t[0,\epsilon ),\hfill \\ \\ \stackrel{~}{\gamma }(0)=u.\hfill \end{array}$$
Moreover, we can choose a neighborhood $`U_\gamma `$ of $`0\nu (S)|_x`$, such that for each $`uU_\gamma `$ the lift $`\stackrel{~}{\gamma }(t)`$ with initial point $`u`$ is defined for all $`t[0,1]`$.
If $`(\gamma (t),\alpha (t))`$ is a cotangent loop based at $`xS`$ then this lift gives, by passing from initial to end point, a diffeomorphism $`H_S(\gamma ,\alpha )`$ of $`U_\gamma `$ into another neighborhood $`V_\gamma `$ of $`0\nu (S)|_x`$, with the property that $`0`$ is mapped to $`0`$. One extends the definition of $`H_S`$ for piecewise smooth cotangent loops in the obvious way.
Denote by $`𝔄𝔲𝔱(F_x)`$ the group of germs at $`0`$ of Poisson automorphisms of $`F_x`$ which map $`0`$ to $`0`$.
###### Proposition 3.1.1.
Let $`(\gamma ,\alpha ),(\gamma ^{},\alpha ^{})`$ be cotangent loops based at $`xS`$, then:
1. $`H_S(\gamma ,\alpha )`$ is an element of $`𝔄𝔲𝔱(F_x)`$;
2. $`H_S((\gamma ,\alpha )(\gamma ^{},\alpha ^{}))=H_S(\gamma ,\alpha )H_S(\gamma ^{},\alpha ^{})`$, where the dot denotes concatenation of cotangent loops.
###### Proof.
Let $`(\gamma (t),\alpha (t))`$ be a cotangent curve in $`S`$. For each $`t`$, we have a trivialization of $`p:\nu (S)S`$ in a neighborhood of $`\gamma (t)`$ such that $`p(x,y)=x`$. If $`\alpha (t)=a(t)dx|_{\gamma (t)}+b(t)dy|_{\gamma (t)}`$ we consider the 1-form with constant coefficients $`\alpha _t=a(t)dx+b(t)dy`$. The lift of its restriction to $`S`$ defines the time-dependent vector field:
$$X_t=\mathrm{\#}\stackrel{~}{\alpha }_t^{}+\mathrm{\#}^{}\stackrel{~}{\alpha }_t^{},\text{where }\stackrel{~}{\alpha }_t^{}(TF_{\gamma (t)})^0,\stackrel{~}{\alpha }_t^{}T^{}F_{\gamma (t)}(\mathrm{\#}(TF_{\gamma (t)})^0)^0.$$
For each $`t`$, the transverse component $`\stackrel{~}{\alpha }_t^{}`$ is a closed 1-form in $`F_{\gamma (t)}`$.
The lifts $`\stackrel{~}{\gamma }`$ of $`\gamma `$ are the integral curves of the vector field $`X_t`$. We claim that the flow $`\varphi ^t`$ of this vector field preserves the transverse Poisson structure $`\mathrm{\Pi }^{}`$
(3.3)
$$(\varphi ^t)_{}\mathrm{\Pi }_{\varphi ^t(u)}^{}=\mathrm{\Pi }_u^{},$$
so (i) follows. Part (ii) also follows since we have just shown that we can take $`H_S(\gamma ,\alpha )`$ as the time-1 map of some flow.
To prove (3.3) we observe that
$$\frac{d}{dt}(\varphi ^t)_{}\mathrm{\Pi }_{\varphi ^t(u)}^{}=(\varphi ^t)_{}\left[\frac{d}{dh}(\varphi ^h)_{}\mathrm{\Pi }_{\varphi ^h(\varphi ^t(u))}^{}\right]_{h=0},$$
and we use the following lemma:
###### Lemma 3.1.2.
If $`\alpha _1,\alpha _2T_u^{}F_x(\mathrm{\#}(T_uF_x)^0)^0`$ then
$$\left[\frac{d}{dh}(\varphi ^h)_{}\mathrm{\Pi }_{\varphi ^h(u)}^{}\right]_{h=0}(\alpha _1,\alpha _2)=(_{X_t}\mathrm{\Pi })_u(\alpha _1,\alpha _2)$$
Now we have
$`_{X_t}\mathrm{\Pi }(\alpha _1,\alpha _2)`$ $`=_{\mathrm{\#}\stackrel{~}{\alpha }_t^{}}\mathrm{\Pi }(\alpha _1,\alpha _2)+_{\mathrm{\#}^{}\stackrel{~}{\alpha }_t^{}}\mathrm{\Pi }(\alpha _1,\alpha _2)`$
$`=_{\mathrm{\#}\stackrel{~}{\alpha }_t^{}}\mathrm{\Pi }(\alpha _1,\alpha _2)+_{\mathrm{\#}^{}\stackrel{~}{\alpha }_t^{}}\mathrm{\Pi }^{}(\alpha _1,\alpha _2)`$
The transverse component vanishes since $`\stackrel{~}{\alpha }_t^{}`$ is a closed form in the fiber, for each $`t`$. For the parallel component we write $`\stackrel{~}{\alpha }_t^{}=_ia_idx^i`$, and we compute
$$_{\mathrm{\#}\stackrel{~}{\alpha }_t^{}}\mathrm{\Pi }=\underset{i}{}\left(a_i_{\mathrm{\#}dx^i}\mathrm{\Pi }+\mathrm{\#}da_i\mathrm{\#}dx^i\right).$$
But $`dx^i(TF_x)^0`$ and since $`\alpha _1,\alpha _2(\mathrm{\#}(T_uF_x)^0)^0`$ we conclude that
$$_{\mathrm{\#}\stackrel{~}{\alpha }_t^{}}\mathrm{\Pi }(\alpha _1,\alpha _2)=\underset{i}{}a_i_{\mathrm{\#}dx^i}\mathrm{\Pi }(\alpha _1,\alpha _2)=0,$$
so the parallel component also vanishes.
It remains to prove lemma 3.1.2. We note that for any $`\alpha T_u^{}F_x`$ we have $`q_{\varphi ^h(u)}^{}(\varphi ^h)^{}\alpha (\varphi ^h)^{}q_u^{}\alpha (TF_{p(\varphi ^h(u))})^0`$. Using this remark we find:
$`\left[{\displaystyle \frac{d}{dh}}(\varphi ^h)_{}\mathrm{\Pi }_{\varphi ^h(u)}^{}\right]_{h=0}(\alpha _1,\alpha _2)=`$
$`=\underset{h0}{lim}{\displaystyle \frac{1}{h}}\left[\mathrm{\Pi }_{\varphi ^h(u)}(q_{\varphi ^h(u)}^{}(\varphi ^h)^{}\alpha _1,q_{\varphi ^h(u)}^{}(\varphi ^h)^{}\alpha _2)\mathrm{\Pi }_u(q_u^{}\alpha _1,q_u^{}\alpha _2)\right]`$
$`=\mathrm{\Pi }_{\varphi ^h(u)}\left[\mathrm{\Pi }_{\varphi ^h(u)}((\varphi ^h)^{}q_u^{}\alpha _1,(\varphi ^h)^{}q_u^{}\alpha _2)\mathrm{\Pi }_u(q_u^{}\alpha _1,q_u^{}\alpha _2)\right]`$
$`=(_{X_t}\mathrm{\Pi })_u(q_u^{}\alpha _1,q_u^{}\alpha _2),`$
so the lemma follows. ∎
Denoting by $`\mathrm{\Omega }_{}(S,x)`$ the group of piecewise smooth cotangent loops, we see that we have a group homomorphism $`H_S:\mathrm{\Omega }_{}(S,x)𝔄𝔲𝔱(F_x)`$, which will be called the *Poisson holonomy homomorphism* of the leaf $`S`$. This Poisson holonomy homomorphism depends on the immersion $`\stackrel{~}{i}:\nu (S)M`$, but two different immersions lead to conjugate homomorphisms.
###### Example 3.1.3.
Let $`S`$ be a regular leaf of a Poisson manifold $`M`$. In decomposition 3.2 we can identify $`(T_uF_x)^0T_u^{}S_u`$ and $`(T_uS_u)^0T_u^{}F_u`$, where $`S_u`$ is the symplectic leaf through $`u`$. It follows that the horizontal lift $`h(u,\alpha )`$ is the unique tangent vector in $`T_uS_u`$ which projects to $`\mathrm{\#}\alpha `$. We conclude that for a regular leaf the Poisson holonomy coincides with the usual holonomy.
###### Example 3.1.4.
Let $`𝔤`$ be some finite dimensional Lie algebra and consider on $`M=𝔤^{}`$ the canonical linear Poisson bracket. For the singular leaf $`S=\left\{0\right\}`$ we have $`\nu (S)𝔤^{}`$ with $`p(u)0`$ and the decomposition 3.2 collapses. Given a covector $`\alpha T_0^{}𝔤^{}=𝔤`$ we find $`h(u,\alpha )=\mathrm{\#}_u\alpha =\text{ad}^{}\alpha u`$. It follows that for a constant cotangent loop $`(0,\alpha )`$ in $`S`$ we have $`H_S(0,\alpha )=\text{Ad}^{}(\mathrm{exp}(\alpha ))`$, which of course is a Poisson automorphism of $`F_0𝔤^{}`$.
### 3.2. Reduced Poisson Holonomy
As example 3.1.4 shows, Poisson holonomy is not a homotopy invariant. Following the construction given in for the linear case, we can give a notion of *reduced Poisson holonomy* which is homotopy invariant.
For a Poisson manifold $`M`$ let us denote by $`\text{Aut}(M)`$ the group of Poisson diffeomorphisms of $`M`$, and by $`\text{Aut}^0(M)`$ its connected component of the identity: given $`\varphi \text{Aut}^0(M)`$ there exists a smooth family $`\varphi _t\text{Aut}(M)`$, $`t[0,1]`$, such that $`\varphi _0=\text{id}`$, $`\varphi _1=\varphi `$, and $`\varphi _t`$ is generated by a time-dependent vector field:
$$\frac{d\varphi _t}{dt}=X_t\varphi _t.$$
The vector field $`X_t`$ is an infinitesimal Poisson automorphism:
$$_{X_t}\mathrm{\Pi }=0.$$
We shall say that $`\varphi `$ is a *inner Poisson automorphism* or a *hamiltonian automorphism* if there exists a smooth family of hamiltonian functions $`h_t:M`$ such that $`X_t=X_{h_t}=\mathrm{\#}dh_t`$. The set $`\text{Inn}(M)\text{Aut}(M)`$ of inner Poisson automorphisms is a normal subgroup, and we define the group of *outer Poisson automorphisms* of $`M`$ to be the quotient $`\text{Out}(M)=\text{Aut}(M)/\text{Inn}(M)`$
Recall that for a symplectic leaf $`S`$ we denote by $`𝔄𝔲𝔱(F_x)`$ the group of germs at $`0`$ of Poisson automorphisms of $`F_x`$ which map $`0`$ to $`0`$. We shall also denote by $`𝔒𝔲𝔱(F_x)`$ the corresponding group of germs of outer Poisson automorphisms.
###### Proposition 3.2.1.
Let $`S`$ be a symplectic leaf of $`M`$, with Poisson holonomy homomorphism $`H_S:\mathrm{\Omega }_{}(S,x)𝔄𝔲𝔱(F_x)`$. If $`(\gamma _1,\alpha _1)`$ and $`(\gamma _2,\alpha _2)`$ are cotangent loops with $`\gamma _1\gamma _2`$ homotopic then $`H_S(\gamma _1,\alpha _1)`$ and $`H_S(\gamma _2,\alpha _2)`$ represent the same equivalence class in $`𝔒𝔲𝔱(F_x)`$.
###### Proof.
Since any piecewise smooth path $`\gamma S`$ can be made into a cotangent path, by property (ii) in proposition 3.1.1 it is enough to show that for every $`xS`$ there exists a neighborhood $`U`$ of $`x`$ in $`S`$ such that if $`\gamma (t)U`$ is a piecewise smooth loop based at $`x`$ and $`\alpha (t)T^{}M`$ is a piecewise smooth family with $`\mathrm{\#}\alpha =\dot{\gamma }`$ then $`H_S(\gamma ,\alpha )\text{Inn}(F_x)`$.
To see this we use the same notation as in the proof of proposition 3.1.1. In a trivializing neighborhood $`U`$ of $`p:\nu (S)S`$ containing $`x`$, we can decompose the vector field $`X_t`$ as:
$$X_t=\mathrm{\#}\stackrel{~}{\alpha }_t^{}+\mathrm{\#}^{}\stackrel{~}{\alpha }_t^{},\text{where }\stackrel{~}{\alpha }_t^{}(TF_{\gamma (t)})^0,\stackrel{~}{\alpha }_t^{}T^{}F_{\gamma (t)}(\mathrm{\#}(TF_{\gamma (t)})^0)^0.$$
For each $`t`$, the transverse component $`\stackrel{~}{\alpha }_t^{}`$ can be taken a closed 1-form in $`F_{\gamma (t)}`$. It is clear that the parallel component $`\mathrm{\#}\stackrel{~}{\alpha }_t^{}`$ has no effect on the holonomy. Hence we can assume that $`S=\left\{x\right\}`$, $`F_x=M`$, $`\gamma `$ is a constant path and $`\stackrel{~}{\alpha }_t^{}=\alpha (t)`$, so
$$X_t=\mathrm{\#}\alpha (t)=\mathrm{\#}dh_t,$$
for some function $`h_t`$ defined in a neighborhood of $`x`$. Since $`H_S(\gamma ,\alpha )`$ is the time-1 flow of this hamiltonian vector field we conclude that $`H_S(\gamma ,\alpha )\text{Inn}(F_x)`$. ∎
Given a loop $`\gamma `$ in $`S`$ we shall denote by $`\overline{H}_S(\gamma )𝔒𝔲𝔱(F_x)`$ the equivalence class of $`H_S(\gamma ,\alpha )`$ for some piece-wise smooth family $`\alpha (t)`$ with $`\mathrm{\#}\alpha (t)=\gamma (t)`$. The map $`\overline{H}_S:\mathrm{\Omega }(S,x)𝔒𝔲𝔱(F_x)`$ will be called the *reduced Poisson holonomy homomorphism* of $`S`$. This maps extends to continuous loops and, by a standard argument, it induces a homomorphism $`\overline{H}_S:\pi _1(S,x)𝔒𝔲𝔱(F_x)`$ where $`\pi _1(S,x)`$ is the fundamental group (the use of the same letter to denote both these maps should not be the cause of any confusion).
### 3.3. Stability
The reduced Poisson holonomy of a leaf carries information on the behaviour of the Poisson structure in a neighborhood of the leaf. The simplest result in this direction can be obtained as follows: let us call $`S`$ *transversely stable* if the transverse Poisson manifold $`N`$ is stable near $`SN`$, i. e., if $`N`$ has arbitrarily small neighborhoods of $`NS`$ which are invariant under all hamiltonian automorphisms.
###### Theorem 3.3.1.
(Local Stability I) Let $`S`$ be a compact, transversely stable leaf, with finite reduced holonomy. Then $`S`$ is stable, i. e., $`S`$ has arbitrarily small neighborhoods which are invariant under all hamiltonian automorphisms. Moreover, each symplectic leaf of $`M`$ near $`S`$ is a bundle over $`S`$ whose fiber is a finite union of symplectic leaves of the transverse Poisson structure.
###### Proof.
Assume first that $`S`$ has trivial reduced holonomy. We fix an embedding $`\stackrel{~}{i}:\nu (S)M`$ as above and a base point $`x_0S`$. Also, we choose a Riemannian metric on $`S`$.
By compactness of $`S`$, there exists a number $`c>0`$ such that every point $`xS`$ can be connected to $`x_0`$ by a smooth cotangent path of length $`<c`$. For some inner product on $`\nu (S)|_{x_0}`$, let $`D_\epsilon `$ be the disk of radius $`\epsilon `$ centered at $`0`$. For each $`\epsilon >0`$, there exists a neighborhood $`UD_\epsilon `$ such that:
1. for any piecewise-smooth cotangent path in $`S`$, starting at $`x_0`$, with length $`2c`$ and for any $`uU`$, there exists a lifting with initial point $`u`$;
2. the lifting of any cotangent loop based at $`x_0`$ with initial point $`uU`$ has end point in $`U`$;
3. $`U`$ is invariant under all hamiltonian automorphisms;
In fact, let $`(\gamma _1,\alpha _1),\mathrm{},(\gamma _k,\alpha _k)`$ be cotangent loops such that $`\gamma _1,\mathrm{},\gamma _k`$ are generators of $`\pi _1(S,x_0)`$, and let $`\varphi _i`$ be Poisson diffeomorphisms which represent the germs $`H_S(\gamma _i,\alpha _i)`$. Since the reduced holonomy is trivial, there is a neighborhood $`U^{}`$ of $`0`$ in $`F_{x_0}=\nu (S)|_{x_0}`$ such that $`U\text{domain}(\varphi _1)\mathrm{}\text{domain}(\varphi _k)`$, and $`\varphi _i|U^{}\text{Inn}(F_{x_0})`$, for all i. Since $`S`$ is transversely stable, we can choose a smaller neighborhood $`UU^{}`$ invariant under all hamiltonian automorphisms.
Given $`xS`$ and a cotangent path $`(\gamma ,\alpha )`$ connecting $`x_0`$ to $`x`$, let us denote by $`\sigma _{(\gamma ,\alpha )}:UF_x`$ the diffeomorphism defined by lifting. It follows from i) and ii) above that if $`(\gamma ^{},\alpha ^{})`$ is a cotangent path homotopic to $`(\gamma ,\alpha )`$ then $`\sigma _{(\gamma ,\alpha )}(U)=\sigma _{(\gamma ^{},\alpha ^{})}(U)`$. It follows from iii) that $`\sigma _{(\gamma ,\alpha )}(U)`$ is also invariant under all hamiltonian automorphisms.
Let $`V`$ be a neighborhood of $`S`$ in $`M`$. There exists $`\epsilon (x)>0`$ such that for the corresponding $`U_xD_{\epsilon (x)}`$ we have $`\sigma _{(\gamma ,\alpha )}(U_x)VF_x`$. By compactness of $`S`$, we can choose $`\epsilon >0`$ (independent of $`xS`$) such that for the corresponding $`UD_\epsilon `$ we have
$$\sigma _{(\gamma ,\alpha )}(U)VF_x$$
Set
$$V_0=\underset{(\gamma ,\alpha )}{}\sigma _{(\gamma ,\alpha )}(U).$$
Then $`V_0V`$ is a open neighborhood of $`S`$ which is invariant under all hamiltonian automorphisms of $`M`$.
If $`u,u^{}V_0`$ are two points in the same symplectic leaf such that $`p(u)=p(u^{})=x`$, then there is a path $`\stackrel{~}{\gamma }`$ in this symplectic leaf connecting these two points. It follows from the decomposition (3.2) that there exists a cotangent loop $`(\gamma ,\alpha )`$ in $`S`$ such that $`\stackrel{~}{\gamma }`$ is a horizontal lift of this loop. Thus $`u^{}`$ is the image of $`u`$ by $`H_S(\gamma ,\alpha )`$ which is a hamiltonian automorphism of $`V_0F_x`$. Therefore, $`u`$ and $`u^{}`$ lie in the same symplectic of $`V_0F_x`$. We conclude that each symplectic leaf of $`M`$ near $`S`$ is a bundle over $`S`$ whose fiber is a symplectic leaf of the transverse Poisson structure.
Assume now that $`S`$ has finite reduced Poisson holonomy. We let $`q:\stackrel{~}{S}S`$ be a finite covering space such that $`q_{}\pi _1(\stackrel{~}{S})=\text{Ker}\overline{H}_S\pi _1(S)`$. If we embed $`\nu (S)`$ into $`M`$ as above, and let $`\nu (\stackrel{~}{S})`$ be the pull back bundle of $`\nu (S)`$ over $`\stackrel{~}{S}`$, we have a unique Poisson structure in $`\nu (\stackrel{~}{S})`$ such that the natural map $`\nu (\stackrel{~}{S})\nu (S)`$ is a Poisson map. Moreover, the reduced Poisson holonomy of $`\nu (\stackrel{~}{S})`$ along $`\stackrel{~}{S}`$ is trivial, so we can apply the above argument to $`\nu (\stackrel{~}{S})`$ and the theorem follows. ∎
###### Remark 3.3.2.
If a leaf $`S`$ is transversely stable and $`xS`$, let $`N`$ denote a stable neighborhood of $`F_x`$. For each cotangent path $`(\gamma ,\alpha )`$, the Poisson holonomy $`H_S(\gamma ,\alpha )`$ induces a homeomorphism of the orbit space of $`N`$, for the transverse Poisson structure, mapping zero to zero. If $`(\gamma _1,\alpha _1)`$ and $`(\gamma _2,\alpha _2)`$ are cotangent loops such that $`H_S(\gamma _1,\alpha _1)`$ and $`H_S(\gamma _2,\alpha _2)`$ represent the same class in $`𝔒𝔲𝔱(F_x)`$, then they induce the same germ of homeomorphism of the orbit space mapping zero to zero. In holonomy of a general, transversely stable, foliation is defined using germs of homeomorphisms of the orbit space, which in the case of a Poisson manifold coincide with these ones.
### 3.4. Strict Poisson Holonomy
Another problem raised by the local splitting theorem and related to stability is whether one has a global splitting of an entire neighborhood of a leaf $`S`$. Note that if a neighborhood $`V`$ of $`S`$ has a Poisson splitting $`S\times N`$ then projection to the first factor is a Poisson map. This motivates the
###### Definition 3.4.1.
Let $`M`$ be a Poisson manifold and $`i:SM`$ a symplectic leaf of $`M`$. A Poisson tubular neighborhood of $`S`$ is a smooth immersion $`\stackrel{~}{i}:\nu (S)M`$ satisfying:
1. $`\stackrel{~}{i}|_Z=i`$, where $`Z`$ is the zero section of $`\nu (S)`$;
2. $`\stackrel{~}{i}`$ maps the fibers of $`\nu (S)`$ transversely to the symplectic foliation of $`M`$;
3. For the Poisson structure on $`\nu (S)`$ induced from $`\stackrel{~}{i}`$, the canonical projection $`p:\nu (S)S`$ is a Poisson map;
Suppose $`S`$ admits a Poisson tubular neighborhood. Then the regular distribution $`\mathrm{\#}(\text{Ker}p_{})^0`$ is integrable and $`S`$, identified with the zero section, is an integral leaf of this distribution. Hence, we can consider the holonomy of $`S`$ (in the usual sense) as a leaf of the corresponding foliation. We call this the *strict Poisson holonomy* of $`S`$, and we denote by $`\stackrel{ˇ}{H}_S:\mathrm{\Omega }(S,x)𝔇𝔦𝔣𝔣(F_x)`$ the associated holonomy map, where $`𝔇𝔦𝔣𝔣(F_x)`$ denotes the group of germs of diffeomorphisms of $`F_x`$ which map $`0`$ to $`0`$. Strict Poisson holonomy is related to reduced Poisson holonomy as follows.
###### Proposition 3.4.2.
Assume $`S`$ admits a Poisson tubular neighborhood. The map $`\stackrel{ˇ}{H}_S:\mathrm{\Omega }(S,x)𝔇𝔦𝔣𝔣(F_x)`$ has image inside $`𝔄𝔲𝔱(F_x)`$ and the following diagram commutes:
###### Proof.
Fix a Poisson tubular neighborhood $`p:\nu (S)S`$ and consider the generalized connection in $`\nu (S)`$ defined by the distribution $`\mathrm{\#}(\text{Ker}p_{})^0`$. Given a loop $`\gamma (t)`$ in $`S`$ there exists a family of closed forms $`\alpha _t^S\mathrm{\Omega }^1(S)`$ such that $`\mathrm{\#}\alpha _t^S(\gamma (t))=\dot{\gamma }(t)`$. The horizontal lifts of this loop are integral curves of the time-dependent vector field
$$\stackrel{ˇ}{X}_t=\mathrm{\#}p^{}\alpha _t^S.$$
Since $`dp^{}\alpha _t^S=p^{}d\alpha _t^S=0`$, this vector field is an infinitesimal Poisson automorphism. We conclude that the holonomy maps $`\stackrel{ˇ}{H}_S(\gamma )`$ are Poisson automorphisms.
Moreover, in the notation of the proof of proposition 3.2.1, we have $`\stackrel{ˇ}{X_t}=\mathrm{\#}\alpha _t^{}`$. It follows that if $`(\gamma ,\alpha )`$ is a cotangent loop in $`M`$ then $`H_S(\gamma ,\alpha )`$ and $`\stackrel{ˇ}{H}_S(\gamma )`$ represent the same class in $`\text{Out}(F_x)`$. ∎
We can now state and prove the following splitting result:
###### Theorem 3.4.3.
(Local Stability II) Suppose $`i:SM`$ is a compact symplectic leaf of a Poisson manifold $`M`$ which admits a Poisson tubular neighborhood. Assume further that $`S`$ has finite strict Poisson holonomy and let $`q:\stackrel{~}{S}S`$ be the finite covering corresponding to $`\text{Ker}\stackrel{ˇ}{H}_S\pi _1(S,x)`$. Then there is a neighborhood $`V`$ of $`S`$ and a finite covering Poisson map $`\varphi :\stackrel{~}{S}\times NV`$, where $`N`$ is a transverse Poisson manifold to $`S`$. If $`S`$ is transversely stable, then we can chose $`N`$ and $`V`$ to be stable neighborhoods.
###### Proof.
By a standard homotopy lifting argument, as in the end of the proof of theorem 3.3.1, it is enough to consider the special case where the holonomy is trivial. We must then show that there is a neighborhood $`V`$ of $`S`$ and a Poisson diffeomorphism $`\varphi :S\times NV`$, where $`N`$ is a transverse Poisson manifold to $`S`$.
Again, we fix an embedding $`\stackrel{~}{i}:\nu (S)M`$ as above and a base point $`x_0S`$. Also, we choose a Riemannian metric on $`S`$. By compactness of $`S`$, there exists a number $`c>0`$ such that every point $`xS`$ can be connected to $`x_0`$ by a smooth cotangent path of length $`<c`$. For some inner product on $`\nu (S)|_{x_0}`$, let $`D_\epsilon `$ be the disk of radius $`\epsilon `$ centered at $`0`$. There exists an $`\epsilon >0`$ such that: for any piecewise-smooth cotangent path in $`S`$, starting at $`x_0`$, with length $`2c`$ and for any $`uD_\epsilon `$, there exists a lifting with initial point $`u`$. Moreover, by shrinking $`\epsilon `$ if necessary, we can assume that the lifting of any cotangent loop based at $`x_0`$ with initial point $`u`$ also ends at $`u`$. In fact, let $`(\gamma _1,\alpha _1),\mathrm{},(\gamma _k,\alpha _k)`$ be cotangent loops such that $`\gamma _1,\mathrm{},\gamma _k`$ are generators of $`\pi _1(S,x_0)`$, and let $`\varphi _i`$ be Poisson diffeomorphisms which represent the germs $`\stackrel{ˇ}{H}_S(\gamma _i,\alpha _i)`$. Then, since the holonomy is trivial by assumption, there is a neighborhood $`U`$ of $`0`$ in $`\nu (S)|_{x_0}`$ such that $`U\text{domain}(\varphi _1)\mathrm{}\text{domain}(\varphi _k)`$, and $`\varphi _i|U=`$identity, for all i. We need only to choose $`\epsilon `$ such that $`D_\epsilon U`$.
For each $`uD_\epsilon `$ we define a map $`\sigma _u:SM`$ as follows: let $`xS`$ and connect $`x`$ to $`x_0`$ by a cotangent path $`(\gamma ,\alpha )`$ of length $`<c`$. Let $`\stackrel{~}{\gamma }`$ be the unique lift of $`(\gamma ,\alpha )`$ starting at $`u`$, and define $`\sigma _u(x)=\stackrel{~}{\gamma }(1)`$. This map is well defined because the holonomy is trivial. Also, $`\sigma _u`$ is clearly a local embedding since $`p\sigma _u=`$identity on $`S`$. Since $`S`$ is compact we conclude that $`\sigma _u`$ is an embedding.
The map $`\sigma _u`$ clearly depends smoothly on $`u`$, and since the holonomy is trivial, the map $`u\sigma _u(x)`$, for a fixed $`x`$, is one-to-one. It follows that the map $`\varphi :S\times D_\epsilon M`$ given by $`(x,u)\sigma _u(x)`$ is a diffeomorphism onto a neighborhood $`V`$ of $`S`$.
By hypothesis, $`p:\nu (S)S`$ is a Poisson map. On the other hand, the composition $`p\varphi :S\times D_\epsilon S`$ is just projection into the first factor, which is also a Poisson map. Then $`\varphi `$ must also be a Poisson map.
Finally, if $`S`$ is transversely stable, we can choose an open set $`ND_\epsilon `$ stable for the transverse structure, so $`V=\varphi (S\times N)`$ is a stable neighborhood. ∎
For simply connected leaves we obtain:
###### Corollary 3.4.4.
Let $`i:SM`$ be a compact, simply connected, symplectic leaf of a Poisson manifold $`M`$, which admits a Poisson tubular neighborhood. Then there is a neighborhood $`V`$ of $`S`$ and a Poisson diffeomorphism $`\varphi :S\times NV`$, where $`N`$ is a transverse Poisson manifold to $`S`$. If $`S`$ is transversely stable, then we can chose $`N`$ and $`V`$ to be stable neigborhoods.
One should note that, in general, a leaf does not have a Poisson tubular neighborhood, and so strict Poisson holonomy is not defined. In the following example we give a Poisson manifold $`M`$ with a compact, simply connected, symplectic leaf $`S`$, which has no Poisson tubular neighborhood. In particular, $`M`$ does not split as $`S\times N`$ in a neighborhood of $`S`$.
###### Example 3.4.5.
First observe that $`CP(n)`$ is a coadjoint orbit of $`U(n+1)`$, since the standard action of $`U(n+1)`$ on $`CP(n)`$ is a transitive hamiltonian action. In fact, a theorem of Kostant says that, for a compact Lie group, all hamiltonian $`G`$-spaces on which $`G`$ acts transitively are coadjoint orbits. The argument goes as follows: Let $`\mathrm{\Phi }:CP(n)𝔲^{}(n+1)`$ be the (equivariant) moment map. Then $`U(n+1)`$ acts transitively on the image $`Y=\mathrm{\Phi }(CP(n))`$, which therefore is a coadjoint orbit. In fact, $`\mathrm{\Phi }:CP(n)Y`$ is a symplectomorphism and, since $`CP(n)`$ is compact, $`\mathrm{\Phi }`$ is a covering map. However, every coadjoint orbit of a compact Lie group is simply connected (see , sect. 9.4), so this map is actually a diffeomorphism.
Consider in particular the case $`n=2`$. We claim that $`CP(2)`$ is a symplectic leaf of $`𝔲^{}(3)`$ which has no Poisson tubular neighborhood. In fact, if $`CP(2)`$ had such a Poisson tubular neighborhood then it would have trivial strict Poisson holonomy and, by theorem 3.4.3, its normal bundle $`\nu (CP(n))`$ would be trivial. But this is not the case, as can be seen from the following standard argument: the total Chern class of $`CP(2)`$ is $`c=(1+a)^3=1+3a+3a^2`$, where $`a`$ is a generator of $`H^2(CP(2),)`$. The total Stiefel-Whitney class $`w`$ of $`CP(2)`$ is the image of $`c`$ by the canonical homomorphism $`H^2(CP(2),)H^2(CP(2),_2)`$ and hence is non-zero. The total Stiefel-Whitney class of the normal bundle $`\nu (CP(2))`$ is $`w^1`$, which is non-trivial. We conclude that $`\nu (CP(2))`$ is non-trivial.
### 3.5. Linear Poisson Holonomy
Let $`M`$ be a Poisson manifold and $`i:SM`$ a symplectic leaf of $`M`$ with Poisson holonomy homomorphism $`H_S:\mathrm{\Omega }_{}(S,x)𝔄𝔲𝔱(F_x)`$ (once a tubular neighborhood as been fixed).
On $`T_0F_xF_x`$ we consider the Poisson bivector field $`\mathrm{\Pi }^L`$ which is the linear approximation at $`0`$ to the Poisson bracket on $`F_x`$. Also, we denote by $`\text{Aut}(F_x)`$ the set of linear Poisson automorphisms of $`(F_x,\mathrm{\Pi }^L)`$. There is a map $`d:𝔄𝔲𝔱(F_x)\text{Aut}(F_x)`$ which assigns to a germ of a Poisson diffeomorphism of $`(F_x,\mathrm{\Pi }^{})`$, mapping zero to zero, its linear approximation.
###### Definition 3.5.1.
The linear Poisson holonomy of the leaf $`S`$ is the homomorphism $`H_S^LdH_S:\mathrm{\Omega }_{}(S,x)\text{Aut}(F_x)`$.
One can check that this notion of linear Poisson holonomy is essentially the same as the one introduced in .
To define the *reduced linear Poisson holonomy* of the leaf $`S`$ one can either show that the class of $`H_S^L(\gamma ,\alpha )`$ in $`\text{Out}(F_x)=\text{Aut}(F_x)/\text{Inn}(F_x)`$ is homotopy invariant, or else take the composition $`\overline{H}_S^L\overline{d}\overline{H}_S:\pi _1(S,x)\text{Out}(F_x)`$, where $`\overline{d}:𝔒𝔲𝔱(F_x)\text{Out}(F_x)`$ is the natural map. Similarly, if $`S`$ admits a Poisson tubular neighborhood, one can define the *strict linear Poisson holonomy* has the composition $`\stackrel{ˇ}{H}_S^Ld\stackrel{ˇ}{H}_S:\pi _1(S,x)GL(F_x)`$.
One can give a differential operator formulation for linear Poisson holonomy similar to the Bott connection of ordinary foliation theory. Instead of working with the normal bundle $`\nu (S)=T_SM/TS`$ it is convenient to use the dual bundle $`\nu ^{}(S)`$, also called the conormal bundle. We have natural identifications
$$\nu ^{}(S)=(\text{Ker}\mathrm{\#})|_S=(TS)^0.$$
On $`\nu ^{}(S)`$ we have the following contravariant analogue of the Bott connection: Given a covector $`\alpha T_S^{}M`$ and a section $`\beta `$ of $`\nu ^{}(S)`$, take forms $`\stackrel{~}{\alpha },\stackrel{~}{\beta }\mathrm{\Omega }^1(M)`$ such that $`\stackrel{~}{\alpha }_x=\alpha `$, $`\stackrel{~}{\beta }|_S=\beta `$, and we set:
(3.4)
$$D_\alpha ^S\beta [\stackrel{~}{\alpha },\stackrel{~}{\beta }]|_S.$$
To check that this definition is independent of the extensions considered, we note that, by (1.3), it can also be written as
(3.5)
$$D_\alpha ^S\beta =_{\mathrm{\#}\stackrel{~}{\alpha }}\stackrel{~}{\beta }|_S.$$
Expression (3.4) also shows that $`D_\alpha ^S\beta `$ is in the kernel of $`\mathrm{\#}`$ and so is a section of $`\nu ^{}(S)`$. Therefore, $`D^S`$ associates to each 1-form $`\alpha `$ on $`M`$ along $`S`$ a differential operator $`D_\alpha :\mathrm{\Gamma }(\nu ^{}(S))\mathrm{\Gamma }(\nu ^{}(S))`$.
It is also easy to check that $`D^S`$ satisfies the analogue of properties i)-iv) of proposition 2.1.3. Note however that, in general, $`D^S`$ *does not give* a contravariant connection in $`\nu ^{}(S)`$, since it is defined only for 1-forms in $`M`$ along $`S`$. One can now define parallel transport of fibers of $`\nu ^{}(S)`$ along cotangent curves in $`S`$, and hence linear holonomy of $`D^S`$. The holonomy of $`D^S`$ coincides with the linear Poisson holonomy introduced above.
It is convenient to consider the connections $`D^S`$ all together, rather than leaf by leaf, so we set:
###### Definition 3.5.2.
A linear contravariant connection $`D`$ on $`M`$ is called a basic connection if
1. $`D`$ restricts to $`D^S`$ on each leaf $`S`$, i. e., if $`\alpha ,\beta \mathrm{\Omega }^1(M)`$ and $`\mathrm{\#}\beta |_S=0`$ then
$$D_\alpha \beta |_S=D_\alpha ^S\beta .$$
2. $`D`$ preserves the Poisson tensor, i. e.,
$$D\mathrm{\Pi }=0.$$
It is clear that one can also define linear Poisson holonomy starting with some basic connection. The holonomy of this basic connection determines maps of each cotangent space $`T_x^{}M`$ which map $`\mathrm{ker}\mathrm{\#}_x`$ isomorphically into itself, and these are the linear Poisson holonomy maps.
Basic connections always exist:
###### Proposition 3.5.3.
Every Poisson manifold has basic connections. If $`D`$ is a basic connection with curvature tensor $`R`$, and $`\gamma `$ is a 1-form such that $`\mathrm{\#}\gamma |_S=0`$, then
$$R(\alpha ,\beta )\gamma |_S=0.$$
###### Proof.
Assume first that $`M^m`$, with coordinates $`(x^1,\mathrm{},x^m)`$. We define a contravariant connection on $`M`$ by setting
$$D_{dx^j}\beta =[dx^j,\beta ].$$
Then, obviously, if $`S`$ is a leaf of $`M`$ and $`\mathrm{\#}\beta |_S=0`$ we have
$$D_{dx^j}\beta |_S=D_{dx^j}^S\beta .$$
It follows that for any 1-form $`\alpha `$ we have
$$D_\alpha \beta |_S=D_\alpha ^S\beta .$$
Moreover, $`D\mathrm{\Pi }=0`$ so $`D`$ is a basic connection.
For an arbitrary Poisson manifold $`M`$ we choose an open cover $`\left\{U^{(a)}\right\}`$, with a partition of unity $`_a\varphi _a=1`$ subordinated to this cover, and such that on each $`U^{(a)}`$ there is a basic connection $`D^{(a)}`$. Then $`D=_a\varphi _aD^{(a)}`$ is a basic connection.
If $`D`$ is any basic connection and $`\mathrm{\#}\gamma |_S=0`$, we have $`D_\alpha \gamma |_S=[\alpha ,\gamma ]|_S`$ for any 1-form $`\alpha `$, so expression (2.22) for the curvature tensor, gives
$$R(\alpha ,\beta )\gamma |_S=[\alpha ,[\beta ,\gamma ]]|_S[\beta ,[\alpha ,\gamma ]]|_S[[\alpha ,\beta ],\gamma ]|_S.$$
But the right hand side is zero, because of Jacobi identity. ∎
###### Remark 3.5.4.
Although the curvature of a basic connection vanishes along $`\mathrm{ker}\mathrm{\#}`$, the holonomy along $`\mathrm{\#}`$ need not be discrete (this is because of the presence of an extra term in the holonomy theorem 1.5.2). Hence, in general, linear Poisson holonomy is not discrete and also not homotopy invariant (cf. example 3.1.4). However, if one can find a basic connection which is an $``$-connection, then Poisson holonomy is discrete. Such is the case for a regular Poisson manifold, where (linear) Poisson holonomy coincides with standard (linear) holonomy.
To finish this section we state the following result which by now should be obvious.
###### Proposition 3.5.5.
Let $`M`$ be a Poisson manifold, and $`S`$ a symplectic leaf which admits a transverse measure $`\mu `$ invariant under the hamiltonian flow. Then, for every cotangent path $`(\gamma ,\alpha )`$ in $`S`$
$$detH_S^L(\gamma ,\alpha )=1,$$
where the determinant is computed relative to $`\mu `$.
This result also follows from a formula of Ginzburg and Golubev, proved in , which states that for *any* measure $`\mu `$ on $`M`$ one has
(3.6)
$$detH_S^L(\gamma ,\alpha )=\mathrm{exp}(_{(\gamma ,\alpha )}v_\mu ),$$
where $`v_\mu `$ is the modular vector field of the measure $`\mu `$ (see section 4.4) and the determinant is computed relative to the measure induced by $`\mu `$ on the transverse fiber. This formula shows that there is a strong relationship between the modular class and Poisson holonomy. In the next section we will introduce invariants of a Poisson manifold which generalize the modular class, and we will make this relationship more precise.
## 4. Characteristic Classes
### 4.1. Poisson-Chern-Weil Homomorphism
The usual Chern-Weil theory for characteristic classes extend to contravariant connections, as was observed in . We give here a short account since we shall need characteristic classes later in the section.
Consider a principal G-bundle $`p:PM`$ over a Poisson manifold, and choose some contravariant connection $`\mathrm{\Gamma }`$ on $`P`$. Given any symmetric, $`\text{Ad}(G)`$-invariant, $`k`$-multilinear function
$$P:𝔤\times \mathrm{}\times 𝔤$$
we can define a $`2k`$-vector field $`\lambda (\mathrm{\Gamma })(P)`$ on $`M`$ as follows. If $`U_j`$ is a trivializing neighborhood, $`xU_j`$ and $`\alpha _1,\mathrm{},\alpha _{2k}T_x^{}M`$ then we set
(4.1)
$$\lambda (\mathrm{\Gamma })(P)(\alpha _1,\mathrm{},\alpha _{2k})=\underset{\sigma S_{2k}}{}(1)^\sigma P(\mathrm{\Xi }_j(\alpha _{\sigma (1)},\alpha _{\sigma (2)}),\mathrm{},\mathrm{\Xi }_j(\alpha _{\sigma (2k1)},\alpha _{\sigma (2k)})).$$
By the transformation rule for the curvature bivector fields, this formula actually defines a 2k-vector field on the whole of $`M`$.
###### Proposition 4.1.1.
For any symmetric, invariant, $`k`$-multilinear function $`P`$, the $`2k`$-vector field $`\lambda (\mathrm{\Gamma })(P)`$ is closed:
(4.2)
$$\delta \lambda (\mathrm{\Gamma })(P)=0.$$
###### Proof.
We compute
$`\delta \lambda P(\mathrm{\Xi }_j,\mathrm{},\mathrm{\Xi }_j)`$ $`=kP(\delta \mathrm{\Xi }_j,\mathrm{},\mathrm{\Xi }_j)`$
$`=kP(\delta \mathrm{\Xi }_j+[\mathrm{\Lambda }_j,\mathrm{\Xi }_j],\mathrm{},\mathrm{\Xi }_j)=0,`$
where we have used first the linearity and symmetry of $`P`$, then the $`\text{Ad}(G)`$-invariance of $`P`$, and last the Bianchi identity. ∎
Therefore, to each invariant, symmetric, $`k`$-multilinear function $`PI^k(G)`$ we can associate a Poisson cohomology class $`[\lambda (\mathrm{\Gamma })(P)]H_\mathrm{\Pi }^{2k}(M)`$, and in fact we have:
###### Proposition 4.1.2.
The cohomology class $`[\lambda (\mathrm{\Gamma })(P)]`$ is independent of the contravariant connection used to define it.
###### Proof.
Consider two contravariant connections $`\mathrm{\Gamma }^0`$ and $`\mathrm{\Gamma }^1`$ in $`P`$. Then we have a family of connections $`\mathrm{\Gamma }^t`$ with connection vector fields $`\mathrm{\Lambda }_j^t=t\mathrm{\Lambda }_j^1+(1t)\mathrm{\Lambda }_j^0`$. We denote by $`\mathrm{\Xi }_j^t`$ its curvature bivector fields. Also, the difference $`\mathrm{\Lambda }_j^{1,0}=\mathrm{\Lambda }_j^1\mathrm{\Lambda }_j^0`$ is a $`𝔤`$-valued vector field. By the transformation rule (1.23), given $`PI^k(G)`$, we get a well defined $`(2k1)`$-vector field $`\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)`$ by setting
(4.3)
$$\begin{array}{c}\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)(\alpha _1,\mathrm{},\alpha _{2k1})=\hfill \\ \hfill k\underset{\sigma S_{2k1}}{}(1)^\sigma _0^1P(\mathrm{\Lambda }_j^{1,0}(\alpha _{\sigma (1)}),\mathrm{\Xi }_j^t(\alpha _{\sigma (2)},\alpha _{\sigma (3)}),\mathrm{},\mathrm{\Xi }_j^t(\alpha _{\sigma (2k2)},\alpha _{\sigma (2k1)}))𝑑t.\end{array}$$
We claim that
(4.4)
$$\delta \lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)=\lambda (\mathrm{\Gamma }^1)(P)\lambda (\mathrm{\Gamma }^0)(P),$$
so $`[\lambda (\mathrm{\Gamma }^1)(P)]=[\lambda (\mathrm{\Gamma }^0)(P)]`$.
To prove (4.4), we note that if we differentiate the structure equation (1.26) we obtain
(4.5)
$$\frac{d}{dt}\mathrm{\Xi }_j^t=\delta \mathrm{\Lambda }_j^{1,0}+[\mathrm{\Lambda }_j^t,\mathrm{\Lambda }_j^{1,0}].$$
Hence, using Bianchi’s identity, we have
$`k\delta `$ $`{\displaystyle _0^1}P(\mathrm{\Lambda }_j^{1,0},\mathrm{\Xi }_j^t,\mathrm{},\mathrm{\Xi }_j^t)𝑑t=`$
$`=k{\displaystyle _0^1}P(\delta \mathrm{\Lambda }_j^{1,0},\mathrm{\Xi }_j^t,\mathrm{},\mathrm{\Xi }_j^t)+P(\mathrm{\Lambda }_j^{1,0},\delta \mathrm{\Xi }_j^t,\mathrm{},\mathrm{\Xi }_j^t)+P(\mathrm{\Lambda }_j^{1,0},\mathrm{\Xi }_j^t,\mathrm{},\delta \mathrm{\Xi }_j^t)dt`$
$`=k{\displaystyle _0^1}P({\displaystyle \frac{d}{dt}}\mathrm{\Xi }_j^t[\mathrm{\Lambda }_j^t,\mathrm{\Lambda }_j^{1,0}],\mathrm{\Xi }_j^t,\mathrm{},\mathrm{\Xi }_j^t)`$
$`P(\mathrm{\Lambda }_j^{1,0},[\mathrm{\Lambda }_j^t,\mathrm{\Xi }_j^t],\mathrm{},\mathrm{\Xi }_j^t)P(\mathrm{\Lambda }_j^{1,0},\mathrm{\Xi }_j^t,\mathrm{},[\mathrm{\Lambda }_j^t,\mathrm{\Xi }_j^t])dt`$
$`=k{\displaystyle _0^1}P({\displaystyle \frac{d}{dt}}\mathrm{\Xi }_j^t,\mathrm{\Xi }_j^t,\mathrm{},\mathrm{\Xi }_j^t)𝑑t`$
$`={\displaystyle _0^1}{\displaystyle \frac{d}{dt}}P(\mathrm{\Xi }_j^t,\mathrm{\Xi }_j^t,\mathrm{},\mathrm{\Xi }_j^t)𝑑t=P(\mathrm{\Xi }_j^1,\mathrm{},\mathrm{\Xi }_j^1)P(\mathrm{\Xi }_j^0,\mathrm{},\mathrm{\Xi }_j^0).`$
If we set
$$I^{}(G)=\underset{k0}{}I^k(G),$$
the assignment $`P[\lambda (\mathrm{\Gamma })(P)]`$ gives a map $`I^{}(G)H_\mathrm{\Pi }^{}(M)`$. This map is in fact a ring homomorphism.
###### Proposition 4.1.3.
The following diagram commutes
where on the top row we have the Chern-Weil homomorphism.
###### Proof.
Choose a contravariant connection $`\mathrm{\Gamma }`$ in $`P`$ which is induced by a covariant connection $`\stackrel{~}{\mathrm{\Gamma }}`$. Given $`PI^k(G)`$, we have a closed $`(2k)`$-form $`\lambda (\stackrel{~}{\mathrm{\Gamma }})(P)`$ defined by a formula analogous to (4.1), and which induces the Chern-Weil homomorphism $`I^{}(G)H^{}(M)`$. We check easily that
$$\mathrm{\#}\lambda (\stackrel{~}{\mathrm{\Gamma }})(P)=\lambda (\mathrm{\Gamma })(P),$$
so the proposition follows. ∎
Recall that the ring $`I^{}(GL_q())`$ is generated by elements $`P_kI^k(GL_q())`$ such that $`P_k(A,\mathrm{},A)=\sigma _k(A)`$, where $`\{\sigma _1,\mathrm{},\sigma _q\}`$ are the elementary symmetric functions defined by:
$$det(\mu I\frac{1}{2\pi }A)=\mu ^q+\sigma _1(A)\mu ^{q1}+\mathrm{}+\sigma _q(A).$$
Now consider a real vector bundle $`p_E:EM`$ over a Poisson manifold, with fiber $`F^q`$ and let $`p:PM`$ be the associated principal bundle with structure group $`GL_q()`$. Choosing a contravariant connection $`\mathrm{\Gamma }`$ on $`P`$ one defines the *kth Poisson-Pontrjagin class* of $`E`$ as
$$p_k(E,\mathrm{\Pi })=[\lambda (\mathrm{\Gamma })(P_{2k})]H_\mathrm{\Pi }^{4k}(M).$$
As usual, one does not need to consider the classes for odd $`k`$ since we have
$$[\lambda (\mathrm{\Gamma })(P_{2k1})]=0,$$
as can be seen by choosing a connection compatible with a riemannian metric. It is clear from proposition 4.1.3 that
$$p_k(E,\mathrm{\Pi })=\mathrm{\#}p_k(E).$$
where $`p_k(E)`$ are the standard Pontrjagin classes of $`E`$. Note also, that if $`r=\text{rank}M=\mathrm{max}_{xM}(\text{rank}\mathrm{\Pi }_x)`$ we have $`p_k(E,\mathrm{\Pi })=0`$ for $`k>r/2`$.
To compute these invariants one uses the contravariant derivative operator $`D`$ on $`E`$, associated with the contravariant connection $`\mathrm{\Gamma }`$, and proceeds as follows. For covectors $`\alpha ,\beta T_xM`$, the curvature tensor $`R`$ defines a linear map $`R_{\alpha ,\beta }=R(\alpha ,\beta ):F_xF_x`$ which satisfies $`R_{\alpha ,\beta }=R_{\beta ,\alpha }`$, and so $`(\alpha ,\beta )R_{\alpha ,\beta }`$ can be considered as a $`𝔤𝔩(E)`$-valued bivector field. By fixing a basis of local sections, we have $`F_x^q`$ so we have $`R_{\alpha ,\beta }𝔤𝔩_q()`$. (this matrix representation of $`R_{\alpha ,\beta }`$ is defined only up to a change of basis in $`^q`$). Hence, if
$$P:𝔤𝔩_q()\times \mathrm{}\times 𝔤𝔩_q()$$
is a symmetric, $`k`$-multilinear function, $`\text{Ad}(GL_q())`$-invariant, we a have a $`2k`$-vector field $`\lambda (R)(P)`$ on $`M`$ defined by
(4.6)
$$\lambda (R)(P)(\alpha _1,\mathrm{},\alpha _{2k})=\underset{\sigma S_{2k}}{}(1)^\sigma P(R_{\alpha _{\sigma (1),\sigma (2)}},\mathrm{},R_{\alpha _{\sigma (2k1),\sigma (2k)}}).$$
It is easy to see that $`\lambda (\mathrm{\Gamma })(P)=\lambda (R)(P)`$, so this gives a procedure to compute the Poisson-Chern-Weil homomorphism and the Poisson-Pontrjagin classes.
Similar considerations apply to other characteristic classes. One can define, e. g., the Poisson-Chern classes $`c_k(E,\mathrm{\Pi })`$ of a complex vector bundle $`E`$ over a Poisson manifold, and they are just the images by $`\mathrm{\#}`$ of the usual Chern classes of $`E`$.
The fact that all these classes arise as image by $`\mathrm{\#}`$ of some known classes is perhaps a bit disappointing. However, we shall see below that one can define Poisson secondary characteristic classes which are intrinsic of Poisson geometry, and which do not arise as images by $`\mathrm{\#}`$ of some de Rham cohomology classes.
### 4.2. Secondary Characteristic Classes
We shall now introduce secondary characteristic classes of a Poisson manifold. We will see that these classes give information on the topology, as well as, the geometry of the symplectic foliation. As in the theory of (regular) foliations, these classes appear when we compare two connections, each from a distinguished class.
On the Poisson manifold $`M`$, with $`dimM=m`$, we consider the following data:
1. A basic connection $`\mathrm{\Gamma }^1`$, with a contravariant derivative $`D^1`$;
2. A linear contravariant connection $`\mathrm{\Gamma }^0`$ induced by a riemannian connection, so $`D_\alpha ^0=_{\mathrm{\#}\alpha }^0`$ with $`g=0`$ for some riemannian metric $`g`$;
Given an invariant, symmetric, $`k`$-multilinear function $`PI^k(GL(m,))`$ we consider the $`(2k1)`$-vector field $`\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)`$ given by (4.3).
###### Proposition 4.2.1.
If $`k`$ is odd, $`\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)`$ is a closed $`(2k1)`$-vector field.
###### Proof.
According to (4.4) we have
$$\delta \lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)=\lambda (\mathrm{\Gamma }^1)(P)\lambda (\mathrm{\Gamma }^0)(P).$$
and we claim that $`\lambda (\mathrm{\Gamma }^1)(P)=\lambda (\mathrm{\Gamma }^0)(P)=0`$ if $`k`$ is odd.
The proof that $`\lambda (\mathrm{\Gamma }^0)(P)=0`$ is standard: since there exists a metric such that $`D^0g=0`$ we can reduce the structure group of $`\mathrm{\Gamma }^0`$ to $`O(m,)`$, so the curvature bivector fields take there values in $`𝔰𝔬(m,)`$. But if $`A𝔰𝔬(m,)`$, we have $`P_k(A)`$ for any elementary symmetric function, since $`k`$ is odd. Hence we obtain $`\lambda (\mathrm{\Gamma }^0)(P)=0`$.
Consider now the connection $`\mathrm{\Gamma }^1`$. Given $`xM`$ we choose local coordinates $`(x^j,y^k)`$ around $`x`$ as in the Weinstein splitting theorem:
$$\mathrm{\Pi }=\underset{i=1}{\overset{n}{}}\frac{}{x^i}\frac{}{x^{i+n}}+\underset{k,l}{}\varphi _{kl}\frac{}{y^k}\frac{}{y^l},$$
where $`\varphi _{kl}(x)=0`$. Since $`\mathrm{\Gamma }^0`$ is a basic connection, we have:
$$\mathrm{\Pi }(D_\alpha dx^i,dx^j)=\mathrm{\Pi }(dx^i,D_\alpha dx^j),R(\alpha ,\beta )dy^k|_x=0.$$
It follows that $`R(\alpha ,\beta )_x`$ is represented in the basis $`(dx^j,dy^k)`$ by a matrix of the form:
(4.7)
$$\left(\begin{array}{cc}B& 0\\ C& 0\end{array}\right),$$
with $`B`$ a symplectic matrix. Now, if $`A`$ is any matrix of this form, it is clear that $`det(\mu IA)=det(\mu I\stackrel{~}{A})`$, where $`\stackrel{~}{A}`$ is the same as $`A`$ with $`B=0`$, i. e., $`\stackrel{~}{A}`$ is symplectic. But if $`\stackrel{~}{A}`$ is symplectic, we have $`P_k(A)`$ for any elementary symmetric function, since $`k`$ is odd. Hence we obtain also $`\lambda (\mathrm{\Gamma }^1)(P)_x=0`$. ∎
Next we want to check that the Poisson cohomology class of $`\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)`$ is independent of the connections used to define it.
Given connections $`\mathrm{\Gamma }^0,\mathrm{\Gamma }^1,\mathrm{\Gamma }^2`$ we consider the family of connections $`\mathrm{\Gamma }^{s,t}`$ whose connection vector fields are $`\mathrm{\Lambda }^{s,t}=(1st)\mathrm{\Gamma }^0+s\mathrm{\Gamma }^1+t\mathrm{\Gamma }^2`$, where $`(s,t)`$ vary in the standard 2-simplex $`\mathrm{\Delta }_2`$. We introduce a $`(2k2)`$-vector field $`\lambda (\mathrm{\Gamma }^2,\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)`$ given by a formula analogous to (4.6) and (4.3):
(4.8)
$$\lambda (\mathrm{\Gamma }^2,\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)=k\underset{\sigma S_{2k2}}{}(1)^\sigma _{\mathrm{\Delta }_2}P(\mathrm{\Lambda }_j^{1,0},\mathrm{\Lambda }_j^{2,0},\mathrm{\Xi }_j^{s,t},\mathrm{},\mathrm{\Xi }_j^{s,t})𝑑t𝑑s.$$
Just like in the proof of proposition 4.1.2, one shows that
(4.9)
$$\delta \lambda (\mathrm{\Gamma }^2,\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)=\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)\lambda (\mathrm{\Gamma }^2,\mathrm{\Gamma }^0)(P)+\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P).$$
Now, we can prove
###### Proposition 4.2.2.
The Poisson cohomology class $`[\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)]`$ is independent of the connections used to define it.
###### Proof.
Let $`\mathrm{\Gamma }^1`$ and $`\stackrel{~}{\mathrm{\Gamma }}^1`$ (resp. $`\mathrm{\Gamma }^0`$ and $`\stackrel{~}{\mathrm{\Gamma }}^0`$) be basic connections (resp. riemannian connections). It follows from (4.9) that
$$\begin{array}{c}\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)\lambda (\stackrel{~}{\mathrm{\Gamma }}^1,\stackrel{~}{\mathrm{\Gamma }}^0)(P)=\delta \lambda (\stackrel{~}{\mathrm{\Gamma }}^1,\mathrm{\Gamma }^0,\stackrel{~}{\mathrm{\Gamma }}^0)(P)\delta \lambda (\mathrm{\Gamma }^1,\stackrel{~}{\mathrm{\Gamma }}^1,\mathrm{\Gamma }^0)(P)\hfill \\ \hfill +\lambda (\stackrel{~}{\mathrm{\Gamma }}^1,\mathrm{\Gamma }^1)(P)\lambda (\mathrm{\Gamma }^0,\stackrel{~}{\mathrm{\Gamma }}^0)(P).\end{array}$$
Hence, it is enough to show that the Poisson cohomology classes of $`\lambda (\stackrel{~}{\mathrm{\Gamma }}^1,\mathrm{\Gamma }^1)(P)`$ and $`\lambda (\mathrm{\Gamma }^0,\stackrel{~}{\mathrm{\Gamma }}^0)(P)`$ are trivial.
Consider first the basic connections $`\stackrel{~}{\mathrm{\Gamma }}^1`$ and $`\mathrm{\Gamma }^1`$. The linear combination $`\mathrm{\Gamma }^{1,t}=(1t)\mathrm{\Gamma }^1+t\stackrel{~}{\mathrm{\Gamma }}^1`$ is also a basic connection. If $`xM`$, we fix splitting coordinates $`(x^j,y^k)`$ around $`x`$ as in the proof of proposition 4.2.1. Then we see that, with respect to the basis $`\{dx^j,dy^k\}`$, the matrix representations of $`D_\alpha ^1`$, $`\stackrel{~}{D}_\alpha ^1`$ and $`R^t(\alpha ,\beta )`$ are of the form (4.7). Hence, we conclude that if $`PI^k(GL(m,))`$, with $`k`$ odd,
$$P(\stackrel{~}{D}_{\alpha _1}^1D_{\alpha _1}^1,R^t(\alpha _2,\alpha _3),\mathrm{},R^t(\alpha _{2k2},\alpha _{2k1}))=0.$$
Therefore, $`\lambda (\stackrel{~}{\mathrm{\Gamma }}^1,\mathrm{\Gamma }^1)(P)=0`$, whenever $`\stackrel{~}{\mathrm{\Gamma }}^1`$ and $`\mathrm{\Gamma }^1`$ are basic connections.
Now consider the riemannian connections $`\mathrm{\Gamma }^0`$ and $`\stackrel{~}{\mathrm{\Gamma }}^0`$. The linear combination $`\mathrm{\Gamma }^{0,t}=(1t)\stackrel{~}{\mathrm{\Gamma }}^0+t\mathrm{\Gamma }^0`$ is also a riemannian connection. All these connections are induced from covariant riemannian connections $`^0`$, $`\stackrel{~}{}^0`$ and $`^{0,t}`$, and we can define a $`(2k1)`$-form $`\lambda (^0,\stackrel{~}{}^0)(P)`$ by a formula analogous to (4.3). Moreover, this form is closed (because $`k`$ is odd), and $`\mathrm{\#}\lambda (^0,\stackrel{~}{}^0)(P)=\lambda (\mathrm{\Gamma }^0,\stackrel{~}{\mathrm{\Gamma }}^0)(P)`$. It follows from the homotopy invariance of $`H^{}(M)`$, as in the usual theory of characteristic classes of foliations (see , page 29), that
$$[\lambda (^0,\stackrel{~}{}^0)(P)]=[\lambda (^0,^0)(P)]=0.$$
Hence, the Poisson cohomology class $`[\lambda (^0,\stackrel{~}{}^0)(P)]`$ vanishes.
###### Remark 4.2.3.
The assumption that the riemannian connections are of the special form $`_{\mathrm{\#}\alpha }`$ was used in the proof to invoke the homotopy invariance of $`H^{}(M)`$. Poisson cohomology $`H_\mathrm{\Pi }^{}(M)`$ is not homotopy invariant, so in defining the invariant $`\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)`$ we cannot consider an arbitrary riemannian contravariant connection $`\mathrm{\Gamma }^0`$. On the other hand, as we pointed out above, in general a Poisson manifold does not admit a Poisson connection of the form $`_{\mathrm{\#}\alpha }`$. Hence, the basic connections are “genuine” contravariant connections, i. e., not induced by any covariant connection.
We define the *secondary characteristic classes* $`\left\{m_k(M)\right\}`$ of a Poisson manifold to be the Poisson cohomology classes
(4.10)
$$m_k(M)=[\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P_k)]H_\mathrm{\Pi }^{2k1}(M),(k=1,3,\mathrm{}).$$
If $`M`$ is a symplectic manifold then these classes obviously vanish. They also vanish if $`M=S\times N`$ where $`S`$ is symplectic and $`N`$ has the zero Poisson bracket. However, they do not vanish for a general, regular, Poisson manifold (see the examples below). Hence these characteristic classes give information on both the Poisson geometry and the topology of the symplectic foliation of $`M`$. In the next section we give some explicit computations of these classes, and in the following section we will show that the first class coincides with the modular class of $`M`$ (up to a scalar factor).
###### Remark 4.2.4.
In general, one can only define the characteristic classes $`m_k`$ for $`k`$ odd. Assume, however, that $`M`$ admits flat riemannian connections and flat basic connections (we will see some non-trivial examples below). Then the proofs of propositions 4.2.1 and 4.2.2 can be carried through, in the class of flat connections, for *any* $`k`$. Hence, in this case, one can define characteristic classes $`m_k`$ for *any* $`k`$.
### 4.3. Examples
We give a few types of Poisson manifolds where one can compute some of the secondary characteristic classes.
Euclidean spaces. Consider a Poisson manifold $`M^m`$, so we have global coordinates $`(x^1,\mathrm{},x^m)`$. To compute $`\lambda (\mathrm{\Gamma }^1,\mathrm{\Gamma }^0)(P)`$ we take as $`\mathrm{\Gamma }^0`$ the flat connection determined by these global coordinates, and as $`\mathrm{\Gamma }^1`$ we take the basic connection defined by
$$D_{dx^i}dx^j=[dx^i,dx^j]=\underset{k}{}\frac{\pi ^{ij}}{x^k}dx^k.$$
Since $`P_1(A)=\frac{1}{2\pi }\text{tr}(A)`$, we find immediately that the first characteristic class is
(4.11)
$$m_1(M)=\frac{1}{2\pi }\underset{i,j}{}\frac{\pi ^{ij}}{x^j}\frac{}{x^i}.$$
To compute the second characteristic class, we note that $`D_{dx^i}^tdx^j=(1t)D_{dx^i}dx^j`$, and we compute its curvature:
$$R^t(dx^i,dx^j)dx^k=t(t1)D_{[dx^i,dx^j]}dx^k.$$
Now,
$$\begin{array}{c}P_3(A,B,C)=\frac{1}{24\pi ^3}[\text{tr}(ABC)\frac{1}{2}(\text{tr}A\text{tr}(BC)+\text{tr}B\text{tr}(CA)+\text{tr}C\text{tr}(AB))\hfill \\ \hfill \frac{1}{2}\text{tr}A\text{tr}B\text{tr}C]\end{array}$$
and the expression for the characteristic class $`m_3(M)`$ is a certain homogeneous polynomial of degree $`5`$ involving the derivatives of order $`3`$ of the components $`\pi ^{ij}`$ of the Poisson tensor.
Linear Poisson structures. Let $`M=𝔤^{}`$ with the Lie-Poisson structure determined by the Lie algebra $`𝔤`$. Then, from the previous example, we see that the first class is represented by the constant vector field
$$m_1(𝔤^{})(v)=\frac{1}{2\pi }\text{tr}(\text{ad}v).$$
In this case both the basic connection and the riemannian connection are flat and so we can consider the classes $`m_k`$ for *any* $`k`$. The computations simplify considerably, and see that all classes can be represented by constant multivector fields. For example, a straight forward computation shows that
$`m_2(𝔤^{})(v_1,v_2,v_3)`$ $`={\displaystyle \frac{3!}{4\pi ^2}}K_2(v_1,[v_2,v_3]),`$
$`m_3(𝔤^{})(v_1,\mathrm{},v_5)`$ $`={\displaystyle \frac{1}{8\pi ^3}}{\displaystyle \underset{\sigma S_5}{}}K_3(v_{\sigma (1)},[v_{\sigma (2)},v_{\sigma (3)}],[v_{\sigma (4)},v_{\sigma (5)}])`$
where we have set
$$K_j(v_1,\mathrm{},v_j)=\text{tr}(\text{ad}v_1\mathrm{}\text{ad}v_j).$$
Note that $`K_2`$ is just the killing form.
In this case it is possible to give a general formula for all characteristic classes:
$$m_k(𝔤^{})(v_1,\mathrm{},v_{2k1})=\frac{1}{(2\pi )^k}\underset{\sigma S_{2k1}}{}K_k(v_{\sigma (1)},[v_{\sigma (2)},v_{\sigma (3)}],\mathrm{},[v_{\sigma (2k2)},v_{\sigma (2k1)}])$$
The proof of these formulas involves a certain amount of computation using Newton’s identities for the elementary symmetric polynomials.
Incidentally, we note that the classes $`m_k`$ are ad -invariant since each $`K_j`$ is an ad -invariant multilinear form. Therefore, the classes $`m_k(𝔤^{})`$ represent certain cohomology classes in the Lie algebra cohomology of $`𝔤`$.
Poisson-Lie Groups. Let $`G`$ be a connected Poisson-Lie group (see, e. g., ). Then the set of left invariant 1-forms $`\mathrm{\Omega }_{\text{Inv}}^1(G)`$ is closed for the Lie bracket defined by the Poisson bracket. Hence we can define a basic connection $`D^1`$ in $`G`$ by requiring that
(4.12)
$$D_\alpha \beta =[\alpha ,\beta ],\alpha ,\beta \mathrm{\Omega }_{\text{Inv}}^1(G).$$
This connection is flat.
Let $`D^0=_{\mathrm{\#}\alpha }`$ be the unique left invariant connection in $`G`$ which for left invariant vector fields is given by
$$_XY=[X,Y],X,Y𝔤.$$
This connection is also flat.
We compute $`\lambda (D^1,D^0)(P)`$ and, generalizing the previous example, the classes $`m_k(G)`$ are all represented by the left invariant multivector fields:
$$m_k(G)(\alpha _1,\mathrm{},\alpha _{2k1})=\frac{1}{(2\pi )^k}\underset{\sigma S_{2k1}}{}K_k(\alpha _{\sigma (1)},[\alpha _{\sigma (2)},\alpha _{\sigma (3)}],\mathrm{},[\alpha _{\sigma (2k2)},\alpha _{\sigma (2k1)}])$$
where $`\alpha _1,\mathrm{},\alpha _n\mathrm{\Omega }_{\text{Inv}}^1(G)`$. In these formulas, $`[,]`$, ad and $`K_k`$ are relative to the Lie algebra $`𝔤^{}=\mathrm{\Omega }_{\text{Inv}}^1(G)`$.
###### Remark 4.3.1.
Note that if the Poisson bracket in $`G`$ is not trivial, the contravariant connection defined by (4.12) is *not* left invariant, because left translation in the group is not a Poisson map. These type of connections are studied in a complement to the present paper, where we deal with invariant connections ().
Regular Poisson manifolds. Let $`M`$ be a regular Poisson manifold of dimension $`m`$ and corank $`q`$. First choose some riemannian connection determining a splitting
$$T^{}(M)=T^{}(𝒮)\nu ^{}(𝒮),$$
where $`T^{}(𝒮)`$ (resp. $`\nu ^{}(𝒮)`$) is the cotangent (resp. conormal) bundle to the symplectic foliation. We have a riemannian connection $`D^0`$ such that:
$$D_\alpha ^0(\beta +\gamma )=_{\mathrm{\#}\alpha }^{0,}\beta +_{\mathrm{\#}\alpha }^{0,}\gamma ,$$
where $`\beta `$ and $`\gamma `$, are sections of $`T^{}(𝒮)`$ and $`\nu ^{}(𝒮)`$, and $`^{0,}`$ and $`^{0,}`$, are covariant riemannian connections in these bundles.
Becouse $`M`$ is regular, we can also choose a covariant connection $`^{1,}`$ on $`TM`$ such that $`^{1,}\mathrm{\Pi }=0`$. We define the basic connection $`D^1`$ on $`M`$ by setting
$$D_\alpha ^1(\beta +\gamma )=_{\mathrm{\#}\alpha }^{1,}\beta +_{\mathrm{\#}\alpha }^{1,}\gamma ,$$
where $`^{1,}`$ is a basic connection in $`\nu (𝒮)`$ in the usual sense of foliation theory (see , p. 33). A computation shows that
$$\lambda (D^1,D^0)(P)=\mathrm{\#}\lambda (^{1,},^{0,})(\stackrel{~}{P}),$$
where $`\stackrel{~}{P}`$ is the obvious restriction of $`PI^{}(GL_m())`$ to $`I^{}(GL_q())`$.
It is well known in foliation theory (see , p. 66) that the forms
$`c_k`$ $`=\lambda (^{1,})(\stackrel{~}{P}_k),(1kq)`$
$`h_{2k1}`$ $`=\lambda (^{1,},^{0,})(\stackrel{~}{P}_{2k1}),(12k1q),`$
satisfy
(4.13) $`dc_k`$ $`=0,(1kq)`$
(4.14) $`dh_{2k1}`$ $`=c_{2k1},(12k1q).`$
and so they can be used to define a homomorphism of graded algebras
$$H^{}(WO_q)H^{}(M),$$
where $`H^{}(WO_q)`$ is the relative Gelfand-Fuks cohomology of formal vector fields in $`^q`$. This homomorphism is independent of the connections and its image are the exotic or secondary characteristic classes of foliation theory.
In this respect, the Poisson secondary characteristic classes are simpler than the corresponding ones in foliation theory: the $`(2k1)`$-forms $`\lambda (^{1,},^{0,})(\stackrel{~}{P}_k)`$ are not closed in general, but are closed along the symplectic leaves, so its image under $`\mathrm{\#}`$ is a closed $`(2k1)`$-vector field and, hence, define Poisson cohomology classes. Therefore, one has
(4.15)
$$m_{2k1}(M)=[\mathrm{\#}h_{2k1}]$$
but, in general, $`m_{2k1}`$ is not in the image of $`\mathrm{\#}:H^{}(M)H_\mathrm{\Pi }^{}(M)`$.
Still, one can sometimes relate the two types of secondary characteristic classes. Take, for example, the Godbillon-Vey class which by definition is the cohomology class $`w=[h_1c_1^q]H^{2q+1}(M)`$ (it follows from relations (4.13) that $`d(h_1c_1^q)=c_1^{q+1}=0`$, so $`h_1c_1^q`$ does define a cohomology class).
###### Proposition 4.3.2.
If a regular Poisson manifold has a non-trivial Godbillon-Vey class then it has a non-trivial first Poisson secondary characteristic class.
###### Proof.
If $`m_1(M)=[\mathrm{\#}h_1]`$ is trivial, we have $`\mathrm{\#}h_1=\mathrm{\#}df`$ for some smooth function $`f`$, i. e., $`h_1(\mathrm{\#}\alpha )=df(\mathrm{\#}\alpha )`$. But $`h_1`$ is defined up to a 1-form in the differential ideal that gives the symplectic foliation, so $`h_1(dh_1)^q=0`$ and the the Godbillon-Vey class must vanish. ∎
On the other hand, it is perfectly possible for the Godbillon-Vey class to vanish while $`m_1(M)0`$. One such example is provided by the Reeb foliation in $`S^3`$ with the leafwise area form (see for details on this example).
Another consequence of this relationship is that, for a regular Poisson manifold $`M`$, the characteristic classes $`m_k(M)=0`$, for $`2k1>q=\text{corank}(M)`$.
As a special case, let us consider a Poisson manifold of corank 1. The only non-vanishing class is $`m_1(M)`$. If the symplectic foliation is transversely orientable, let $`Z`$ be a trivializing section of the normal bundle. Let $`\theta `$ be the corresponding 1-form that trivializes the conormal bundle. There exists a 1-form $`\eta `$ such that
$$d\theta =\eta \theta .$$
For $`^{1,}`$ we choose a basic connection in $`\nu (𝒮)`$ such that
$$_X^{1,}Z=\eta (X)Z.$$
For $`^{0,}`$ we choose a riemannian connection such that
$$_X^{0,}Z=0.$$
These choices give
$$\lambda (^{1,},^{0,})(\text{tr})=\eta ,$$
so we conclude that
$$m_1(M)=\frac{1}{2\pi }[\mathrm{\#}\eta ].$$
In fact, in this case we have $`h_1=\frac{1}{2\pi }\eta `$ so $`w=\frac{1}{4\pi ^2}\eta d\eta `$ represents the Godbillon-Vey class.
If the symplectic foliation is not transversely orientable one can pass to a double cover and apply the same reasoning.
### 4.4. The Modular Class
The modular class of a Poisson manifold is an obstruction lying in the first Poisson cohomology group $`H_\mathrm{\Pi }^1(M)`$ to the existence of a transverse invariant measure (see for details on the modular class). It can be defined as follows: Let $`\mu `$ be any measure in $`M`$ with associated divergence operator $`\text{div}_\mu X_X\mu /\mu `$. Then one checks that the map $`f\text{div}_\mu \mathrm{\#}df`$ is a derivation of $`C^{\mathrm{}}(M)`$ so defines a vector field $`v_\mu `$, called the *modular vector field* associated with the measure $`\mu `$. This vector field is an infinitesimal automorphism of $`\mathrm{\Pi }`$. If $`\mu ^{}=a\mu `$ is another measure, we have $`v_\mu ^{}=v_\mu +\mathrm{\#}d\mathrm{log}a=v_\mu +\delta \mathrm{log}a`$, so in fact the modular class
$$mod(M)[v_\mu ]H_\mathrm{\Pi }^1(M)$$
is well defined and independent of $`\mu `$.
The examples in the previous section when compared to the computations of the modular class done in suggest the following
###### Theorem 4.4.1.
For any Poisson manifold $`M`$
(4.16)
$$m_1(M)=\frac{1}{2\pi }\text{mod }(M).$$
###### Proof.
Choose a basic connection $`D^1`$ and a riemannian connection $`D^0`$ relative to some metric on $`M`$. Let $`\mu `$ be the measure defined by this metric. We claim that
(4.17)
$$\lambda (D^1,D^0)(\text{tr})=v_\mu ,$$
so (4.16) follows.
Observe that it is enough to show that (4.17) holds on the regular points of $`M`$, since the set of regular points is an open dense set and both sides are smooth vector fields on $`M`$. So assume that $`xM`$ is a regular point and pick Darboux coordinates $`(x^1,\mathrm{},x^m)`$. If $`g=\left(dx^i,dx^j\right)`$ is the $`m\times m`$-matrix of inner products of the $`dx^i`$’s, we have
$$\mu =(detg)^{\frac{1}{2}}dx^1\mathrm{}dx^m.$$
As in the proofs of the previous section, relative to the basis $`\{dx^1,\mathrm{},dx^m\}`$, the operator $`D_\alpha ^1`$ has a matrix representation by a traceless matrix, so we only need to understand what is the matrix representation, relative to this basis, of the riemannian connection $`D_\alpha ^0=_{\mathrm{\#}\alpha }`$.
Since $``$ is a metric connection, parallel transport preserves the volume, and we have for any smooth function $`fC^{\mathrm{}}(M)`$:
$`0=`$ $`_{\mathrm{\#}df}\mu `$
$`=`$ $`\mathrm{\#}df((detg)^{\frac{1}{2}})dx^1\mathrm{}dx^m+`$
$`+(detg)^{\frac{1}{2}}(_{\mathrm{\#}df}dx^1\mathrm{}dx^m+\mathrm{}+dx^1\mathrm{}_{\mathrm{\#}df}dx^m)`$
$`=`$ $`\left(\mathrm{\#}df((detg)^{\frac{1}{2}})+(detg)^{\frac{1}{2}}\text{tr}_{\mathrm{\#}df}\right)dx^1\mathrm{}dx^m.`$
So we conclude that:
(4.18)
$$\text{tr}(D_{df}^1D_{df}^0)\mu =\mathrm{\#}df((detg)^{\frac{1}{2}})dx^1\mathrm{}dx^m.$$
Now recall that $`(x^1,\mathrm{},x^m)`$ were Darboux coordinates around a regular point, so the form $`dx^1\mathrm{}dx^m`$ is preserved by the hamiltonian flows, and we have
$$_{\mathrm{\#}df}(dx^1\mathrm{}dx^m)=0.$$
Hence, we conclude that:
(4.19)
$$_{\mathrm{\#}df}\mu =\mathrm{\#}df((detg)^{\frac{1}{2}})dx^1\mathrm{}dx^m.$$
Comparing (4.18) and (4.19) gives
$$\text{tr}(D_{df}^1D_{df}^0)=\text{div}_\mu \mathrm{\#}df,$$
so relation (4.17) holds. ∎
If $`(\gamma (t),\alpha (t))`$, $`t[0,1]`$, is a cotangent path and $`X`$ is a vector field, one defines the integral
$$_{(\gamma ,\alpha )}X=_0^1i_{X(\gamma (t))}\alpha (t)𝑑t.$$
(For basic properties of this integral see ). As a corollary of the theorem and the Ginzburg and Golubev formula (3.6), we obtain:
###### Corollary 4.4.2.
Let $`(\gamma ,\alpha )`$ be a cotangent loop in the symplectic leaf $`S`$. Then
(4.20)
$$detH_S^L(\gamma ,\alpha )=\mathrm{exp}(_{(\gamma ,\alpha )}tr(D^1D^0)),$$
where the determinant is relative to the transverse measure induced by the volume element of the metric associated with $`D^0`$. |
warning/0001/astro-ph0001477.html | ar5iv | text | # The Elliptical Galaxy formerly known as the Local Group: Merging the Globular Cluster Systems
## 1 Introduction
The Local Group (LG) of galaxies currently consists of two large spirals (the Milky Way and M31) and a host of smaller galaxies. Andromeda (M31) is approaching the Milky Way with a velocity of about 60 km s<sup>-1</sup> and may ultimately collide and merge with our Galaxy (Dubinski et al. 1996). Such a collision of two near equal mass spiral galaxies is expected to form an elliptical galaxy (Toomre & Toomre 1972; Barnes & Hernquist 1992). Globular clusters (GCs) are relatively robust stellar systems and are expected to remain intact during such a merger. Direct evidence for this comes from the GCs associated with the Sgr dwarf galaxy which is currently being accreted (e.g. Ibata et al. 1995; Minniti et al. 1996). Furthermore Hubble Space Telescope studies of merging disk galaxies reveal evidence for the GC systems of the progenitor galaxies (e.g. Forbes & Hau 1999; Whitmore et al. 1999). Thus GCs should survive the merger of their parent galaxies, and will form a new GC system around the newly formed elliptical galaxy.
The globular clusters of the Local Group are the best studied and offer a unique opportunity to examine their collective properties (reviews of LG star clusters can be found in Brodie 1993 and Olszewski 1994). By examining them as a single GC system we are ‘simulating’ the dissipationless (i.e. we assume that gas processes are unimportant) merger of the two large spiral galaxies, their satellites and associated galaxies. We note that the Milky Way and M31 are close in luminosity to L galaxies, and so are highly relevant to a typical major merger in the local Universe. In reality, the merger of two spirals will involve gas which may lead to the formation of new GCs (Ashman & Zepf 1992). Here we do not speculate about the number or properties of such new GCs but simply examine the limited case of all currently existing Local Group GCs contributing to the new GC system.
Thus our assumptions are: 1) that no GCs are destroyed in the merger (as stated above, this is a reasonable assumption); 2) that no GCs are created in the merger (in general, gaseous mergers will create new clusters but here we are limiting ourselves to the simplier case of no new GC formation); 3) the GCs without metallicity determinations have a similar distribution to those measured (in practice there will be a bias for missing GCs to be metal–rich as they are hidden by inner bulges); 4) the missing GCs have a similar luminosity distribution to the confirmed ones (our sample will be biased towards the more luminous ones).
In this paper, we collect together individual GC metallicities for all known GC systems in the LG. Such a compilation is dominated by the GC systems of the Milky Way and M31. We have used the June 1999 version of Harris (1996) for our Galaxy, and the recent catalogue of Barmby et al. (1999) for M31 but for the other 33 galaxies this required an extensive search of the literature. First we summarise the membership and properties of the Local Group in the next Section. Section 3 briefly discusses the GCs in the individual LG galaxies.
## 2 The Local Group of Galaxies
Reviews of the LG membership have been given by van den Bergh (1994a), Grebel (1997), Mateo (1998) and Courteau & van den Bergh (1999). Here we use the membership list of Courteau & van den Bergh (1999).
Within the Local Group, galaxies can be divided into three main subgroups. The first consists of the Milky Way and its satellites. This includes the Large and Small Magellanic Clouds, Fornax, and Sagittarius as well as 9 other small dwarf galaxies. The second group consists of M31 and its satellites, the largest of which is M33, a spiral galaxy. The compact elliptical galaxy M32, the irregular galaxy IC 1613 and numerous dwarf galaxies including NGC 147, NGC 185 and NGC 205 are also in the M31 subgroup. Recently, two independent groups (Armandroff et al. 1998a, 1998b and Karachentsev & Karachentseva 1999) have found three new dwarf satellites of M31 named And V, Pegasus II (And VI) and Cassiopeia (And VII) which are included in our LG list. The third group is known as the Local Group Cloud (LGC), which is a large cloud of mainly dwarf galaxies extending throughout the Local Group. All of the galaxies in the Courteau & van den Bergh (1999) list are included in a subgroup, with 2 galaxies having somewhat uncertain assignments (Mateo 1998).
Galaxies that have at some point been associated with the Local Group but are not on the Courteau & van den Bergh (1999) list have not been included here. Notable examples of these are the galaxies in the NGC 3109 (or Antlia-Sextans) subgroup (NGC 3109, Antlia, Sextans A and Sextans B in Mateo 1998). Of these galaxies NGC 3109 is the only one with evidence of a globular cluster system - Demers et al. (1985) found ten globular cluster candidates. NGC 55 is another example of a galaxy we have not included. This had been associated with the LGC subgroup (Mateo 1998) but seems more likely to actually belong in the Sculptor (South Polar) Group (Courteau & van den Bergh 1999). NGC 55 has an estimated total GC population of 25$`\pm `$15 (Liller & Alcaino 1983) but only 3 with any information (Da Costa & Graham 1982; Beasley & Sharples 1999). Other galaxies that have been removed by Courteau & van den Bergh (1999) include IC 5152 (which has 10 unconfirmed candidate GCs suggested in Zijlstra & Minniti 1999), GR 8 which has no known GCs, and various other dwarf galaxies with no known GCs.
Simulations (e.g. Valtonen & Wiren 1994) have suggested that the IC 342/Maffei Group of galaxies (which consists of IC 342, Maffei 1 and 2, Dwingloo 1 and 2, NGC 1569, NGC 1560, UGCA 105, UGCA 92, UGCA 86, Cassiopeia 1 and MB 1; see Krismer et al. 1995) might once have been part of the LG but was thrown out by interaction with M31. Courteau & van den Bergh (1999) do not include this group in the LG based on their criteria for membership and we follow this assignment. It appears that no study has been carried out of the GC systems of galaxies in this group, although several galaxies might be expected to have some based on their luminosity. We also mention the Sab spiral M81 (NGC3031) in passing. Although not in the LG, at $``$ 3 Mpc it is sufficiently close for a detailed spectroscopic study. A recent spectroscopic study using the Keck 10m telescope by Schroder et al. (2000) finds that the GCs have similar spectra and line indices to Milky Way halo GCs.
Our final list of LG galaxies is summarised in Table 1. We give galaxy names, Hubble type, subgroup, distance, absolute V band luminosity and number of GCs. Most properties come directly from Courteau & van den Bergh (1999), except the number of GCs which is the result of our investigation (see Section 3). The Table is ordered by subgrouping within the Local Group.
## 3 Globular Clusters of the Local Group
### 3.1 Luminosities
Of the 35 LG galaxies, 13 of them are known to host GCs, giving a total number of GCs in the LG to be N<sub>GC</sub> = 692 $`\pm `$ 125. Individual V band magnitudes are available for a large number of these Local Group GCs. We have collected V band apparent magnitudes, irrespective of photometric error, for as many GCs as possible. The total number with V magnitudes available is 656, with about 2/3 of these coming from the M31 catalogue of Barmby et al. (1999). We note that the Barmby et al. list includes a number of GC candidates in addition to the confirmed GCs.
For some GCs it is not obvious which galaxy they should be associated with. Although we try to assign the correct identity, it has little impact on our final conclusions as we combine all GCs. We also note that none of the GCs, except those of the Milky Way, have been corrected for extinction. In the case of the Milky Way the magnitudes can be reliably corrected using the reddening values quoted by Harris (1996; June 1999 version). All apparent magnitudes are converted into absolute magnitudes using the distances quoted in Table 1, or from Harris (1996) in the case of Milky Way GCs.
We have chosen to exclude young clusters, i.e. with ages $`<`$ 3 Gyr or $`(BV)`$ $`<`$ 0.6, as they may not evolve into bona fide globular clusters. From the point of view of comparison with elliptical galaxies, it is reasonable to include only clusters older than $``$ 3 Gyr as elliptical galaxies younger than this will tend to have extensive fine structure, possibly tidal tails, and will probably not even be classified as an elliptical galaxy.
In Fig. 1 we show the combined V band luminosity for 656 Local Group GCs out of a total of 692 $`\pm `$ 125. The histogram is dominated by M31 GCs, which have not been extinction corrected, and therefore the peak of the distribution is somewhat fainter than for the Milky Way alone (e.g. Della Valle et al. 1998). Nevertheless the distribution resembles a Gaussian with a dispersion of $``$1 mag, and is similar to those seen in many elliptical galaxies (e.g. Whitmore 1997 for a review).
### 3.2 Metallicities
The main aim of this paper is to examine the overall metallicity distribution of LG globular clusters. Unfortunately there are fewer individual GC metallicities available in the literature than magnitudes. We have found a total of 388, which represents over half of the suspected total number of 692 $`\pm `$ 125 GCs. The bulk of these metallicity determinations come from spectroscopy or colour–magnitude diagrams. However for a number of GCs we only have colour information available; typically $`(BV)`$. In these cases we have used the Galactic \[Fe/H\]–colour relation as derived by Barmby et al. (1999). They used only GCs with low extinction, i.e. $`E_{BV}<0.5`$, from the latest Harris (1996) compilation. Colours are de-reddened using the Harris values for $`E_{BV}`$ and the extinction curve of Cardelli, Clayton & Mathis (1989). For colours we have assigned a characteristic error in \[Fe/H\] of 0.5 dex. In the half dozen cases where the colours suggest (an implausible) \[Fe/H\] $`>`$ 1 we have set the metallicity to \[Fe/H\] = 1.0.
The Barmby et al. Galactic relation assumes a linear relation, although there is some question whether this is valid at the high metallicities (see Barmby et al. 1999 for discussion). We also note that Kissler–Patig et al. (1998) have derived a new \[Fe/H\] vs $`(VI)`$ relationship based on spectroscopic metallicities for GCs in the giant elliptical NGC 1399. This has the advantage of extending the metallicity range to GCs more metal-rich than typically found in the Milky Way. They find that the (linear) slope of the relation (3.27 $`\pm `$ 0.32) is almost twice as flat as conventional (Galactic) fits. Barmby et al. derive a $`(VI)_o`$ slope of 4.22 $`\pm `$ 0.39. So for red GCs, metallicities derived from relations based on Galactic fits tend to be overestimated. Although this is a serious effect for the GC systems of elliptical galaxies (which tend to have fairly red median colours), it is much less important for late type galaxies, as found in the Local Group. Thus here we use the Galactic linear fits, which should be reasonable for our purposes.
Our compilation is dominated by the Milky Way and M31. For these we use the lists of Harris (1996; June 1999 version) and Barmby et al. (1999) respectively. For M33 we list individual GC metallicities in Table 2 and in Table 3 we list GC metallicities for the remaining LG galaxies.
Figure 2 shows the metallicity distributions for all Local Group GC systems, with the number of individual \[Fe/H\] determinations available noted in each panel. It suggests multiple peaks in the distribution of several galaxies, with only the three LG spirals having a substantial population of relatively metal–rich GCs. In Table 4 we summarise the LG galaxies with GCs, giving their mean metallicity and the total specific frequency.
### 3.3 The Milky Way
The Milky Way galaxy has 147 globular clusters listed in the compilation of Harris (1996). However the discovery of the dSph galaxy Sagittarius (Ibata et al. 1995) has raised questions as to whether 4 of these clusters (NGC 6715/M54, Terzan 7, Arp 2 and Terzan 8) should actually be associated with Sagittarius. There has been some discussion in the literature about the inclusion of Terzan 7 in this list (e.g. Minniti et al. 1996), but van den Bergh (1998) argues that it probably should be associated with the Sgr dwarf so we will remove it and the other three from the Milky Way GC system.
The presence of younger, counter–rotating halo GCs (Zinn 1993; Majewski 1994) indicates that the Milky Way has accreted other small galaxies and their GC systems in the past. In particular, Unavane et al. (1996) have suggested that $``$ 6 Sgr or Fornax like dwarfs have been accreted over the last 10 Gyrs. This implies that less than 30 GCs are ‘foreign’ to the Milky Way system, and that past accretions of GCs are fairly rare.
Individual GC metallicities come from the latest (i.e. June 1999) electronic version of Harris (1996) which uses CMD diagrams and spectroscopy (see Harris 1996 for details). All but two GCs (BH 176 and Djorg 1) have listed metallicities. For these GCs we have estimates of the metallicities from Ortolani et al. (1995a) for BH 176 and Ortolani et al. (1995b) for Djorg 1. Both have \[Fe/H\] $``$ –0.4. This gives a total of 143 MW GCs with metallicities. Some metal–rich GCs are no doubt hidden from the Sun’s position (Minniti 1995), and we adopt a total system population of 160$`\pm `$20 globular clusters from van den Bergh (1999).
A KMM analysis of the metallicity distribution shown in Fig. 2 indicates a bimodal metallicity distribution with peaks at \[Fe/H\] = –1.59 and –0.55, which is consistent with the findings of Ashman & Bird (1993) who found \[Fe/H\] $``$ –1.6 and –0.6. We find that the ratio of metal–poor to metal–rich GCs is 2:1.
### 3.4 M31
Andromeda is the largest galaxy in the Local Group and has 14$`\pm `$1 companions (Courteau & van den Bergh 1999). Recently a new catalogue of the globular cluster system in M31 has been compiled (Barmby et al. 1999). It includes 437 clusters and cluster candidates, of which 162 have metallicities from spectroscopy and 90 more have metallicities calculated from their colours. Twelve of the clusters are flagged as possibly being members of NGC 205, six of which have metallicites given. These 12 will be taken to be associated with NGC 205 as described below. We have removed the 59 clusters with $`(BV)`$ $`<`$ 0.55, as these may not be bona fide GCs. As done in Barmby et al., we only use those GCs with metallicity errors $`<`$ 0.5 dex to give a total of 165, 121 of which have metallicities from spectroscopy. In this case, the colours of the M31 GCs were converted into \[Fe/H\] estimates using the transformation derived by Barmby et al. (1999) based on an extinction model and direct measurements of the M31 system. The total number of GCs in the M31 GC system is taken to be 400 $`\pm `$ 55 from van den Bergh (1999).
A KMM analysis of the metallicity distribution shown in Fig. 2 indicates a bimodal metallicity distribution with peaks at \[Fe/H\] = –1.40 and –0.58. This is similar to Ashman & Bird (1993) who found \[Fe/H\] $``$ –1.50 and –0.6, based on the earlier data of Huchra, Brodie & Kent (1991) (which forms a part of the Barmby et al. 1999 data set). The ratio of metal–poor to metal–rich GCs is 3:1.
### 3.5 NGC 205
There has been much debate in the literature about exactly how many GCs are associated with NGC 205 and which belong with M31. NGC 205 is close in position to M31 and has a radial velocity within the range given for the internal dispersion of the M31 GC system (Reed et al. 1992). This makes it difficult to determine which galaxy the GCs should be associated with, and is further complicated by the fact that NGC 205 appears to be interacting with M31 (Zwicky 1959). Barmby et al. (1999) flag 12 of the GCs in their catalogue as possibly being associated with NGC 205. They give metallicities for six of these. Da Costa & Mould (1988) give the metallicity for five of these plus an additional one (Hubble VII/330-056), giving a total of seven clusters with metallicities available. We have decided to adopt the Barmby et al. (1999) list of 12, but have removed Hubble V/324-051 as it is relatively blue and has a spectrum with strong Balmer lines. Da Costa & Mould (1988) also note that it may be a young cluster. For the total number of GCs associated with NGC 205 we adopt 11 $`\pm `$ 6.
### 3.6 M33
Three subpopulations of clusters may be present in M33. The blue clusters follow the disk rotation, the red ones show no evidence for rotation and have a large line-of-sight velocity dispersion, while intermediate coloured ones have intermediate kinematic properties. The blue subpopulation are thought to be young and the red ones forming an old spherical halo (Schommer et al. 1991). Sarajedini et al. (1998) summarise the evidence that the halo clusters in M33 formed over a long time span. Christian & Schommer (1988) identify 27 likely candidates for true globular clusters in M33 on the basis that they have $`BV>0.6`$. Chandar, Bianchi & Ford (1999) list 60 M33 stellar clusters, 49 of which they refer to as ‘populous’, meaning that they had a shape similar to that expected for globular clusters. However, we have not included these clusters in the metallicity distribution as it is not clear which objects are genuine GCs. The total number of GCs has been estimated by R. Chandar as part of her thesis on M33 to be 70 $`\pm `$ 15 (Chandar 1999).
### 3.7 The Large Magellanic Cloud
The Large Magellanic Cloud (LMC) GC system contains a population of genuine old ($``$ 10 Gyr) globular clusters and a class of young ($``$ 3 Gyr) clusters (van den Bergh 1994b). The only exceptions to this rule appear to be ESO 121-SC03 which has an age of around 9 Gyr (Dutra et al. 1999) and three GCs recently found to have ages of around 4 Gyr (Sarajedini 1998).
Suntzeff et al. (1992) reviewed thirteen bona fide old clusters (meaning clusters of similar age to Galactic globular clusters) which can be found in the Large Magellanic Cloud, giving spectroscopic metallicities for all but one, for which we have derived a metallicity from its $`BV`$ colour. Geisler et al. (1997) conducted a search to find more old clusters in the LMC and concluded that “there are few, if any, genuine old clusters in the LMC left to be found.” However Dutra et al. (1999) present spectroscopic evidence that NGC 1928 and NGC 1939 are also old globular clusters in the LMC taking the census up to 15. Olsen et al. (1998) produced CMDs for five of the old globular clusters (NGC 1754, NGC 1835, NGC 1898, NGC 2005 and NGC 2019), and claim that the metallicites they derive from the CMDs are more accurate than the earlier spectroscopic determinations.
It is not clear whether the young (i.e. $``$ 3 Gyr) LMC clusters will eventually evolve into bona fide GCs. Here we have decided not to include them in our compilation. Thus we adopt the 15 old GCs and the 4 intermediate aged ones to give a total GC system of 19, which could perhaps be as high as 35.
### 3.8 The Small Magellanic Cloud
The Small Magellanic Cloud (SMC), like the LMC has both old and intermediate aged globular clusters. However unlike the LMC it has several (at least 7, Mighell et al. 1998) GCs between the ages of 3 and 10 Gyr. There is only one old globular cluster (NGC 121) with an age of $``$ 11 Gyr. We include this GC plus the 7 intermediate aged GCs. Spectroscopic metallicities exist for six of them (Da Costa & Hatzidimitriou 1998), for the other two we estimate \[Fe/H\] from their colours.
### 3.9 Sagittarius
The Sagittarius dwarf has four globular clusters (Ibata et al. 1995) which were previously thought to be members of the Galactic GC system (as described in section 3.3). We have metallicities for all of these. One of them (NGC 6715/M54) is the second brightest globular cluster in the Milky Way and is located close to the centre of Sagittarius. This has led to the idea that it might actually be the nucleus of Sagittarius, as discussed in Mateo (1998); however we will include it as a globular cluster.
### 3.10 Fornax, NGC 147 and NGC 185
The Fornax dSph galaxy has five globular clusters, all of which have metallicities available from their CMDs (Buonanno et al. 1998, 1999) and three of which also have spectroscopic metallicities (Dubath et al. 1992). The metallicities listed in Table 3 are the weighted average. The dwarf elliptical NGC 147 has four globular clusters (Minniti et al. 1996), two of which have metallicities available from spectroscopy (Da Costa & Mould 1988). The dwarf elliptical NGC 185 has eight globular clusters (Minniti et al. 1996), five of which have spectroscopic metallicities available (Da Costa & Mould 1988).
### 3.11 WLM, NGC 6822 and Aquarius
The dwarf irregulars WLM, NGC 6822 and Aquarius have one globular cluster each (Harris 1991 for WLM and NGC 6822, Greggio et al. 1993 for Aquarius). Recently, Hodge et al. (1999) have determined the metallicity of the WLM GC to be \[Fe/H\] = –1.52 $`\pm `$ 0.08 from fitting isochrones to its CMD. The metallicity of the NGC 6822 GC from spectroscopy is \[Fe/H\] = –1.95 $`\pm `$ 0.15 (Cohen & Blakeslee 1998). The colour of the GC in Aquarius is $`BV`$ = 1.15 (Greggio et al. 1993) which corresponds to a metallicity of +1.07 $`\pm `$ 0.5 (we have set this to a value of +1.0 in Table 3).
### 3.12 Galaxies with no Globular Cluster System
No globular clusters have been found in the dwarf irregular galaxy IC 1613 (M<sub>V</sub> = –14.7) or the elliptical galaxy M32 (Harris 1991). In the case of the compact elliptical M32, its outer stars, and presumably any GCs, may have been stripped away by interaction with M31. Given its proximity to M31, it is very difficult to form a definitive conclusion on the GC population of M32.
No information has been found in the literature on the GC system of the remaining galaxy in the Courteau & van den Bergh (1999) list, i.e. the dwarf irregular IC 10 with M<sub>V</sub> = –16.3. It is more luminous than Fornax and Sagittarius but has no GCs found to date. Such a search may prove fruitful.
Except for Aquarius (at M<sub>V</sub> = –11.3), no GCs have been found in any LG galaxy fainter than Fornax and Sagittarius (M<sub>V</sub> = –13.1 and –13.8 respectively). This applies to 19 low luminosity galaxies in the Local Group (see Table 1).
## 4 Properties of the Local Group ‘Elliptical’
In Fig. 3 we show the combined metallicity distribution for 387 Local Group GCs with available metallicities. A KMM analysis, excluding the 6 outliers, indicates two peaks at \[Fe/H\] = –1.55 and –0.64, with the ratio of metal–poor to metal–rich GCs being 2.5:1. This is likely to slightly overestate the ratio; the missing GCs are likely to be found in the central bulge regions (where they are more difficult to observe; Minniti 1995). Elliptical galaxies reveal a range of ratios, but the metal–poor almost always exceed the number of metal–rich ones (e.g. Forbes, Brodie & Grillmair 1997).
Mass is generally conserved in a merger, and so from the total mass of the progenitor galaxies we can estimate the mass of the resulting elliptical galaxy. By adding together the luminosities of all the galaxies in the Local Group we derive a total magnitude of M<sub>V</sub> = –22.0. Thus if all galaxies in the Local Group suddenly merged today, without any change in their overall luminosity, we would end up with a highly luminous elliptical of M<sub>V</sub> = –22.0.
Of course, not all of the stars in the LG galaxies resemble the old stellar populations found in ellipticals, but they include intermediate and young stellar populations. To generalise, the bulges of the spirals, dwarf ellipticals and spheriodals contain only old stars, whereas the disks of spirals and irregular galaxies contain intermediate and young stellar populations. The detailed star formation histories of LG galaxies are summarised by Grebel (1997).
To crudely correct for this effect, we have separated the LG stars into ‘young’ and ‘old’ sub–populations. For the three spirals we use bulge-to-disk luminosity ratios of 0.33, 0.24 and 0.09 for Sb (M31), Sbc (Milky Way) and Sc (M33) respectively (Simien & de Vaucouleurs 1986). The spiral bulges, dE, Sph and dSph galaxies (see Table 1) are included in the ‘old’ sub–population and all the Irr and dIrr galaxies as ‘young’. This gives the luminosity of the ‘old’ LG stars as 1.1 $`\times `$ 10<sup>10</sup> L and the luminosity of the ‘young’ stars to be 4.2 $`\times `$ 10<sup>10</sup> L. Assuming a mass-to-light ratio (M/L<sub>V</sub>) of 5 for the old sub–population and 1 for the young one gives masses of 5.7 $`\times `$ 10<sup>10</sup> M and 4.1 $`\times `$ 10<sup>10</sup> M respectively. This suggests that of the stellar mass in the LG is divided fairly evenly between very old and more recently formed stars. In order to ‘simulate’ the LG elliptical we convert the mass of the ‘young’ sub–population into a V band luminosity using the old stars mass-to-light ratio (i.e. M/L<sub>V</sub> = 5), thus giving it the luminosity that it would contribute to the final elliptical galaxy after the stars had become comparably old. Combining this luminosity with that of the LG old stars gives a total of M<sub>V</sub> = –20.9. This luminosity is therefore more relevant for comparison to that of current day ellipticals. In fact, the luminosity will be somewhat brighter than M<sub>V</sub> = –20.9, as we have included the intermediate aged sub–population as ‘young’.
In Table 5 we list the specific frequency of the LG Elliptical with those for other spiral galaxies. The LG Elliptical has N<sub>GC</sub> = 692 $`\pm `$ 125, corresponding to S<sub>N</sub> = 1.1 $`\pm `$ 0.2 for the total LG luminosity and S<sub>N</sub> = 3.0 $`\pm `$ 0.5 for the LG Elliptical using the stellar population corrected luminosity. The former value is comparable to those of the other spiral galaxies in Table 5. The latter value is similar to the lower bound of the range of S<sub>N</sub> for ellipticals, i.e. 3–6 (Harris 1991). This suggests it is possible that the ellipticals at the lower bound of S<sub>N</sub> are the result of dissipationless mergers of galaxies containing young/intermediate stellar populations.
The total stellar mass of the LG galaxies is 9.8 $`\times `$ 10<sup>10</sup> M as calculated above. Comparison with the total (dynamical) mass of the Local Group of 2.3 $`\pm `$ 0.6 $`\times `$ 10<sup>12</sup> M (Courteau & van den Bergh 1999) indicates that only about 5$`\%`$ of the LG mass is in stars.
## 5 Spectroscopic Metallicities for Globular Clusters in Elliptical Galaxies
It is interesting to compare the results of section 4 with ellipticals that have spectroscopically observed GCs. Only two early type galaxies outside of the LG have published individual \[Fe/H\] determinations from spectroscopy. They are NGC 1399 (Kissler–Patig et al. 1998) and M87 (Cohen et al. 1998), which are both cD galaxies with a high specific frequency. In both cases the spectra were taken with the Keck 10m telescope. The GC metallicity distributions for these galaxies are shown in Fig. 4. The number of GCs studied is only a small fraction of the total population, but assuming they are representative, it appears that overall their GCs are slightly more metal–rich on average than the LG elliptical.
We note that in the case of M87, the GC system is clearly bimodal in its optical colours (e.g. Kundu et al. 1999). For the spectroscopic sub–sample of Cohen et al. (1998), the distribution is not obviously bimodal to the eye as displayed in Fig. 4. If we exclude the 14 GCs with extreme metallicities, as done by Cohen et al. (1998), a KMM analysis indicates that a bimodal distribution (with peaks at \[Fe/H\] = –1.3 and –0.7) is preferred over a unimodal one at the 89$`\%`$ confidence level. If we use the colours of the two peaks from Kundu et al. (1999), i.e. $`VI`$ = 0.95 and 1.20, and the improved transformation from Kissler–Patig et al. (1998), we derive values of \[Fe/H\] = –1.39 and –0.59, which is reasonably consistent with the values from the spectroscopic sample of Cohen et al.
## 6 Concluding Remarks
We have collected together individual metallicity values for globular clusters in the Local Group. Only the three large spirals show the presence of a significant metal–rich (i.e. \[Fe/H\] $``$ –0.5) population of globular clusters. Most galaxies have a metal–poor population with \[Fe/H\] $``$ –1.5. The GC systems of the Milky Way and M31 appear to be typical examples of GC systems around spirals.
The merger of the Local Group galaxies is expected to form an elliptical galaxy. After the young stellar populations have faded, the resulting galaxy will have M<sub>V</sub> $``$ –21.0. If there is no creation or destruction of globular clusters, this Local Group ‘Elliptical’ will have about 700 globular clusters. The GC system luminosity function will resemble the ‘universal’ one. The metallicity distribution will have peaks at \[Fe/H\] $``$ –1.55 and –0.64 with the metal–poor to metal–rich ratio of 2.5:1. These peaks have a similar value to that for the two early type galaxies (M87 and NGC 1399) with available spectroscopically–determined metallicity distributions. The relative population ratio is also similar. After a crude correction for stellar populations, the specific frequency for the Local Group Elliptical is about 3. This value is similar to that for field and loose group ellipticals.
From our ‘dissipationless merger simulation’ we speculate that the globular cluster systems around low specific frequency ellipticals may be consistent with the simple combination of the progenitor galaxies’ globular cluster systems, and with little or no globular cluster formation. However the ellipticals with moderate to high specific frequencies (i.e. S<sub>N</sub> = 5–15) require a higher globular cluster to field star ratio. In principle, this could be solved with a dissipational merger (i.e. the creation of new globular clusters from gas as seen in currently merging spirals). However the metal–rich globular cluster populations in these ellipticals are not larger in number than the metal–poor ones, as might be expected for the merger scenario (Forbes, Brodie & Grillmair 1997). Alternatively, ellipticals and spirals alike, may form the vast bulk of their metal–rich and metal–poor globular clusters during two similar in situ formation episodes, as part of a dissipational galaxy collapse process.
###### Acknowledgements.
We thank J. Brodie, G. Hau, J. Huchra for comments and useful discussion. We also thank the referee (J. Dubinski) for his comments. DM is supported by Fondecyt grant No. 01990440 and DIPUC, and by the U.S. Department of Energy through Contract W-7405-Eng-48 to the Lawrence Livermore National Laboratory. PB was supported by the Smithsonian Institution. |
warning/0001/cond-mat0001064.html | ar5iv | text | # Time Dependent Effects and Transport Evidence for Phase Separation in La0.5Ca0.5MnO3
## Abstract
The ground state of La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> changes from a ferromagnetic metallic to an antiferromagnetic charge-ordered state as a function of Ca concentration at x $``$ 0.50. We present evidence from transport measurements on a sample with x = 0.50 that the two phases can coexist, in agreement with other observations of phase separation in these materials. We also observe that, by applying and then removing a magnetic field to the mainly charge-ordered state at some temperatures, we can $`\mathrm{`}\mathrm{`}`$magnetically anneal$`\mathrm{"}`$ the charge order, resulting in a higher zero-field resistivity. We also observe logarithmic time dependence in both resistivity and magnetization after a field sweep at low temperatures.
Among all the colossal magnetoresistance manganites La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> is particularly interesting. It can be prepared over the whole range of doping (x) (0 $``$ x $``$ 1), and thus provides an insight into the properties of rare-earth manganites as a function of doping. The ground state of this compound ranges from a ferromagnetic metallic (FMM) at low doping (0.2 $``$ x $``$ 0.45) to an antiferromagnetic (AFM) charge-ordered (CO) state at high doping x $``$ 0.50. The concentration regime at x $``$ 0.50 is particularly interesting since in this regime the FM metallic state becomes unstable to an insulating charge-ordered state. However, recent magnetometry and neutron studies have detected a weak FM moment of a few fraction of Bohr magneton/ion even in the charge-ordered regime. This can be explained by a homogeneous model, e.g., a canted AFM state or by a phase-separation into inhomogeneous state, although recent theoretical and experimental studies on this characteristic have shown overwhelming evidence for phase separation in this and other doped manganites .
In this paper, we report a study of La<sub>0.5</sub>Ca<sub>0.5</sub>MnO<sub>3</sub>, where the ground state changes from a conducting FM (x $`<`$ 0.50) to a charge-ordered AFM state (x $``$ 0.50) (additional data are also presented in other publications ). The resistivity ($`\rho `$) was measured by standard ac four probe in-line method with the magnetic field perpendicular to the direction of the current, magnetization (M) with a commercially available SQUID magnetometer, and heat capacity (C) was measured by semi-adiabatic heat-pulse method. The sample was prepared by a standard solid state reaction and the Mn<sup>4+</sup> content was measured to be 53.8$`\%`$ by redox titration.
Figure 1 shows $`\rho (T)`$ and M(T) at different fields measured on both warming and cooling. On cooling, M(T) displays a FM transition at T<sub>c</sub>, however, at a lower temperature T<sub>co</sub>, M(T) drops sharply with an accompanying rise in $`\rho (T)`$ due to the charge-ordering of the Mn<sup>4+</sup> and Mn<sup>3+</sup> ions. Both M(T) and $`\rho (T)`$ exhibit large hysteresis at this transition, indicating the strongly first order nature of the transition. Furthermore T<sub>co</sub> decreases monotonically with increasing external field, indicating that the CO state becomes energetically less favorable in an external field . The resistivity, $`\rho (T)`$, shows only activated behavior in low fields, but for H $``$ 3 T, at temperatures well below T<sub>co</sub>, $`\rho (T)`$ reaches a maximum before subsequently dropping at lower temperatures (see inset to 1). The temperature of the maximum in $`\rho (T)`$ increases with increasing field, leading to an enormous magnetoresistance which has been referred to as the $`\mathrm{`}\mathrm{`}`$melting$`\mathrm{"}`$ of the charge ordered state. The existence of a maximum and subsequent decrease in $`\rho (T)`$ can be attributed to the presence of free carriers in the charge ordered state, and the large low temperature magnetoresistance can be attributed to an increase in the population of the free carriers. The solid line in the inset is a fit to the data assuming the coexistence of free carriers and charge order as has been described previously . Fits to the $`\rho (T)`$ data at different fields indicate that the $`\mathrm{`}\mathrm{`}`$melting$`\mathrm{"}`$ proceeds by an increase in the number of free carriers, but that even in a 9 T field only a small fraction of the charge order is dissociated, as is also indicated by a rather large $`\rho `$ ($`\rho `$ $``$ 0.1 $`\mathrm{\Omega }`$cm) at high fields. It should be noted that this sort of coexistence is seen in a range of samples with 0.48$``$ x $``$ 0.55 in La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub> and also in other materials including high quality single crystals .
To characterize the dissociation of the CO state in an external magnetic field, we studied $`\rho (H)`$ and M(H) as a function of field as shown in figure 2. Our samples were zero-field cooled to the prescribed temperature and $`\rho (H)`$ and M(H) were measured as a function of field, when the field was swept from H = 0 $``$ H<sub>max</sub> , H<sub>max</sub> $``$ -H<sub>max</sub> and -H<sub>max</sub> $``$ H<sub>max</sub>, where H<sub>max</sub> was 9 T for the resistivity and 7 T for the magnetization measurements. At low temperatures (T $``$ 60), $`\rho (H)`$ drops with increasing field . During subsequent field sweeps, while $`\rho (H)`$ displays a large hysteresis, M(H) remains largely non-hysteretic at high fields. On decreasing the field $`\rho (H)`$ increases, but it always remains considerably smaller than during the initial sweep. This perhaps suggests that even though the charge-lattice is not totally dissociated at H $``$ 9 T, at the lowest temperatures the delocalized electrons remain primarily dissociated even when the field is removed. At intermediate temperatures (70 $``$ T $``$ 140), where the conduction is primarily through excitations in the charge lattice, $`\rho (H)`$ also decreases with increasing field. At lower fields (H $``$ 1 T), however, $`\rho (H)`$ rises above the initial sweep, such that $`\rho (H=0)`$ is higher than the initial ZFC $`\rho `$ of the sample. Similar behaviour was also observed in high quality single crystal samples of Pr<sub>0.50</sub>Sr<sub>0.50</sub>MnO<sub>3</sub> and Nd<sub>0.50</sub>Sr<sub>0.50</sub>MnO<sub>3</sub> . We speculate this increase in $`\rho (H)`$ at low fields is due to field-induced $`\mathrm{`}\mathrm{`}`$annealing$`\mathrm{"}`$ of the charge-ordered state, i.e., by sweeping the field up and back, more perfect charge-ordered states with correspondingly higher resistivity are created. At temperatures of the order of T<sub>co</sub>, this annealing effect disappears but the sample continues to show large magnetoresistance. This is probably also attributable to the enhancement of the ferromagnetic phase in the sample, but at these temperatures the enhancement is apparently reversible since the $`\rho (H=0)`$ is recovered after sweeping the field.
The competition between the phase separated AFM CO and FMM states can be expected to lead to interesting time dependent effects of the sort seen in spin glasses (due to the local frustration between AFM and FM exchanges ). In particular, since the relative fraction of the phase separated materials can be altered by the application of an external magnetic field, one might expect to observe time dependence in the physical properties which is attributable to the changing phase separation. In order to examine such effects, we measured the resistivity, magnetization and heat capacity of this sample as function of time after changing the magnetic field. In each case, the sample is zero field cooled to the prescribed temperature, the field was raised, and then measurements were performed as a function of time. Both zero field cooled $`\rho `$ and M relax monotonically as function of time in an external field with a logarithmic time dependence as shown in figure 3, but C which shows a sharp rise in the first 10 minutes after applying a 9 T field remains time-independent afterwards. Furthermore, the time dependence might be more pronounced in transport preoperties than the magnetization since one can imagine that there are parallel conductive paths, which would increase the conductivity of the sample. And we observe that while the magnetization increases by only around 0.5$`\%`$ over a period of 24 hours, $`\rho `$ decreases by as much as 60$`\%`$ in the same period of time. The time dependence of M and $`\rho `$ is similar to magnetic viscosity or magnetic after-effects observed in soft irons and spin glasses. Similar time-dependent relaxation in $`\rho `$ was also observed in La<sub>2/3</sub>Ca<sub>1/3</sub>MnO<sub>3+δ</sub> , and Pr<sub>2/3</sub>Ca<sub>1/3</sub>MnO<sub>3</sub> which were also observed to display evidence of some glassy behaviour by recent $`\mu `$ spin resonance and neutron diffraction experiments. Figure 3 shows that at H $`=`$ 7 T and 9 T respectively, both M and $`\rho `$ can be fitted to a linear function of logarithm of time, i.e., $`M=Slogt+const.`$. A preliminary study of the slope (S) as a function of temperature reveals some interesting features, and which are the subject of ongoing investigation.
This research has been supported by NSF grant DMR 97-01548, the Alfred P. Sloan Foundation and the Dept. of Energy, Basic Energy Sciences-Materials Sciences under contract $`\mathrm{\#}`$W-31-109-ENG-38. |
warning/0001/astro-ph0001495.html | ar5iv | text | # THE PROPERTIES OF POOR GROUPS OF GALAXIES: III. THE GALAXY LUMINOSITY FUNCTION
## 1 Introduction
The shape of the galaxy luminosity function (GLF) in a given environment is determined by the initial distribution of galaxy luminosities and by the subsequent galaxy luminosity and number density evolution. Both the initial luminosity and the luminosity/density evolution may depend on environment, causing a variation in dwarf-to-giant ratio ($`D/G`$) with environment. For example, the standard model of biased galaxy formation predicts that giant galaxies are more likely than dwarfs to form in regions of high mass density (cf. White et al. 1987). After galaxy formation, $`D/G`$ may be altered by mechanisms whose efficiency is strongly environment-dependent, e.g., galaxy-galaxy mergers are probably more frequent and global tidal fields weaker in poor groups than in rich clusters of galaxies (cf. Zabludoff & Mulchaey 1998, hereafter ZM98). A new class of cosmological models involving “locally biased” galaxy formation (cf. Kauffmann et al. 1997; Narayanan et al. 1998; Kravtsov & Klypin 1999) has been introduced to modify standard biased galaxy formation and to account for more complex environmental effects on galaxy evolution. Despite some recent progress, observational uncertainties have prevented the behavior of the GLF with environment from becoming a useful constraint.
Most observational determinations of the GLF to date have focused on the field and rich clusters. The GLF is even more uncertain in regions of intermediate galaxy density, like poor groups, that are common galaxy environments. To better constrain the models, and thus the relative effects of environment-dependent galaxy formation and environment-driven galaxy evolution, we must ascertain (1) whether the GLF of poor groups is universal, (2) whether the group GLF differs from the GLF’s of rich clusters and the field, (3) what galaxy populations are most responsible for any environmental differences (e.g., star forming or quiescent galaxies), and (4) whether the GLF varies with local environment within a group itself.
Past determinations of the shape of the poor group GLF differ widely. Some composite group GLF’s are consistent with the field GLF (Muriel et al. 1998; Zepf et al. 1997), and others suggest a relative depletion of faint galaxies (as reviewed by Hickson 1997) or a dip in galaxy counts at $`M_R18+5`$log $`h`$ (Hunsberger et al. 1998). Some of the uncertainty arises because the number of known members per group is often small: bound groups cannot be distinguished from chance superpositions of galaxies along the line-of-sight, and the GLF cannot be calculated without statistical background subtraction, a procedure sensitive to inhomogeneities in the large-scale structure (especially for low surface density contrast groups). Furthermore, it is difficult to compare existing group GLF’s with those of the field and rich clusters, because previous studies focus almost exclusively on Hickson Compact Groups (HCG’s; Hickson 1982), which are defined by their unusually concentrated bright galaxy population and thus represent only one subset of groups in general.
The first step in addressing these problems is to identify a sample of poor groups with (1) the properties of bound systems, i.e., where there is evidence that members lie in a common potential well, (2) a large number of spectroscopically-confirmed members in each system, and (3) galaxy environments different than those explored in past work. In ZM98a and MZ98, we found that poor groups with luminous, extended X-ray halos also have significant dwarf populations and that global X-ray properties such as luminosity and temperature are well-correlated with global optical properties like galaxy velocity dispersion. These results argue that the members of an X-ray luminous group are bound.
The large number of known members ($`30`$-60) in each X-ray group not only renders background subtraction unnecessary, but also makes statistically significant comparisons possible. In particular, we can learn whether this class of bound groups has a common GLF, and, if not, what galaxy populations are responsible for the differences. Furthermore, we can test whether the spatial distributions of distinct galaxy populations within groups are consistent with any global, density-dependent trends observed when comparing GLF’s of the field, poor groups, and rich clusters.
The shape of the GLF for members of poor, X-ray luminous groups also provides insight into galaxy evolution in an environment that has not been isolated previously. Field studies such as the Las Campanas Redshift Survey (LCRS; Lin et al. 1996) are dominated by galaxies in even more rarefied environments than X-ray luminous groups (i.e., by members of poorer groups and by galaxies outside of associations). Many HCG’s and other optically-selected poor group candidates do not have a hot, extended intragroup medium. In contrast, some properties of X-ray luminous groups are consistent with an extrapolation of rich cluster properties to lower masses (MZ98; ZM98b). A direct comparison of the GLF’s for these groups, rich clusters, and the field has yet to be made.
In this paper, we combine multi-object spectroscopy and wide-field CCD imaging of a sample of five nearby, X-ray luminous poor groups, including three non-HCG’s, to determine the form of the group GLF. For comparison, we also discuss the properties of a sixth group, NGC 3557, that is marginally X-ray-detected. We describe the group sample, the photometry, and the spectroscopy in Section 2. Section 3 contains the GLF determinations for individual groups, a comparison of the composite GLF for the five X-ray luminous groups with the GLF’s for rich clusters and the field, an analysis of the relative contributions of star forming and quiescent galaxies to the differences between the group and field GLF’s, and a comparison of the spatial distributions of dwarf and giant group members. Section 4 reviews some of the implications of our results for models of galaxy formation and evolution. Our conclusions are summarized in Section 5.
## 2 The Observations
### 2.1 The Group Sample
A poor group is defined optically as an apparent system of fewer than five bright ($`<M_R^{}`$) galaxies. To isolate the form of the GLF in poor groups with luminous X-ray halos, we examine five X-ray-detected poor groups originally discussed in ZM98. All five groups have extended ($`>`$ 100 h<sup>-1</sup> kpc), luminous ($`L_X`$ 10<sup>42</sup> h<sup>-2</sup> erg s<sup>-1</sup>) X-ray emission imaged by the ROSAT Position Sensitive Proportional Counter (PSPC) (Mulchaey & Zabludoff 1998; hereafter MZ98). For comparison, we obtain galaxy spectroscopy and photometry for a sixth group, NGC 3557, that is marginally-detected by ROSAT ($`L_X=2.8\times `$ 10<sup>40</sup> h<sup>-2</sup> erg s<sup>-1</sup>) and that has an asymmetric, unrelaxed X-ray morphology (Figure 1). The X-ray temperature of NGC 3557 is also significantly lower ($``$ 0.5 keV), than is typical for the X-ray luminous groups ($``$ 1 keV), although NGC 3557’s temperature is poorly constrained due to the group’s relatively low X-ray luminosity. Because NGC 3557 extends over an optical radius comparable to that of the other groups, its lower temperature implies a lower mass density. This argument is supported by NGC 3557’s relatively low galaxy number density and velocity dispersion (cf. Table 2). The six groups have mean velocities of $`2800<cz<7700`$ km s<sup>-1</sup>, virial masses of $`10^{13}10^{14}M_{}`$, and a brightest group galaxy (BGG) that is a giant elliptical located in the group center (cf. ZM98a).
### 2.2 Spectroscopic Data
We obtained spectra for 742 galaxies in the six sample groups with the multi-fiber spectrograph (Shectman et al. 1992) and 2D-Frutti detector mounted on the du Pont 2.5m telescope at the Las Campanas Observatory. Of these spectra, 328 are new observations, and the remainder are from ZM98. To define galaxy targets in each group field over the $`1.5\times 1.5`$ degree<sup>2</sup> field of the fiber spectrograph, we used coordinates, star/galaxy classifications, and relative magnitudes from FOCAS (Jarvis & Tyson 1981) and the STScI Digitized Sky Survey. The uncalibrated, relative magnitudes drawn from the plate scans were sufficient to identify the $`200`$ brightest galaxies in each field. For each group, we observed 1-3 fiber fields, starting with the brightest galaxies. The completeness of the spectroscopic sampling of each group field as a function of galaxy magnitude is discussed in the next section and in $`\mathrm{\S }3.1`$.
We determine radial velocities from the spectra using the cross-correlation routine XCSAO and the emission line finding routine EMSAO in the RVSAO package in IRAF (Mink & Wyatt 1995). The velocities in Table 1 are either emission line velocities, absorption line velocities, or a weighted average of the two (see Shectman et al. 1997 (their $`\mathrm{\S }2.2`$) or Lin 1995 for a discussion of the cross-correlation templates and the spectral lines typically observed). We compute velocity corrections to the heliocentric reference frame with the IRAF/HELIO program. See ZM98 for a dicussion of the velocity zero-point correction and external velocity error determinations.
The distribution of galaxy velocites, the total number of galaxies with velocities ($`N_{tot}`$), and the number of group members ($`N_{grp}`$) in each of the six fields are shown in Figure 2.
### 2.3 Photometric Data
We acquired images for the six groups under photometric conditions using the 40-inch telescope at Las Campanas Observatory during October 1996 and February 1997. The detector was a Tektronics 2048<sup>2</sup> CCD with a field of view of $``$ 23.8 on a side. To cover the entire $`1.5\times 1.5`$ degree<sup>2</sup> area of our fiber spectroscopy field, we obtained a $`5\times 5`$ mosaic in all cases except for the more distant NGC 4325 group, for which a $`3\times 3`$ mosaic was sufficient to image nearly all of the spectroscopically-confirmed group members. Each tile of the mosaic has a $`5^{}`$ overlap with an adjacent tile.
The total exposure time for each tile is 5 minutes with a Kron-Cousins R filter from the Harris set. The typical seeing was $``$ 1.5<sup>′′</sup>. We reduce the images using standard techniques in IRAF. The bias level is determined from the overscan region of the CCD and subtracted from the images. Flat-fielding is accomplished using dome flats. The images are flux-calibrated using standard star fields in Graham (1982).
Once the images are calibrated, we use the program SExtractor (Bertin & Arnouts 1996) to classify objects as stars or galaxies and to measure total magnitudes. For the purposes of this study, we consider all objects with a “stellarity-index” of less than 0.5 as galaxies. To verify that this classification is valid, we examine plots of isophotal surface area versus magnitude for each field. These plots indicate that the star/galaxy separation is typically valid down to $`m_R19.520`$. However, a small fraction of the images (less than 10%) were taken under poor seeing conditions ($``$ 2.5<sup>′′</sup>). In these cases, the star/galaxy separation is less robust. To quantify the success of the SExtractor classification for these fields, we visually classify the objects in one group, HCG 62. We find that the SExtractor classification is consistent with our visual classification for all objects brighter than $`m_R=18`$. In the range $`18<m_R<19`$, the two methods yield consistent results 85% of the time.
In most cases, total magnitudes are measured using a method similar to that proposed by Kron (1980). However, the Kron method relies on aperture magnitudes, which are sensitive to crowding in the field. Thus, if a galaxy has nearby neighbors, the Kron magnitude may be inaccurate. A better estimate of the true magnitude in these cases is a corrected isophotal magnitude (see discussion in the SExtractor manual). Therefore, we adopt the ‘MAG\_BEST’ option in SExtractor, which computes a corrected isophotal magnitude when crowding is a problem and a Kron magnitude otherwise. For the six group fields, the Kron method is used to calculate the total magnitude in more than 80% of the galaxies.
We estimate the errors in the ‘MAG\_BEST’ R magnitudes obtained from SExtractor in several ways. Because the CCD mosaic tiles overlap, about 30% of the galaxies are imaged more than once. From these multiple measurements, we estimate that the typical internal magnitude errors are about 0.05 mag. These errors are consistent with the median of those output by SExtractor for galaxies brighter than about $`m_R=17`$. A few of the galaxies have previously measured total magnitudes in the R band listed in the NED database. A comparison of these magnitudes with our data yields a median external error estimate of about 0.15 mag. While total R magnitudes only exist for a handful of our targets, many others have R-band aperature measurements in the literature. A comparison of our photometry with that in the literature in the same size aperture is consistent with our external error estimate derived from the comparison of total magnitudes.
The completeness of the spectroscopic survey of each group field is shown in Figure 3. For each $`m_R`$ bin, we indicate the fractional completeness of the spectroscopic data relative to the photometric catalog of SExtractor-identified galaxies. In the case of NGC 4325 and of NGC 5129, there are two distributions of $`m_R`$ — one for the entire spectroscopic/photometric catalog and the other sampled within a smaller radius of 0.6$`h`$<sup>-1</sup> to make it consistent with the sampling radii ($`0.40.6`$$`h`$<sup>-1</sup> Mpc) for the other groups. Note that we use the smaller radius sample for all subsequent analyses involving NGC 4325 and NGC 5129.
As a complement to this paper, we have submitted a table of the galaxies in each group field with measured velocities to the NASA/IPAC Extra-galactic Database ((NED), Helou et al. 1991). This table contains the galaxy name, J2000 coordinates, heliocentric velocity and error, type of velocity measurement (i.e., from absorption lines “0”, emission lines “1”, or a combination of both “2”), and R-band total magnitude for the 742 galaxies with measured velocities. Table 1 shows an example of the format. The full table is also available in electronic form from the authors on request.
Table 2 summarizes the properties of the six sample groups, listing the group name, projected centroid calculated from the coordinates of the group members in J2000 (unweighted by galaxy luminosity), number of members ($`N_{grp}`$), mean heliocentric velocity ($`\overline{\upsilon }`$), line-of-sight velocity dispersion ($`\sigma _r`$), total X-ray luminosity ($`L_X`$), sampling radius for the photometry ($`r_{samp}`$; same as in Figure 4), number of members within $`r_{samp}`$ ($`N_{grp}^{}`$), corrected number density of galaxies with $`M_R17+5`$log $`h`$, within 0.4$`h`$<sup>-1</sup> Mpc of the group center, and assuming spherical symmetry ($`n_{0.4}`$), and dwarf-to-giant ratio for galaxies with $`M_R17+5`$log $`h`$ and within 0.4$`h`$<sup>-1</sup> Mpc ($`D/G_{0.4}`$; defined as in $`\mathrm{\S }3.1`$).
## 3 Results
### 3.1 Individual Group GLF’s
Is the GLF universal among poor groups of galaxies? For a sample consisting of five groups and the Virgo and Fornax clusters, Ferguson and Sandage (1991) argue that the early type dwarf-to-giant ratio increases with the richness of the system. However, as discussed by those authors, the interpretation of their results is complicated by the lack of spectroscopic data and inhomogeneities in the radial sampling of the group and cluster images. With spectroscopic surveys of galaxies in the fields of poor groups (ZM98a; MZ98; this paper), we can ascertain more directly which groups are likely to be bound systems instead of chance superpositions and which galaxies are group members instead of interlopers.
Our earlier work suggests significant differences in $`D/G`$ as a function of local mass density — although the number of giant group members is comparable, groups that are X-ray detected have higher velocity dispersions (200-450 km s<sup>-1</sup> vs. $`<200`$ km s<sup>-1</sup>) and larger memberships (20-50 galaxies vs. $`<10`$ galaxies) than non-X-ray-detected groups (also see Hunsberger et al. 1998). Unfortunately, the small number of members in the non-X-ray groups prevents us from determining if they are bound. Therefore, to test whether $`D/G`$ does vary with mass density, we compare the individual group GLF’s for a sample of six X-ray-detected groups, including N3557, a marginal detection and lower mass density environment.
The distribution of galaxy luminosities for each group is shown in Figure 4. The absolute magnitudes are calculated for a $`H_0=100`$ km s<sup>-1</sup> Mpc<sup>-1</sup>, $`q_0=0.5`$ cosmology. For each group, we apply a global extinction correction of $`A_R=0.58A_B`$, where $`A_B`$ is the extinction in the B-band at the group’s center (NED) and the conversion factor is estimated from the extinction curve of Schild (1977). The GLF’s are also corrected for incompleteness (see Figure 3) by assuming that, within each magnitude bin, the fraction of galaxies without velocities that are group members is the same as the fraction of measured galaxies that are members. Down to $`M_R17+5`$log $`h`$, the faint limit of our subsequent analyses, the completeness corrections are small for each group (i.e., the corrected and uncorrected counts are consistent within the $`1\sigma `$ counting errors). Note also that for these completeness corrections, HCG 42, HCG 62, and NGC 3557 are $`>50\%`$ complete within the $`17<M_R16+5`$log $`h`$ bin.
To test whether the distributions of galaxy luminosities differ among the groups, we calculate a dwarf-to-giant ratio, $`D/G`$. We define giants as galaxies with $`M_R19+5`$log $`h`$ (corresponding to $`<M_R^{}+2.5`$) and dwarfs by the range $`17+5`$log $`hM_R>19+5`$log $`h`$ (corresponding roughly to $`M_R^{}+2.5`$ to $`M_R^{}+4.5`$, our faint end completeness limit; $`\mathrm{\S }3.2`$) <sup>1</sup><sup>1</sup>1Note that unlike Ferguson & Sandage (1991), who used galaxy surface brightness to both assign group membership and to separate early type dwarfs from giants, we separate the dwarf and giants samples by galaxy luminosity. Another difference is that the faint end limits of our survey are typically $`>1.5`$ magnitudes brighter.. To ensure that $`D/G`$ is calculated uniformly for all the groups, we consider only members within 0.4$`h`$<sup>-1</sup> Mpc of each projected group center and completeness-correct the counts ($`D/G_{0.4}`$; see Table 2).
We calculate the errors in $`D/G_{0.4}`$ by assuming Gaussian counting statistics (which are indistinguishable from the true Poisson errors for all but the brightest bins in Figure 4). The errors for the completeness-corrected counts are determined with standard error propagation. The assumption of counting errors does not reflect an intrinsic uncertainty in the number of galaxies in any magnitude bin (for $`M_R<17+5`$log $`h`$, the bins are complete or nearly so and the only source of error is magnitude uncertainties). Instead, the errors provide estimates of how well the individual group GLF determines the universal GLF (if it exists). Because these errors assume that all groups are drawn from the same parent GLF, they are useful in testing whether the group $`D/G_{0.4}`$’s are statistically different from one another.
The $`D/G_{0.4}`$ values for the five groups with X-ray luminous halos are not statistically different. However, the relative dearth of $`20+5`$log $`hM_R>17+5`$log $`h`$ galaxies in the galaxy luminosity distribution of NGC 3557 compared with the X-ray luminous groups produces a lower $`D/G_{0.4}`$. The composite $`D/G_{0.4}`$ of the five X-ray luminous groups (computed by normalizing each group’s GLF to that of HCG 42 and averaging; see $`\mathrm{\S }3.2`$) is $`1.9\pm 0.4`$, which differs at the $`>4\sigma `$ level from NCG 3557’s value of $`0.2\pm 0.2`$. For comparison, the Local Group’s $`D/G`$ is roughly $`<0.8`$ in this magnitude range (Grebel 1999).
Although $`D/G_{0.4}`$ is lower in the NGC 3557 group than in the other groups down to our completeness limit of $`M_R<17+5`$log $`h`$, NGC 3557’s galaxy luminosity distribution rises at fainter magnitudes (even the uncorrected, lower-limit counts rise). Deeper spectroscopic surveys of the other, more distant groups will determine whether the behavior of their extreme faint end GLF’s is similar to that of NGC 3557. The “dip” in NGC 3557’s GLF is roughly consistent in shape with the composite GLF for mostly non-X-ray luminous Hickson Compact Groups observed by Hunsberger et al. 1998, who suggest that dynamical friction and galaxy mergers cause intermediate luminosity galaxies to acquire mass and to move to the bright end of the GLF in some poor groups. The low specific globular cluster frequency and high rotational velocity of NGC 3557 itself are consistent with a merger product (van den Bergh 1986). Additional explanations for differences among the GLF’s of groups are discussed in $`\mathrm{\S }4`$.
The results of this section suggest that the GLF is not universal among poor groups and that $`D/G`$ may increase with the mass density of the group environment. In the next section, we examine whether this trend in $`D/G`$ continues from the field to poor groups to rich clusters.
### 3.2 Composite Group GLF
Because luminous, extended X-ray emission suggests a common potential well and is roughly correlated with the number density of group galaxies, the fraction of early type members, and the group velocity dispersion (ZM98; MZ98), a sample of X-ray luminous groups is likely to contain a higher fraction of bound systems than a sample of group candidates identified only as galaxy concentrations in velocity space and on the sky. As a result, determining the GLF for X-ray luminous groups is an important first step in isolating the effects of group environment on the evolution of galaxies. With our sample, it is now possible to compare the shape of the GLF in three distinct environments: the Las Campanas Redshift Survey of the field, X-ray luminous groups, and rich clusters of galaxies.
We construct a composite GLF from the five groups with luminous X-ray halos by arbitrarily normalizing each to have the same number of completeness-corrected galaxy counts brighter than $`M_R=17+5`$log $`h`$ as HCG 42. We then average the five individual, completeness-corrected group GLF’s. This procedure ensures that the shape of the composite GLF is not weighted more by groups like HCG 62 and NGC 2563, which have relatively high galaxy densities. Because HCG 42 and HCG 62 are complete to within a factor of two for galaxies with $`17+5`$log $`hM_R16+5`$log $`h`$, we average the corrected galaxy counts for these two groups only to obtain the composite point for that bin. However, only the five bins brighter than $`M_R=17+5`$log $`h`$ are used in subsequent determinations of $`D/G`$.
The composite GLF for group members with $`23+5`$log $`h<M_R<16+5`$log $`h`$ and within projected radii of $`<0.40.6`$$`h`$<sup>-1</sup> Mpc from the group center is consistent with a Schechter function of form $`M_R^{}=21.6\pm 0.4+5`$log $`h`$ and $`\alpha =1.3\pm 0.1`$ (Figure 5). Figure 5 also shows two composite GLF’s for rich clusters (Trentham 1997 (includes Coma), Driver et al. 1998) and the GLF for the Las Campanas Redshift Survey (hereafter LCRS) of the field (Lin et al. 1996). The field and cluster GLF’s are normalized so that the number of galaxies brighter than $`M_R<17+5`$log $`h`$, roughly the completeness limit for the group and LCRS samples, is the same as for the group composite. The completeness of the cluster samples, as derived from background-subtracted, not spectroscopic, counts, is estimated to be one or two magnitudes fainter. The two cluster GLF’s, which are calculated from different cluster samples, are consistent with one another within the errors except in the $`M_R=21.5+5`$log $`h`$ bin. The cluster galaxies in this bin contribute little ($`2\%`$ for Trentham, $`12\%`$ for Driver et al. ) to the total number of giants with $`M_R<19+5`$log $`h`$, and thus the D/G’s of the two cluster samples are similar.
Although we have measured most or all of the group members brighter than $`M_R<17+5`$log $`h`$ in each group, the statistics of the group sample are not adequate to distinguish among different functional forms for the composite GLF (e.g., between the single Schechter function and a two-component fit (cf. Hunsberger et al. 1998). Over this magnitude range, the cluster and LCRS GLF’s are also well fit by single Schechter functions, and the composite group data, not the fit, are compared to these GLF’s in the next two sections. Even the addition of NGC 3557, whose GLF suggests a non-Schechter functional form (cf. Figure 4), does not significantly alter the composite (i.e., the Schechter function is not excluded by a $`\chi ^2`$ fit, and $`M_R^{}`$ and $`\alpha `$ are within the original $`1\sigma `$ errors).
We stress that the field, group, and cluster GLF’s in Figure 5 do not represent the absolute contribution of each environment to a unified GLF, as the normalizations are arbitrary. Instead, the shape of each GLF suggests the typical luminosity distribution of member galaxies in that environment. To properly normalize the composite group GLF for bound groups over the mass range of our sample ($`10^{13}`$-$`10^{14}M_{}`$), we would need to know what fraction of groups cataloged from optical redshift surveys are bound and what fraction of bound groups have luminous X-ray halos, marginal X-ray detections, or non-X-ray-detections.
#### 3.2.1 Comparison with Rich Clusters
How do the GLF’s for poor groups compare with those for rich clusters of galaxies? Determinations of individual cluster GLF’s vary in part due to differences in observed waveband (cf. Wilson et al. 1997) and in mean sample redshift, factors that are sensitive to morphology and/or star formation history. However, as in the case of poor groups, there is evidence for intrinsic variations among the GLF’s of rich clusters (cf. López-Cruz et al. 1997; Driver et al. 1998). To investigate whether there are global trends in the shape of the GLF from poor groups to rich clusters, we compare our R-band composite GLF for X-ray luminous groups with three composites of nearby ($`z0.2`$) clusters in the R-band (Trentham 1997, Smith et al. 1997, and Driver et al. 1998).
Figure 5a shows that our composite GLF and those derived from four rich clusters (Trentham 1997) and from seven other rich clusters (Driver et al. 1998) are consistent down to $`M_R<16+5`$log $`h`$ and also over the extrapolation of the group GLF one magnitude fainter (a $`\chi ^2`$ test is unable to distinguish at the $`>95\%`$ confidence level among the three GLF’s over these magnitude ranges). Smith et al. derive a somewhat steeper faint end slope from a composite of three rich clusters ($`\alpha 1.5`$ vs. $`\alpha 1.3`$). The Trentham and Driver et al. GLF’s are constructed from Kron total magnitudes (Smith et al. use isophotal magnitudes), which are typically equivalent to the SExtractor ‘MAG\_BEST’ magnitudes ($`\mathrm{\S }2.3`$) in our group GLF. All three cluster GLF’s are determined using statistical background subtraction.
In fitting their cluster composite, Smith et al. obtain a slightly better fit using two Schechter functions instead of one (both the one- and two-Schechter fits have steeper faint end slopes than Trentham and Driver et al. over the magnitude range of our data). Smith et al. include the Coma cluster, which has either a sharp rise that exceeds a single Schechter function at faint magnitudes or an actual dip due to a relative deficit of dwarf galaxies with $`M_R18+5`$log $`h`$ (Secker & Harris 1996). The Coma cluster is highly complex, with several recently accreted groups. If some of these infalling groups have GLF’s that are better fit by two components (cf. Hunsberger et al. 1998; Koranyi et al. 1998), the overall shape of the Coma GLF may be determined in large part by the contributions of those subclusters (cf. Secker & Harris 1996). This suggestion is supported by the consistent dwarf-to-giant ratios of Coma and of the similarly complex, but poorer, Virgo cluster (Thompson & Gregory 1993).
Differences among the GLF’s of individual groups and rich clusters might result from an environment-dependent combination of type specific GLF’s (Binggeli, Sandage, & Tammann 1988; Jerjen & Tammann 1997). It is also possible that two galaxies of the same initial morphology might experience different density and/or luminosity evolution depending on their environment, leading to evolution in the type-specific GLF’s. For example, López-Cruz et al. (1997) and Driver et al. (1998) find a different trend among clusters than we do among groups and than Thompson & Gregory (1993) and Valotto et al. (1997) find among other clusters — namely, that dwarf-to-giant ratio decreases with increasing global projected galaxy density. Driver et al. observe the effect only outside the core, a region more sensitive to background subtraction and cluster substructure. However, their result suggests that the trends in $`D/G`$ among poor groups and from the field to poor groups may be reversed in some rich clusters by a different galaxy evolution history.
While the details of the inter-dependence of galaxy type, luminosity, and environment await future surveys, we conclude here that the typical $`D/G`$ of rich clusters is either consistent with (cf. Trentham 1997, Driver et al. 1998) or larger than (cf. Smith et al. 1997) that of X-ray luminous poor groups.
#### 3.2.2 Comparison with LCRS Field
Estimates of the luminosity function of galaxies in the nearby ($`z0.1`$) field vary as much as the observed GLF’s for rich cluster members. As in the case of the cluster GLF, the uncertainty in the field GLF arises in part from the difficulty in translating the different photometric filters employed by redshift surveys into the same band. Such translations may ignore potentially important effects, including the initial selection of galaxies from different bands, variations in galaxy color with absolute magnitude (e.g., the “mass-metallicity relation”), and intrinsic differences between the dwarf-to-giant ratios of blue and red galaxies (witness the differences between the emission and non-emission line GLF’s discussed in $`\mathrm{\S }3.3`$). It is therefore essential to compare our R-band composite group GLF with a R-band GLF of the field.
Another issue is how fairly a given survey samples the nearby universe. For example, it is possible that high density environments are overrepresented in the R-band CfA Century survey (Geller et al. 1997), which contains portions of the Corona Borealis supercluster and of seven Abell clusters (including Coma). In contrast, the larger, R-band Las Campanas Redshift Survey (LCRS; Shectman et al. 1996) is known to be dominated by galaxies in environments more rarefied than X-ray luminous groups. Fully $`87\%`$ (18590 out of 21343; cf. Tucker et al. 1998) of LCRS galaxies lie outside of poor groups or in groups that have lower velocity dispersions ($`200`$ km s<sup>-1</sup>), and presumably lower mass densities, than groups in our X-ray sample. Although this fraction may be overestimated relative to the “true” field due to that fiber survey’s tendency to undersample overdense regions, the LCRS is an appropriate choice for comparing our GLF for X-ray luminous, poor group members with that for galaxies in typically less dense environments.
Figure 5b shows the GLF of the composite of the X-ray luminous groups and the best Schechter fit to the LCRS field survey GLF (Lin et al. 1996). If the arbitrary LCRS normalization is adjusted to minimize $`\chi ^2`$ with respect to the group GLF for galaxies brighter than the estimated LCRS completeness limit of $`M_R=17.5+5`$log$`h`$ (Lin et al. 1996), the LCRS field GLF is excluded at the $`>95\%`$ level. (The best $`\chi ^2`$ normalization is in fact lower than that shown). Relative to the field, poor groups with luminous X-ray halos have either a deficit of giants, an excess of dwarfs, or a combination of both effects.
The difference between the LCRS field and the poor group composite is not due to the difference between the isophotal magnitudes used in the LCRS GLF and SExtractor ‘MAG\_BEST’ magnitudes calculated for the group members. From the galaxies in our sample with $`10.3m_R17.3`$ (the magnitude range used to calculate the group GLF), we estimate that the isophotal to ‘MAG\_BEST’ magnitude correction to the LCRS GLF is typically $`<0.2`$. This value is consistent with that estimated by Lin et al. ($`0.35\pm 0.1`$; 1996). Applying this correction, which increases slightly towards fainter magnitudes, only furthers the disagreement between the LCRS field and the composite group GLF’s in Figure 5b.
Incompleteness in the LCRS is unlikely to be the source of the trend towards higher $`D/G`$ in the denser, group environment. First, we compare the group and LCRS samples only down to the estimated $`M_R`$ limit above which the LCRS is completeness-corrected (Lin et al. 1996)<sup>2</sup><sup>2</sup>2We address the possibility of type-dependent incompleteness in $`\mathrm{\S }3.3`$.. Second, the observed increase in $`D/G`$ with density is consistent with the results of an analysis of the LCRS itself (Bromley et al. 1998), where any faint incompleteness in the galaxies would be either uniform across the sample or greater in higher density regions. Third, it is suggestive that the only other large R-band survey of the nearby field (the CfA Century survey, Geller et al. 1997) has both a higher average galaxy density and a larger dwarf-to-giant ratio than the LCRS ($`\alpha =1.2`$ vs. $`\alpha =0.7`$, respectively).
In summary, $`D/G`$ increases from the LCRS field, which is dominated by galaxies in poorer groups and outside of groups, to groups with X-ray luminous halos.
### 3.3 Star Forming vs. Quiescent GLF’s
Is it possible to isolate the galaxy population most responsible for the increase in the $`D/G`$ between the field and X-ray luminous groups? Ferguson & Sandage (1991) suggest that the differences between the dwarf-to-giant ratios of groups and clusters are due mostly to an increase in the early-type dwarf-to-giant ratio with richness. A recent analysis of the LCRS (Bromley et al. 1998) using spectroscopically-defined galaxy morphologies also finds that the early type dwarf-to-giant ratio increases with local density. By analyzing the emission line characteristics of the group and LCRS galaxies, we can divide the data into star forming and non-star forming (quiescent) galaxies. As in Lin et al. 1996, we define star forming group members as those with \[OII\] EW $`>5`$Å (approximately the Galactic value). Galaxies with a weaker or non-detectable \[OII\] line are classified as quiescent.
The GLF’s for the divided samples are shown in Figure 6. For both the LCRS and the group samples, the GLF for star forming galaxies rises more steeply than that for quiescent galaxies. The two GLF’s for the LCRS sample are each normalized to have the same number of galaxies brighter than $`M_R=17+5`$log $`h`$ as the corresponding composite group GLF’s.
For the five brightest bins (corresponding roughly to the LCRS completeness limit), the quiescent galaxies in the LCRS field and in the X-ray luminous groups have different GLF’s, i.e., adjusting the relative normalizations to minimize $`\chi ^2`$ excludes the field sample at $`>95`$% confidence. The $`\chi ^2`$ minimization also forces the normalization lower than plotted, increasing the differences between the field and the groups at the faint end. In contrast, the star forming galaxies have roughly consistent GLF’s down to the $`M_R17.5+5`$log $`h`$ bin (the $`\chi ^2`$ minimization test does not distinguish between the two star forming GLF’s).
One potential problem in interpreting these results is that noise in a spectrum can be mistaken for an \[OII\] emission line. Therefore, in the case of low signal-to-noise spectra (i.e., dwarfs), it is possible to overestimate the number of star forming galaxies. We test the magnitude of this effect by applying an \[OII\] flux cut of $`>2\sigma `$ to the star forming sample. Although the number of group members classified as star forming is reduced from 48 to 26, and the number of quiescent galaxies is correspondingly increased, the resulting GLF’s are consistent with those in Figure 6.
Another consideration is that the mean redshift of the LCRS galaxies is higher than for the group sample ($`z0.1`$ vs. 0.017, respectively). As a result, the fixed $`3.5^{\prime \prime }`$ size of the spectroscopic fiber subtends, on average, different physical radii for the LCRS and group samples. Because of this aperture bias, light is sampled within the inner $`1`$$`h`$<sup>-1</sup> kpc of a group galaxy at the average survey depth, in contrast to the $`4`$$`h`$<sup>-1</sup> kpc sampling typical of LCRS galaxies. However, aperture bias is unlikely to significantly affect the star forming/quiescent galaxy classifications and the disagreement between the group and field GLF’s for the following reasons. The dominant effect of aperture bias would be to prevent the detection of HII regions in the disks of group members, causing some star forming galaxies to be misclassified as quiescent. This problem is rare because the effect is only significant for face-on galaxies (inclined disks tend to have HII regions along the line-of-sight). For example, few emission line spirals are classified as non-emission line galaxies (about 1 of 12 within 15000 km s<sup>-1</sup>; Zaritsky, Zabludoff, and Willick 1995). Not only are the effects of aperture bias on the GLF’s (arbitrary) normalization small, but they are unlikely to alter the GLF’s shape, the basis of our comparison of the group and field populations.
One way to artificially reproduce the trends in Figure 6 is to stipulate that many faint emission line dwarfs are missing from the LCRS and that environmental conditions in groups convert them to non-emission line dwarfs. However, this model is problematic. First, such a transformation between star forming and quiescent dwarfs is unlikely. Although mechanisms like tidal stripping or “galaxy harassment” (Moore et al. 1996; Moore et al. 1998) have been proposed for transforming star forming irregulars or Sd’s into quiescent spheroidals, studies of dIrr’s and dE’s in Virgo show that the structures defined by the old stellar populations differ significantly between the two types of dwarfs. For example, the dIrr’s have more flattened and asymmetric stellar light distributions, and no dIrr’s have H-band luminosities or surface brightnesses as high as those of the brightest dE’s (James 1991).
Second, incompleteness in the LCRS does not affect our results significantly. Huchra (1999) argues from the B-band CfA2 redshift survey that the LCRS selection criteria exclude more faint, low surface brightness galaxies than are corrected for by Lin et al. (1996) and that these galaxies have mostly emission line spectra. Even if it were simple to compare B-band data directly with the R-band LCRS (and, for the reasons cited earlier, it is not), the following argument suggests that the effects of any missing galaxies are small by showing that the combination of incompleteness and of dwarf transformation leads to consequences that we do not observe.
Is it possible to transform the field GLF into the group GLF by changing field emission line dwarfs into group non-emission line dwarfs? We define the total number of field galaxies at $`M_R=17.5+5`$log $`h`$ that will become group galaxies as $`E_i+N_i`$, where $`E_i`$ and $`N_i`$ are the number of star forming and quiescent dwarfs, respectively, in the field. The final number of group galaxies in the $`M_R=17.5+5`$log $`h`$ bin is then $`E_f+N_f=E_i+N_i`$, where $`E_f`$ and $`N_f`$ are the star forming and quiescent group dwarfs, respectively. First, we correct for the “missing” field dwarfs. The difference between the CfA2 and LCRS emission line galaxy counts at $`M_R=17.5+5`$log $`h`$ is a factor of $`4`$ (Huchra 1999). The difference between the LCRS emission line and non-emission line counts in this bin is a factor of $`6`$ (Lin et al. 1996, as opposed to the arbitrary relative normalization shown in Figure 6). If we “correct” the LCRS emission line counts by the CfA2 value, the ratio of emission to non-emission line counts in the field is $`24`$ at $`M_R=17.5+5`$log $`h`$, i.e., $`E_i=24N_i`$. Second, we measure the ratio of group emission to non-emission line dwarfs. Figure 6 shows that $`E_f1/2N_f`$. Therefore, $`3/2N_f=25N_i`$, and this model predicts that the final ratio of quiescent dwarfs in groups to those in the field would be $`17`$ at $`M_R=17.5+5`$log $`h`$, while the ratio for giants does not change. This result is at odds with Figure 6, in which only a boost of at most $`5\times `$ in the number of quiescent field dwarfs relative to giants is required to match the observed group population. The model, in which many faint emission line dwarfs are missing from the LCRS and are converted by group environment into non-emission line dwarfs, over-predicts the ratio of quiescent group dwarfs to quiescent group giants. Because the model is wrong, the effects of LCRS incompleteness on our results are likely to be small.
In summary, we find in this section that the quiescent $`D/G`$ in groups is significantly larger than that of the field. This result indicates that quiescent dwarfs are more clustered than quiescent giants, although it is not clear whether an excess of dwarfs, a deficit of giants, or some combination of both effects, is responsible.
### 3.4 Spatial Distribution of Dwarfs vs. Giants
In previous sections, we find that $`D/G`$ increases with mass density among groups, that $`D/G`$ increases from the field to groups (and may continue to increase from groups to clusters), and that a change in the $`D/G`$ of non-star forming galaxies is the cause of the increase from the field to groups. Therefore, if this trend is real, we might expect $`D/G`$ to increase within groups from the outskirts to the denser core. Such behavior would be opposite to the effect of mass segregation and to the prediction of standard biased galaxy formation. Ferguson & Sandage (1991) identify no radial gradients in the surface brightness-defined dwarf-to-giant ratio in their study of the Virgo, Fornax, and Antlia systems. The luminosity-defined dwarf-to-giant ratio of rich clusters in the Driver et al. (1998) sample rises from the inner ($`r0.28`$$`h`$<sup>-1</sup> Mpc) to outer ($`0.28<r0.37`$$`h`$<sup>-1</sup> Mpc) annulus for some systems and falls for others. Here we test for such gradients in our luminosity-defined $`D/G`$.
First we compare the kinematic and spatial distributions of the BGGs, dwarfs, and giants for all six groups (Figure 7ab). Figure 7a is the composite phase space diagram for the 123 quiescent galaxies. The y-axis shows the velocity offset of the galaxy from the mean velocity of the group, the x-axis shows the projected radial offset from the projected group centroid normalized by the group velocity dispersion. The six sample galaxies with $`M_R<M_R^{}`$. are marked by asterisks and include four BGG’s<sup>3</sup><sup>3</sup>3The BGG of NGC 4325 is star forming, and the BGG of HCG 62 is fainter than $`M_R^{}`$., which are consistent with the kinematic and spatial center of their groups (ZM98a). There is also an apparent concentration of dwarfs (small filled circles) toward the group center relative to giants (large open circles).
To compare the distributions of the samples on the sky and in velocity space simultaneously and quantitatively, we define the statistic $`R^2=(x/\delta _x)^2+(|y|/\delta _{|y|})^2`$, where $`\delta _x`$ and $`\delta _{|y|}`$ are the $`rms`$ deviations in $`x`$ and $`|y|`$ for the entire sample (cf. ZM98). Thus, a galaxy that has a large peculiar motion and/or that lies outside the projected group core will have a larger $`R`$ value than a galaxy at rest in the center of the group potential. The distributions of $`R`$ for the four BGGs and two other $`M_R<M_R^{}`$ galaxies (heavily shaded), 56 giants (shaded), and 61 dwarfs (unshaded) are in the right-hand panel. A Kolmogorov-Smirnov test indicates that the dwarf and giant (and the $`M_R<M_R^{}`$ and giant) samples differ from one another at the $`>95\%`$ confidence level. No one group is responsible for this difference (e.g., removing NGC 3557, the marginally X-ray-detected group, does not affect the outcome). This result suggests that the BGG, dwarf, and giant populations occupy different orbits (i.e., have not mixed completely).
Figure 7b suggests that the 49 galaxies with significant \[OII\] emission tend to lie outside the group core and to have larger peculiar velocities than the quiescent galaxies. In fact, the overall $`R`$ distribution in Figure 7b differs from that in Figure 7a at the $`>95`$% level. As in the case of the quiescent galaxies, the $`R`$ distributions for the 36 emission line dwarfs and 12 emission line giants are significantly different (at the $`>95\%`$ level). The $`R`$ values for the dwarfs are typically smaller (also as in Figure 7a), implying that the star forming dwarfs are more concentrated radially and/or in velocity space than the star forming giants.
To examine how $`D/G`$ varies with radius, and thus with mass density, we focus on the larger sample of quiescent galaxies. Figure 8 shows $`D/G`$ in three radial bins for the quiescent galaxies of each group in Figure 7a. A Spearman rank-order test yields a strong correlation coefficient of $`0.62`$, which is significant at the $`>95\%`$ level. (The middle point for HCG 42 is not plotted, because the group has no giant members within this annulus. However, if we assume conservatively that the missing point has the highest rank $`D/G`$ in the sample, the Spearman coefficient is still significant at the $`>95\%`$ level.) The trend is likely to be even steeper than shown in Figure 8, because the sample includes two Hickson Compact Groups, which have unusually low core $`D/G`$ values (the two lowest filled circles in the first bin) due to Hickson’s (1982) selection criteria. Removing the marginally X-ray detected group NGC 3557 (open circles), which is sampled only to 0.4$`h`$<sup>-1</sup> Mpc and has the lowest $`D/G_{0.4}`$, increases the steepness of the trend and the significance of the Spearman correlation coefficient.
The results of this section show that the dwarf and giant populations are not well-mixed and that $`D/G`$ decreases with radius, and therefore increases with mass density, within the group environment. Mass segregation, in which bright galaxies are brought via dynamical friction into the group core, would produce the opposite trend. However, mass segregation might lead to mergers with the BGG that would disguise its effects. While these results do not include evidence for mass segregation, there are implications for models of standard biased galaxy formation that we discuss in the next section.
## 4 Discussion
Our results suggest that dwarf-to-giant ratio increases with the mass density of the environment. This trend exists among poor groups, from the field to groups and rich clusters (at least up to the densities of X-ray luminous poor groups), and within the groups themselves. How might we explain the dependence of $`D/G`$ on environment, an effect that runs counter to the prediction of standard biased galaxy formation? Empirically, we know that there is some relationship between a galaxy’s morphology and the density of its environment (Dressler 1980). It is also observed that the surface density of dwarfs projected within $`250`$$`h`$<sup>-1</sup> kpc of giant ellipticals is at least $`3\times `$ that around giant spirals (Lorrimer et al. 1994). Therefore, the combination of these two effects alone would lead us to expect a boost in $`D/G`$ with environmental density.
While a morphology-density relation may be a natural consequence of standard biased galaxy formation (i.e., the most massive galaxies, giant ellipticals, form preferentially in the dense environments of clusters), the relative excess of dwarfs around giant ellipticals is not. The latter effect may instead be due to an environmental variation in the efficiency of galaxy formation or in the frequency of galaxy-galaxy mergers. To date, there are few detailed theoretical models of such environmental/morphological influences on $`D/G`$. Scenarios that increase $`D/G`$ include: 1) giant galaxies form less efficiently in denser environments (cf. David & Blumenthal 1992), and dwarfs are the leftover material, 2) cold HI clumps (e.g., the High Velocity Clouds in the Local Group (Blitz et al. 1998)) are more likely to collide, produce stars, and evolve into dwarfs in denser regions, 3) galaxy mergers, which occur more frequently in dense systems, reduce the giant population and transfer both progenitors’ satellites to a single remnant, 4) galaxy mergers produce tidal tails in which additional dwarfs form (Barnes & Hernquist 1992; Hunsberger et al. 1996), and 5) dynamical friction in denser environments increases the merger rate of giants with the central, giant elliptical, which then acquires their satellites. Although it is not possible to distinguish among these possibilities at present, we note that the non-mixing of the BGG, dwarf, and giant populations, in addition to the clustering of dwarfs about the central BGG, suggests that at least one of these populations evolved later than the others.
There is preliminary evidence that $`D/G`$ has evolved in other nearby environments. For example, in the simple environments of isolated, giant elliptical galaxies (cf. Mulchaey & Zabludoff 1999; Colbert, Mulchaey, & Zabludoff 1999), we have found indications of mergers. The giant elliptical NGC 1132 has a poor group-like X-ray halo and dwarf population, yet there are no other giant galaxies in its field. This result is consistent with the picture that NGC 1132 is a merged group.
The consistency of the dwarf-to-giant ratio for the clusters in Trentham’s (1997) and Driver et al. ’s (1998) samples with that of the X-ray luminous groups is reminiscent of another surprise in the comparison of groups and rich clusters. Zabludoff & Mulchaey (1998) find that some X-ray groups have early type galaxy fractions similar to those of clusters, despite the lower velocity dispersions of the groups. The strong correlation between velocity dispersion and early type fraction in groups thus deviates from linearity at cluster velocity dispersions. This saturation point occurs at a velocity dispersion of 400-500 km s<sup>-1</sup>, the value that a poor group would require to enable an $`M^{}`$ galaxy member to experience a merger within a Hubble time. Therefore, it is possible that mergers cause some evolution in the early type fraction of poor groups and cease to be effective in richer groups and clusters. The apparent saturation of dwarf-to-giant ratio with system density observed here may be a manifestation of the same phenomenon.
The results of this paper are inconsistent with the prediction of standard biased galaxy formation models, in which galaxy formation is modulated coherently over scales larger than the galaxy correlation length, and further motivate “local biasing” models (cf. Narayanan et al. 1998), in which the efficiency of galaxy formation is determined by the density, geometry, or velocity dispersion of the local mass distribution.
## 5 Conclusions
We use multi-object spectroscopy and wide-field CCD imaging to examine the shape of the galaxy luminosity function (GLF) in six poor groups of galaxies. Five of these groups have luminous X-ray halos and thus represent an environment in which the GLF has never been isolated. For these five groups, the composite group GLF for galaxies with $`23+5`$log $`h<M_R<16+5`$log $`h`$ and within projected radii of $`<0.40.6`$$`h`$<sup>-1</sup> Mpc from the group center is consistent with a Schechter function with $`M_R^{}=21.6\pm 0.4+5`$log $`h`$ and $`\alpha =1.3\pm 0.1`$.
Our other conclusions are:
1. The GLF is not universal in poor groups. The ratio of dwarfs ($`17+5`$log $`hM_R>19+5`$log $`h`$) to giants ($`M_R19+5`$log $`h`$) is significantly larger for the five luminous X-ray groups than for the one marginally X-ray detected group. The difference between the X-ray properties of NGC 3557 and the X-ray luminous groups may reflect a difference in their potential well depths, as only deep wells heat gas to X-ray-detectable levels (cf. ZM98, MZ98). Because all of the groups have roughly the same physical scale, this result suggests that $`D/G`$ increases with mass density for these systems.
2. The dwarf-to-giant ratios of X-ray luminous groups are consistent with or smaller than those for rich clusters. The composite GLF for the luminous X-ray groups is consistent in shape over the full magnitude range with two measures of the composite GLF for rich clusters (Trentham 1997; Driver et al. 1998) and flatter at the faint end than another ($`\alpha 1.5`$, Smith et al. 1997). This result suggests that if there is any shape difference between the poor group and rich cluster GLF’s, it arises from a larger dwarf-to-giant ratio in the denser cluster environment.
3. Dwarf-to-giant ratios are larger in X-ray luminous groups than in regions outside of groups and in poorer groups. The shapes of our composite group GLF and the large volume, R-band, Las Campanas Redshift Survey field GLF (Lin et al. 1996) differ at the $`>95\%`$ level. The shape difference is due either to an excess of dwarfs, a deficiency of giants, or a combination of both effects in poor X-ray groups. Because the LCRS is dominated by galaxies in environments more rarefied than those of these groups, this result suggests that $`D/G`$ increases with mass density from the field to X-ray luminous groups.
4. Quiescent galaxies cause most of the difference between the dwarf-to-giant ratios of X-ray luminous groups and the field. The GLF for emission line galaxies (EW \[OII\] $`>5`$ Å) in the X-ray groups is indistinguishable from that of the LCRS field. On the other hand, the GLF’s for non-emission line galaxies in the groups and in the field differ at the $`>95\%`$ level. Thus, the shape difference between the overall field and group GLF’s (and presumably between the field and rich cluster GLF’s) is due mostly to the population of quiescent galaxies, whose $`D/G`$ is larger in the denser group environment than in the field (cf. Ferguson & Sandage 1991, Bromley et al. 1998).
5. Quiescent dwarfs are more concentrated about the group center than quiescent giants, except for the central, brightest ($`M_R<M_R^{}`$) elliptical. A comparison of the velocities and projected positions of the brightest group galaxies (BGG’s), giants, and dwarfs in the X-ray groups suggests that these populations occupy different orbits (i.e., have not mixed completely) and may have evolved via different mechanisms and at different times. Furthermore, the group $`D/G`$ decreases with radius and therefore increases with mass density.
Our results show that the shape of the GLF varies with environment and that this variation is due primarily to an increase in the dwarf-to-giant ratio of quiescent galaxies in higher density regions, at least up to the densities characteristic of X-ray luminous poor groups. This behavior suggests that, at least in some environments, dwarfs are more biased than giants with respect to dark matter. This trend is in conflict with the prediction of standard biased galaxy formation models. If more than standard biased formation is at work, then possible explanations include inefficient galaxy formation (e.g., giants form less efficiently in denser environments), increases in the satellite-to-primary ratio through the mergers of giant galaxies, and dwarf formation in the tidal tails of giant merger remnants (cf. Hunsberger et al. 1996).
We thank the referee, John Huchra, for his careful reading of the manuscript. We thank Dennis Zaritsky for his comments on the text and for helpful suggestions. We also thank Huan Lin and Michael Vogeley for providing software used in some of our analyses, Neil Trentham and Huan Lin for providing electronic copies of their data tables and for useful discussions, and Romeel Davé, Simon Driver, Neal Katz, Joel Primack, Ian Smail, David Spergel, and Scott Trager for important information. This paper is based on observations made at Las Campanas Observatory, Chile. AIZ acknowledges support from NSF grant AST-95-29259 and NASA grant HF-01087.01-96A. JM acknowledges support provided by NASA grant NAG 5-2831 and NAG 5-3529.
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Figure Captions
Figure 1: Contour map of the diffuse X-ray emission in the NGC 3557 group of galaxies overlaid on the STScI Digital Sky Survey. The X-ray point sources have been removed following the procedure outlined in MZ98. The contours correspond to levels 3, 4, and $`5\sigma `$ above the background. The data have been smoothed with a Gaussian profile of width 30<sup>′′</sup>. The coordinate axes are J2000.
Figure 2: Galaxy velocity distributions out to 30000 km s<sup>-1</sup> for the six poor groups in our sample. The shaded histograms indicate the N<sub>grp</sub> group members identified with the pessimistic $`3\sigma `$-clipping algorithm described in ZM98. In the group HCG 42, we manually add one galaxy (H42\_136; $`\upsilon =4587`$ km s<sup>-1</sup>) excluded by the membership algorithm to the membership list, because this galaxy’s velocity bin is contiguous with the group’s velocity peak.
Figure 3: Distributions of apparent R magnitudes ($`m_R`$) for galaxies with measured velocities in the six poor group fields. The number above each bar indicates the percentage of the total number of galaxies in the field within that magnitude bin represented by the plotted galaxies. Differences between N<sub>tot</sub> in Figure 2 and N<sub>spec</sub> here are due to galaxies observed spectroscopically that lie just off the edge of the photometric field. In two groups, NGC 4325 and NGC 5129, our spectroscopy and imaging extend beyond the radius of 0.6$`h`$<sup>-1</sup> Mpc sampled in the other groups. In these two cases, we also show the $`m_R`$ distribution for the subset of galaxies within 0.6$`h`$<sup>-1</sup> Mpc that is used for all subsequent analyses in this paper (shaded).
Figure 4: Galaxy luminosity distributions for the members of each of the six groups in the sample. The first five groups, HCG 42, HCG 62, NGC 2563, NGC 4325, and NGC 5129 are X-ray luminous, whereas the last group, NGC 3557, is only marginally X-ray detected. The total number of spectroscopically-confirmed group members is $`N_{grp}^{}`$. The absolute magnitudes $`M_R`$ are extinction-corrected and calculated assuming a $`H_0=100`$ km s<sup>-1</sup> Mpc<sup>-1</sup>, $`q_0=0.5`$ cosmology. The shaded boxes are the observed number of group members within that magnitude bin. The solid boxes are the completeness-corrected galaxy counts ($`\mathrm{\S }3.1`$). (For HCG 62, NGC 4325, and NGC 3557, the corrected counts exceed the limit of the y-axis at the faintest magnitudes.)
Figure 5: (a) Top panel: Comparison of the galaxy luminosity function for the composite of the five X-ray luminous groups (filled triangles) and for two composites of nearby rich clusters of galaxies (short dashed line, Trentham 1997; dot-dashed line, Driver et al. 1998). To simplify the comparison of the GLF shapes, the curves in panels (a) and (b) are normalized to have the same total number of $`M_R17+5`$log $`h`$ galaxies as HCG 42. The composite group GLF is derived from averaging the completeness-corrected counts in Figure 4 after normalizing the individual group GLF’s to the same total number of $`M_R17+5`$log $`h`$ galaxies as HCG 42. The best fit to the group GLF is consistent with a Schechter function with $`M_R^{}=21.6\pm 0.4+5`$log $`h`$ and $`\alpha =1.3\pm 0.1`$ (thick solid line in both panels). The three composite GLF’s are indistinguishable for the given errors. (b) Bottom panel: Comparison of the group GLF in (a) with that of the Campanas Redshift Survey (LCRS) field (long dashed line; Lin et al. 1996) to the completeness limit of the LCRS ($`M_R17.5+5`$log $`h`$). The LCRS and composite group GLF’s differ at the $`>95\%`$ confidence level for any choice of relative normalization. A flat faint end slope of $`\alpha =1`$ is also plotted for comparison.
Figure 6: Comparison of the GLF for star forming and for quiescent galaxies in X-ray groups and in the LCRS field. The composite group GLF in Figure 5 is split here into (1) the GLF for galaxies whose spectra have \[OII\] EW $`5`$ Å (open triangles) and (2) the GLF for galaxies with \[OII\] EW $`<5`$ Å (filled circles). The GLF for the LCRS field is split similarly into star forming (short dashed line) and quiescent (long dashed line) components. Once again each component is arbitrarily normalized to the to the same total number of $`M_R17+5`$log $`h`$ star forming or quiescent galaxies as HCG 42. The thick solid line is as in Figure 5b.
Figure 7: (a) Left panel: Velocity offset vs. projected radial offset of 123 quiescent group members from the group centroid for the six groups in the sample. The velocity offset is normalized with the group velocity dispersion ($`\sigma _{grp}`$). The six asterisks are four of the brightest group galaxies (BGGs) and two other galaxies with $`M_R<M_R^{}`$. The open circles are the 56 giants defined by $`M_R^{}M_R19+5`$log $`h`$. The filled circles are the 61 dwarfs defined by $`19+5`$log $`h<M_R17+5`$log $`h`$. (Note that the data extend to a projected radius of $`>0.6`$$`h`$<sup>-1</sup> Mpc $`>r_{samp}`$, because the group centroid shown here and the fiber field center are not precisely coincident in some cases.) Right panel: The distribution of $`R`$ ($`\mathrm{\S }3.4`$), the quadrature sum of the x- and y-axis offsets of each galaxy, for the BGG (heavily shaded), giant (shaded), and dwarf populations (unshaded). The $`R`$ distributions suggest that the three populations occupy different orbits (i.e., have not mixed completely). (b) The same as in (a) for 49 star forming group members.
Figure 8: $`D/G`$ profile for the quiescent members of each group in Figure 7a. The significance of the correlation as determined from a Spearman rank-order test is $`>95\%`$. The trend is likely to be even steeper than shown, because the sample includes two Hickson Compact Groups, which have unusually low core $`D/G`$ values (the two lowest filled circles in the first bin) due to the Hickson Group selection criteria. Removing the marginally X-ray detected group NGC 3557 (open circles), which is sampled only to 0.4$`h`$<sup>-1</sup> Mpc and has the lowest $`D/G_{0.4}`$, increases the steepness of the trend and the significance of the Spearman correlation coefficient. |
warning/0001/cond-mat0001265.html | ar5iv | text | # Instantaneous Normal Mode analysis of liquid HF
## Abstract
We present an Instantaneous Normal Modes analysis of liquid HF aimed to clarify the origin of peculiar dynamical properties which are supposed to stem from the arrangement of molecules in linear hydrogen-bonded network. The present study shows that this approach is a unique tool for the understanding of the spectral features revealed in the analysis of both single molecule and collective quantities. For the system under investigation we demonstrate the relevance of hydrogen-bonding “stretching” and fast librational motion in the interpretation of these features.
In recent years the analysis of Instantaneous Normal Modes (INM) of normal and supercooled liquids has given a sound improvement to the understanding of the microscopic processes underlying the dynamical properties of these systems. Applications of the method are to be found in the calculation of macroscopic quantities through the knowledge of the density of states (e.g. the diffusion coefficient ) and in the interpretation of atomic motion through the inspection of the eigenvectors . This last method appears to be a unique tool for the interpretation of dynamical features (single molecule or collective) of a disordered system in terms of correlated motions of its constituents. In particular it is interesting to explore how the presence of locally ordered units is reflected in the time behaviour of, for example, the velocity autocorrelation function (VACF). Attempts in this direction have to be found in the analyses of: $`i)`$ the correlation function of the projection of the centre of mass (CoM) velocity of water molecules along the directions of the normal coordinates of a cluster of three molecules ; $`ii)`$ the projection of INM eigenvectors onto the totally symmetric displacement coordinates of ZnCl$`{}_{}{}^{2}{}_{4}{}^{}`$ tetrahedral units . Moreover the INM approach has been exploited to describe the dynamical features of molecular liquids (e.g. diatomic Lennard–Jones , CS<sub>2</sub> ) including hydrogen bonded systems like water . On the other hand recent molecular dynamics (MD) simulations of HF have revealed peculiar dynamical features, e.g. a peak at $``$ 50 ps<sup>-1</sup> in the spectra of both collective and single molecule correlation functions . In the collective longitudinal and transverse current spectra this mode appears to have an optical-like character, since its frequency is found to be independent of the wavevector. For the interpretation of the CoM VACF spectrum this peak has been related to the relative motion of two nearest neighbour molecules . Since nearest neighbours are also hydrogen bonded it is tempting to assign this dynamical feature to hydrogen bonding “stretching”. As a matter of fact HF molecules have been demonstrated to form irregular zig-zag chains of different size, being this peculiar clustering favoured by the geometry of the molecule and the strong electrostatic interaction . A dynamical characterisation of these ordered units has not yet been given, so that any assignment of the spectral features to particular dynamical process remains speculative.
In the present Letter we report the results of an INM analysis of liquid HF aimed to give an answer to the above questions. It will be shown to which extent the presence of irregular chains is reflected in the INM spectra and how the appearance of optical-like modes can be understood from the analysis of the short time dynamics naturally expressed by the INM eigenvectors.
The use of the INM analysis starts from the solution of the eigenvalue problem
$$\omega ^2𝖳𝐞=𝖪𝐞$$
(1)
where $`𝖳`$ is the mass matrix of the system and $`𝖪`$ is the matrix of the second derivatives of the potential energy. Here $`𝐞`$ represents a multidimensional vector which specifies the instantaneous configuration of the system, i.e. in general the three CoM coordinates and Euler angles of the assumed rigid molecule. An average over many independent configurations has to be performed in order to obtain the distribution of eigenfrequencies and any dynamical quantity derived from the knowledge of the eigenvector $`𝐞`$. In order to avoid spurious effects originating in the fact that the mass matrix $`𝖳`$, which depends on the sine of the polar angle, is not guaranteed to be strictly positive definite at each time, we have used the orientational coordinates described in Ref. to evaluate the derivatives of the potential energy.
We have calculated the INM for liquid HF (at T = 203 K and $`\rho `$ = 1.178 g/cm<sup>3</sup>), using 60 configurations separated by 2 ps with N = 108 molecules. The potential model, reported in Ref. , accounts for the interaction of three fractional charges plus a Lennard–Jones contribution and it has been shown to satisfactorily reproduce the thermodynamics and structure of the liquid. Due to the complexity of the interaction potential we have evaluated the matrix of the second derivatives numerically by displacing each generalized coordinate with an increment $`h`$ = 10<sup>-5</sup> Å since it gives a good stability of the matrix elements and no unusually high eigenvalues. We also checked the accuracy of the results by the presence of three eigenmodes with zero frequency. Our value of the increment is in accordance with the one used, for example, in Ref. . The generalized eigenvalue problem was resolved using standard methods .
The INM spectrum is presented in Fig. 1. A comparison with the results for water at room temperature (reported in Ref. ) points out some important features. The contribution of imaginary modes (conventionally reported on the negative axis) is substantially larger in HF than in H<sub>2</sub>O (16% against 6%), a result consistent with the relatively higher diffusion coefficient found in HF . Moreover there is a much more definite separation between translational and rotational contributions defined by:
$`\rho _T(\omega )`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{\mu =1,2,3}{}}(𝐞_{i\mu }^\alpha )^2\delta (\omega \omega _\alpha )`$ (2)
$`\rho _R(\omega )`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{\mu =4,5}{}}(𝐞_{i\mu }^\alpha )^2\delta (\omega \omega _\alpha )`$ (3)
where $`𝐞_{i\mu }^\alpha `$ is the component of the eigenvector corresponding to the frequency $`\alpha `$, referred to the $`i`$-th molecule and to coordinate component $`\mu `$ ($`\mu `$ = 1,2,3 CoM, $`\mu `$ = 4,5 rotational coordinates).
The rotational spectrum extends from 50 to 250 ps<sup>-1</sup>, whereas in water it goes from 0 to 180 ps<sup>-1</sup>. The translational spectrum of HF shows a clear second maximum at $``$ 50 ps<sup>-1</sup> absent in the spectrum of water where one can only notice an asymmetry of the low frequency maximum with a larger content at higher frequency. We believe (and demonstrate in the later) that this secondary maximum is related to the “stretching” of hydrogen bond between two HF molecules. A comparison with the spectrum of the CoM VACF points out that the peak at $``$ 50 ps<sup>-1</sup> is much less pronounced and separated in the translational component of the INM.
The strong anisotropy of the single molecule dynamics is shown by performing a projection of the translational component of the eigenvector along the directions parallel and perpendicular to the molecular axis:
$$\rho _{}(\omega )=\underset{i}{}\underset{\mu =1,2,3}{}(𝐞_{i\mu }^\alpha 𝐮_{i\mu })^2\delta (\omega \omega _\alpha )$$
(4)
where $`𝐮_i`$ is a unit vector along the symmetry axis of molecule $`i`$ and we have also defined $`\rho _{}(\omega )=\rho _T(\omega )\rho _{}(\omega )`$. If the molecular motion were isotropic, the ratio between the perpendicular and parallel contributions would be equal to two. Fig. 2 shows that below 20 ps<sup>-1</sup> this ratio becomes larger than two going over four for modes at negative frequencies: a result which points out that molecules can diffuse more freely in the direction perpendicular to their axis rather than in the parallel one. Beyond 50 ps<sup>-1</sup> the ratio becomes equal or less than one, thus revealing that the motion of the molecules in this frequency range occurs, on a large extent, in the direction of the molecular axis. Such an observation will be relevant in discussing the arrangement of molecule along irregular chains as revealed by the subsequent analysis of the INM eigenvectors. As a final remark we wish to point out that the clear separation between translational and rotational components can be considered as a print of hydrogen bonded systems. In fact it is present in water and HF but not in a linear Lennard–Jones diatomic which has been investigated in .
To analyse in more detail the structure of the INM we need to determine which molecules participate in each given mode. We assume the following criterion: the molecule $`i`$ said to belong to mode $`\alpha `$ if the condition $`_\mu (𝐞_{i\mu }^\alpha )^2>\frac{1}{N}`$ is fulfilled. The distribution of the number of molecules per mode is reported in Fig. 3 (solid line) as a function of frequency. Knowing the particles participating in a given mode, we can determine the spatial localisation of the mode.
If $`𝐫_i`$ is the CoM position of particle $`i`$ and $`𝒮_\alpha `$ is the set of particles involved in the mode we can define a “radius” for the mode as the maximum distance between two particles i.e. $`R_\alpha =\mathrm{m}ax_{i,j𝒮_\alpha }|𝐫_i𝐫_j|`$ , the distribution of which is reported in Fig. 3 (dashed line). A comparison of the behaviour of the two quantities indicates a clear correspondence between participation ratio and extension of the modes. A lower number of participating molecules is accompanied by a smaller radius of the mode. Surprisingly enough, however, in the range of $``$ 50 ps<sup>-1</sup> the modes has an extension of about half of the box length even if the number of molecules participating is smaller than ten.
A better understanding of this localisation problem can be obtained by performing a projection of a mode onto the hydrogen bonded chains present in the system, where hydrogen bonding is defined by the same energetic criterion adopted in Ref. . If $`𝒞_c`$ denotes the set of molecules belonging to the chain $`c`$ we define the projection of the mode $`\alpha `$ on the chain as
$$P_{𝒞_c}^\alpha =\underset{i𝒞_c,\mu }{}(𝐞_{i\mu }^\alpha )^2$$
(5)
which is one if the mode $`\alpha `$ is localised on the chain $`c`$, and is zero if the mode $`\alpha `$ involves molecules not belonging to the chain. Clearly if we consider the maximum of this projection taken on the set of all the chains, we can see whether the modes are localised on some chain or not.
The result presented in Fig. 4 (dashed line), indicates that only in some frequency range the modes show a high degree of localisation on a single chain, in particular in the same range where a minimum partecipation ratio occurs and the radius of the mode is lower (see Fig. 3)
The idea that modes at particular frequencies are strongly correlated to the presence of chains is confirmed by looking at the distribution of the number of chains involved in a mode as reported in Fig. 4 (solid line). In the range $``$ 50 ps<sup>-1</sup> (and in the region of imaginary frequencies) we find the modes are spread over two distinct chains; at the highest frequencies only one chain per mode is involved. Since in this range only four molecules are participating to the mode (see Fig. 3) we can conclude that these modes are confined on the ring chains (tetramers) which are found to be particularly stable .
Having said that, it is also evident that most of the modes are far from being localized over a single chain, e.g. all the modes whose maximum projection is less than 0.80. This result is in accordance with other INM studies of network forming systems , where it is shown that the modes do not typically reproduce the behaviour that could be expected on the basis of the group properties of the network, but generally have some sort of mixed character.
In order to characterize the spatial correlation of the molecular displacements through the INM eigenvectors, we have examined the following quantity:
$$\psi (R,\omega )=\frac{1}{3N}\underset{\alpha }{}\frac{1}{n(R)}\underset{|𝐫_i𝐫_j|R}{}\underset{\mu =1,2,3}{}𝐞_{i\mu }^\alpha 𝐞_{j\mu }^\alpha \delta (\omega \omega _\alpha )$$
(6)
where $`R`$ denotes a spatial range (e.g. first or second shell of nearest neighbours, defined through the minima of the CoM pair correlation) and $`n(R)`$ the number of pairs present in that range for a given configuration. This quantity is a sort of mean value of the scalar product of the displacement of the particles being nearest or next-to-nearest neighbours in a given normal mode and at least at short time characterises in an exact way the motion of the molecules participating to the particular mode. It is of course positive if the particles move in phase and negative for out-of-phase displacements. The results are shown in Fig. 5.
We notice that the nearest neighbours have opposite phases in a broad frequency range around 50 ps<sup>-1</sup>, a behaviour in accordance with the presence of the “stretching” mode similar to the one observed in the solid and consistent with the fact that, in this range of frequency, the molecules move preferentially along the direction of the molecular axis. We notice that the next-to-nearest neighbours are not very much correlated in this range, a signature of the fact that those modes are somehow localised over a chain (see Fig. 4) and do not involve many molecules, in agreement with the value of the participation ratio (see Fig. 3). The present result unambiguously confirms the optical-like character of the mode at 50 ps<sup>-1</sup> present in the longitudinal and transverse current spectra reported in Ref. .
In a previous investigation of the collective properties of liquid HF it has been shown that the longitudinal spectra have a peak, $`\omega _{max}`$, at low frequency, which changes linearly with the wavevector $`k`$. Its value is found to remain lower that 10 ps<sup>-1</sup>. The corresponding phase velocity $`v_{ph}=\omega _{max}/k`$ turns out to be somewhat higher than the ultrasonic (hydrodynamic) counterpart, but compatible with the presence of a positive anomalous dispersion as in the case of monatomic liquids (e.g. liquid metals). This feature is normally interpreted in terms of overdamped acoustic modes propagating in the system at wavevectors well beyond the hydrodynamic range. The results of the present INM analysis are consistent with such an interpretation, since they show that in the range below 10 ps<sup>-1</sup>: 1) the partecipation ratio is large (see Fig. 3), 2) the short time displacements of nearest and next-to-nearest neighbors are in phase as one would expect from molecules participating to a collective (acoustic-like) motion (see Fig. 5).
In conclusion the INM analysis of HF has revealed how the dynamical features are affected by the presence of topological chains of hydrogen-bonded molecules. In certain ranges of frequencies there is a strict correspondence between INM modes and chains, where these modes are found to be localised. This result has allowed to give a sound interpretation to a feature present both in the VACF and collective currents, namely a peak at 50 ps<sup>-1</sup> in the corresponding spectra. Such a characteristic can in fact be assigned to the “stretching” of hydrogen bonding of first neighbouring molecules. This finding reveals the “optical” character of the collective mode present in the currents. Low frequency modes are found to be spread over the whole system involving several different chains, however they are confined to frequencies not much higher than 10 ps<sup>-1</sup> in agreement with previous findings derived from the analysis of the longitudinal and transverse currents. The very high frequency (rotational) modes ($``$ 200 ps<sup>-1</sup>) are demonstrated to be confined over the highly stable tetramer chains.
Finally, we wish to stress the fact that our present study has the potential to pave the way for an unambiguous interpretation of the dynamical feature of other hydrogen bonded systems (e.g. water) which are still a matter of a large debate. |
warning/0001/hep-ph0001025.html | ar5iv | text | # 1 Two representative choices for the gaugino and higgsino mass parameters affecting sgoldstino decays. All masses are expressed in GeV.
1. Introduction
A new fundamental scale close to the weak scale, $`G_F^{1/2}300\mathrm{GeV}`$, may play a rôle in solving the gauge hierarchy problem of the Standard Model (SM), and allow for unconventional phenomenology at colliders, provided that it can be made compatible with existing data. An old–fashioned example along these lines is technicolor, more fashionable ones identify the new scale with the string scale or some compactification scale. Here we concentrate on a possibility that arises in supersymmetric extensions of the SM, when not only the supersymmetry-breaking mass splittings $`\mathrm{\Delta }m^2`$, but also the supersymmetry-breaking scale $`\sqrt{F}`$ is close to the weak scale: $`G_F^{1/2}\mathrm{\Delta }m^2\stackrel{<}{_{}}\sqrt{F}`$. Since in a flat space-time $`F=\sqrt{3}m_{3/2}M_P`$, where $`m_{3/2}`$ is the gravitino mass and $`M_P=(8\pi G_N)^{1/2}2.4\times 10^{18}\mathrm{GeV}`$ is the Planck mass, models of this kind are characterized by a very light gravitino, with $`m_{3/2}\stackrel{<}{_{}}10^3\mathrm{eV}`$.
Many aspects of the superlight gravitino phenomenology at colliders, and in particular gravitino production, either in pairs (tagged by a photon or a jet) or in association with gauginos, have been discussed long ago and also more recently . A very useful tool for these discussions is the supersymmetric equivalence theorem , which allows to replace the gravitino with its goldstino components, in the effective theory valid at the present accelerator energies. However, including the goldstino is not the end of the story. If supersymmetry is spontaneously broken but linearly realized in the language of four-dimensional $`N=1`$ local quantum field theory, then the appropriate effective theory must contain, besides the goldstino, also its supersymmetric partners, to be called here sgoldstinos.<sup>1</sup><sup>1</sup>1Notice that, in the presence of an exact R–parity, as assumed throughout this paper, the goldstino is R–odd and the sgoldstinos are R–even. The simplest possible case (as well as the easiest one to reconcile with experimental constraints) corresponds to pure F–breaking of supersymmetry, with the goldstino and the sgoldstinos belonging to a chiral superfield, singlet under the full SM gauge group.
The effective interactions of sgoldstinos with the SM fields and with goldstinos can be characterized by suitable effective couplings. In most cases, at the lowest non-trivial order in a supersymmetric derivative expansion, these couplings are proportional to positive powers of supersymmetry-breaking masses, and to negative powers of the supersymmetry-breaking scale (or, equivalently, of the gravitino mass). Therefore, given the present experimental lower bounds on supersymmetry-breaking masses for particles with SM gauge interactions, sgoldstino production and decay may become phenomenologically relevant at the present collider energies, provided that the sgoldstino masses and the supersymmetry-breaking scale are not too large.
Most of the existing studies of sgoldstino phenomenology were strongly influenced by the model of ref. , where the sgoldstinos were massless at the classical level, and were assumed to acquire very small masses after the inclusion of quantum corrections. As a result, collider signals of sgoldstinos were studied only in the limit of vanishing sgoldstino masses. However, sgoldstino mass terms are allowed by the generic structure of supersymmetric effective Lagrangians, as can be explicitly verified . Moreover, it was recently shown that the situation in which the sgoldstinos and the gravitino are very light, whilst the superpartners of the SM particles are heavy, is generically unstable against quantum corrections, i.e. technically unnatural. Therefore, a more plausible starting point for discussing sgoldstino phenomenology at colliders is to assume that the sgoldstino masses are arbitrary parameters, to be constrained only by experiment. This is the approach that will be followed in the present paper.
The plan of the paper is as follows. In the rest of this section we summarize the assumptions underlying our analysis. These assumptions are much less restrictive than those of the existing literature, but still depart from full generality. Readers who are not familiar with the formalism of supersymmetric effective Lagrangians, and are only interested in the phenomenological aspects of our work, can skip this part and move directly to sect. 2. There we give a systematic discussion of the most important sgoldstino decay modes, focusing on important issues such as the sgoldstino total width and branching ratios. In sect. 3 we discuss the mechanisms for sgoldstino production in $`e^+e^{}`$ collisions, with emphasis on those that are most important for LEP energies. In sect. 4 we summarize the resulting signals at LEP and we present our conclusions.
We conclude this introduction by recalling the assumptions on the effective theory underlying our analysis. They may be useful for the readers who want to re-derive, starting from the general formalism of supersymmetry, the effective couplings used in the following sections.
We consider a four-dimensional effective theory with global $`N=1`$ supersymmetry and $`SU(3)_C\times SU(2)_L\times U(1)_Y`$ gauge symmetry. The building blocks of such a theory are the fields of the Minimal Supersymmetric extension of the Standard Model (MSSM), plus a gauge-singlet chiral superfield $`Z(z,\stackrel{~}{G},F^Z)`$.
The most general effective Lagrangian with the above field content is determined, up to higher-derivative terms, by a gauge kinetic function $`f`$, a superpotential $`w`$ and a Kähler potential $`K`$ (see, e.g., ref. ). A detailed discussion of the conditions to be imposed on $`f`$, $`w`$ and $`K`$ to obtain a fully realistic model will be given elsewhere . Here we give a simplified treatment, mentioning only those features that are directly relevant for the study of sgoldstino phenomenology. First, we make the simplifying assumption that the gauge kinetic function $`f`$, which in principle transforms as a symmetric product of adjoint representations, factorizes into three independent gauge-invariant functions, one for each factor of the gauge group. Then, we assume that the only source of CP violation is the standard Kobayashi-Maskawa phase, so that, apart from the Yukawa couplings, we can restrict ourselves to real parameters and vacuum expectation values (VEVs). As already announced, we assume that supersymmetry is spontaneously broken by $`w/zF0`$, with vanishing VEVs for the auxiliary fields of all the other chiral and vector multiplets. This allows us to identify the fermionic field $`\stackrel{~}{G}`$ with the goldstino. It is not restrictive to take $`F`$ real and positive, so that $`\sqrt{F}`$ can be identified with the supersymmetry-breaking scale. The spin-0 complex field $`z(S+iP)/\sqrt{2}`$ contains then the sgoldstinos, one CP–even ($`S`$) and the other CP–odd ($`P`$). We then assume that the gauge symmetry is spontaneously broken by non-vanishing VEVs of the neutral components of the MSSM Higgs doublets, $`H_1`$ and $`H_2`$. To guarantee that $`\rho =1`$ at tree level, as in the MSSM, we impose a custodial symmetry on K, assuming that it depends only on ($`H_1H_2,\overline{H_1H_2},H_1^{}H_1+H_2^{}H_2`$), but not on $`(H_1^{}H_1H_2^{}H_2)`$. To simplify the discussion further, and to avoid the proliferation of parameters, we finally assume that there is no sgoldstino-Higgs mixing, and that squarks, sleptons, gluinos, charginos, neutralinos and Higgs bosons are sufficiently heavy not to play a rôle in sgoldstino production and decay. We can thus take $`S`$ and $`P`$ as mass eigenstates, with eigenvalues $`m_S^2`$ and $`m_P^2`$, respectively. Despite its simplicity, the present context will allow us to generalize considerably the existing studies on sgoldstinos at colliders . A more general treatment of the interplay between $`SU(2)\times U(1)`$ and supersymmetry breaking will be given elsewhere .
As explained in , we can use the freedom to perform analytic field redefinitions allowed by gauge invariance, and move to a field basis (normal coordinates) such that, at the minimum of the potential, all chiral superfields have canonical kinetic terms and, in addition, all the derivatives of the Kähler potential with respect to one chiral superfield and $`n>1`$ antichiral superfields (or vice-versa) have vanishing VEVs. Moreover, this still leaves sufficient freedom to redefine $`Z`$ by a suitable constant shift, to ensure that $`z=0`$. In the following we shall always assume normal coordinates and $`z=0`$: this will lead to simple formulae for the mass spectrum and the interactions, with no further loss of generality.
2. Sgoldstino decays
Since we have assumed that squarks, sleptons, gluinos, charginos, neutralinos and Higgs bosons are sufficiently heavy to play no rôle in the decays of the sgoldstinos, we are left with the following possibilities for two-body sgoldstino decays:
$$S(P)\stackrel{~}{G}\stackrel{~}{G},\gamma \gamma ,gg,\gamma Z,ZZ,W^+W^{},f\overline{f},$$
(1)
and finally
$$SPP.$$
(2)
Three-body decays such as $`S(P)ggg`$, $`W^+W^{}\gamma `$, $`W^+W^{}Z`$, and four-body decays such as $`S(P)gggg`$, $`W^+W^{}\gamma \gamma `$, $`W^+W^{}ZZ`$ are also possible. We shall neglect all of them here, since they are sub-leading in a perturbative expansion in the gauge coupling constants. We now discuss one by one the different decay channels. Our notation and conventions are the same as in ref. . For simplicity, here and in the following we shall always assume $`m_S,m_P1\mathrm{GeV}`$, to avoid all theoretical subtleties connected with the non–perturbative aspects of the strong interactions: sgoldstinos with masses up to a few GeV would deserve a dedicated phenomenological study.
$`S(P)\stackrel{~}{G}\stackrel{~}{G}`$
These decays are controlled by the effective interactions
$$_{z\stackrel{~}{G}\stackrel{~}{G}}=\frac{1}{2\sqrt{2}}\frac{m_S^2}{F}S\stackrel{~}{G}\stackrel{~}{G}+\frac{i}{2\sqrt{2}}\frac{m_P^2}{F}P\stackrel{~}{G}\stackrel{~}{G}+\mathrm{h}.\mathrm{c}.,$$
(3)
which give
$$\mathrm{\Gamma }(S\stackrel{~}{G}\stackrel{~}{G})=\frac{m_S^5}{32\pi F^2},\mathrm{\Gamma }(P\stackrel{~}{G}\stackrel{~}{G})=\frac{m_P^5}{32\pi F^2}.$$
(4)
$`S(P)\gamma \gamma `$
The relevant terms in the effective Lagrangian are
$$_{z\gamma \gamma }=\frac{1}{2\sqrt{2}}\frac{M_{\gamma \gamma }}{F}SF^{\mu \nu }F_{\mu \nu }+\frac{1}{4\sqrt{2}}\frac{M_{\gamma \gamma }}{F}Pϵ^{\mu \nu \rho \sigma }F_{\mu \nu }F_{\rho \sigma },$$
(5)
where $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu `$ is the electromagnetic field strength, and
$$M_{\gamma \gamma }=M_1\mathrm{cos}^2\theta _W+M_2\mathrm{sin}^2\theta _W.$$
(6)
In the above equation, $`M_1`$ and $`M_2`$ are the diagonal mass terms for the $`U(1)_Y`$ and $`SU(2)_L`$ gauginos, respectively. From eq. (5) we can easily compute the decay rates, generalizing the results of :
$$\mathrm{\Gamma }(S\gamma \gamma )=\frac{m_S^3M_{\gamma \gamma }^2}{32\pi F^2},\mathrm{\Gamma }(P\gamma \gamma )=\frac{m_P^3M_{\gamma \gamma }^2}{32\pi F^2},$$
(7)
$`S(P)gg`$
The discussion of these decay modes is a straightforward generalization of the previous ones to the non-Abelian case. They are controlled by the effective interactions
$$_{zgg}=\frac{1}{2\sqrt{2}}\frac{M_3}{F}SG^{\mu \nu \alpha }G_{\mu \nu }^\alpha +\frac{1}{4\sqrt{2}}\frac{M_3}{F}Pϵ^{\mu \nu \rho \sigma }G_{\mu \nu }^\alpha G_{\rho \sigma }^\alpha ,$$
(8)
where $`G_{\mu \nu }^\alpha `$ is the $`SU(3)`$ field strength and $`M_3`$ is the gluino mass. From eq. (8) we obtain
$$\mathrm{\Gamma }(Sgg)=\frac{m_S^3M_3^2}{4\pi F^2},\mathrm{\Gamma }(Pgg)=\frac{m_P^3M_3^2}{4\pi F^2}.$$
(9)
$`S(P)\gamma Z`$
Since the gaugino block of the neutralino mass matrix and the gauge boson mass matrix cannot be simultaneously diagonalized (apart from the special case $`M_2=M_1`$), these decay modes may be phenomenologically relevant and cannot be neglected. They are controlled by the effective interactions
$$_{z\gamma Z}=\frac{1}{\sqrt{2}}\frac{M_{\gamma Z}}{F}SF^{\mu \nu }Z_{\mu \nu }+\frac{1}{2\sqrt{2}}\frac{M_{\gamma Z}}{F}Pϵ^{\mu \nu \rho \sigma }F_{\mu \nu }Z_{\rho \sigma },$$
(10)
where $`Z_{\mu \nu }=_\mu Z_\nu _\nu Z_\mu `$ is the Abelian field strength for the $`Z`$ boson, and
$$M_{\gamma Z}=(M_2M_1)\mathrm{sin}\theta _W\mathrm{cos}\theta _W.$$
(11)
From eq. (10) we can easily compute the decay rates
$$\mathrm{\Gamma }(S\gamma Z)=\frac{M_{\gamma Z}^2m_S^3}{16\pi F^2}\left(1\frac{m_Z^2}{m_S^2}\right)^3,\mathrm{\Gamma }(P\gamma Z)=\frac{M_{\gamma Z}^2m_P^3}{16\pi F^2}\left(1\frac{m_Z^2}{m_P^2}\right)^3.$$
(12)
$`S(P)ZZ`$
The discussion of these decay modes is complicated by the fact that the corresponding interactions originate not only from the generalized kinetic terms for the electroweak gauge bosons, but also, in the case of $`S`$, from the generalized kinetic terms of the Higgs bosons. These decay modes are controlled by the effective interactions
$$_{zZZ}=\frac{1}{2\sqrt{2}}\frac{M_{ZZ}}{F}SZ^{\mu \nu }Z_{\mu \nu }\frac{m_Z^2\mu _a}{\sqrt{2}F}SZ^\mu Z_\mu +\frac{1}{4\sqrt{2}}\frac{M_{ZZ}}{F}Pϵ^{\mu \nu \rho \sigma }Z_{\mu \nu }Z_{\rho \sigma },$$
(13)
where
$$M_{ZZ}=M_1\mathrm{sin}^2\theta _W+M_2\mathrm{cos}^2\theta _W,$$
(14)
and $`\mu _a`$ is a diagonal mass term for the antisymmetric neutralino combination, $`(\stackrel{~}{H}_1^0\stackrel{~}{H}_2^0)/\sqrt{2}`$, analogous (but not identical) to the so-called $`\mu `$-term of the MSSM. From eq. (13) we find
$`\mathrm{\Gamma }(SZZ)`$ $`=`$ $`{\displaystyle \frac{1}{32\pi F^2m_S}}[M_{ZZ}^2(m_S^44m_S^2m_Z^2+6m_Z^4)`$ (15)
$``$ $`12M_{ZZ}\mu _am_Z^2\left({\displaystyle \frac{m_S^2}{2}}m_Z^2\right)`$
$`+`$ $`2\mu _a^2m_Z^4({\displaystyle \frac{m_S^4}{4m_Z^4}}{\displaystyle \frac{m_S^2}{m_Z^2}}+3)]\sqrt{1{\displaystyle \frac{4m_Z^2}{m_S^2}}},`$
$$\mathrm{\Gamma }(PZZ)=\frac{M_{ZZ}^2m_P^3}{32\pi F^2}\left(1\frac{4m_Z^2}{m_P^2}\right)^{3/2}.$$
(16)
$`S(P)W^+W^{}`$
The discussion of these decay modes is the obvious generalization of the previous ones. They are controlled by the effective interactions
$$_{zWW}=\frac{1}{\sqrt{2}}\frac{M_2}{F}SW^{\mu \nu +}W_{\mu \nu }^{}\frac{\sqrt{2}m_W^2\mu _a}{F}SW^{\mu +}W_\mu ^{}+\frac{1}{2\sqrt{2}}\frac{M_2}{F}Pϵ^{\mu \nu \rho \sigma }W_{\mu \nu }^+W_{\rho \sigma }^{},$$
(17)
where $`W_{\mu \nu }^\pm =_\mu W_\nu ^\pm _\nu W_\mu ^\pm `$ are the Abelian field strengths for the $`W^\pm `$ bosons, and $`\mu _a`$, already defined above, can be also identified with the diagonal higgsino entry in the chargino mass matrix. From eq. (17) we can easily compute the decay rates
$`\mathrm{\Gamma }(SW^+W^{})`$ $`=`$ $`{\displaystyle \frac{1}{16\pi F^2m_S}}[M_2^2(m_S^44m_S^2m_W^2+6m_W^4)`$ (18)
$``$ $`12M_2\mu _am_W^2\left({\displaystyle \frac{m_S^2}{2}}m_W^2\right)`$
$`+`$ $`2\mu _a^2m_W^4({\displaystyle \frac{m_S^4}{4m_W^4}}{\displaystyle \frac{m_S^2}{m_W^2}}+3)]\sqrt{1{\displaystyle \frac{4m_W^2}{m_S^2}}},`$
$$\mathrm{\Gamma }(PW^+W^{})=\frac{M_2^2m_P^3}{16\pi F^2}\left(1\frac{4m_W^2}{m_P^2}\right)^{3/2}.$$
(19)
$`S(P)f\overline{f}`$
As discussed in , the Yukawa couplings of sgoldstinos to fermions are expected to be suppressed by a factor $`m_f/\sqrt{F}`$, where $`m_f`$ is the fermion mass. This can be justified in terms of the same chiral symmetry that suppresses the off-diagonal (left-right) contributions to the sfermion mass matrices. We then expect these decay modes to be important only for very heavy sgoldstinos decaying into top-antitop pairs, thus we shall always neglect them in the following.
$`SPP`$
If $`m_S>2m_P`$, this decay is kinematically allowed and must be taken into account. At the level of the effective theory, the corresponding cubic coupling is a free parameter, unrelated with the spectrum. In the following we shall always neglect this decay mode, consistently with the strategy of focusing the attention on the lighter sgoldstino, the most likely to be discovered first.
Now that we have explicit formulae for the most important two-body decays of the sgoldstinos, we can move to the discussion of their total widths and branching ratios. Since the expressions for the partial widths of $`S`$ and $`P`$ are identical in all cases of practical interest, we shall give such a discussion only in the case of $`S`$.
The parameters controlling $`S`$ decays are $`m_S`$, $`\sqrt{F}`$, the gaugino masses $`(M_3,M_2,M_1)`$ and the higgsino mass $`\mu _a`$. In the following, when giving numerical examples, we shall focus our attention on the dependences on $`m_S`$ and $`\sqrt{F}`$, by making for the remaining parameters the two representative choices given in table 1. For most values of $`\sqrt{F}`$ to be considered in the following, these choices should be comfortably compatible with the present experimental limits on R-odd supersymmetric particles, coming from LEP and Tevatron searches.
Since all the two-body decay widths are proportional to $`F^2`$, the dependence on $`F`$ drops out of the discussion of the $`S`$ branching ratios. The latter are shown in fig. 1, as functions of $`m_S`$, for the two parameter choices of table 1.
We can see that the dominant decay mode is always the one into gluons. Even in the extreme case (b), this decay mode dominates over the one into photons, because of the color factor $`8`$. Decays into goldstinos can become important only when $`m_S`$ is of the order of $`M_3`$ or larger: in this case, however, we would expect gauginos (produced in pairs or in association with a gravitino) to be detected before sgoldstinos.
The other important quantity is the total $`S`$ width, $`\mathrm{\Gamma }_S`$, controlled by the ratios between the relevant mass parameters and the supersymmetry-breaking scale. Small values of these ratios correspond to relatively long-lived sgoldstinos, large values of these ratios correspond to broad, strongly coupled sgoldstinos: to keep the particle interpretation and the validity of our approximations, we must require, among the other things, that $`\mathrm{\Gamma }_S/m_S1`$. We show in fig. 2 contours corresponding to constant values of $`\mathrm{\Gamma }_S/m_S`$ in the $`(m_S,\sqrt{F})`$-plane, for the parameter choices of table 1.
As we shall see in sects. 3 and 4, the region of parameter space of present experimental interest is such that sgoldstinos can always be treated as very narrow resonances.
A question that should be asked is whether the sgoldstino widths can be so small that sgoldstinos can travel for an experimentally significant length in a detector before decaying. Since, as we have seen, the dominant decay mode is always the one into gluons, the typical distance traveled by a sgoldstino $`S`$ of mass $`m_S`$ and energy $`E_S`$ can be written as
$$L\left(\frac{\sqrt{F}}{1\mathrm{TeV}}\right)^4\left(\frac{1\mathrm{GeV}}{m_S}\right)^3\left(\frac{300\mathrm{GeV}}{M_3}\right)^2\sqrt{\frac{E_S^2}{m_S^2}1}\left(2.75\times 10^2\mu m\right).$$
(20)
Again, we shall check in sects. 3 and 4 that, for $`m_S1\mathrm{GeV}`$, and values of the other parameters not excluded by the present data but leading to non-negligible production cross-sections at LEP, sgoldstinos always decay within a $`\mu m`$ from the primary interaction vertex.
Before concluding this section, we should also mention the possibility of three-body decays such as $`SPf\overline{f}`$ (or $`PSf\overline{f}`$), where $`f`$ is a light matter fermion, induced by local four-point interactions that are not controlled by the gauge couplings, of the form
$$_{f\overline{f}zz}=\frac{1}{2F^2}\left(\stackrel{~}{m}_f^2\overline{f}\overline{\sigma }^\mu f+\stackrel{~}{m}_{f^c}^2\overline{f^c}\overline{\sigma }^\mu f^c\right)\left(S_\mu PP_\mu S\right),$$
(21)
where $`\stackrel{~}{m}_f^2`$ and $`\stackrel{~}{m}_{f^c}^2`$ are the diagonal supersymmetry-breaking masses for the left- and right-handed sfermions, respectively. The corresponding widths are easily calculated in the limit of massless fermions:
$$\mathrm{\Gamma }(SPf\overline{f})=\frac{N_f(\stackrel{~}{m}_f^4+\stackrel{~}{m}_{f^c}^4)}{6144\pi ^3m_S^2F^4}\left[\frac{m_S^88m_S^6m_P^2+8m_S^2m_P^6m_P^8}{m_S}+12m_P^4m_S^3\mathrm{log}\frac{m_S^2}{m_P^2}\right],$$
(22)
where $`N_f=1`$ for leptons and $`N_f=3`$ for quarks, and similarly for $`PSf\overline{f}`$. Equation (22) simplifies considerably when the mass of the sgoldstino in the final state can be neglected:
$$\mathrm{\Gamma }(SPf\overline{f})=\frac{N_f(\stackrel{~}{m}_f^4+\stackrel{~}{m}_{f^c}^4)m_S^5}{6144\pi ^3F^4},(m_P=0).$$
(23)
Notice, however, that these decays are strongly suppressed not only by the phase space, but also by a higher power of the supersymmetry-breaking scale at the denominator. Moreover, this decay mode is of course relevant only for the heavier sgoldstino, thus, on the same basis as for $`SPP`$, we could safely neglect it in the previous discussion.
3. Sgoldstino production
We now review the most important mechanisms for sgoldstino production at $`e^+e^{}`$ colliders, and especially at LEP. As before, whenever the formulae for $`S`$ and $`P`$ are identical in form, apart from the obvious substitution $`SP`$, we refer to $`S`$ only.
Since the sgoldstino couplings to light fermions are suppressed by the corresponding fermion masses (as it is the case for the SM Higgs), resonant production in the $`s`$-channel can be neglected.
At LEPI, we can consider the possibility of $`ZS\gamma `$ decays, whose rate can be easily calculated from the effective Lagrangian of eq. (10):
$$\mathrm{\Gamma }(ZS\gamma )=\frac{M_{\gamma Z}^2m_Z^3}{48\pi F^2}\left(1\frac{m_S^2}{m_Z^2}\right)^3.$$
(24)
To give a measure of the LEPI sensitivity, we show in fig. 3 contours of constant branching ratios, $`BR(ZS\gamma )\mathrm{\Gamma }(ZS\gamma )/\mathrm{\Gamma }_Z`$, in the $`(m_S,\sqrt{F})`$ plane, for the parameter choice (a) of table 1 \[the parameter choice (b) leads to a vanishing effective coupling, $`M_{\gamma Z}=0`$\].
More generally, we can consider the process $`e^+e^{}S\gamma `$. At the classical level, there are only two Feynman diagrams to compute, corresponding to s-channel $`\gamma `$ and $`Z`$ exchange. Neglecting both the electron mass and the $`Z`$ width, the differential cross-section is
$$\frac{d\sigma }{d\mathrm{cos}\theta }\left(e^+e^{}S\gamma \right)=\frac{|\mathrm{\Sigma }|^2s}{64\pi F^2}\left(1\frac{m_S^2}{s}\right)^3\left(1+\mathrm{cos}^2\theta \right),$$
(25)
where
$$|\mathrm{\Sigma }|^2=\frac{e^2Q_e^2M_{\gamma \gamma }^2}{2s}+\frac{g_Z^2(v_e^2+a_e^2)M_{\gamma Z}^2s}{2(sm_Z^2)^2}+\frac{eQ_eg_Zv_eM_{\gamma \gamma }M_{\gamma Z}}{(sm_Z^2)},$$
(26)
$`v_e=T_{3e}/2Q_e\mathrm{sin}^2\theta _W`$, $`a_e=T_{3e}/2`$, $`T_{3e}=1/2`$, $`Q_e=1`$, $`g_Z=e/(\mathrm{sin}\theta _W\mathrm{cos}\theta _W)`$, and $`\theta `$ is the scattering angle in the center-of-mass frame. In the limit $`m_S=0`$, $`M_1=M_2`$ (i.e. $`M_{\gamma Z}=0`$), we recover the results of ref. . This process is particularly relevant at LEPII. To give a measure of the LEPII sensitivity, we draw in fig. 4 contours of constant $`\sigma (e^+e^{}S\gamma )`$ in the $`(m_S,\sqrt{F})`$ plane, for $`\sqrt{s}=200\mathrm{GeV}`$ and the two parameter choices of table 1.
Another process to be considered is $`e^+e^{}PZ`$, an obvious generalization of $`e^+e^{}P\gamma `$. The differential cross-section is given by
$$\frac{d\sigma }{d\mathrm{cos}\theta }\left(e^+e^{}PZ\right)=\frac{|\mathrm{\Sigma }_P|^2}{32\pi s^2F^2}\sqrt{(sm_P^2m_Z^2)^24m_P^2m_Z^2},$$
(27)
where
$$|\mathrm{\Sigma }_P|^2=\left(\frac{e^2Q_e^2M_{\gamma Z}^2}{2s}+\frac{g_Z^2(v_e^2+a_e^2)M_{ZZ}^2s}{2(sm_Z^2)^2}+\frac{eQ_eg_Zv_eM_{\gamma Z}M_{ZZ}}{(sm_Z^2)}\right)\left(t^2+u^22m_P^2m_Z^2\right),$$
(28)
and $`t`$ and $`u`$ are the Mandelstam variables. The cross-section for $`e^+e^{}SZ`$ has some additional complications, because of the couplings controlled by the higgsino mass parameter $`\mu _a`$:
$$\frac{d\sigma }{d\mathrm{cos}\theta }\left(e^+e^{}SZ\right)=\frac{|\mathrm{\Sigma }_S|^2}{32\pi s^2F^2}\sqrt{(sm_S^2m_Z^2)^24m_S^2m_Z^2},$$
(29)
where
$`|\mathrm{\Sigma }_S|^2`$ $`=`$ $`[{\displaystyle \frac{e^2Q_e^2M_{\gamma Z}^2}{2s}}+{\displaystyle \frac{g_Z^2(v_e^2+a_e^2)M_{ZZ}^2s}{2(sm_Z^2)^2}}+{\displaystyle \frac{eQ_eg_Zv_eM_{\gamma Z}M_{ZZ}}{sm_Z^2}}]\left[t^2+u^2+2m_Z^2(2sm_S^2)\right]`$ (30)
$`+`$ $`{\displaystyle \frac{g_Z^2\mu _a^2m_Z^4(v_e^2+a_e^2)}{(sm_Z^2)^2}}\left(2sm_S^2+{\displaystyle \frac{tu}{m_Z^2}}\right)`$
$`+`$ $`{\displaystyle \frac{g_Z\mu _am_Z^2}{sm_Z^2}}\left[{\displaystyle \frac{g_Z(v_e^2+a_e^2)M_{ZZ}}{sm_Z^2}}+{\displaystyle \frac{eQ_eM_{\gamma Z}v_e}{s}}\right]\left[2s(s+m_Z^2m_S^2)\right].`$
We draw in figs. 5 and 6 contours of constant $`\sigma (e^+e^{}PZ)`$ and $`\sigma (e^+e^{}SZ)`$, in the $`(m_P,\sqrt{F})`$ and in the $`(m_S,\sqrt{F})`$ plane, respectively, for $`\sqrt{s}=200\mathrm{GeV}`$ and the two parameter choices of table 1.
Other interesting processes at LEPII are $`e^+e^{}e^+e^{}S`$, occurring via $`\gamma \gamma `$–, $`\gamma Z`$– and $`ZZ`$–fusion, and $`e^+e^{}\nu _e\overline{\nu }_eS`$, occurring via $`WW`$–fusion. We discuss here only the first process, considering only the $`\gamma \gamma `$–fusion diagram, since at LEP energies all the other diagrams give much smaller contributions to the total cross-section, and the interference with $`e^+e^{}Z^{()}Se^+e^{}S`$ is negligible. The production of sgoldstinos via $`\gamma \gamma `$–fusion can be described in the Weizsäcker-Williams approximation, i.e. neglecting contributions of off-shell (non-collinear) photons. So doing, the cross–section for the process $`e^+e^{}e^+e^{}S`$ can be expressed in terms of the cross–section for the subprocess $`\gamma \gamma S`$, where each photon is taken on its mass shell, and carries a fraction of the incoming electron momentum which is distributed according to the Weizsäcker-Williams function. In formulae :
$$\sigma (s)=_{\tau _S}^1𝑑x_1_{\tau _S/x_1}^1𝑑x_2f^{WW}(x_1)f^{WW}(x_2)𝑑\sigma _{\gamma \gamma }(x_1x_2s),$$
(31)
where $`s`$ is the center-of-mass squared energy, $`\tau _S=m_S^2/s`$ and $`x_1,x_2`$ are the fractions of the incoming electron and positron momenta carried by the colliding photons. The Weizsäcker-Williams distribution function is given by
$$f^{WW}(x)=\frac{\alpha _{em}}{2\pi }\left[2m_e^2x\left(\frac{1}{m_S^2}\frac{1x}{m_e^2x^2}\right)+\frac{1+(1x)^2}{x}\mathrm{log}\frac{Q^2(1x)}{m_e^2x^2}\right]$$
(32)
where $`Q`$ is an energy scale of the order of $`m_S`$. Corrections to eq. (31) are suppressed with respect to $`\mathrm{log}(m_e/m_S)`$ by powers of $`m_e/m_S`$ (including the zeroth power). From the effective Lagrangian of eq. (5), we find
$$\sigma _{\gamma \gamma }(\widehat{s})=\frac{M_{\gamma \gamma }^2m_S^2\pi }{4F^2}\delta (\widehat{s}m_S^2),$$
(33)
from which we deduce, after some trivial manipulations,
$$\sigma (e^+e^{}e^+e^{}S)=\frac{M_{\gamma \gamma }^2\tau _S\pi }{4F^2}_{\tau _S}^1\frac{dx}{x}f^{WW}(x)f^{WW}(\tau _S/x).$$
(34)
Numerical results are given in fig. 7, which shows contours of constant $`\sigma (e^+e^{}e^+e^{}S)`$ in the $`(m_S,\sqrt{F})`$ plane, for $`\sqrt{s}=200\mathrm{GeV}`$ and the two parameter choices of table 1.
We conclude this section with a comment similar to the one given at the end of sect. 2. The local effective interaction of eq. (21) can also lead to the pair-production of a CP–even and a CP–odd sgoldstino, with cross-section
$$\frac{d\sigma }{d\mathrm{cos}\theta }(e^+e^{}SP)=\frac{(\stackrel{~}{m}_e^4+\stackrel{~}{m}_{e^c}^4)}{512\pi s^2F^4}\left[(sm_S^2m_P^2)^24m_S^2m_P^2\right]^{3/2}\mathrm{sin}^2\theta ,$$
(35)
where $`\theta `$ is the scattering angle in the center-of-mass frame. For plausible values of the parameters, we expect this cross-section to be suppressed by the large numerical factor and the higher power of the supersymmetry-breaking scale at the denominator. Otherwise, the corresponding signal could be seen as an anomaly in the four-jet sample.
4. Discussion of sgoldstino signals and conclusions
The results of sects. 2 and 3 indicate that sgoldstino production and decay may lead to observable signals at $`e^+e^{}`$ colliders, in particular at LEP. In the case of $`S`$, the most interesting signals correspond to $`e^+e^{}\gamma S`$, $`ZS`$ or $`e^+e^{}S`$, followed by the decay $`Sgg`$. Similar considerations apply to $`P`$. All these signals would deserve a dedicated experimental analysis, including the comparison with the SM backgrounds. In the absence of a positive evidence, these analyses could be converted into stringent combined bounds on the gravitino and sgoldstino masses. While waiting for such an experimental study, we can only give a tentative picture of the LEP discovery potential for sgoldstinos, summarized in fig. 8. In drawing this picture, we just assumed some representative values for the relevant branching ratios and cross-sections. The choice of $`BR(ZS\gamma )=10^5`$ can be partially justified on the basis of some existing OPAL and L3 studies , applicable in the mass region $`20\mathrm{GeV}<m_S<80\mathrm{GeV}`$. As for the other processes, we are not aware of experimental studies whose results could be directly applied. In the case of $`\gamma S`$ production, one should generalize the LEPI analyses of along the lines of . In the case of $`ZS`$ production, one could exploit some similarities with SM Higgs searches (see, e.g., and references therein), keeping in mind two very important differences: i) the production cross-section depends not only on $`m_S`$, but also on the mass parameters of table 1 and on $`\sqrt{F}`$, so the one-to-one correspondence between mass and production cross-section, valid for the SM Higgs, is in general lost; ii) massive sgoldstinos decay into gluon jets, not into $`b`$-jets, thus one cannot exploit all the machinery of $`b`$-tagging techniques. Finally, in the case of $`e^+e^{}e^+e^{}S`$, we expect both leptons to go undetected along the beam pipe in most cases, in accordance with the validity of the approximation used in the computation. Therefore, this signal will presumably suffer from a larger SM background than the previous ones, where the sgoldstino is produced in association with a photon or a $`Z`$. Also, we expect the LEP sensitivity to vary strongly with the sgoldstino masses, the most difficult region being the one with $`m_Sm_Z`$. Because of these problems, we limited ourselves to plotting contours of $`\sigma =10^1\mathrm{pb}`$ for the processes with a photon or a $`Z`$ in the final state, and of $`\sigma =1\mathrm{pb}`$ for the signal corresponding to $`\gamma \gamma `$–fusion, leaving a detailed analysis to our experimental colleagues.
We can see from fig. 8 that sgoldstino searches at LEP are likely to explore virgin land in the parameter space of models with a superlight gravitino. For example, the present limit on $`\sqrt{F}`$, for heavy sgoldstinos and MSSM sparticles, is only slightly above $`200\mathrm{GeV}`$ . The associated production of MSSM sparticles and gravitinos is only relevant for masses of the MSSM sparticles smaller than the values assumed here. Indirect constraints from the muon anomalous magnetic moment , electroweak precision data and anomalous four–fermion interactions just give complementary and comparable bounds. Unitarity bounds just require the supersymmetry-breaking masses to be smaller than $`𝒪(2`$-$`3)\times \sqrt{F}`$, a condition which is comfortably fulfilled along most of our sensitivity contours: the only problematic regions are those very close ($`\stackrel{<}{_{}}5\mathrm{GeV}`$) to the boundary of the phase space for the process under consideration, which should therefore be excluded from the analyses and left for investigations at higher energies. Another fact emerging from fig. 8 is the complementarity of the different signals: their relative importance will depend not only on the experimental sensitivity, but also on the specific values of the gaugino and higgsino masses.
Finally, even if the present work is focused on sgoldstino signals at $`e^+e^{}`$ colliders, we would like to add a few comments on the possibility of producing sgoldstinos at hadron colliders. At leading order in the strong interactions, the dominant production mechanism for massive sgoldstinos should be gluon-gluon fusion, since direct couplings to quark-antiquark pairs are suppressed by the corresponding quark masses. For sufficiently heavy sgoldstinos, the resulting signal would be a peak in the di-jet invariant mass distribution. Such a signal is not present in the limit of negligible sgoldstino masses, and was therefore neglected in previous studies . Another possibility would be to look for sgoldstino production in association with an electroweak gauge boson $`(\gamma ,Z,W)`$ or a jet. In the first case, the relevant partonic processes are $`q\overline{q}\gamma S`$, $`q\overline{q}ZS`$, $`q\overline{q^{}}WS`$, whose cross-sections are the obvious generalizations of those given here for $`e^+e^{}\gamma S`$ and $`e^+e^{}ZS`$. In the second case, there are several diagrams that may contribute at the same order in the strong interactions, thus the calculation of the cross-section is considerably more complicated than the existing ones , performed in the special case of negligible sgoldstino masses. We expect these processes to give constraints comparable with, and complementary to, the processes considered in the present paper. However, the theoretical complications due to the hadronic initial state and the presence of large SM backgrounds require a careful analysis: we are planning to come back to all this in a future publication.
Acknowledgements. We would like to thank S. Ambrosanio, A. Brignole, P. Checchia, F. Feruglio, J.-F. Grivaz and B. Mele for discussions and suggestions. One of us (F.Z.) also thanks ITP, Santa Barbara, where part of this work was done, for the kind hospitality. This research was supported in part by the National Science Foundation under Grant No. PHY94-07194.
Note added. After the submission of the present paper, we were informed by P. Checchia and G. Wilson that, especially when the sgoldstino mass is close to $`m_Z`$, the study of the two-photon decay channel may lead to a sensitivity comparable with the two-gluon decay channel . |
warning/0001/cond-mat0001304.html | ar5iv | text | # 1 Introduction
## 1 Introduction
In the quantum physics some dynamical quantities in the matter, can be expressed by
$`a(E)=\mathrm{Im}\{\mathrm{\Psi }\widehat{A}^{}{\displaystyle \frac{1}{\widehat{H}Eiϵ}}\widehat{A}\mathrm{\Psi }\}=\pi \mathrm{\Psi }\widehat{A}^{}\delta (\widehat{H}E)\widehat{A}\mathrm{\Psi }.`$ (1)
Examples of them are the density of states and the forward scattering amplitude. There are many attempts to calculate the delta function by the polynomial expansions such as the Chebyshev polynomial expansion. In these expansions it is assumed that the eigenvalues are situated inside the fixed ranges. Whether one can obtain a good convergence or not with the expansion, therefore, entirely depends on the state $`\mathrm{\Psi }`$.
In this paper we investigate a new method to numerically calculate the expectation value of the delta function. Our starting point is that the delta function can be represented by the Gaussian function <sup>1</sup><sup>1</sup>1 The Gaussian function has been used for the filter function, where the polynomial expansion and other methods are employed to calculate it. ,
$`\mathrm{\Psi }\widehat{A}^{}\delta (\widehat{H}E)\widehat{A}\mathrm{\Psi }=\underset{\beta \mathrm{}}{lim}\mathrm{\Psi }\widehat{A}^{}\sqrt{{\displaystyle \frac{\beta }{\pi }}}e^{\beta (\widehat{H}E)^2}\widehat{A}\mathrm{\Psi }.`$ (2)
It is justified in the evaluation to use $`\sqrt{\beta /\pi }e^{\beta (\widehat{H}E)^2}`$ with large but finite $`\beta `$ instead of the delta function because $`\beta ^1`$ can be interpreted as the resolution in the actual observations. We then employ the Suzuki-Trotter decomposition to calculate the expectation value of the Gaussian function. This decomposition is quite stable as is well known in the studies of the quantum Monte Carlo method. Extensive work has also been done to calculate $`e^{i\widehat{H}t}`$ by this composition.
In the next section we explain our method in detail, applying it to the one-dimensional quantum mechanics. In Sec. 3 the higher-order decompositions are described and Sec. 4 is devoted to estimating errors in the method. We then present numerical results for the one-dimensional harmonic oscillator in Sec. 5, where the stability of the method is also demonstrated. Sec. 6 contains applications to the three-dimensional problems and the final section is for the summary.
## 2 Methods
Our study here will be limited to the quantum mechanics, i.e. to the one particle problems. Here we describe the method in the one-dimensional case. The Hamiltonian is given by
$`\widehat{H}={\displaystyle \frac{d^2}{dx^2}}+V(x),`$ (3)
where we adopt units of $`\mathrm{}=1`$ and $`m=1/2`$. From Eq.(3) it follows
$`\widehat{H}^2={\displaystyle \frac{d^4}{dx^4}}{\displaystyle \frac{d^2}{dx^2}}V(x)V(x){\displaystyle \frac{d^2}{dx^2}}+V(x)^2.`$ (4)
Next we employ the discrete space representation,
$`x_i=(i1)\mathrm{\Delta }+x_{min}(i=1,\mathrm{},L),\mathrm{\Delta }=(x_{max}x_{min})/L.`$ (5)
The wavefunction $`\varphi (x)=x\varphi `$ is replaced by $`\varphi (x_i)`$, which is denoted as $`\varphi _i`$ hereafter. Then the differentials become
$`{\displaystyle \frac{d^2\varphi (x)}{dx^2}}{\displaystyle \frac{1}{\mathrm{\Delta }^2}}(\varphi _{i+1}+\varphi _{i1}2\varphi _i),`$ (6)
$`{\displaystyle \frac{d^4\varphi (x)}{dx^4}}{\displaystyle \frac{1}{\mathrm{\Delta }^4}}(\varphi _{i+2}+\varphi _{i2}4\varphi _{i+1}4\varphi _{i1}+6\varphi _i),`$ (7)
$`V(x){\displaystyle \frac{d^2\varphi (x)}{dx^2}}+{\displaystyle \frac{d^2V(x)\varphi (x)}{dx^2}}`$
$`{\displaystyle \frac{1}{\mathrm{\Delta }^2}}\{[V(x_{i+1})+V(x_i)]\varphi _{i+1}+[V(x_i)+V(x_{i1})]\varphi _{i1}4V(x_i)\varphi _i\},`$ (8)
respectively, and we obtain a matrix $`H_2`$ to represent $`(\widehat{H}E)^2`$. In order to calculate $`e^{\beta H_2}`$ using the Suzuki-Trotter decomposition, we divide $`H_2`$ into four matrices, $`H_2^{(n)}`$ $`(n=1,2,3,4)`$, which are formed by aligning the $`4\times 4`$ matrices along the diagonal line (See Fig. 1),
$`H_2=H_2^{(1)}+H_2^{(2)}+H_2^{(3)}+H_2^{(4)}.`$ (9)
In the second-order decomposition we approximate $`e^{\beta H_2}`$ by
$`[exp({\displaystyle \frac{\beta }{2N_t}}H_2^{(1)})exp({\displaystyle \frac{\beta }{2N_t}}H_2^{(2)})exp({\displaystyle \frac{\beta }{2N_t}}H_2^{(3)})`$
$`exp({\displaystyle \frac{\beta }{N_t}}H_2^{(4)})exp({\displaystyle \frac{\beta }{2N_t}}H_2^{(3)})exp({\displaystyle \frac{\beta }{2N_t}}H_2^{(2)})exp({\displaystyle \frac{\beta }{2N_t}}H_2^{(1)})]^{N_t}`$ (10)
with the finite Trotter number $`N_t`$. The error in this approximation is $`O(1/N_t^2)`$, as is well known.
## 3 Higher-order decompositions
In Ref. the higher-order decompositions have been discussed. This section is to briefly refer, for later use in our calculations, to the fourth- and the sixth-order decompositions together with the second-order one. For simplicity we describe here only the case where the operator $`\widehat{C}`$ is the sum of the two operators $`\widehat{A}`$ and $`\widehat{B}`$.
The $`K`$th-order formula is defined by
$`e^{x\widehat{C}}=e^{x(\widehat{A}+\widehat{B})}=[\widehat{S}_K(x/N_t)]^{N_t}+O(x^{K+1}/N_t^K).`$ (11)
For the second-order decomposition ($`K=2`$) we have
$`\widehat{S}_2(x)=e^{\frac{x}{2}\widehat{A}}e^{x\widehat{B}}e^{\frac{x}{2}\widehat{A}}.`$ (12)
Using $`\widehat{S}_2`$ the fourth-order decomposition ($`K=4`$) is given by
$`\widehat{S}_4(x)=\widehat{S}_2(p_2x)^2\widehat{S}_2((14p_2)x)\widehat{S}_2(p_2x)^2,`$ (13)
with $`p_2=(44^{1/3})^1=0.4144907717943757`$, while the sixth-order one ($`K=6`$) is represented as
$`\widehat{S}_6(x)=\widehat{S}_2(p_1x)^2\widehat{S}_2(p_2x)^2\widehat{S}_2(p_3x)^2\widehat{S}_2(p_4x)^2\widehat{S}_2(p_3x)^2\widehat{S}_2(p_2x)^2\widehat{S}_2(p_1x)^2`$ (14)
with $`p_1=0.3922568052387732`$, $`p_2=0.1177866066796810`$,
$`p_3=0.5888399920894384`$ and $`p_4=0.6575931603419684`$.
Since we have already obtained $`\widehat{S}_2`$ for our problem in the previous section, it is straightforward to apply these higher-order decompositions to our calculations.
## 4 Errors in the Suzuki-Trotter decomposition
In this section we roughly estimate errors in our method using eigenstates $`\psi _i`$ and eigenvalues $`\lambda _i`$ for the hermitian operator $`\widehat{C}`$, namely
$`\widehat{C}\psi _i=\psi _i\lambda _i,`$ (15)
with $`\psi _i\psi _j=\delta _{ij}`$.
For the operator $`\widehat{S}_K(\delta )`$ in the $`K`$th-order formula, where $`\delta `$ denotes some small $`c`$-number, we have
$$\widehat{S}_K(\delta )=e^{\delta \widehat{C}}+\widehat{E}_K,$$
where $`\widehat{E}_K`$ is $`O(\delta ^{K+1})`$. Then we apply the decomposition for $`e^{\delta N_t\widehat{C}}`$ with a fixed $`\delta N_t`$,
$`[\widehat{S}_K(\delta )]^{N_t}`$ $`=`$ $`[(e^{\delta \widehat{C}}+\widehat{E}_K)]^{N_t}`$ (16)
$`=`$ $`e^{N_t\delta \widehat{C}}+{\displaystyle \underset{k=0}{\overset{N_t1}{}}}e^{k\delta \widehat{C}}\widehat{E}_Ke^{(N_tk1)\delta \widehat{C}}+O(\delta ^{2(K+1)}).`$
Note that the $`\delta `$ should be $`O(1/N_t)`$ here. In order to go on with the estimation we neglect the operators of $`O(\delta ^{2(K+1)})`$ in Eq.(16), although this is not a rigorous procedure. With this approximation we obtain
$`\psi _j[\widehat{S}_K(\delta )]^{N_t}\psi _i`$ $``$ $`\psi _je^{N_t\delta \widehat{C}}+{\displaystyle \underset{k=0}{\overset{N_t1}{}}}e^{k\delta \widehat{C}}\widehat{E}_Ke^{(N_tk1)\delta \widehat{C}}\psi _i`$ (17)
$`=`$ $`\psi _je^{N_t\delta \lambda _i}+{\displaystyle \underset{k=0}{\overset{N_t1}{}}}e^{k\delta \lambda _j}\widehat{E}_Ke^{(N_tk1)\delta \lambda _i}\psi _i`$
$`=`$ $`e^{N_t\delta \lambda _i}\delta _{ij}+{\displaystyle \underset{k=0}{\overset{N_t1}{}}}e^{k\delta \lambda _j}e^{(N_tk1)\delta \lambda _i}\psi _j\widehat{E}_K\psi _i.`$
For $`j=i`$ it reads
$`\psi _i[\widehat{S}_K(\delta )]^{N_t}\psi _ie^{N_t\delta \lambda _i}[1+\psi _i\widehat{E}_K\psi _iN_te^{\delta \lambda _i}].`$ (18)
When $`ji`$, on the other hand, we have
$`\psi _j[\widehat{S}_K(\delta )]^{N_t}\psi _i`$ $``$ $`{\displaystyle \underset{k=0}{\overset{N_t1}{}}}e^{k\delta \lambda _j}e^{(N_tk1)\delta \lambda _i}\psi _j\widehat{E}_K\psi _i`$ (19)
$`=`$ $`\psi _j\widehat{E}_K\psi _i{\displaystyle \frac{e^{N_t\delta \lambda _i}e^{N_t\delta \lambda _j}}{e^{\delta \lambda _i}e^{\delta \lambda _j}}}.`$
Eq.(19) suggests that the error is $`\psi _j\widehat{E}_K\psi _iN_te^{(N_t1)\delta \lambda _i}\delta ^K`$ if $`\delta (\lambda _j\lambda _i)0`$, while for the case $`\lambda _j\lambda _i`$ it is estimated by $`\psi _j\widehat{E}_K\psi _ie^{(N_t1)\delta \lambda _j}\delta ^{K+1}`$.
## 5 Results in one dimension
Now we present our results for the one-dimensional harmonic oscillator whose potential is
$`V(x)=\lambda x^2,`$ (20)
where we fix $`\lambda =1/4`$ so that the energy eigenvalues are $`(k1/2)(k=1,2,3,\mathrm{})`$ in the continuum limit. In our calculations with the discrete space representation using Eqs. (5) $``$ (8) we scale the matrix $`H_2`$ by $`\mathrm{\Delta }^4`$, which demands that the energy should be $`\mathrm{\Delta }^2(k1/2)`$ instead of $`(k1/2)`$. Throughout this section we set $`x_{min}=25`$, $`x_{max}=25`$ and $`L=500`$ in Eq. (5).
Let $`\varphi ^{(k)}`$ be the eigenstate of the Hamiltonian with the eigenvalue $`E_k`$, for which the ordering $`E_k<E_{k+1}`$ is assumed. First, following to Eq.(17) and employing the fourth-order decomposition, we estimate the errors of $`\varphi ^{(k)}e^{\beta (\widehat{H}E)^2}\varphi ^{(20)}`$ with $`\beta =100`$ for several states $`\varphi ^{(k)}`$. In order to estimate errors owing to the decompositions only, we compare our numerical results with those obtained by the exact diagonalization of the matrix $`H_2`$. In Fig. 2 we plot the results as a function of the Trotter number $`N_t`$, which clearly indicate that the errors decrease as $`O(N_t^4)`$. Fig. 3 is to compare the errors estimated with $`N_t=1000`$ and those with $`N_t=2000`$ for each $`k`$ up to 40. Here we see that we can make the errors quite small by increasing $`N_t`$. Note that the largest error is found at $`k=20`$, which is the case described by the Eq. (18).
Next we calculate
$`I(E)\varphi e^{\beta (\widehat{H}E)^2}\varphi ,`$ (21)
using the wavefunction $`\varphi _i`$ which is parametrized by
$`\varphi _i=\varphi _i^{(1)}C_1+\mathrm{}+\varphi _i^{(L)}C_L,C_1^2+\mathrm{}+C_L^2=1,`$ (22)
with the discretized wavefunctions $`\varphi _i^{(k)}\varphi ^{(k)}(x_i)`$. Here we use two wavefunctions as $`\varphi _i`$. One of them, which we will call the wavefunction (A), is given by
$$C_k=\frac{1}{\sqrt{20}}fork20,C_k=0fork21.$$
For the wavefunction (B), which is useful to study the effects due to the highly excited states, we set
$$C_k=C(\frac{1}{\sqrt{20}}+\frac{1}{100})fork20,$$
$$C_k=C/100for21k100,C_k=0fork101,$$
where $`C`$ is the normalization factor. In Fig. 4 we plot the error ratios for the wavefunction (A) with the second-, the fourth- and the sixth-order decompositions as a function of the effective Trotter number $`N_t^{}`$, which is the Trotter number multiplied by the number of $`\widehat{S}_2`$’s in Eqs. (12), (13) and (14)<sup>2</sup><sup>2</sup>2Namely $`N_t^{}=N_t`$ $`(N_t^{}=5N_t`$, $`N_t^{}=14N_t`$) for the second-order (fourth-order, sixth-order) decomposition.. Results for the wavefunction (B) with the fourth-order decomposition are also plotted for a comparison. We see that the errors from each decomposition decrease as $`O(1/N_t^K)`$ in agreement with the theoretical expectation. It should be noted, however, that the fourth-order decomposition is more recommendable than the sixth-order one because the error from the latter turns out to start decreasing only for the large value of $`N_t`$.
Fig. 5 is to demonstrate that the operator $`e^{\beta (\widehat{H}E)^2}`$ can indeed pick up the states with the energy $`E`$. We calculate $`L\varphi ^{(k)}e^{\beta (\widehat{H}E)^2}\varphi `$ $`(1kL)`$ using the wavefunction $`\varphi _i(\varphi _i^{(1)}+\varphi _i^{(2)}+\mathrm{}+\varphi _i^{(L)})/\sqrt{L}`$ for $`\varphi `$ and plot them versus $`E_kE`$. We see that the values of $`\varphi ^{(k)}e^{\beta (\widehat{H}E)^2}\varphi `$ shape a sharp peak in the narrow range around $`E_k=E`$, while they are negligible for other $`k`$’s. This powerful selectivity should be emphasized to be one of the most advantageous features of our method.
Finally, we show the results on $`I(E)`$ and $`\sqrt{\beta /\pi }I(E)`$ in Fig. 6, where the diamonds are the numerical data and the dashed (solid) line is the analytic result with (without) the extra factor <sup>3</sup><sup>3</sup>3Remember that, in order to approximate the delta function by the Gaussian function, we need the extra factor $`\sqrt{\beta /\pi }`$.. In the range $`200\beta 30000`$, the Gaussian function multiplied by the extra factor is almost flat with the value $`0.5`$, which is the exact value in the continuum limit $`L\mathrm{}`$. This result endorses that $`\sqrt{\beta /\pi }I(E)`$ fills the role of the delta function.
## 6 Three-dimensional problems
In this section we discuss the problems of three dimensions. Here the Hamiltonian is
$`\widehat{H}=\stackrel{}{}^2+V(\stackrel{}{r}).`$ (23)
In calculating $`exp[\beta \{\stackrel{}{}^2+V(\stackrel{}{r})E\}^2]`$ we simply extend the method developed in the one-dimensional case and add terms of
$$\frac{d^4}{dx^2dy^2},\frac{d^4}{dy^2dz^2},\frac{d^4}{dz^2dx^2},$$
for which we use the replacements
$`{\displaystyle \frac{d^4\varphi (x,y,z)}{dx^2dy^2}}`$ $``$ $`{\displaystyle \frac{1}{\mathrm{\Delta }^4}}[\varphi _{i+1,j+1,k}+\varphi _{i+1,j1,k}+\varphi _{i1,j+1,k}+\varphi _{i1,j1,k}`$ (24)
$``$ $`2(\varphi _{i+1,j,k}+\varphi _{i1,j,k}+\varphi _{i,j+1,k}+\varphi _{i,j1,k})+4\varphi _{i,j,k}],`$
and so on.
Let us consider the three-dimensional harmonic oscillator, whose potential is given by
$`V(\stackrel{}{r})=\lambda \stackrel{}{r}^2=\lambda (x^2+y^2+z^2),`$ (25)
where we also fix $`\lambda =1/4`$ in our calculations. The energy eigenvalues and their eigenstates can be obtained from those in the one-dimensional case. The state $`\varphi `$ is given by the wavefunction
$$\varphi _{ijk}=\underset{i,j,k=1}{\overset{L}{}}\varphi _i^{(l)}\varphi _j^{(m)}\varphi _k^{(n)}C_{lmn},$$
where $`\varphi _i^{(l)}`$ represents an eigenstate in the one-dimensional case and we take
$$C_{lmn}=1/\sqrt{1000}\mathrm{for}l10,m10,n10.$$
Fig. 7 plots the numerical results on $`I(E)=\varphi e^{\beta (\widehat{H}E)^2}\varphi `$ obtained by the second-order and the fourth-order decompositions, which indicates that the error is $`O(1/N_t^K)`$ in these cases, too. We then apply our method to calculate the density of states defined by
$$\rho (E)=tr[\delta (\widehat{H}E)].$$
Replacing the delta function with the Gaussian function
$$\rho (E,\beta )=tr[\sqrt{\frac{\beta }{\pi }}e^{\beta (\widehat{H}E)^2}],$$
we evaluate the $`trace`$ by means of the random states,
$$\varphi =\underset{i,j,k=1}{\overset{L}{}}i,j,k\xi _{ijk},\xi _{ijk}\xi _{i^{}j^{}k^{}}=\delta _{ii^{}}\delta _{jj^{}}\delta _{kk^{}},$$
where a state $`i,j,k`$ denotes a particle at the position $`(x_i,y_j,z_k)`$ and $``$ represents the statistical average. Results on $`\rho (E,\beta )`$ with our method are shown in Fig. 8 by the dots. The solid line in the figure gives the exact value of $`\rho (E,\beta )`$ calculated using the all eigenvalues in the discretized three-dimensional space,
$$\rho (E,\beta )_{exact}=\underset{i,j,k=1}{\overset{L}{}}\sqrt{\frac{\beta }{\pi }}e^{\beta \{E(i,j,k)E\}^2},$$
where $`E(i,j,k)=E_i+E_j+E_k`$ and $`E_{i(j,k)}`$ is the $`i(j,k)`$th energy eigenvalue for the one-dimensional harmonic oscillator. We also show $`E^2`$ by the dashed line, which is obtained in the continuous space by
$$\underset{\mathrm{\Delta }0}{lim}\underset{k_x,k_y,k_z=1}{}\delta (E\mathrm{\Delta }(\omega _x+\omega _y+\omega _z))=_0^E𝑑\omega _x^{}𝑑\omega _y^{}𝑑\omega _z^{}\delta (E\omega _x^{}\omega _y^{}\omega _z^{}),$$
where $`\omega _{x(y,z)}`$ denotes $`k_{x(y,z)}1/2`$. We see that the agreement is satisfactory.
## 7 Summary
In this paper we present detailed descriptions of a new method to calculate expectation values of a delta function of the Hamiltonian. We replace the delta function by the Gaussian function and apply the Suzuki-Trotter decomposition to it. For concrete examples we carry out numerical calculations on the quantum mechanical problems. Our results for the harmonic oscillator problems in one- and three-dimensional space indicate that this method is useful to study the dynamical quantities.
Let us close our summary with a few remarks on further possible developments of our method. It would be very important to apply it to the problems beyond the quantum mechanics, the spin system for instance. Applications to the Green function and a step function are also quite interesting.
Acknowledgement
We would like to thank Profs. M. Suzuki, S. Miyashita, H. Kono, H. Tanaka and T. Nakayama for valuable discussions. Communications with Dr. Iitaka have been quite helpful to our study. |
warning/0001/cond-mat0001073.html | ar5iv | text | # Nonadiabatic noncyclic geometric phase of a spin-1/2 particle subject to an arbitrary magnetic field
## I Introduction
Berry’s phase and its generalization, the Aharonov-Anandan(AA) phase , have attracted considerable attention in recent years . It was discovered by Berry that a geometric phase $`\gamma _n(C)=i_Cn(\stackrel{}{R})|_\stackrel{}{R}|n(\stackrel{}{R})d\stackrel{}{R}`$, in addition to the usual dynamic phase, $`\frac{1}{\mathrm{}}_0^\tau E_n(\stackrel{}{R})𝑑t`$, is accumulated on the wavefunction of a quantum system, provided that the Hamiltonian is cyclic and adiabatic. This adiabatic geometric phase has found many applications in physics, particularly in mesoscopic systems where the quantum interference is important. Loss et al found that the persistent currents can be induced by the adiabatic Berry phase in a closed mesoscopic ring embedded in a static inhomeneous magnetic field . Zhu et al proposed a novel experiment to test AA phase in a textured mesoscopic open ring subject to a crown-like magnetic field . An interesting kind of topological transition induced by the interference of the adiabatic Berry phase was proposed in Ref. . Moreover, the geometric phase can be generalized to even noncyclic evolution , and a very recent experiment to test the noncyclic evolution is reported by Wagh et al .
While dealing with the interference of light, Pancharatnam came up with a brilliant idea regarding a general phase of the evolution for a polarized light , which was then generalized to an arbitrary quantum evaluation . When a system evolves from an initial state $`|\psi (0)`$ to a final state $`|\psi (t)=\widehat{U}(t)|\psi (0)`$ with $`\widehat{U}(t)`$ a unitary evolutation operator and $`\psi (0)|\widehat{U}(t)|\psi (0)0`$, we refer $`\gamma _t`$ as the phase of $`|\psi (t)`$ relative to $`|\psi (0)`$ once we have
$$\psi (0)|\widehat{U}(t)|\psi (0)=e^{i\gamma _t}|\psi (0)|\widehat{U}(t)|\psi (0)|.$$
(1)
For an arbitrary quantum evolution, the geometric Pancharatnam phase can be defined as $`\gamma _p=\gamma _t\gamma _d`$, where $`\gamma _d=\frac{1}{\mathrm{}}_0^t\psi (t)|\widehat{H}|\psi (t)𝑑t`$ is the dynamical phase with $`\widehat{H}`$ as the Hamiltonian of the system.
Consider a quantum system whose normalized state vector $`|\psi (t)`$ evolves according to the Schrödinger equation $`i\mathrm{}\frac{d}{dt}|\psi (t)=\widehat{H}(t)|\psi (t)`$ . Let us define a new state vector $`|\varphi (t)`$ which differs from $`|\psi (t)`$ only in that its dynamical phase factor has been removed. The Pancharatnam phase difference between any two nonorthogonal elements of $`\mathrm{}`$ can be obtained by the following geodesic rule: If one writes $`\varphi _1|\varphi _2=\rho exp(i\gamma )`$, $`\rho >0`$, the phase $`\gamma `$ is given by the line integral of $`A_s`$ along any geodesic lift from $`|\varphi _1`$ to $`|\varphi _2`$ , where $`A_s=Im\varphi (s)|d/ds|\varphi (s)`$ with $`s`$ as a parameter. Using this rule, we are able to calculate the nonadiabatic noncyclic Pancharatnam phase accumulated in the evolution of a spin-$`\frac{1}{2}`$ particle subject to an arbitrary magnetic field; It is worth noting that the Pancharatnam phase has physical reality only when the rotated part of the wave function is somehow made to interfere with another part that was not rotated. The formulas to be derived can be used for all two-level systems because any two-level system can be mapped into a system of the spin-$`\frac{1}{2}`$ in a specific magnetic field .
On the other hand, with the advancement of nanotechnology, it is possible to fabricate mesoscopic rings of size within the phase coherence length so that the phase memory is retained by electrons throughout the whole system. In such systems, the electronic quantum transport is significantly affected by the geometric phase which may not be cyclic or adiabatic, However, most theoretical studies of the geometric phase in mesoscopic systems have so far been limited to the cases of adiabatic or cyclic electronic transport. Therefore, it is quite useful and interesting to investigate theoretically the noncyclic nonadiabatic geometric phase and its effect on the electronic transport in mesoscopic systems. Motivated by this, we study the noncyclic nonadiabatic Pancharatnam phase of an electron and discuss the related quantum inference in a mesoscopic ring connected to current leads subject to a magnetic field.
The paper is organized as follows. In Sec. II, we derive a formula of the noncyclic nonadiabatic geometric Pancharatnam phase for a quantum particle of spin-$`\frac{1}{2}`$ subject to an arbitrary magnetic field. In Sec. III, the formula is applied to the three systems subject to, respectively, three specific magnetic fields. For an orientated magnetic field, the Pancharatnam phase is derived exactly. For a rotating magnetic field, the evolution equation is solved analytically, and the geometric phase is computed numerically. In particular, a striking topological transition in a mesoscopic ring subject to an in-plane magnetic field is addressed. The paper ends with a brief summary.
## II General formula
The Hamiltonian for a system of spin-$`\frac{1}{2}`$ particle subject to an arbitrary magnetic field $`𝐁(t)`$ is given by
$$\widehat{H}(t)=\frac{\mu }{2}𝐁(t)\stackrel{}{\sigma },$$
(2)
where $`\mu `$ is the Bohr magneton, and $`\stackrel{}{\sigma }=(\sigma _x,\sigma _y,\sigma _z)`$ with $`\sigma _{x,y,z}`$ as Pauli matrices. The space of states of this system is the projective space $`CP^{(1)}`$, which is diffeomorphic to the unit sphere $`S^2`$ ($`CP^{(1)}S^3/U(1)S^2`$). The point in $`S^2`$ associated with an arbitrary state $`|\psi `$ of the system is $`𝐧=\psi |\stackrel{}{\sigma }|\psi `$. Reciprocally, for a given vector $`bfnS^2`$, parameterized in a North chart by
$$𝐧=(n_1,n_2,n_3)=(sin\theta cos\phi ,sin\theta sin\phi ,cos\theta ),$$
we can associate this vector with the spin state
$$|\psi =\left(\begin{array}{c}e^{i\phi /2}cos(\theta /2)\hfill \\ e^{i\phi /2}sin(\theta /2)\hfill \end{array}\right)_\sigma ,$$
where subscript $`\sigma `$ denotes the spin space. The Schr$`\ddot{o}`$dinger equation for the state $`|\psi (t)`$, $`\frac{d}{dt}|\psi (t)=\frac{i}{\mathrm{}}\widehat{H}(t)|\psi (t)`$, can be expressed in the following form for the vector $`𝐧(t)`$: $`\frac{d𝐧(t)}{dt}=\frac{\mu }{\mathrm{}}𝐁(t)\times 𝐧(t)`$ . This equation can be rewritten in a matrix form as
$$\frac{d𝐧^T(t)}{dt}=\widehat{B}_M(t)𝐧^T(t),$$
(3)
with
$$\widehat{B}_M(t)=\frac{1}{\mathrm{}}\left(\begin{array}{ccc}0\hfill & \mu B_3(t)& \hfill \mu B_2(t)\\ \mu B_3(t)\hfill & 0& \hfill \mu B_1(t)\\ \mu B_2(t)\hfill & \mu B_1(t)& \hfill 0\end{array}\right)$$
for $`𝐁(t)=(\begin{array}{ccc}B_1(t),\hfill & B_2(t),& \hfill B_3(t)\end{array})`$, where $`T`$ represents the transposition of matrix.
The evolution from an initial state $`𝐧(0)`$ to a final state $`𝐧(t)`$ corresponds to a curve on the sphere $`S^2`$. This field-depend curve may be very complicated. A cyclic evolution of the state is represented by a closed curve on the sphere, that is, $`𝐧(\tau )=𝐧(0)`$ with $`\tau `$ as a period of a cycle. Whether the evolution is cyclic or not is dependent on both the magnetic field and the initial state. The evolution of the spin-$`\frac{1}{2}`$ system is noncyclic in general although it is cyclic in some special cases, which we will discuss later on. The general curve $`𝐧(t)`$ can hardly be solved analytically, even though $`𝐧(t)`$ may be exactly determined in some special conditions. The solution of Eq.(3) may be written formally as a $`\widehat{T}`$-exponential: $`𝐧^T(t)=\widehat{T}exp(\widehat{Q}(t))𝐧^T(0)`$ with $`\widehat{T}`$ as the time-ordering operator and $`\widehat{Q}(t)=_0^t\widehat{B}_M(t^{})𝑑t^{}`$. We can ignore the $`\widehat{T}`$-operator if $`\widehat{B}_M(t)`$ at different times commute. Once we find an operator $`\widehat{S}(t)`$ to diagonalize $`\widehat{Q}(t)`$ in the base: $`\widehat{I}(t)=\widehat{S}^1(t)\widehat{Q}(t)\widehat{S}(t)=diag(\lambda _1(t),\lambda _2(t),\lambda _3(t))`$, we have the exact solution:
$$𝐧^T(t)=\widehat{S}(t)e^{\widehat{I}(t)}\widehat{S}^1(t)𝐧^T(0).$$
(4)
For a general initial state
$$|\varphi (t_i)=\left(\begin{array}{c}e^{\frac{i\phi _i}{2}}cos\frac{\theta _i}{2}\hfill \\ e^{\frac{i\phi _i}{2}}sin\frac{\theta _i}{2}\hfill \end{array}\right)_\sigma ,$$
the state at the instant $`t`$ is
$$|\varphi (t)=\left(\begin{array}{c}e^{\frac{i\phi _{(t)}}{2}}cos\frac{\theta (t)}{2}\hfill \\ e^{\frac{i\phi _{(t)}}{2}}sin\frac{\theta (t)}{2}\hfill \end{array}\right)_\sigma .$$
A unique curve $`𝐧(t)`$ on the unit sphere $`S^2`$ is determined by the evolution $`|\varphi (t)`$ with the initial point $`A`$ of coordinates $`𝐧(t_i)=(sin\theta _icos\phi _i,sin\theta _isin\phi _i,cos\theta _i)`$ and the final point $`P`$ of coordinates $`𝐧(t_f)=(sin\theta _fcos\phi _f,sin\theta _fsin\phi _f,cos\theta _f)`$. Then, $`|\varphi (t)=\widehat{U}(t,0)|\varphi (0)`$ with $`\widehat{U}(t,0)=\widehat{T}exp(\frac{i}{\mathrm{}}_0^t\widehat{H}(t^{})𝑑t^{})`$ as the unitary evolution operator which gives a curve $`\stackrel{}{AHP}`$ on the unit sphere $`S^2`$. If $`\varphi (0)|\widehat{U}(t_f,0)|\varphi (0)`$ is not zero, the Pancharatnam phase $`\gamma _p(t_f)`$ is defined by
$$\varphi (0)|\widehat{U}(t_f,0)|\varphi (0)=e^{i\gamma _p(t_f)}|\varphi (0)|\widehat{U}(t_f,0)|\varphi (0)|.$$
(5)
Clearly, $`\gamma _p(t_f)`$ recovers the AA phase $`\gamma _{AA}`$ if $`𝐧(t_f)=𝐧(0)`$ for $`t_f=\tau >0`$ . For a noncyclic evolution, we can introduce a specific unitary operator $`\widehat{U}_c(\tau ,t_f)`$ which makes $`𝐧(\tau )=𝐧(0)`$ after the evolution $`|\varphi (\tau )=\widehat{U}_c(\tau ,t_f)|\varphi (t_f)`$, and thus we have
$`\varphi (0)|\widehat{U}(t_f,0)|\varphi (0)`$ $`=`$ $`\varphi (0)|\widehat{U}_c^+(\tau ,t_f)\widehat{U}_c(\tau ,t_f)\widehat{U}(t_f,0)|\varphi (0)`$ (6)
$`=`$ $`\varphi (0)|\widehat{U}_c^+(\tau ,t_f)|\varphi (\tau )`$ (7)
$`=`$ $`\varphi (0)|\widehat{U}_c^+(\tau ,t_f)|\varphi (0)e^{i\gamma _{AA}(\tau )}.`$ (8)
If $`\varphi (0)|\widehat{U}_c^+(\tau ,t_f)|\varphi (0)`$ is real and positive, it is clear from Eqs.(5) and (7) that the Pancharatnam phase for the noncyclic evolution is given by the AA phase of the specific cyclic evolution $`C`$ determined by the operator $`\widehat{U}_c(\tau ,t_f)\widehat{U}(t_f,0)`$, i.e.,
$$\gamma _p(t_f)=\gamma _{AA}(\tau ).$$
(9)
We now consider a special evolution operator $`\widehat{U}_g(\tau ,t_f)`$ which makes the state pass from $`P`$ to $`A`$ along the shortest path $`\stackrel{}{PSA}`$ (i.e., the geodesic curve) in the unit sphere of $`S^2`$. Then, $`\stackrel{}{AHP}`$ and $`\stackrel{}{PSA}`$ forms a closed curve $`C`$ on the surface $`S^2`$. The geometric phase for this cycle is determined from the surface area $`S_C`$ closed by the curve $`C`$ , i.e.,
$$\gamma _{AA}(\tau )=\frac{1}{2}S_C=\frac{1}{2}_{Surface}𝐧𝑑𝐒.$$
The surface integral can be transformed into a line integral by introducing a vector field $`𝐀_s`$ such that $`\times 𝐀_s=𝐧/2`$ on the surface. It can be found that the vector potential $`𝐀_s(𝐧)=(\frac{n_2}{2(1+n_3)},\frac{n_1}{2(1+n_3)},0)`$ describing the field of a monopole satisfies the requirement . Therefore, we have
$`\gamma _{AA}(\tau )`$ $`=`$ $`{\displaystyle _C}𝐀_s𝑑𝐧`$ (10)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^{tf}}{\displaystyle \frac{n_1\underset{2}{\overset{}{n}}n_2\underset{1}{\overset{}{n}}}{1+n_3}}𝑑t+{\displaystyle _{\stackrel{}{PSA}}}𝐀_s𝑑𝐧,`$ (11)
where the dot denotes the time derivative, and the second line integral is performed along the shorter geodesic curve from $`P`$ to $`A`$. The equation to describe the geodesic curve through point $`P`$ to $`A`$ can be expressed as
$$tg\theta =\frac{\kappa }{\eta cos\phi +\zeta sin\phi },$$
(12)
with
$$\begin{array}{c}\eta =n_2(t_i)n_3(t_f)n_3(t_i)n_2(t_f),\hfill \\ \zeta =n_1(t_i)n_3(t_f)+n_3(t_i)n_1(t_f),\hfill \\ \kappa =n_1(t_i)n_2(t_f)n_2(t_i)n_1(t_f).\hfill \end{array}$$
Substituting Eq. (12) into $`_{\stackrel{}{PSA}}𝐀_s𝑑𝐧`$, we obtain
$$_{\stackrel{}{PSA}}𝐀_s𝑑𝐧=arctg\frac{sin(\phi _f\phi _i)}{ctg\frac{\theta _f}{2}ctg\frac{\theta _i}{2}+cos(\phi _f\phi _i)}.$$
(13)
The evolution curve determined from the above operator $`\widehat{U}_g(\tau ,t_f)`$ is the geodesic curve, which indeed ensures $`\varphi (0)|\widehat{U}_g^+(\tau ,t_f)|\varphi (0)`$ to be real and positive . Therefore, we have, from Eqs. (9), (11) and (13),
$`\gamma _p(t_f)=`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^{tf}}{\displaystyle \frac{n_1\underset{2}{\overset{}{n}}n_2\underset{1}{\overset{}{n}}}{1+n_3}}𝑑t`$ (14)
$`+`$ $`arctg{\displaystyle \frac{sin(\phi _f\phi _i)}{ctg\frac{\theta _f}{2}ctg\frac{\theta _i}{2}+cos(\phi _f\phi _i)}}.`$ (15)
Equation (15) is a central result of this paper, which provides a very useful formula for computing the noncyclic nonadiabatic geometric phase for any two-level system. We emphasize that Eq.(15) can be used to any evolution of a spin-$`\frac{1}{2}`$ particle subject to an arbitrary magnetic field $`𝐁(t)`$.
## III Applications to three specific systems
We now apply Eq.(15) to systems subject to an orientated magnetic field, a rotating magnetic field, and a rotating plus a constant magnetic field.
### A An orientated magnetic field
The simplest system is that a spin-$`\frac{1}{2}`$ particle is subject to an orientated magnetic field, which can be written as $`𝐁=(0,0,B_3)`$. The Pancharatnam phase for this system can be obtained straightforwardly even for time-dependent $`B_3`$ because the magnetic matrix $`\widehat{B}_M(t)`$ at different times commute. One can find that
$$\widehat{S}(t)e^{\widehat{I}(t)}\widehat{S}^1(t)=\left(\begin{array}{ccc}cos\phi _t\hfill & sin\phi _t& \hfill 0\\ sin\phi _t\hfill & cos\phi _t& \hfill 0\\ 0\hfill & 0& \hfill 1\end{array}\right)$$
where $`\phi _t=\frac{2\mu }{\mathrm{}}_0^tB_3(t^{})𝑑t^{}`$. Thus, for the initial state $`𝐧(0)=(sin\theta _icos\phi _i,sin\theta _isin\phi _i,cos\theta _i),`$ we have $`𝐧(t)=(sin\theta _icos(\phi _i+\phi _t),sin\theta _isin(\phi _i+\phi _t),cos\theta _i)`$ from Eq.(4). Therefore, it is straightforward from Eq.(15) to find
$$\gamma _p(t)=\frac{\phi _t}{2}(1cos\theta _i)+arctg\frac{sin\phi _t}{ctg^2\frac{\theta _i}{2}+cos\phi _t}.$$
(16)
We can rewrite Eq.(16) as
$$tg[\gamma _p(t)\frac{\phi _t}{2}cos\theta _i]=tg\frac{\phi _t}{2}cos\theta _i,$$
which recovers the result for the constant magnetic field $`B_3`$ reported in Ref.. This noncyclic geometric phase was indeed detected in a well-performed polarized neutron interferometric experiment.
### B A rotating magnetic field
Consider a spin-$`\frac{1}{2}`$ quantum particle in a rotating magnetic field. The Hamiltonian of the system is Eq.(2) with the magnetic field given by
$$𝐁=(B_0cos\omega t,B_0sin\omega t,B_1),$$
(17)
where $`B_0`$ and $`B_1`$ are constants.
The adiabatic and cyclic Berry phase for this system has been found to be $`\frac{1}{2}\mathrm{\Omega }_C`$ with $`\mathrm{\Omega }_C=2\pi (1cos\alpha )`$ as the solid angle that $`C`$ subtends to the center of the unit sphere , where $`\alpha =arctg(B_0/B_1)`$ is the fixed tilt angle. A general evolution follows a nonadiabatic, and even a noncyclic one. The magnetic matrix $`\widehat{B}_M`$ can now be expressed as
$$\widehat{B}_M(t)=\left(\begin{array}{ccc}0\hfill & \omega _1& \hfill \omega _0sin\omega t\\ \omega _1\hfill & 0& \hfill \omega _0cos\omega t\\ \omega _0sin\omega t\hfill & \omega _0cos\omega t& \hfill 0\end{array}\right),$$
with $`\omega _i=\mu B_i/\mathrm{}`$. Though the matrices $`\widehat{B}_M(t)`$ at different times do not commute, we can still solve this problem exactly. Let us introduce a new vector
$$𝐮^T(t)=\left(\begin{array}{ccc}cos\omega t\hfill & sin\omega t& \hfill 0\\ sin\omega t\hfill & cos\omega t& \hfill 0\\ 0\hfill & 0& \hfill 1\end{array}\right)𝐧^T(t).$$
(18)
Equation (3) for $`𝐧^T(t)`$ can be replaced by an equivalent equation
$$\frac{d}{dt}𝐮^T(t)=\widehat{B_u}𝐮^T(t),$$
with $`𝐮^T(0)=𝐧^T(0)`$ and
$$\widehat{B_u}=\left(\begin{array}{ccc}0\hfill & \omega +\omega _1& \hfill 0\\ (\omega +\omega _1)\hfill & 0& \hfill \omega _0\\ 0\hfill & \omega _0& \hfill 0\end{array}\right).$$
Note that the matrices $`\widehat{B}_u`$ at different times commute because of its time-independence, from Eq.(4) and (18), the curve $`𝐧(t)`$ is derived exactly as
$$𝐧^T(t)=\left(\begin{array}{ccc}cos\omega t\hfill & sin\omega t& \hfill 0\\ sin\omega t\hfill & cos\omega t& \hfill 0\\ 0\hfill & 0& \hfill 1\end{array}\right)$$
$$\left(\begin{array}{ccc}sin^2\chi +cos^2\chi cos\omega _st\hfill & cos\chi sin\omega _st& \hfill \frac{1}{2}sin2\chi (1cos\omega _st)\\ cos\chi sin\omega _st\hfill & cos\omega _st& \hfill sin\chi sin\omega _st\\ \frac{1}{2}sin2\chi (1cos\omega _st)\hfill & sin\chi sin\omega _st& \hfill cos^2\chi +sin^2\chi cos\omega _st\end{array}\right)𝐧^T(0),$$
(19)
where $`\omega _s=\sqrt{\omega _0^2+(\omega +\omega _1)^2}`$ and $`\chi =arctg\frac{\omega _0}{\omega _1+\omega }`$. From Eq.(19) and Eq.(15), the Pancharatnam phase can be readily computed analytically or numerically, which will be useful in studing the interference effect on the nonadiabatic noncyclic electronic transport across a mesoscopic Aharonov-Bohm ring connected to the current leads (see also, e.g., Sec. IIIA).
For a cyclic evolution, the above result can be further simplified. The evolution can be cyclic if the frequencies $`\omega _s`$ and $`\omega `$ are commensurable, that is, $`\omega _s=\frac{m\omega }{k}`$ with $`m`$ and $`k`$ as irrational integers. Under this condition, the corresponding Pancharatnam phase accumulated in one cycle with the initial state
$$|\varphi (0)=\left(\begin{array}{c}e^{i\phi _i/2}cos(\theta _i/2)\hfill \\ e^{i\phi _i/2}sin(\theta _i/2)\hfill \end{array}\right)_\sigma $$
can be obtained explicitly
$$\gamma _p(\tau )=\gamma _{AA}(\tau )=m\pi (1cos\beta )k\pi (1cos\chi cos\beta ),$$
(20)
where $`\tau =2k\pi /\omega =2m\pi /\omega _s`$, and $`cos\beta =cos\theta _icos\chi +sin\theta _isin\chi cos\phi _i`$. If we define an effective magnetic field in the spherical coordinates $`𝐁_{eff}(t)=(B_{eff},\chi ,\omega t)`$ with $`B_{eff}=\mathrm{}\omega _s/\mu `$, $`\beta `$ is just a constant angle between the vectors $`𝐧(t)`$ and $`𝐁_{eff}(t)`$ . Note that the evolution given by Eq.(19) is basically the superposition of two rotations. The first one is that the effective magnetic field rotates around the $`z`$ axis with the angle $`\chi `$ and the angular frequency $`\omega `$. The second one is the spin precession around the direction of the effective magnetic field with an angle $`\beta `$ and a precession angular frequency $`\omega _s`$. The combination of the two rotations leads to a cyclic evolution only if the frequencies $`\omega _s`$ and $`\omega `$ are commensurable. Obviously, the geometric phases induced by the first and second rotations are respectively the second and first terms of the RHS of Eq.(20). In the adiabatic limit, we have $`\chi \alpha `$ ($`\omega /\omega _10`$), and $`\beta 0`$ ($`\phi _i0`$ and $`\theta _i\chi `$) because $`𝐧(t)`$ aligns with $`𝐁_{eff}(t)`$. Therefore, the adiabatic Berry phase is recovered.
The Pancharatnam phase $`\gamma _p(t_f)`$ (and $`\xi (t_f)`$ defined later) versus the time $`t_f`$ is plotted in Fig.1 with $`\phi _i=\pi /6`$, $`\theta _i=5\pi /12`$, $`\alpha =\pi /3`$, $`\omega =50Hz`$, and $`\omega _s=2\omega `$ (solid line), $`\sqrt{3}\omega `$ (dotted line), respectively. If we define a function $`\xi (t_f)=\gamma _p(t_f)\gamma _p(\eta \tau )`$ with $`\eta =Int[t_f/\tau ]`$, we can see from the inset of Fig.1 that $`\xi (t_f)`$ is a periodic function of $`t_f`$ with period $`\tau =2\pi /\omega `$ for $`\omega _s=2\omega `$. Also $`\gamma _{AA}=\gamma _p(t_f)\gamma _p(t_f\tau )=0.61`$ is the AA phase for the cyclic evolution. However, the dotted line in Fig.1 does not have the above properties because the evolution is not cyclic during finite time.
### C Topological transition in a mesoscopic ring subject to an in-plane magnetic field
Recently, Lyanda-Geller investigated the adiabatic Berry phase induced by the spin-orbit interaction in low dimensional or lowered symmetry conductors, and proposed an interesting phenomenon: topological transition . Here, we propose that this phenomenon may occur in a mesoscopic ring subject to an in-plane magnetic field, which may be easier to be observed. As an application of Eq.(15), we also analyze whether or not this topological transition exists in nonadiabatic noncyclic cases.
Consider a mesoscopic ring with radius $`r`$ connected to current leads in a static magnetic field, as shown in Fig.2. We assume that the motion of electrons in the whole system is ballistic, however, we include the spin-flip processes induced by the inhomogeneous magnetic field, which is a big merit to consider the Pancharatnam phase rather than the cyclic AA phase or the adiabatic Berry phase, where an artificial restriction that spin-up and spin-down electrons traverse the ring independently is required .
An incoming electron wave incident from the left lead is splitted into two beams at the left junction and recombined at the right junction into the outgoing wave through the right lead. As a consequence, the motion of spin-$`\frac{1}{2}`$ electron in the textured ring is equivalent to a quantum spin-$`\frac{1}{2}`$ in a rotating magnetic field in time. For a beam of electron wave with Fermi velocity $`V_f=\mathrm{}k_f/m_e`$, where $`k_f`$ is the Fermi wave vector and $`m_e`$ is the effective electron mass, the time for electrons to traverse ballistically one round in the ring is $`t_0=\frac{2\pi r}{V_f}`$, which is the interval that the electron moves in the magnetic field . In this situation, the Pancharatnam phase mentioned above in addition to the usual Aharonov-Bohm(AB) phase due to the coupling of electrons to the conventional electromagnetic gauge potential, is accumulated on the electron wavefunction. In such a system, the quantum transport is significantly affected by the AB phase and Pancharatnam phase. We assume for simplicity the ring to be symmetric. Following the method originally given by Büttiker, Imry, and Azbel , the transmission coefficient affected by the geometric phase can be obtained as
$$T_g=\frac{2ϵ^2sin^2(k_f\pi r)(1+cos\gamma )}{[a^2+b^2cos\gamma (1ϵ)cos(2k_f\pi r)]^2+ϵ^2sin^2(2k_f\pi r)},$$
(21)
where $`a=\pm (\sqrt{12ϵ}1)/2`$, $`b=\pm (\sqrt{12ϵ}+1)/2`$ with $`0ϵ1/2`$, and $`\gamma =2\pi \varphi _{AB}/\varphi _0+\gamma _p`$ is the total geometric phase with $`\varphi _{AB}`$ as the AB flux and $`\varphi _0=h/e`$ as the usual flux quantum. Here the parameter $`ϵ`$ stands for the coupling strength of the ring to two leads, and $`ϵ=0`$ in the weak coupling limit while $`ϵ=1/2`$ in the strong coupling limit.
The time-dependent Hamiltonian describing the spin motion in Fig.2 is given by
$$\widehat{H}=g\mu [\sigma _x(B_tsin\omega _ft+B_x)+\sigma _yB_tcos\omega _ft],$$
(22)
where $`\omega _f=2\pi /t_0`$ and $`g`$ is the gyromagnetic ratio. A natural basis for $`\widehat{H}`$ consists of $`|n_+(t)`$ and $`|n_{}(t)`$ that satisfy $`\widehat{H}(t)|n_j(t)=E_j(t)|n_j(t)`$ $`(j=+,)`$ is given by $`n_j(t)|=\frac{1}{\sqrt{2}}(1,\frac{E_j}{\mathrm{}(\omega _x+i\omega _texp(i\omega _ft))})`$ with corresponding eigenenergies $`E_j=j\mathrm{}\sqrt{\omega _t^2+\omega _x^22\omega _t\omega _xsin\omega _ft}`$ and $`\omega _{t,x}=g\mu B_{t,x}/\mathrm{}`$. Within the adiabatic approximation, the Berry phase $`\gamma _{Berry}`$ accumulated on the wave function is found to be $`\gamma _{Berry}=\pi `$ for $`\omega _x<\omega _t`$, $`\gamma _{Berry}=\pi /2`$ for $`\omega _x=\omega _t`$, and $`\gamma _{Berry}=0`$ for $`\omega _x>\omega _t`$ . It is interesting to note that the adiabatic Berry phase does not continuously vary with the magnetic field. Substituting the Berry phase into Eq.(21) ($`\varphi _{AB}=0`$), the transmission coefficient $`T_g`$ versus magnetic field can be obtained as
$$T_g=\{\begin{array}{cc}0,& for\omega _x<\omega _t\\ \frac{8sin^2(k_f\pi r)}{1+8sin^2(k_f\pi r)},& for\omega _x=\omega _t\\ 1,& for\omega _x>\omega _t\end{array}$$
(23)
in the strong coupling limit. Equation (23) gives a mathematical argument for the existence of a topological transition in this system which characters the destructive ($`T_g=0`$) to constructive ($`T_g=1`$) interference in quantum transport affected by adiabatic Berry phase. According to the Landauer-Büttiker formula , the conductance through the system is $`G=(e^2/\mathrm{})T_g`$. Therefore, the conductance as a function of either $`B_t`$ or $`B_x`$ has steplike character if the other is fixed. This steplike current-magnetic field character, which is stemmed from the topological geometric phase, is referred to as the topological transition.
Does this topological transition still exist in nonadiabatic noncyclic cases? To answer this question, we compute the Pancharatnam phase and substituted it into Eq.(21) without using the adiabatic approximation or cyclic condition. For the case that the initial state is an eigenstate, the transmission coefficient $`T_g`$ against $`\omega _x/\omega _t`$ for $`\frac{\omega _t}{\omega _f}=100,10,1`$ are plotted in Fig.3, where $`\omega _f=10^9Hz`$ , $`k_fr=n+1/2`$ with $`n`$ a non-negative integer. From Fig.3(a), the rather sharp topological transition occurs at $`\frac{\omega _x}{\omega _t}=1`$ for $`\frac{\omega _t}{\omega _f}=100`$ under which the adiabatic conditions $`\omega _t>>\omega _f`$ is well satisfied. However, for $`\frac{\omega _t}{\omega _f}=1,10`$(Fig.3(b), (c)) the adiabatic conditions are not well satisfied, we can not observe the topological transition. The above result coincides with a geometric point of view. We can roughly decompose the Pancharatnam phase into two parts, the phase induced by the magnetic field trajectory circuit and the spin precession around the magnetic field. In the adiabatic condition, the later one is approximately zero because the spin direction is along the direction of the magnetic field. Then we only need to analyze the first part. It was pointed out that the adiabatic Berry phase for a spin-$`\frac{1}{2}`$ particle in a magnetic field is a half of the solid angle that the magnetic field trajectory subtends at degeneracy (i.e., at $`\stackrel{}{B}=0`$ point) . Then $`\gamma _{Berry}=0`$ for $`\omega _t<\omega _x`$ because the magnetic field trajectory circuit does not enclose the degeneracy. On the other hand, $`\gamma _{Berry}=\pi `$ for $`\omega _t>\omega _x`$ since the degeneracy is enclosed and the solid angle of the magnetic circuit is $`\pm 2\pi `$. In the nonadiabatic noncyclic cases, however, the Pancharatnam phase induced by the spin precession is significant, which oscillates quickly around $`\frac{\omega _x}{\omega _t}=1`$, with the first part almost unchanged. Therefore, we may conclude that the Pancharatnam phase induced by the spin precession destroys the topological transition.
Finally, we wish to point out whether or not the topological transition exists in nonadiabatic noncyclic motion may be tested by a well designed mesoscopic experiment, in which $`B_t`$ may be induced by a long straight current-carrying wire pass through normally the center of the ring as shown in Fig.2. For the ballistic motion in a gold ring with $`r1\mu m`$ and $`V_f10^5m/s`$, $`g1`$, it is required that the corresponding field should be $`1Tesla`$ for $`\omega _t\omega _f`$ and $`10^2Tesla`$ for $`\omega _t100\omega _f`$. If the motion in the gold ring is diffusive, $`\omega _f`$ is replaced by $`\omega _D=\frac{l}{2\pi r}\omega _f`$ ($`l`$ is the elastic mean free path), the required magnitude field may be less by a factor $`\frac{l}{2\pi r}`$ (about two orders) than that predicted for the ballistic case. On the other hand, $`g15`$ in a $`GaAs`$ ring, the required magnetic field may be less than $`10Tesla`$ in the case $`\omega _t/\omega _f=100`$ even for ballistic motion. Therefore, the results reported here may be tested in both ballistic and diffusive conditions.
## IV Summary
A useful formula of the noncyclic nonadiabatic geometric phase for a quantum spin-$`\frac{1}{2}`$ in an arbitrary magnetic field has been formulated exactly, which can be used in any two-level system. The formula has been applied to three specific kinds of magnetic fields. The evolution equations of the spin-$`\frac{1}{2}`$ particle in an orientated and in a rotating magnetic fields have been solved respectively, and the Pancharatnam phases are computed. We have also found that the nonadiabatic noncyclic phase has a significant impact on the topological transition in a mesoscopic system.
###### Acknowledgements.
We gratefully acknowledge helpful discussions with Prof. Hua-Zhong Li and Dr. Shi-Dong Liang. This work is supported by a RGC grant of Hong Kong.
Figure caption
Fig.1 The Pancharatnam phase $`\gamma _p(t_f)`$ versus the time $`t_f`$ for $`\frac{\omega _s}{\omega }=2`$ (solid line), $`\sqrt{3}`$ (dotted line). The inset shows that $`\xi (t_f)`$ versus the time $`t_f`$ for $`\frac{\omega _s}{\omega }=2`$.
Fig.2 A ring connected to current leads in a uniform external magnetic field $`B_x`$ and a tangent magnetic field $`B_t`$, as described by the Hamiltonian (22).
Fig.3 The transmission coefficients $`T_g`$ versus the ratio $`\omega _x/\omega _t`$ for different $`\omega _t/\omega _f`$. |
warning/0001/quant-ph0001096.html | ar5iv | text | # 1 Introduction
## 1 Introduction
“Look,” they say, “here is something new!” But no, it has all happened before, long before we were born.
Kohelet, ca. 250 B.C.
Do not imagine, any more than I can bring myself to imagine, that I should be right in undertaking so great and difficult a task. Remembering what I said at first about probability, I will do my best to give as probable an explanation as any other – or rather, more probable; and I will first go back to the beginning and try to speak of each thing and of all.
Plato, ca. 367 B.C.
This paper is the first one of a series of papers designed to give a mathematically elementary and philosophically consistent axiomatic foundation of modern theoretical physics, free of undefined terms. It is an attempt to reconsider, from the point of view of noncommutative analysis, Hilbert’s sixth problem, the axiomatization of theoretical physics. (It is an attempt only since at the present stage of development, I have not yet tried to achieve full mathematical rigor everywhere. However, the present Part I is completely rigorous, and in later parts the few places where the standard of rigor is relaxed will be explicitly mentioned.)
The purpose is to provide precise mathematical concepts that match all concepts that physicists use to describe their experiments and their theory, in sufficiently close correspondence to reproduce at least that part of physics that is amenable to numerical verification.
One of the basic premises of this work is that the split between classical physics and quantum physics should be as small as possible. Except in the examples, the formalism never distinguishes between the classical and the quantum situation. Thus it can be considered as a consequent implementation of Bohr’s correspondence principle. This also has didactical advantages for teaching: Students can be trained to be acquainted with the formalism by means of intuitive, primarily classical examples at first. Later, without having to unlearn anything, they can apply the same formalism to quantum phenomena.
The present Part I is concerned with giving (more carefully than usual, and without reference to measurement) a concise foundation by defining the concepts of quantities, ensembles, and states, clarifying the logical relations and operations for them, and showing how they give rise to the traditional postulates of quantum mechanics, including probabilities and dynamics.
The stochastic and the deterministic features of quantum physics are separated in a clear way by consistently distinguishing between ensembles (representing stochastic elements) and states (representing realistic elements).
Most of what is done here is common wisdom in quantum mechanics; see, e.g., Jammer , Jauch , Messiah , von Neumann .
However, the new interpretation slightly shifts the meaning of the concept of a state, fixing it in a way that allows to embed and analyze different interpretations of the quantum mechanical formalism, including both orthodox views such as the Copenhagen interpretation and hidden-variable theories such as Bohmian mechanics.
To motivate the conceptual foundation and to place it into context, I found it useful to embed the formalism into my philosophy of physics, while strictly separating the mathematics by using a formal definition-example-theorem-proof exposition style. Though I present my view generally without using subjunctive formulations or qualifying phrases, I do not claim that this is the only way to understand physics. However, I did attempt to integrate different points of view. And I believe that my philosophical view is consistent with the mathematical formalism of quantum mechanics and accommodates naturally a number of puzzling questions about the nature of the world.
The stochastic contents of quantum theory is determined by the restrictions noncommutativity places upon the preparation of experiments. Since the information going into the preparation is always extrapolated from finitely many observations in the past, it can only be described in a statistical way, i.e., by ensembles.
Ensembles are defined by extending to noncommuting quantities Whittle’s elegant expectation approach to classical probability theory. This approach carries no connotations of unlimited repeatability; hence it can be applied to unique systems such as the universe. The weak law of large numbers relates abstract ensembles and concrete mean values over many instances of quantities with the same stochastic behavior within a single system.
Precise concepts and traditional results about complementarity, uncertainty and nonlocality follow with a minimum of technicalities. In particular, nonlocal correlations predicted by Bell and first detected by Aspect are shown to be already consequences of the nature of quantum mechanical ensembles and do not depend on hidden variables or on counterfactual reasoning.
The concept of probability itself is derived from that of an ensemble by means of a formula motivated from classical ensembles that can be described as a finite weighted mean of properties of finitely many elementary events. Probabilities are introduced in a generality supporting so-called effects, a sort of fuzzy events (related to POV measures that play a significant role in measurement theory; see Busch et al. , Davies , Peres ). The weak law of large numbers provides the relation to the frequency interpretation of probability. As a special case of the definition, one gets without any effort the well-known squared probability amplitude formula for transition probabilities.
States are defined as partial mappings that provide objective reference values for certain quantities. Sharpness of quantities is defined in terms of laws for the reference values, in particular the squaring law that requires the value of a squared sharp quantity $`f`$ to be equal to the squared value of $`f`$. It is shown that the values of sharp quantities must belong to their spectrum, and that requiring all quantities to be sharp produces contradictions over Hilbert spaces of dimension $`>3`$. This is related to well-known no-go theorems for hidden variables. (However, recent constructive results by Clifton & Kent show that in the finite-dimensional case there are states with a dense set of sharp quantities.)
An analysis of a well-known macroscopic reference value, the center of mass, leads us to reject the sharpness requirement. Without universal sharpness, hidden variable theories such as Bohmian mechanics (Bohm ; cf. Holland ) can be accommodated. However, the Bohmian states violate monotony, and so-called ensemble states turn out to be a more natural realization of a realistic state concept.
With ensemble states, quantum objects are intrinsically extended, real objects; e.g., the reference radius of a hydrogen atom in the ground state is 1.5 times the Bohr radius. Moreover, in ensemble states, the weak law of large numbers explains the emergence of classical properties for macroscopic systems.
Thus ensemble states provide an elegant solution to the reality problem, confirming the insistence of the orthodox Copenhagen interpretation on that there is nothing but ensembles, while avoiding their elusive reality picture.
Finally, it is outlined how dynamical properties fit into the present setting. Dynamics is introduced via a one-parameter group of automorphisms. A detailed conceptual analysis of the dynamics in terms of a differential calculus based on Poisson algebras will follow in the second part of this series.
Subsequent parts of this sequence of papers will present the calculus of integration and its application to equilibrium thermodynamics, a theory of measurement, a relativistic covariant Hamiltonian multiparticle theory, and its application to nonequilibrium thermodynamics and field theory.
As in this first paper, each topic will be presented in a uniform way, classical and quantum versions being only special cases of a single theory.
Acknowledgments. I’d like to thank Waltraud Huyer, Willem de Muynck, Hermann Schichl, Tapio Schneider, Victor Stenger, Karl Svozil and Roderich Tumulka for useful discussions of an earlier version of this manuscript.
## 2 Quantities
Only love transcends our limitations. In contrast, our predictions can fail, our communication can fail, and our knowledge can fail. For our knowledge is patchwork, and our predictive power is limited. But when perfection comes, all patchwork will disappear.
St. Paul, ca. 57 A.D.
But you \[God\] have ordered everything with measure, number and weight.
Wisdom 11:20, ca. 50 B.C.
All our scientific knowledge is based on past observation, and only gives rise to conjectures about the future. Mathematical consistency requires that our choices are constrained by some formal laws. When we want to predict something, the true answer depends on knowledge we do not have. We can calculate at best approximations whose accuracy can be estimated using statistical techniques (assuming that the quality of our models is good).
This implies that we must distinguish between quantities (formal concepts of what can possibly be measured or calculated) and numbers (the results of measurements and calculations themselves); those quantities that are constant by the nature of the concept considered behave just like numbers.
Physicists are used to calculating with quantities that they may add and multiply without restrictions; if the quantities are complex, the complex conjugate can also be formed. It must also be possible to compare quantities, at least in certain cases.
Therefore we take as primitive objects of our treatment a set $`𝔼`$ of quantities, such that the sum and the product of quantities is again a quantity, and there is an operation generalizing complex conjugation. Moreover, we assume that there is an ordering relation that allows us to compare two quantities.
Operations on quantities and their comparison are required to satisfy a few simple rules; they are called axioms since we take them as a formal starting point without making any further demands on the nature of the symbols we are using. Our axioms are motivated by the wish to be as general as possible while still preserving the ability to manipulate quantities in the manner familiar from matrix algebra. (Similar axioms for quantities have been proposed, e.g., by Dirac .)
###### 2.1 Definition.
(i) $`𝔼`$ denotes a set whose elements are called quantities. For any two quantities $`f,g𝔼`$, the sum $`f+g`$, the product $`fg`$, and the conjugate $`f^{}`$ are also quantities. It is also specified for which pairs of quantities the relation $`fg`$ holds.
The following axioms (Q1)–(Q8) are assumed to hold for all complex numbers $`\alpha `$ and all quantities $`f,g,h𝔼`$.
(Q1) $`𝔼`$, i.e., complex numbers are special quantities, where addition, multiplication and conjugation have their traditional meaning.
(Q2) $`(fg)h=f(gh)`$, $`\alpha f=f\alpha `$, $`0f=0`$, $`1f=f`$.
(Q3) $`(f+g)+h=f+(g+h)`$, $`f(g+h)=fg+fh`$, $`f+0=f`$.
(Q4) $`f^{}=f`$, $`(fg)^{}=g^{}f^{}`$, $`(f+g)^{}=f^{}+g^{}`$.
(Q5) $`f^{}f=0f=0`$.
(Q6) $``$ is a partial order, i.e., it is reflexive ($`ff`$), antisymmetric ($`fgff=g`$) and transitive ($`fghfh)`$.
(Q7) $`fgf+hg+h`$.
(Q8) $`f0f=f^{}`$ and $`g^{}fg0`$.
(Q9) $`10`$.
If (Q1)–(Q9) are satisfied we say that $`𝔼`$ is a Q-algebra.
(ii) We introduce the traditional notation
$$fg:gf,$$
$$f:=(1)f,fg:=f+(g),[f,g]:=fggf,$$
$$f^0:=1,f^l:=f^{l1}f(l=1,2,\mathrm{}),$$
$$Ref=\frac{1}{2}(f+f^{}),Imf=\frac{1}{2i}(ff^{}),$$
$$f=inf\{\alpha f^{}f\alpha ^2,\alpha 0\}.$$
(The infimum of the empty set is taken to be $`\mathrm{}`$.) $`[f,g]`$ is called the commutator of $`f`$ and $`g`$, $`Ref`$, $`Imf`$ and $`f`$ are referred to as the real part, the imaginary part, and the (spectral) norm of $`f`$, respectively. The uniform topology is the topology induced on $`𝔼`$ by declaring a set $`E`$ open if it contains a ball $`\{f𝔼f<\epsilon \}`$ for some $`\epsilon >0`$.
(iii) A quantity $`f𝔼`$ is called bounded if $`f<\mathrm{}`$, Hermitian if $`f^{}=f`$, and normal if $`[f,f^{}]=0`$. More generally, a set $`F`$ of quantities is called normal if all its quantities commute with each other and with their conjugates.
Note that every Hermitian quantity (and in a commutative algebra, every quantity) is normal. Physical observables will be among the normal quantities, but until we define (in a later part of this sequence of papers) what it means to ‘observe’ a quantity we avoid talking about observables.
###### 2.2 Examples.
(i) The commutative algebra $`𝔼=^n`$ with pointwise multiplication and componentwise inequalities is a Q-algebra, if vectors with constant entries $`\alpha `$ are identified with $`\alpha `$. This Q-algebra describes properties of $`n`$ classical elementary events; cf. Example 4.2(i).
(ii) $`𝔼=^{n\times n}`$ is a Q-algebra if complex numbers are identified with the scalar multiples of the identity matrix, and $`fg`$ iff $`fg`$ is Hermitian and positive semidefinite. This Q-algebra describes quantum systems with $`n`$ levels. For $`n=2`$, it also describes a single spin, or a qubit.
(iii) The algebra of all complex-valued functions on a set $`\mathrm{\Omega }`$, with pointwise multiplication and pointwise inequalities is a Q-algebra. Suitable subalgebras of such algebras describe classical probability theory – cf. Example 7.3(i) – and classical mechanics – cf. Example 8.2(i). In the latter case, $`\mathrm{\Omega }`$ is the phase space of the system considered.
(iv) The algebra of bounded linear operators on a Hilbert space $``$, with $`fg`$ iff $`fg`$ is Hermitian and positive semidefinite, is a Q-algebra. They (or the more general $`C^{}`$-algebras and von Neumann algebras) are frequently taken as the basis of nonrelativistic quantum mechanics.
(v) The algebra of continuous linear operators on the Schwartz space $`𝒮(\mathrm{\Omega }_{qu})`$ of rapidly decaying functions on a manifold $`\mathrm{\Omega }_{qu}`$ is a Q-algebra. It also allows the discussion of unbounded quantities. In quantum physics, $`\mathrm{\Omega }_{qu}`$ is the configuration space of the system.
Note that physicist generally need to work with unbounded quantities, while much of the discussion on foundations takes the more restricted Hilbert space point of view. The theory presented here is formulated in a way to take care of unbounded quantities, while in our examples, we select the point of view as deemed profitable.
We shall see that, for the general, qualitative aspects of the theory there is no need to know any details of how to actually perform calculations with quantities; this is only needed if one wants to calculate specific properties for specific systems. In this respect, the situation is quite similar to the traditional axiomatic treatment of real numbers: The axioms specify the permitted ways to handle formulas involving these numbers; and this is enough to derive calculus, say, without the need to specify either what real numbers are or algorithmic rules for addition, multiplication and division. Of course, the latter are needed when one wants to do specific calculations but not while one tries to get insight into a problem. And as the development of pocket calculators has shown, the capacity for understanding theory and that for knowing the best ways of calculation need not even reside in the same person.
Note that we assume commutativity only between numbers and quantities. However, general commutativity of the addition is a consequence of our other assumptions. We prove this together with some other useful relations.
###### 2.3 Proposition.
For all quantities $`f`$, $`g`$, $`h𝔼`$ and $`\lambda `$,
$$(f+g)h=fh+gh,ff=0,f+g=g+f$$
(1)
$$[f,f^{}]=2i[Ref,Imf],$$
(2)
$$f^{}f0,ff^{}0.$$
(3)
$$f^{}f0f=0f=0,$$
(4)
$$fgh^{}fhh^{}gh,|\lambda |f|\lambda |g,$$
(5)
$$f^{}g+g^{}f2fg,$$
(6)
$$\lambda f=|\lambda |f,f\pm gf\pm g,$$
(7)
$$fgfg.$$
(8)
###### Proof.
The right distributive law follows from
$$\begin{array}{ccc}(f+g)h\hfill & =\hfill & ((f+g)h)^{}=(h^{}(f+g)^{})^{}=(h^{}(f^{}+g^{}))^{}\hfill \\ & =\hfill & (h^{}f^{}+h^{}g^{})^{}=(h^{}f^{})^{}+(h^{}g^{})^{}\hfill \\ & =\hfill & f^{}h^{}+g^{}h^{}=fh+gh.\hfill \end{array}$$
It implies $`ff=1f1f=(11)f=0f=0`$. From this, we may deduce that addition is commutative, as follows. The quantity $`h:=f+g`$ satisfies
$$h=(1)((1)f+g)=(1)(1)f+(1)g=fg,$$
and we have
$$f+g=f+(hh)+g=(f+h)+(h+g)=(ff+g)+(fg+g)=g+f.$$
This proves (1). If $`u=Ref`$, $`v=Imf`$ then $`u^{}=u,v^{}=v`$ and $`f=u+iv,f^{}=uiv`$. Hence
$$[f,f^{}]=(u+iv)(uiv)(uiv)(u+iv)=2i(vuuv)=2i[Ref,Imf],$$
giving (2). (3)–(5) follow directly from (Q7) – (Q9). Now let $`\alpha =f`$, $`\beta =g`$. Then $`f^{}f\alpha ^2`$ and $`g^{}g\beta ^2`$. Since
$$\begin{array}{ccc}0(\beta f\alpha g)^{}(\beta f\alpha g)\hfill & =\hfill & \beta ^2f^{}f\alpha \beta (f^{}g+g^{}f)+\alpha ^2g^{}g\hfill \\ & \hfill & \beta ^2\alpha ^2\pm \alpha \beta (f^{}g+g^{}f)+\alpha ^2g^{}g,\hfill \end{array}$$
$`f^{}g+g^{}f2\alpha \beta `$ if $`\alpha \beta 0`$, and for $`\alpha \beta =0`$, the same follows from (4). Therefore (6) holds. The first half of (7) is trivial, and the second half follows for the plus sign from
$$(f+g)^{}(f+g)=f^{}f+f^{}g+g^{}f+g^{}g\alpha ^2+2\alpha \beta +\beta ^2=(\alpha +\beta )^2,$$
and then for the minus sign from the first half. Finally, by (5),
$$(fg)^{}(fg)=g^{}f^{}fgg^{}\alpha ^2g=\alpha ^2g^{}g\alpha ^2\beta ^2.$$
This implies (8).
###### 2.4 Corollary.
(i) Among the complex numbers, precisely the nonnegative real numbers $`\lambda `$ satisfy $`\lambda 0`$.
(ii) For all $`f𝔼`$, $`Ref`$ and $`Imf`$ are Hermitian. $`f`$ is Hermitian iff $`f=Ref`$ iff $`Imf=0`$. If $`f,g`$ are commuting Hermitian quantities then $`fg`$ is Hermitian, too.
(iii) $`f`$ is normal iff $`[Ref,Imf]=0`$.
###### Proof.
(i) If $`\lambda `$ is a nonnegative real number then $`\lambda =f^{}f0`$ with $`f=\sqrt{\lambda }`$. If $`\lambda `$ is a negative real number then $`\lambda =f^{}f0`$ with $`f=\sqrt{\lambda }`$, and by antisymmetry, $`\lambda 0`$ is impossible. If $`\lambda `$ is a nonreal number then $`\lambda \lambda ^{}`$ and $`\lambda 0`$ is impossible by (Q8).
The first two assertions of (ii) are trivial, and the third holds since $`(fg)^{}=g^{}f^{}=gf=fg`$ if $`f,g`$ are Hermitian and commute.
(iii) follows from (2).
Thus, in conventional terminology (see, e.g., Rickart ), $`𝔼`$ is a partially ordered nondegenerate \*-algebra with unity, but not necessarily with a commutative multiplication.
###### 2.5 Remark.
In the realizations of the axioms I know of, e.g., in $`C^{}`$-algebras (Rickart ), we also have the relations
$$f^{}=f,f^{}f=f^2,$$
and
$$0fgf^2g^2,$$
but I have not been able to prove these from the present axioms, and they were not needed to develop the theory.
As the example $`𝔼=^{n\times n}`$ shows, $`𝔼`$ may have zero divisors, and not every nonzero quantity need have an inverse. Therefore, in the manipulation of formulas, precisely the same precautions must be taken as in ordinary matrix algebra.
## 3 Complementarity
You cannot have the penny and the cake.
Proverb
The lack of commutativity gives rise to the phenomenon of complementarity, expressed by inequalities that demonstrate the danger of simply thinking of quantities in terms of numbers.
###### 3.1 Definition.
Two Hermitian quantities $`f,g`$ are called complementary if there is a real number $`\gamma >0`$ such that
$$(fx)^2+(gy)^2\gamma ^2\text{for all }x,y.$$
(9)
###### 3.2 Examples.
(i) The Q-algebra of all complex-valued functions on a set $`\mathrm{\Omega }`$ contains no complementary pair of quantities. Indeed, setting $`x=f(\omega )`$, $`y=g(\omega )`$ in (9), we find $`0\gamma ^2`$, contradicting complementarity.
Thus complementarity captures the phenomenon where two quantities do not have simultaneous sharp classical ‘values’. (See also Section 8.)
(ii) $`^{2\times 2}`$ contains a complementary pair of quantities. Indeed, the Pauli matrices
$$\sigma _1=\left(\begin{array}{c}01\hfill \\ 10\hfill \end{array}\right),\sigma _3=\left(\begin{array}{c}10\hfill \\ 01\hfill \end{array}\right)$$
(10)
are complementary; see Proposition 3.3(i) below.
(iii) The algebra of bounded linear operators on a Hilbert space of dimension $`>1`$ contains a complementary pair of quantities, since it contains many subalgebras isomorphic to $`^{2\times 2}`$.
(iv) In the algebra of all linear operators on the Schwartz space $`𝒮()`$, position $`q`$, defined by
$$(qf)(x)=xf(x),$$
and momentum $`p`$, defined by
$$(pf)(x)=ih^{}f^{}(x),$$
where $`h^{}>0`$ is Planck’s constant, are complementary. Since $`q`$ and $`p`$ are Hermitian, this follows from the easily verified canonical commutation relation
$$[q,p]=ih^{}$$
(11)
and Proposition 3.3(ii) below.
###### 3.3 Proposition.
(i) The Pauli matrices (10) satisfy
$$(\sigma _1s_1)^2+(\sigma _3s_3)^21\text{for all }s_1,s_3.$$
(12)
(ii) Let $`p,q`$ be Hermitian quantities satisfying $`[q,p]=ih^{}`$. Then, for any $`k,x`$ and any positive $`\mathrm{\Delta }p,\mathrm{\Delta }q`$,
$$\left(\frac{pk}{\mathrm{\Delta }p}\right)^2+\left(\frac{qx}{\mathrm{\Delta }q}\right)^2\frac{h^{}}{\mathrm{\Delta }p\mathrm{\Delta }q}.$$
(13)
###### Proof.
(i) A simple calculation gives
$$(\sigma _1s_1)^2+(\sigma _3s_3)^21=\left(\begin{array}{cc}s_1^2+(1s_3)^2& 2s_1\\ 2s_1& s_1^2+(1+s_3)^2\end{array}\right)0,$$
since the diagonal is nonnegative and the determinant is $`(s_1^2+s_3^21)^20`$.
(ii) The quantities $`f=(qx)/\mathrm{\Delta }q`$ and $`g=(pk)/\mathrm{\Delta }p`$ are Hermitian and satisfy $`[f,g]=[q,p]/\mathrm{\Delta }q\mathrm{\Delta }p=i\kappa `$ where $`\kappa =h^{}/\mathrm{\Delta }q\mathrm{\Delta }p`$. Now (13) follows from
$$0(f+ig)^{}(f+ig)=f^2+g^2+i[f,g]=f^2+g^2\kappa .$$
The complementarity of position and momentum expressed by (22) is the deeper reason for the Heisenberg uncertainty relation discussed later in (22) and (23).
###### 3.4 Theorem.
In $`^{n\times n}`$, two complementary quantities cannot commute.
###### Proof.
Any two commuting quantities $`f,g`$ have a common eigenvector $`\psi `$. If $`f\psi =x\psi `$ and $`g\psi =y\psi `$ then $`\psi ^{}((fx)^2+(gy)^2)\psi =0`$, whereas (9) implies
$$\psi ^{}(fx)^2+(gy)^2)\psi \gamma ^2\psi ^{}\psi >0.$$
Thus $`f,g`$ cannot be complementary.
I have not been able to decide whether complementary quantities can possibly commute. (It is impossible when there is a joint spectral resolution.)
## 4 Ensembles
We may assume that words are akin to the matter which they describe; when they relate to the lasting and permanent and intelligible, they ought to be lasting and unalterable, and, as far as their nature allows, irrefutable and immovable – nothing less. But when they express only the copy or likeness and not the eternal things themselves, they need only be likely and analogous to the real words. As being is to becoming, so is truth to belief.
Plato, ca. 367 B.C.
The stochastic nature of quantum mechanics is usually discussed in terms of probabilities. However, from a strictly logical point of view, this has the drawback that one gets into conflict with the traditional foundation of probability theory by Kolmogorov , which does not extend to the noncommutative case. Mathematical physicists (see, e.g., Parthasarathy , Meyer ) developed a far reaching quantum probability calculus based on Hilbert space theory. But their approach is highly formal, drawing its motivation from analogies to the classical case rather than from the common operational meaning.
Whittle presents a much less known alternative approach to classical probability theory, equivalent to that of Kolmogorov, that treats expectation as the basic concept and derives probability from axioms for the expectation. (See the discussion in \[77, Section 3.4\] why, for historical reasons, this has remained a minority approach.)
The approach via expectations is easy to motivate, leads quickly to interesting results, and extends without much trouble to the quantum world, yielding the ensembles (‘mixed states’) of traditional quantum physics. As we shall see, explicit probabilities enter only at a very late stage of the development.
A significant advantage of the expectation approach compared with the probability approach is that it is intuitively more removed from connotations of ‘unlimited repeatability’. Hence it can be naturally used for unique systems such as the set of all natural globular proteins (cf., e.g., Neumaier ), the climate of the earth, or the universe, and to deterministic, pseudo-random behavior such as rounding errors in floating point computations (cf., e.g., Higham \[32, Section 2.6\]), once these have enough complexity to exhibit finite internal repetitivity to which the weak law of large numbers (Theorem 4.4 below) may be applied.
The axioms we shall require for meaningful expectations are those trivially satisfied for weighted averages of a finite ensemble of observations. While this motivates the form of the axioms and the name ‘ensemble’ attached to the concept, there is no need at all to interpret expectation as an average; this is the case only in certain classical situations. In general, ensembles are simply a way to consistently organize structured data obtained by some process of observation.
For the purpose of statistical analysis and prediction, it is completely irrelevant what this process of observation entails. What matters is only that for certain quantities observed values are available that can be compared with their expectations. The expectation of a quantity $`f`$ is simply a value near which, based on the theory, we should expect an observed value for $`f`$. At the same time, the standard deviation serves as a measure of the amount to which we should expect this nearness to deviate from exactness.
For science, however, it is of utmost importance to have well-defined protocols that specify what are valid observations. Such standardized protocols guarantee that the observations are repeatable and hence objective. On the other hand, these protocols require a level of description not appropriate for the foundations of a discipline. Therefore, at the present fundamental level of exposition, observed values are undefined, and not yet part of the formal development. In physics, they need a theory of measurement, which will be discussed in a later part of this sequence of papers.
###### 4.1 Definition.
(i) An ensemble is a mapping <sup>-</sup> that assigns to each quantity $`f𝔼`$ its expectation $`\overline{f}=:f`$ such that for all $`f,g𝔼`$, $`\alpha `$,
(E1) $`1=1,f^{}=f^{},f+g=f+g`$,
(E2) $`\alpha f=\alpha f`$,
(E3) If $`f0`$ then $`f0`$,
(E4) If $`f_l𝔼,f_l0`$ then $`inff_l=0`$.
Here $`f_l0`$ means that the $`f_l`$ converge almost everywhere to $`0`$ and $`f_{l+1}f_l`$ for all $`l`$.
(ii) The number
$$cov(f,g):=Re(f\overline{f})^{}(g\overline{g})$$
is called the covariance of $`f,g𝔼`$. Two quantities $`f,g`$ are called correlated if $`cov(f,g)0`$, and uncorrelated otherwise.
(iii) The number
$$\sigma (f):=\sqrt{cov(f,f)}$$
is called the uncertainty or standard deviation of $`f𝔼`$ in the ensemble $``$.
(We shall not use axiom (E4) in this paper and therefore defer technicalities about almost everywhere convergence to a more detailed treatment in a later part of this sequence of papers).
This definition generalizes the expectation axioms of Whittle \[77, Section 2.2\] for classical probability theory and the definitions of elementary classical statistics. Note that (E3) ensures that $`\sigma (f)`$ is a nonnegative real number that vanishes if $`f`$ is a constant quantity (i.e., a complex number).
###### 4.2 Examples.
(i) Finite probability theory. In the commutative Q-algebra $`𝔼=^n`$ with pointwise multiplication and componentwise inequalities, every linear functional on $`𝔼`$, and in particular every ensemble, has the form
$$f=\underset{k=1}{\overset{n}{}}p_kf_k$$
(14)
for certain weights $`p_k`$. The ensemble axioms hold precisely when the $`p_k`$ are nonnegative and add up to one; thus $`f`$ is a weighted average, and the weights have the intuitive meaning of ‘probabilities’.
Note that the weights can be recovered from the expectation by means of the formula $`p_k=e_k`$, where $`e_k`$ is the unit vector with a one in component $`k`$.
(ii) Quantum mechanical ensembles. In the Q-algebra $`𝔼`$ of bounded linear operators on a Hilbert space $``$, quantum mechanics describes a pure ensemble (traditionally called a ‘pure state’, but we shall reserve the name ‘state’ for a concept defined in Section 8) by the expectation
$$f:=\psi ^{}f\psi ,$$
where $`\psi `$ is a unit vector. And quantum thermodynamics describes an equilibrium ensemble by the expectation
$$f:=tre^{S/\mathrm{¯}k}f,$$
where $`\mathrm{¯}k>0`$ is the Boltzmann constant, and $`S`$ is a Hermitian quantity with $`tre^{S/\mathrm{¯}k}=1`$ called the entropy whose spectrum is discrete and bounded below. In both cases, the ensemble axioms are easily verified.
###### 4.3 Proposition.
For any ensemble,
(i) $`fgfg`$.
(iii) For $`f,g𝔼`$,
$$cov(f,g)=Re(f^{}gf^{}g),$$
$$f^{}f=f^{}f+\sigma (f)^2,$$
$$|f|\sqrt{f^{}f}.$$
(iii) If $`f`$ is Hermitian then $`\overline{f}=f`$ is real and
$$\sigma (f)=\sqrt{(f\overline{f})^2}=\sqrt{f^2f^2}.$$
(iv) Two commuting Hermitian quantities $`f,g`$ are uncorrelated iff
$$fg=fg.$$
###### Proof.
(i) follows from (E1) and (E3).
(ii) The first formula holds since
$$(f\overline{f})^{}(g\overline{g})=f^{}g\overline{f}^{}gf^{}\overline{g}+\overline{f}^{}\overline{g}=f^{}gf^{}g.$$
The second formula follows for $`g=f`$, using (E1), and the third formula is an immediate consequence.
(iii) follows from (E1) and (ii).
(iv) If $`f,g`$ are Hermitian and commute the $`fg`$ is Hermitian by Corollary 2.4(ii), hence $`fg`$ is real. By (iii), $`cov(f,g)=fgfg`$, and the assertion follows.
Fundamental for the practical use of ensembles, and basic to statistical mechanics, is the weak law of large numbers:
###### 4.4 Theorem.
For a family of quantities $`f_l`$ $`(l=1,\mathrm{},N)`$ with constant expectation $`f_l=\mu `$, the mean value
$$\overline{f}:=\frac{1}{N}\underset{l=1}{\overset{N}{}}f_l$$
satisfies
$$\overline{f}=\mu .$$
If, in addition, the $`f_l`$ are uncorrelated and have constant standard deviation $`\sigma (f_l)=\sigma `$ then
$$\sigma (\overline{f})=\sigma /\sqrt{N}$$
(15)
becomes arbitrarily small as $`N`$ becomes sufficiently large.
###### Proof.
We have
$$\overline{f}=\frac{1}{N}(f_1+\mathrm{}+f_N)=\frac{1}{N}(\mu +\mathrm{}+\mu )=\mu $$
and
$$\overline{f}^{}\overline{f}=\frac{1}{N^2}\left(\underset{j}{}f_j\right)^{}\left(\underset{k}{}f_k\right)=N^2\underset{j,k}{}f_j^{}f_k.$$
Now
$$f_j^{}f_j=f_j^{}f_j+\sigma (f_j)^2=|\mu |^2+\sigma ^2$$
and, if the $`f_l`$ are uncorrelated, for $`jk`$,
$$f_j^{}f_k+f_k^{}f_j=2Ref_j^{}f_k=2Ref_j^{}f_k=2Re\mu ^{}\mu =2|\mu |^2.$$
Hence
$$\begin{array}{ccc}\sigma (\overline{f})^2\hfill & =\hfill & \overline{f}^{}\overline{f}\overline{f}^{}\overline{f}\hfill \\ & =\hfill & N^2\left(N(\sigma ^2+|\mu |^2)+\left(\genfrac{}{}{0pt}{}{N}{2}\right)2|\mu |^2\right)\mu ^{}\mu =N^1\sigma ^2,\hfill \end{array}$$
and the assertions follow.
## 5 Uncertainty
For you do not know which will succeed, whether this or that, or whether both will do equally well.
Kohelet, ca. 250 B.C.
Due to our inability to prepare experiments with a sufficient degree of sharpness to know with certainty everything about a system we investigate, we need to describe the preparation of experiments in a stochastic language that permits the discussion of such uncertainties; in other words, we shall model prepared experiments by ensembles.
Formally, the essential difference between classical mechanics and quantum mechanics in the latter’s lack of commutativity. While in classical mechanics there is in principle no lower limit to the uncertainties with which we can prepare the quantities in a system of interest, the quantum mechanical uncertainty relation for noncommuting quantities puts strict limits on the uncertainties in the preparation of microscopic ensembles. Here, preparation is defined informally as bringing the system into an ensemble such that measuring certain quantities gives values that agree with the expectation to an accuracy specified by given uncertainties.
In this section, we discuss the limits of the accuracy to which this can be done.
###### 5.1 Proposition.
(i) The Cauchy–Schwarz inequality
$$|f^{}g|^2f^{}fg^{}g$$
holds for all $`f,g𝔼`$.
(ii) The uncertainty relation
$$\sigma (f)^2\sigma (g)^2|cov(f,g)|^2+\left|\frac{1}{2}f^{}gg^{}f\right|^2$$
holds for all $`f,g𝔼`$.
(iii) For $`f,g𝔼`$,
$$cov(f,g)=cov(g,f)=\frac{1}{2}(\sigma (f+g)^2\sigma (f)^2\sigma (g)^2),$$
(16)
$$|cov(f,g)|\sigma (f)\sigma (g),$$
(17)
$$\sigma (f+g)\sigma (f)+\sigma (g).$$
(18)
In particular,
$$|fgfg|\sigma (f)\sigma (g)\text{for commuting Hermitian }f,g.$$
(19)
###### Proof.
(i) For arbitrary $`\alpha ,\beta `$ we have
$$\begin{array}{cc}0\hfill & (\alpha f\beta g)^{}(\alpha f\beta g)\hfill \\ & =\alpha ^{}\alpha f^{}f\alpha ^{}\beta f^{}g\beta ^{}\alpha g^{}f+\beta \beta ^{}g^{}g\hfill \\ & =|\alpha |^2f^{}f2Re(\alpha ^{}\beta f^{}g)+|\beta |^2g^{}g\hfill \end{array}$$
We now choose $`\beta =f^{}g`$, and obtain for arbitrary real $`\alpha `$ the inequality
$$0\alpha ^2f^{}f2\alpha |f^{}g|^2+|f^{}g|^2g^{}g.$$
(20)
The further choice $`\alpha =g^{}g`$ gives
$$0g^{}g^2f^{}fg^{}g|f^{}g|^2.$$
If $`g^{}g>0`$, we find after division by $`g^{}g`$ that (i) holds. And if $`g^{}g0`$ then $`g^{}g=0`$ and we have $`f^{}g=0`$ since otherwise a tiny $`\alpha `$ produces a negative right hand side in (20). Thus (i) also holds in this case.
(ii) Since $`(f\overline{f})^{}(g\overline{g})(g\overline{g})^{}(f\overline{f})=f^{}gg^{}f`$, it is sufficient to prove the uncertainty relation for the case of quantities $`f,g`$ whose expectation vanishes. In this case, (i) implies
$$(Ref^{}g)^2+(Imf^{}g)^2=|f^{}g|^2f^{}fg^{}g=\sigma (f)^2\sigma (g)^2.$$
The assertion follows since $`Ref^{}g=cov(f,g)`$ and
$$iImf^{}g=\frac{1}{2}(f^{}gf^{}g^{})=\frac{1}{2}f^{}gg^{}f.$$
(iii) Again, it is sufficient to consider the case of quantities $`f,g`$ whose expectation vanishes. Then
$$\begin{array}{ccc}\sigma (f+g)^2\hfill & =\hfill & (f+g)^{}(f+g)=f^{}f+f^{}g+g^{}f+g^{}g\hfill \\ & =\hfill & \sigma (f)^2+2cov(f,g)+\sigma (g)^2,\hfill \end{array}$$
(21)
and (16) follows. (17) is an immediate consequence of (ii), and (18) follows easily from (21) and (17). Finally, (19) is a consequence of (17) and Proposition 4.3(iii).
In the classical case of commuting Hermitian quantities, the uncertainty relation just reduces to the well-known inequality (17) of classical statistics. For noncommuting Hermitian quantities, the uncertainty relation is stronger. In particular, we may deduce from the commutation relation (11) for position $`q`$ and momentum $`p`$ Heisenberg’s uncertainty relation
$$\sigma (q)\sigma (p)\frac{1}{2}h^{}.$$
(22)
Thus no ensemble exists where both $`p`$ and $`q`$ have arbitrarily small standard deviation. (More general noncommuting Hermitian quantities $`f,g`$ may have some ensembles with $`\sigma (f)=\sigma (g)=0`$, namely among those with $`fg=gf`$.)
Putting $`k=\overline{p}`$ and $`x=\overline{q}`$ and taking expectations in (13) and using Proposition 4.3(iii), we find another version of the uncertainty relation, implying again that $`\sigma (p)`$ and $`\sigma (q)`$ cannot be made simultaneously very small:
$$\left(\frac{\sigma (p)}{\mathrm{\Delta }p}\right)^2+\left(\frac{\sigma (q)}{\mathrm{\Delta }q}\right)^2\frac{h^{}}{\mathrm{\Delta }p\mathrm{\Delta }q}.$$
(23)
Heisenberg’s relation (22) follows from it by putting $`\mathrm{\Delta }p=\sigma (p)`$ and $`\mathrm{\Delta }q=\sigma (q)`$.
We now derive a characterization of the quantities $`f`$ with vanishing uncertainty, $`\sigma (f)=0`$; in classical probability theory these correspond to quantities (random variables) that have fixed values in every realization.
###### 5.2 Definition.
We say a quantity $`f`$ vanishes in the ensemble $``$ if
$$f^{}f=0.$$
###### 5.3 Theorem.
(i) $`\sigma (f)=0`$ iff $`ff`$ vanishes.
(ii) If $`f`$ vanishes in the ensemble $``$ then $`f=0`$.
(iii) The set $`V`$ of vanishing quantities satisfies
$$f+gV\text{if }f,gV,$$
$$fgV\text{if }gV\text{ and }f𝔼\text{ is bounded},$$
$$f^2V\text{if }fV\text{ is Hermitian}.$$
###### Proof.
(i) holds since $`g=ff`$ satisfies $`g^{}g=\sigma (f)^2`$.
(ii) follows from Proposition 4.3(ii).
(iii) If $`f,gV`$ then $`f^{}g=0`$ and $`g^{}f=0`$ by the Cauchy-Schwarz inequality, hence $`(f+g)^{}(f+g)=f^{}f+g^{}g=0`$, so that $`f+hV`$.
If $`gV`$ and $`f`$ is bounded then
$$(fg)^{}(fg)=g^{}f^{}fgg^{}f^2g=f^2g^{}g$$
implies $`(fg)^{}(fg)f^2g^{}g=0`$, so that $`fgV`$.
And if $`fV`$ is Hermitian then $`f^2=f^{}f=0`$, and, again by Cauchy-Schwarz, $`f^4f^6f^2=0`$, so that $`f^2V`$.
## 6 Nonlocality
As the heavens are higher than the earth, so are my ways higher than your ways and my thoughts than your thoughts.
The LORD, according to Isaiah, ca. 540 B.C.
Before they call I will answer; while they are still speaking I will hear.
The LORD, according to Isaiah, ca. 540 B.C.
A famous feature of quantum physics is its intrinsic nonlocality, expressed by so-called Bell inequalities (cf. Bell , Clauser & Shimony ). The formulation given here depends on the most orthodox part of quantum mechanics only; it does not, as is usually done, refer to hidden variables, and involves no counterfactual reasoning.
###### 6.1 Theorem.
Let $`f_k`$ ($`k=1,2,3,4`$) be Hermitian quantities satisfying
$$f_k^21\text{for }k=1,2,3,4.$$
(24)
(i) (cf. Cirel’son ) For every ensemble,
$$|f_1f_2+f_3f_2+f_3f_4f_1f_4|2\sqrt{2}.$$
(25)
(ii) (cf. Clauser et al. ) If, for odd $`jk`$, the quantities $`f_j`$ and $`f_k`$ commute and are uncorrelated then
$$|f_1f_2+f_3f_2+f_3f_4f_1f_4|2.$$
(26)
###### Proof.
(i) Write $`\gamma `$ for the left hand side of (25). Using the Cauchy-Schwarz inequality and the easily verified inequality
$$\sqrt{\alpha }+\sqrt{\beta }\sqrt{2(\alpha +\beta )}\text{for all }\alpha ,\beta 0,$$
we find
$$\begin{array}{ccc}\gamma \hfill & =\hfill & |f_1(f_2f_4)+f_3(f_2+f_4)|\hfill \\ & \hfill & \sqrt{f_1^2(f_2f_4)^2}+\sqrt{f_3^2(f_2+f_4)^2}\hfill \\ & \hfill & \sqrt{(f_2f_4)^2}+\sqrt{(f_2+f_4)^2}\hfill \\ & \hfill & \sqrt{2((f_2f_4)^2+(f_2+f_4)^2)}=\sqrt{4f_2^2+f_4^2}=\sqrt{8}.\hfill \end{array}$$
(ii) By Proposition 4.3(ii), $`v_k:=f_k`$ satisfies $`|v_k|1`$. If $`f_j`$ and $`f_k`$ commute and are uncorrelated for odd $`jk`$ then Proposition 4.3(iv) implies $`f_jf_k=v_jv_k`$ for odd $`jk`$. Hence
$$\begin{array}{ccc}\gamma \hfill & =\hfill & |v_1v_2+v_3v_2+v_3v_4v_1v_4|=|v_1(v_2v_4)+v_3(v_2+v_4)|\hfill \\ & \hfill & |v_1||v_2v_4|+|v_3||v_2+v_4||v_2v_4|+|v_2+v_4|\hfill \\ & =\hfill & 2\mathrm{max}(|v_2|+|v_4|)2.\hfill \end{array}$$
###### 6.2 Example.
In $`^{4\times 4}`$, the four monomial matrices $`f_j`$ defined by
$$f_1x=\left(\begin{array}{c}\hfill x_3\\ \hfill x_4\\ \hfill x_1\\ \hfill x_2\end{array}\right),f_2x=\left(\begin{array}{c}\hfill x_2\\ \hfill x_1\\ \hfill x_4\\ \hfill x_3\end{array}\right),f_3x=\left(\begin{array}{c}\hfill x_1\\ \hfill x_2\\ \hfill x_3\\ \hfill x_4\end{array}\right),f_4x=\left(\begin{array}{c}\hfill x_1\\ \hfill x_2\\ \hfill x_3\\ \hfill x_4\end{array}\right)$$
satisfy (24), and $`f_j`$ and $`f_k`$ commute and are uncorrelated for odd $`jk`$. It is easily checked that in the pure ensemble defined by the vector
$$\psi =\left(\begin{array}{c}\hfill \alpha _1\\ \hfill \alpha _2\\ \hfill \alpha _2\\ \hfill \alpha _1\end{array}\right),\alpha _{1,2}=\sqrt{\frac{2\pm \sqrt{2}}{8}},$$
$`f_1f_2=f_3f_2=f_3f_4=f_1f_4=\frac{1}{2}\sqrt{2}`$. Hence (25) holds with equality and (26) is violated. Indeed, since $`f_k=0`$ for all $`k`$, we see that $`f_j`$ and $`f_k`$ are correlated for odd $`jk`$.
On identifying
$$\left(\begin{array}{c}x_1\hfill \\ x_2\hfill \\ x_3\hfill \\ x_4\hfill \end{array}\right)=\left(\begin{array}{c}x_1x_2\hfill \\ x_3x_4\hfill \end{array}\right)$$
and defining the tensor product action $`uv:xuxv^T`$, the matrices $`f_j`$ can be written in terms of the Pauli spin matrices (10) as
$$f_1=\sigma _11,f_2=1\sigma _1,f_3=\sigma _31,f_4=1\sigma _3.$$
If we interpret the two terms in a tensor product as quantities related to two spatially separated fermion particles $`A`$ and $`B`$, we conclude that there are pure ensembles in which the components of the spin vectors of two fermion particles are correlated, no matter how far apart the two particles are placed.
Such nonlocal correlations of certain quantum ensembles are an enigma of the microscopic world that, being experimentally confirmed, cannot be removed by any interpretation of quantum mechanics. (See Bell for the original Bell inequality, Pitowsky for a treatise on Bell inequalities, and Aspect , Clauser & Shimony , Tittel et al. for experiments verifying the violation of (26).)
## 7 Probability
Enough, if we adduce probabilities as likely as any others; for we must remember that I who am the speaker, and you who are the judges, are only mortal men, and we ought to accept the tale which is probable and enquire no further.
Plato, ca. 367 B.C.
The interpretation of probability has been surrounded by philosophical puzzles for a long time. Fine is probably still the best discussion of the problems involved; Hacking gives a good account of its early history. (See also Home and Whitaker .) Our definition generalizes the classical intuition of probabilities as weights in a weighted average and is modeled after the formula for finite probability theory in Example 4.2(i).
In the special case when a well-defined counting process may be associated with the statement whose probability is assessed, our exposition supports the conclusion of Drieschner \[16, p.73\], “probability is predicted relative frequency” (German original: “Wahrscheinlichkeit ist vorausgesagte relative Häufigkeit”). More specifically, we assert that, for counting events, the probability carries the information of expected relative frequency (see Theorem 7.4(iii) below).
To make this precise we need a precise concept of independent events that may be counted. To motivate our definition, assume that we look at times $`t_1,\mathrm{},t_N`$ for the presence of an event of the sort we want to count. We introduce quantities $`e_l`$ whose value is the amount added to the counter at time $`t_l`$. For correct counting, we need $`e_l1`$ if an event happened at time $`t_l`$, and $`e_l0`$ otherwise; thus $`e_l`$ should have the two possible values $`0`$ and $`1`$ only. Since these numbers are precisely the Hermitian idempotents among the constant quantities, this suggests to identify events with general Hermitian idempotent quantities.
In addition, it will be useful to have the more general concept of ‘effects’ for more fuzzy, event-like things.
###### 7.1 Definition.
(i) A quantity $`e𝔼`$ satisfying $`0e1`$ is called an effect. The number $`e`$ is called the probability of the effect $`e`$. Two effects $`e,e^{}`$ are called independent in an ensemble $``$ if they commute and satisfy
$$ee^{}=ee^{}.$$
(ii) A quantity $`e𝔼`$ satisfying $`e^2=e=e^{}`$ is called an event. Two events $`e,e^{}`$ are called disjoint if $`ee^{}=e^{}e=0`$.
(iii) An alternative is a family $`e_l`$ ($`lL`$) of effects such that
$$\underset{lL}{}e_l1.$$
###### 7.2 Proposition.
(i) Every event is an effect.
(ii) The probability of an effect $`e`$ satisfies $`0e1`$.
(iii) The set of all effects is convex and closed in the uniform topology.
(iv) Any two events in an alternative are disjoint.
###### Proof.
(i) holds since $`0e^{}e=e^2=e`$ and $`0(1e)^{}(1e)=12e+e^2=1e`$.
(ii) and (iii) follow easily from Proposition 4.3.
(iv) If $`e_k,e_l`$ are events in an alternative then $`e_k1e_l`$ and
$$(e_ke_l)^{}(e_ke_l)=e_l^{}e_k^{}e_ke_l=e_l^{}e_k^2e_l=e_l^{}e_ke_le_l^{}(1e_l)e_l=0.$$
Hence $`e_ke_l=0`$ and $`e_le_k=e_l^{}e_k^{}=(e_ke_l)^{}=0`$.
Note that we have a well-defined notion of probability though the concept of a probability distribution is absent. It is neither needed nor definable in general. Nevertheless, the theory contains classical probability theory as a special case.
###### 7.3 Examples.
(i) Classical probability theory. In classical probability theory, quantities are usually called random variables; they belong to the Q-algebra $`B(\mathrm{\Omega })`$ of measurable complex-valued functions on a measurable set $`\mathrm{\Omega }`$.
The characteristic function $`e=\chi _M`$ of any measurable subset $`M`$ of $`\mathrm{\Omega }`$ (with $`\chi _M(\omega )=1`$ if $`\omega M`$, $`\chi _M(\omega )=0`$ otherwise) is an event. A family of characteristic functions $`\chi _{M_l}`$ form an alternative iff their supports $`M_l`$ are pairwise disjoint.
Effects are the measurable functions $`e`$ with values in $`[0,1]`$; they can be considered as ‘characteristic functions’ of a fuzzy set where $`\omega \mathrm{\Omega }`$ has $`e(\omega )`$ as degree of membership (see, e.g., Zimmermann ).
For many applications, the algebra $`B(\mathrm{\Omega })`$ is too big, and suitable subalgebras $`𝔼`$ are selected on which the relevant ensembles can be defined as integrals with respect to suitable positive measures.
(ii) Quantum probability theory. In the algebra of bounded linear operators on a Hilbert space $``$, every unit vector $`\phi `$ gives rise to an elementary event $`e_\phi =\phi \phi ^{}`$. A family of elementary events $`e_{\phi _l}`$ form an alternative iff the $`\phi _l`$ are pairwise orthogonal. The probability of an elementary event $`e_\phi `$ in an ensemble corresponding to the unit vector $`\psi `$ is
$$e_\phi =\psi ^{}e_\phi \psi =\psi ^{}\phi \phi ^{}\psi =|\phi ^{}\psi |^2.$$
(27)
This is the well-known squared probability amplitude formula, traditionally interpreted as the probability that after preparing a pure ensemble in ‘state’ $`\psi `$, an ideal measurement causes a ‘state reduction’ to the new pure ‘state’ $`\phi `$. Note that our interpretation of $`|\phi ^{}\psi |^2`$ is completely within the formal framework of the theory and completely independent of the measurement process.
Further, nonelementary quantum events are orthogonal projectors to subspaces. The effects are the Hermitian operators $`e`$ with spectrum in $`[0,1]`$.
###### 7.4 Theorem.
(i) For any effect $`e`$, its negation $`\neg e=1e`$ is an effect with probability
$$\neg e=1e;$$
it is an event if $`e`$ is an event.
(ii) For commuting effects $`e,e^{}`$, the quantities
$$ee^{}=ee^{}(e\text{ }\text{and }e^{}),$$
$$ee^{}=e+e^{}ee^{}(e\text{ }\text{or }e^{})$$
are effects whose probabilities satisfy
$$ee^{}+ee^{}=e+e^{};$$
they are events if $`e,e^{}`$ are events. Moreover,
$$ee^{}=ee^{}\text{for independent effects }e,e^{}.$$
(iii) For a family of effects $`e_l`$ $`(l=1,\mathrm{},N)`$ with constant probability $`e_l=p`$, the relative frequency
$$q:=\frac{1}{N}\underset{l=1}{\overset{N}{}}e_l$$
satisfies
$$q=p.$$
(iv) For a family of independent events of probability $`p`$, the uncertainty
$$\sigma (q)=\sqrt{\frac{p(1p)}{N}}$$
of the relative frequency becomes arbitrarily small as $`N`$ becomes sufficiently large (weak law of large numbers).
###### Proof.
(i) $`\neg e`$ is an effect since $`01e1`$, and its probability is $`\neg e=1e=1e`$. If $`e`$ is an event then clearly $`\neg e`$ is Hermitian, and $`(\neg e)^2=(1e)^2=12e+e^2=1e=\neg e`$. Hence $`\neg e`$ is an event.
(ii) Since $`e`$ and $`e^{}`$ commute, $`ee^{}=ee^{}=e^2e^{}=ee^{}e`$. Since $`ee^{}e0`$ and $`ee^{}eee=e1`$, we see that $`ee^{}`$ is an effect. Therefore, $`ee^{}=e+e^{}ee^{}=1(1e)(1e^{})=\neg (\neg e\neg e^{})`$ is also an effect. The assertions about expectations are immediate. If $`e,e^{}`$ are events then $`(ee^{})^{}=e^{}e^{}=e^{}e=ee^{}`$, hence $`ee^{}`$ is Hermitian; and it is idempotent since $`(ee^{})^2=ee^{}ee^{}=e^2e^2=ee^{}`$. Therefore $`ee^{}=ee^{}`$ is an event, and $`ee^{}=\neg (\neg e\neg e^{})`$ is an event, too.
(iii) This is immediate by taking the expectation of $`q`$.
(iv) This follows from Theorem 4.4 since $`e_k^2=e_k=p`$ and
$$\sigma (e_k)^2=(e_kp)^2=e_k^22pe_k+p^2=p2p^2+p^2=p(1p).$$
We remark in passing that, with the operations $`,,\neg `$, the set of events in any commutative subalgebra of $`𝔼`$ forms a Boolean algebra; see Stone . Traditional quantum logic (see, e.g., Birkhoff & von Neumann , Pitowsky , Svozil ) discusses the extent to which this can be generalized to the noncommutative case. We shall make no use of quantum logic; the only logic used is classical logic, applied to well-defined assertions about quantities. However, certain facets of quantum logic related to so-called ‘hidden variables’ are discussed from a different point of view in the next section.
The set of effects in a commutative subalgebra is not a Boolean algebra. Indeed, $`eee`$ for effects $`e`$ that are not events. In fuzzy set terms, if $`e`$ codes the answer to the question ‘(to which degree) is statement $`S`$ true?’ then $`ee`$ codes the answer to the question ‘(to which degree) is statement $`S`$ really true?’, indicating the application of more stringent criteria for truth.
For noncommuting effects, ‘and’ and ‘or’ ar undefined. One might think of $`\frac{1}{2}(ee^{}+e^{}e)`$ as a natural definition for $`ee^{}`$; however, this expression need not be an event, as the simple example
$$e=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right),e^{}=\frac{1}{2}\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right),\frac{1}{2}(ee^{}+e^{}e)=\frac{1}{4}\left(\begin{array}{cc}2& 1\\ 1& 0\end{array}\right)$$
shows.
## 8 States
For example, nobody doubts that at any given time the center of mass of the Moon has a definite position, even in the absence of any real or potential observer.
Albert Einstein
States formalize the objective properties that physical systems possess. We consider properties (the ‘beables’ of Bell ) to be assignments of complex numbers $`v(f)`$ to certain quantities $`f`$.
The specification of which states correspond to physical systems is part of the interpretation problem of quantum mechanics. Different schools use different proposals but, due to the lack of experimental tests, no agreement has been reached. We therefore demand only minimal requirements shared by all reasonable concepts of states, and independent on any a priori relations to (as yet undefined) measurement.
We discuss the constraints imposed on sharpness, a desirable property of Hermitian quantities. In this way we find an answer to the question: Assuming there is an objective reality behind quantum physics, what form can it take?
Since not all states assign properties to all quantities, we need a symbol ‘?’ that indicates an unspecified (and perhaps undefined) value. Operations involving ? give ? as a result, with exception of the rule
$$0\mathrm{?}=\mathrm{?}0=0.$$
###### 8.1 Definition.
(i) A state is a mapping $`v:𝔼\{\mathrm{?}\}`$ such that
(S1) $`v(\alpha +\beta f)=\alpha +\beta v(f)`$ if $`\alpha ,\beta `$,
(S2) $`v(f)\{\mathrm{?}\}`$ if $`f`$ is Hermitian.
$`v(f)`$ is called the reference value of $`f`$ in state $`v`$. $`𝔼_v:=\{f𝔼v(f)\}`$ denotes the set of quantities with definite values in state $`v`$.
(ii) A set $`E`$ of Hermitian quantities is called sharp in state $`v`$ if, for $`f,gE`$ and $`\lambda `$,,
(SQ0) $`E,v(f)`$,
(SQ1) $`f^2E,v(f^2)=v(f)^2`$,
(SQ2) $`f^1E`$, $`v(f^1)=v(f)^1`$ if $`f`$ is invertible,
(SQ3) $`f\pm gE,v(f+\lambda g)=v(f)+\lambda v(g)`$ if $`f,g`$ commute.
A quantity $`f`$ is called sharp in $`v`$ if $`Ref`$ and $`Imf`$ commute and belong to some set that is sharp in state $`v`$.
Thus, sharp quantities behave with respect to their reference values precisely as numbers would do. In particular, sharp quantities are normal by Corollary 2.4.
While having a well-defined reference value guarantees objectivity and hence observer-independent reality, sharpness is a matter not of objectivity but one of point-like behavior.
###### 8.2 Examples.
(i) Classical mechanics. Classical $`N`$-particle mechanics is described by a phase space $`\mathrm{\Omega }_{cl}`$, the direct product of $`^N\times ^N`$ and a compact manifold describing internal particle degrees of freedom. $`𝔼`$ is a subalgebra of the algebra $`B(\mathrm{\Omega }_{cl})`$ of Borel measurable functions on phase space $`\mathrm{\Omega }_{cl}`$.
A classical point state is defined for each $`\omega \mathrm{\Omega }_{cl}`$ by
$$v_\omega (f):=\{\begin{array}{cc}f(\omega )\hfill & \text{if }f\text{ is continuous at }\omega ,\hfill \\ \mathrm{?}\hfill & \text{otherwise.}\hfill \end{array}$$
In a classical point state $`v`$, all $`f𝔼_v`$ are sharp (and normal).
(ii) Nonrelativistic quantum mechanics. Nonrelativistic quantum mechanics of $`N`$ particles is described by a Hilbert space $`=L^2(\mathrm{\Omega }_{qu})`$, where $`\mathrm{\Omega }_{qu}`$ is the direct product of $`^N`$ and a finite set that takes care of spin, color, and similar indices. $`𝔼=𝔼_2(\mathrm{\Omega })`$ is the algebra of bounded linear operators on $``$. (If unbounded operators are considered, $`𝔼`$ is instead an algebra of linear operators in the corresponding Schwartz space, but for this example, we don’t want to go into technical details.)
The Copenhagen interpretation is the most prominent, and at the same time the most restrictive interpretation of quantum mechanics. It assigns definite values only to quantities in an eigenstate. A Copenhagen state is defined for each $`\psi \{0\}`$ by
$$v_\psi (f):=\{\begin{array}{cc}\lambda \hfill & \text{if }f\psi =\lambda \psi ,\hfill \\ \mathrm{?}\hfill & \text{otherwise.}\hfill \end{array}$$
In a Copenhagen state $`v`$, all normal $`f𝔼_v`$ are sharp.
Our first observation is that numbers are their own reference values, and that sharp events are dichotomic – their only possible reference values are $`0`$ and $`1`$.
###### 8.3 Proposition.
(i) $`v(\alpha )=\alpha `$ if $`\alpha `$.
(ii) If $`e`$ is a sharp event then $`v(e)\{0,1\}`$.
###### Proof.
(i) is the case $`\beta =0`$ of (S1), and (ii) holds since in this case, (SQ1) implies $`v(e)=v(e^2)=v(e)^2`$.
###### 8.4 Proposition.
If the set $`E`$ is sharp in the state $`v`$ then
$$fgE,v(fg)=v(f)v(g)\text{if }f,gE\text{ commute},$$
(28)
$$\alpha +\beta fE,v(\alpha +\beta f)=\alpha +\beta v(f)\text{if }fE,\alpha ,\beta .$$
(29)
###### Proof.
If $`f,gE`$ commute then $`f\pm gE`$ by (SQ3). By (SQ1), $`(f\pm g)^2E`$ and $`v((f\pm g)^2)=v(f\pm g)^2`$. By (SQ3), $`fg=((f+g)^2(fg)^2)/4`$ belongs to $`E`$ and satisfies
$$\begin{array}{ccc}4v(fg)\hfill & =\hfill & v((f+g)^2)v((fg)^2)=v(f+g)^2v(fg)^2\hfill \\ & =\hfill & (v(f)+v(g))^2(v(f)v(g))^2=4v(f)v(g).\hfill \end{array}$$
Thus (28) holds, and (29) follows from (28), (SQ0) and (SQ3).
One of the nontrivial traditional postulates of quantum mechanics, that the possible values a sharp quantity $`f`$ may take are the elements of the spectrum $`Specf`$ of $`f`$, is a consequence of our axioms.
###### 8.5 Theorem.
If a Hermitian quantity $`f`$ is sharp with respect to $`v`$, and $`v(f)=\lambda `$ then:
(i) $`\lambda f`$ is not invertible.
(ii) If there is a polynomial $`\pi (x)`$ such that $`\pi (f)=0`$ then $`\lambda `$ satisfies $`\pi (\lambda )=0`$. In particular, if $`f`$ is a sharp event then $`v(f)\{0,1\}`$.
(iii) If $`𝔼`$ is finite-dimensional then there is a quantity $`g0`$ such that $`fg=\lambda g`$, i.e., $`\lambda `$ is an eigenvalue of $`f`$.
###### Proof.
Note that $`\lambda `$ is real by (SQ0).
(i) If $`g:=(\lambda f)^1`$ exists then by (29) and (SQ2), $`\lambda f,gE`$ and
$$v(\lambda f)v(g)=v((\lambda f)g)=v(1)=1,$$
contradicting $`v(\lambda f)=\lambda v(f)=0`$.
(ii) By polynomial division we can find a polynomial $`\pi _1(x)`$ such that $`\pi (x)=\pi (\lambda )+(x\lambda )\pi _1(x)`$. If $`\pi (\lambda )0`$, $`g:=\pi _1(f)/\pi (\lambda )`$ satisfies
$$(\lambda f)g=(f\lambda )\pi _1(f)/\pi (\lambda )=(\pi (\lambda )\pi (f))/\pi (\lambda )=1,$$
hence $`\lambda f`$ is invertible with inverse $`g`$, contradiction. Hence $`\pi (\lambda )=0`$. In particular, this applies to an event with $`\pi (x)=x^2x`$; hence its possible reference values are zeros of $`\pi (x)`$, i.e., either $`0`$ or $`1`$.
(iii) The powers $`f^k`$ ($`k=0,\mathrm{},dim𝔼`$) must be linearly dependent; hence there is a polynomial $`\pi (x)`$ such that $`\pi (f)=0`$. If this is chosen of minimal degree then $`g:=\pi _1(f)`$ is nonzero since its degree is too small. Since $`0=\pi (\lambda )=\pi (f)+(f\lambda )\pi _1(f)=(f\lambda )g`$, we have $`fg=\lambda g`$.
When $`𝔼`$ is a $`C^{}`$-algebra, the spectrum of $`f𝔼`$ is defined as the set of complex numbers $`\lambda `$ such that $`\lambda f`$ has no inverse (see, e.g., ). Thus in this case, part (i) of the theorem implies that all numerical values a sharp quantity $`f`$ can take belong to the spectrum of $`f`$. This covers both the case of classical mechanics and that of nonrelativistic quantum mechanics.
However, in general, one cannot hope that every Hermitian quantity is sharp. Indeed, it was shown already by Kochen & Specker that there is a finite set of events in $`^{3\times 3}`$ (and hence in $`^{n\times n}`$ for all $`n3`$) for which any assignment of reference values leads to a contradiction with the sharpness conditions. We give a slightly less general result that is much easier to prove.
###### 8.6 Theorem.
(cf. Mermin , Peres )
There is no state with a sharp set of quantities containing four Hermitian quantities $`f_j`$ ($`j=1,2,3,4`$) satisfying $`f_j^2=1`$ and
$$f_jf_k=\{\begin{array}{cc}\hfill f_kf_j& \text{if }jk=\pm 2,\hfill \\ \hfill f_kf_j& \text{otherwise}.\hfill \end{array}$$
(30)
###### Proof.
Let $`E`$ be a set containing the $`f_j`$. If $`E`$ is sharp in the state $`v`$ then $`v_j=v(f_j)`$ is a number, and $`v_j^2=v(f_j^2)=v(1)=1`$ implies $`v_j\{1,1\}`$. In particular, $`v_0:=v_1v_2v_3v_4\{1,1\}`$. By (28), $`v(f_jf_k)=v_jv_k`$ if $`j,k\pm 2`$. Since $`f_1f_2`$ and $`f_3f_4`$ commute, $`v(f_1f_2f_3f_4)=v(f_1f_2)v(f_3f_4)=v_1v_2v_3v_4=v_0`$, and since $`f_1f_4`$ and $`f_2f_3`$ commute, $`v(f_1f_4f_2f_3)=v(f_1f_4)v(f_2f_3)v_1v_4v_2v_3=v_0`$. Since $`f_1f_4f_2f_3=f_1f_2f_3f_4`$, this gives $`v_0=v_0`$, hence the contradiction $`v_0=0`$.
###### 8.7 Example.
The $`4\times 4`$-matrices $`f_j`$ defined in Example 6.2 satisfy the required relations. In particular, there cannot be a state in which all components of the spin vectors of two fermions are sharp.
This is the basic reason underlying a number of well-known arguments against so-called local hidden variable theories, which assume that all Hermitian quantities are sharp. (See Bernstein , Eberhard , Greenberger et al. , Hardy , Mermin , Peres , Vaidman ). For a treatment in terms of quantum logic, see Svozil .
Sharp quantities always satisfy a Bell inequality analogous to inequality (26) for uncorrelated quantities:
###### 8.8 Theorem.
Let $`v`$ be a state with a sharp set of quantities containing four Hermitian quantities $`f_j`$ ($`j=1,2,3,4`$) satisfying $`f_j^2=1`$ and $`[f_j,f_k]=0`$ for odd $`jk`$. Then
$$|v(f_1f_2)+v(f_2f_3)+v(f_3f_4)v(f_1f_4)|2.$$
(31)
###### Proof.
Let $`v_k:=v(f_k)`$. Then (SQ2) implies $`v_k^2=v(f_k^2)=v(1)=1`$, and since equation (28) implies $`v(f_jf_k)=v_jv_k`$ for odd $`jk`$, we find
$$\begin{array}{ccc}\gamma \hfill & =\hfill & |v_1v_2+v_2v_3+v_3v_4v_1v_4|\hfill \\ & =\hfill & |v_1(v_2v_4)+v_3(v_2+v_4)|\hfill \\ & \hfill & |v_1||v_2v_4|+|v_3||v_2+v_4|\hfill \\ & \hfill & |v_2v_4|+|v_2+v_4|\hfill \\ & =\hfill & 2\mathrm{max}(|v_2|+|v_4|)2.\hfill \end{array}$$
Note, however, that Example 8.7 already implies that the sharpness assumption in this theorem (and in other derivations of Bell inequalities for local hidden variable theories; see, e.g., the treatise Pitowsky ) fails not only in special entangled ensembles such as that exhibited in Example 6.2 but must fail independent of any special preparation.
While the above results show that one cannot hope to find quantum states in which all Hermitian quantities are sharp, results of Clifton & Kent imply that one can achieve sharpness in $`𝔼=^{n\times n}`$ at least for a dense subset of Hermitian quantities.
## 9 States without squaring rule
But if we have food and clothing, we will be content with that.
St. Paul, ca. 60 A.D.
Since sharpness cannot be achieved for all Hermitian quantities, we discuss the relevance of the sharpness assumption.
The chief culprit among the sharpness assumptions seems to be the squaring rule (SQ1) from which the product rule (28) was derived. Indeed, the squaring rule (and hence the product rule) already fails in a simpler, classical situation, namely when considering weak limits of highly oscillating functions, For example, consider the family of functions $`f_k`$ defined on $`[0,1]`$ by $`f_k(x)=\alpha `$ if $`kx`$ is even and $`f_k(x)=\beta `$ if $`kx`$ is odd. Trivial integration shows that the weak- limits are $`limf_k=\frac{1}{2}(\alpha +\beta )`$ and $`limf_k^2=\frac{1}{2}(\alpha ^2+\beta ^2)`$, and these do not satisfy the expected relation $`limf_k^2=(limf_k)^2`$. Such weak limits of highly oscillating functions lead to the concept of a Young measure, which is of relevance in the calculus of variation of nonconvex functionals and in the physics of metal microstructure. See, e.g., Roubicek .
More insight from the classical regime comes from realizing that reference values are a microscopic analogue of similar macroscopic constructions.
For example, the center of mass, the mass-weighted average of the positions of the constituent particles, serves in classical mechanics as a convenient reference position of an extended object. It defines a point in space with a precise and objective physical meaning. The object is near this reference position, within an uncertainty given by the diameter of the object. Similarly, a macroscopic object has a well defined reference velocity, the mass-weighted average of the velocities of the constituent particles.
Thus, if we define an algebra $`𝔼`$ of ‘intensive’ macroscopic mechanical quantities, given by all (mass-independent and sufficiently nice) functions of time $`t`$, position $`q(t)`$, velocity $`\dot{q}(t)`$ and acceleration $`\ddot{q}(t)`$, the natural reference value $`v_{mac}(f)`$ for a quantity $`f`$ is the mass-weighted average of the $`f`$-values of the constituent particles (labeled by superscripts $`a`$),
$$v_{mac}(f)=\underset{a}{}m^af(t,q^a(t),\dot{q}^a(t),\ddot{q}^a(t))/\underset{a}{}m^a.$$
This reference value behaves correctly under aggregation, if on the right hand side the reference values of the aggregates are substituted, so that it is independent of the details of how the object is split into constituents. Moreover, $`v=v_{mac}`$ has nice properties: unrestricted additivity,
(SL) $`v(f+g)=v(f)+v(g)`$ if $`f,g𝔼`$,
and monotony,
(SM) $`fgv(f)v(g)`$.
However, neither position nor velocity nor acceleration is a sharp quantity with respect to $`v_{mac}`$ since (SQ1) and (SQ2) fail. Note that deviations from the squaring rule make physical sense; for example, $`v_{mac}(\dot{q}^2)v_{mac}(\dot{q})^2`$ is (in thermodynamic equilibrium) proportional to the temperature of the system.
From this perspective, and in view of Einstein’s quote at the beginning of section 8, demanding the squaring rule for a reference value is unwarranted since it does not even hold in this classical situation.
Once the squaring rule (and hence sharpness) is renounced as a requirement for definite reference values, the arena is free for interpretations that use reference values defined for all quantities, and thus give a satisfying realistic picture of quantum mechanics. In place of the lost multiplicative properties we may now require unrestricted additivity (SL) without losing interesting examples.
For example, the ‘local expectation values’ of Bohmian mechanics (Bohm ) have this property, if the prescription given for Hermitian quantities in Holland \[35, (3.5.4)\] is extended to general quantities, using the formula
$$v(f):=v(Ref)+iv(Imf)$$
which follows from (SL). Such Bohmian states have, by design, sharp positions at all times. However, they lack desirable properties such as monotony (SM), and they display other counterintuitive behavior (see, e.g., Neumaier and its references).
A much more natural proposal is to require that each state is an ensemble. Then (SL) and (SM) hold, and one even has a replacement for the multiplicative properties. Indeed, for such ensemble states, it follows from (19) that there is an uncertainty measure
$$\mathrm{\Delta }f=\sqrt{v(f^2)v(f)^2}$$
(32)
associated with each Hermitian quantity $`f`$ such that
$$|v(fg)v(f)v(g)|\mathrm{\Delta }f\mathrm{\Delta }g\text{for commuting Hermitian }f,g.$$
(33)
Thus the product rule (and in particular the squaring rule) holds in an approximate form.
For quantities with small uncertainty $`\mathrm{\Delta }f`$, we have essentially classical (nearly sharp) behavior. Im particular, by the weak law of large numbers, Theorem 4.4, averages over many uncorrelated commuting quantities of the same kind have small uncertainty and hence are nearly classical. In particular, this holds for the quantities considered in statistical mechanics, and explains the emergence of classical properties for macroscopic systems.
Indeed, in statistical mechanics, classical values for observables are traditionally defined as expectations, and the concept of ensemble states with objective reference values for all quantities simply extends this downwards to the quantum domain.
With the interpretation that the only states realized in quantum mechanics are ensembles states, quantum objects are inherently extended objects, and realizing this reduces the riddles the interpretation of the microworld poses when instead pointlike (sharp) properties are imagined.
###### 9.1 Examples.
(i) The ground state of hydrogen. The uncertainty $`\mathrm{\Delta }q`$ of position (defined by interpreting (32) for the vector $`q`$ in place of the scalar $`f`$) in the ground state of hydrogen is $`\mathrm{\Delta }q=\sqrt{3}r_0`$ (where $`r_0=5.2910^{11}m`$ is the Bohr radius of a hydrogen atom), slightly larger than the reference radius $`v(r)=v(|qv(q)|)=1.5r_0`$.
(ii) The center of mass of the Moon. The Moon has a mass of $`m_{\text{Moon}}=7.3510^{22}kg`$, Assuming the Moon consists mainly of silicates, we may take the average mass of an atom to be about 20 times the proton mass $`m_\text{p}=1.6710^{27}kg`$. Thus the Moon contains about $`N=m_{\text{Moon}}/20m_\text{p}=2.2010^{48}`$ atoms. In the rest frame of an observer standing on the Moon, the objective uncertainty of an atom position (due to the thermal motion of the atoms in the Moon) may be taken to be a small multiple of the Bohr radius $`r_0`$. Assuming that the deviations from the reference positions are uncorrelated, we may use (15) to find as uncertainty of the position of the center of mass of the Moon a small multiple of $`r_0/\sqrt{N}=3.56710^{35}m`$. Thus the center of mass of the Moon has a definite objective position, sharp within the measuring accuracy of many generations to come.
Ensemble states provide an elegant solution to the reality problem, confirming the insistence of the orthodox Copenhagen interpretation on that there is nothing but ensembles, while avoiding their elusive reality picture. It also conforms to Ockham’s razor , frustra fit per plura quod potest fieri per pauciora, that we should not use more degrees of freedom than are necessary to explain a phenomenon.
Quantum reality with reference values defined by ensemble states is as well-behaved and objective as classical macroscopic reality with reference values defined by a mass-weighted average over constituent values, and lacks sharpness (in the sense of our definition) to the same extent as classical macroscopic reality.
Moreover, classical point states are ensemble states, and whenever a Copenhagen state assigns a numerical value to a quantity, the corresponding pure ensemble state assigns the same value to it. Thus both classical mechanics and the orthodox interpretation of quantum mechanics are naturally embedded in the ensemble state interpretation.
The logical riddles of quantum mechanics (see, e.g., Svozil ) find their explanation in the fact that most events are unsharp in a given ensemble state, so that their objective reference values are no longer dichotomic but may take arbitrary values in $`[0,1]`$, by (SM).
The arithmetical riddles of quantum mechanics (see, e.g., Schrödinger ) find their explanation in the fact that most Hermitian quantities are unsharp in a given ensemble state, so that their objective reference values are no longer eigenvalues but may take arbitrary values in the convex hull of the eigenvalues.
The geometric riddles of quantum mechanics – e.g., in the double slit experiment (Bohr , Wootters & Zurek ) and in EPR-experiments (Aspect , Clauser & Shimony ) – do not disappear. But they remain within the magnitudes predicted by reference radii and uncertainties, hence require no special interpretation in the microscopic case. They simply demonstrate that particles are intrinsically extended and that electrons cannot be regarded as pointlike. (For photons, this is known to be the case also for different reasons, namely the nonexistence of a position operator with commuting components; see, e.g., Strnad , Mandel & Wolf \[46, Chapter 12.11\], Newton & Wigner , Pryce , but cf. Hawton .)
Moreover, when considering quantum mechanical phenomena that violate our geometric intuition, one should bear in mind two similar violations of a naive geometric picture for the center of mass, Einstein’s prototype example for a definite and objective property of macroscopic systems:
First, though it is objective, the center of mass is nevertheless a fictitious point, not visibly distinguished in reality; for nonconvex objects it may even lie outside the object! Second, the center of mass follows a well-defined, objective path, though this path need not conform to the visual path of the object; this can be seen by pushing a long, elastic cylinder through a strongly bent tube.
All these considerations are independent of the measurement problem. To investigate how measurements of classical macroscopic quantities (i.e., expectations of quantities with small uncertainty related to a measuring device) correlate with reference values of a microscopic system interacting with the device requires a precise definition of a measuring device and of the behavior of the combined system under the interaction (cf. the treatments in Busch et al. , Giulini et al. , Mittelstaedt and Peres ). We shall discuss this problem from our perspective in a later part of this sequence of papers.
## 10 Dynamics
The lot is cast into the lap; but its every decision is from the LORD.
King Solomon, ca. 1000 B.C.
God does not play dice with the universe.
Albert Einstein, 1927 A.D.
In this section we discuss the most elementary aspects of the dynamics of (closed and isolated) physical systems. We shall have much more to say about dynamics in later parts of this series of papers, where so-called Poisson algebras will be used to make the formal dynamical parallels between classical mechanics and quantum mechanics understandable as two special cases of a single theory.
The observations about a physical system change with time. The dynamics of a closed and isolated physical system is conservative, and may be described by a fixed (but system-dependent) one-parameter family $`S_t`$ ($`t`$) of automorphisms of the \*-algebra $`𝔼`$, i.e., mappings $`S_t:𝔼𝔼`$ satisfying (for $`f,g𝔼`$, $`\alpha `$, $`s,t`$)
(A1) $`S_t(\alpha )=\alpha ,S_t(f^{})=S_t(f)^{}`$,
(A2) $`S_t(f+g)=S_t(f)+S_t(g),S_t(fg)=S_t(f)S_t(g)`$,
(A3) $`S_0(f)=f,S_{s+t}(f)=S_s(S_t(f))`$.
In the Heisenberg picture of the dynamics, where states are fixed and quantities change with time, $`f(t):=S_t(f)`$ denotes the time-dependent Heisenberg quantity associated with $`f`$ at time $`t`$. Note that $`f(t)`$ is uniquely determined by $`f(0)=f`$. Thus the dynamics is deterministic, independent of whether we are in a classical or in a quantum setting.
(In contrast, nonisolated closed systems are dissipative and intrinsically stochastic; see, e.g., Giulini et al. . We shall discuss this in a later part of this series.)
###### 10.1 Examples.
In nonrelativistic mechanics, conservative systems are described by a Hermitian quantity $`H`$, called the Hamiltonian.
(i) In classical mechanics – cf. Example 8.2(i) –, a Poisson bracket $`\{,\}`$ together with $`H`$ defines the Liouville superoperator $`Lf=\{f,H\}`$, and the dynamics is given by the one-parameter group defined by
$$S_t(f)=e^{tL}(f),$$
corresponding to the differential equation
$$\frac{df(t)}{dt}=\{f(t),H\}.$$
(34)
(ii) In nonrelativistic quantum mechanics – cf. Example 8.2(ii) –, the dynamics is given by the one-parameter group defined by
$$S_t(f)=e^{tH/ih^{}}fe^{tH/ih^{}},$$
corresponding to the Heisenberg equation
$$ih^{}\frac{df(t)}{dt}=e^{tH/ih^{}}[f,H]e^{tH/ih^{}}=[f(t),H].$$
(35)
(iii) Relativistic quantum mechanics is currently (for interacting systems) developed only for scattering events in which the dynamics is restricted to transforming quantities of a system at $`t=\mathrm{}`$ to those at $`t=+\mathrm{}`$ by means of a single automorphism $`S`$ given by
$$S(f)=sfs^{},$$
where $`s`$ is a unitary quantity (i.e., $`ss^{}=s^{}s=1`$), the so-called scattering matrix, for which an asymptotic series in powers of $`h^{}`$ is computable from quantum field theory.
The realization of the axioms is different in the classical and in the quantum case, but the interpretation is identical.
The common form and deterministic nature of the dynamics, independent of any assumption of whether the system is classical or quantum, implies that there is no difference in the causality of classical mechanics and that of quantum mechanics. Therefore, the differences between classical mechanics and quantum mechanics cannot lie in an assumed intrinsic indeterminacy of quantum mechanics contrasted to deterministic classical mechanics. The only difference between classical mechanics and quantum mechanics in the latter’s lack of commutativity.
Of course, reference values of quantities at different times will generally be different. To see what happens, suppose that, in state $`v`$, a quantity $`f`$ has reference value $`v(f)`$ at time $`t=0`$. At time $`t`$, the quantity $`f`$ developed into $`f(t)`$, with reference value
$$v(f(t))=v(S_t(f))=v_t(f),$$
(36)
where the time-dependent Schrödinger state
$$v_t=vS_t$$
(37)
is the composition of the two mappings $`v`$ and $`S_t`$. It is easy to see that $`v_t`$ is again a state, and that all properties discussed in the previous section that $`v`$ may possess are inherited by $`v_t`$.
Thus we may recast the dynamics in the Schrödinger picture, where quantities are fixed and states change with time. The dynamics of the time-dependent states $`v_t`$ is then given by (37). Of course, in this picture, the dynamics is deterministic, too.
###### 10.2 Examples.
(i) In classical mechanics, (34) implies for an ensemble state of the form
$$v_t(f)=_{\mathrm{\Omega }_{cl}}\rho (\omega ,t)f(\omega )𝑑\omega $$
the Liouville equation
$$ih^{}\frac{d\rho (t)}{dt}=\{H,\rho (t)\}.$$
(ii) In nonrelativistic quantum mechanics, (35) implies for an ensemble state of the form
$$v_t(f)=tr\rho (t)f$$
the von Neumann equation
$$ih^{}\frac{d\rho (t)}{dt}=[H,\rho (t)].$$
(iii) Bohmian mechanics has no natural Heisenberg picture, cf. sc Holland \[35, footnote p.519\]. The reason is that noncommuting position operators at different times are assumed to have sharp values. Thus the results of this section do not apply to it.
In a famous paper, Einstein, Podolsky & Rosen introduced the following criterion for elements of physical reality:
If, without in any way disturbing a system, we can predict with certainty (i.e., with probability equal to unity) the value of a physical quantity, then there exists an element of physical reality corresponding to this physical quantity
and postulated that
the following requirement for a complete theory seems to be a necessary one: every element of the physical reality must have a counterpart in the physical theory.
Traditionally, elements of physical reality were thought to have to emerge in a classical framework with hidden variables. However, to embed quantum mechanics in such a framework is impossible under natural hypotheses (Kochen & Specker ); indeed, it amounts to having states in which all Hermitian quantities are sharp, and we have seen that this is impossible for quantum systems involving a Hilbert space of dimension $`4`$ or more.
However, the reference values of states with numerical reference values for all Hermitian quantities, and in particular the reference values of ensemble states, are such elements of physical reality: If one knows in a state $`v=v_0`$ all reference values with certainty at time $`t=0`$ then, since the dynamics is deterministic, one knows with certainty the reference values (36) at any time. In this sense, ensemble states provide a realistic interpretation of quantum mechanics.
Taking another look at the form of the Schrödinger dynamics (36), we see that the reference values behave just like the particles in an ideal fluid, propagating independently of each other. We may therefore say that the Schrödinger dynamics describes the flow of truth in an objective, deterministic manner. On the other hand, the Schrödinger dynamics is completely silent about what is true. Thus, as in mathematics, where all truth is relative to the logical assumptions made (what is considered true at the beginning of an argument), in theoretical physics truth is relative to the initial values assumed (what is considered true at time $`t=0`$).
In both cases, theory is about what is consistent, and not about what is real or true. The formalism enables us only to deduce truth from other assumed truths. But what is regarded as true is outside the formalism, may be quite subjective and may even turn out to be contradictory, depending on the acquired personal habits of self-critical judgment.
What we can possibly know as true are the laws of physics, general relationships that appear often enough to see the underlying principle. But concerning states (i.e., in practice, boundary conditions) we are doomed to idealized, more or less inaccurate approximations of reality. Wigner \[78, p.5\] expressed this by saying, the laws of nature are all conditional statements and they relate only to a very small part of our knowledge of the world.
## 11 Epilogue
The axiomatic foundation given here of the basic principles underlying theoretical physics suggests that, from a formal point of view, the differences between classical physics and quantum physics are only marginal (though in the quantum case, the lack of commutativity requires some care and causes deviations from classical behavior). In both cases, everything flows from the same assumptions simply by changing the realization of the axioms.
It is remarkable that, in the setting of Poisson algebras described and explored in later parts of this series of papers, this remains so even as we go deeper into the details of dynamics and thermodynamics. |
warning/0001/hep-th0001039.html | ar5iv | text | # Radiative Contributions to the Effective Action of Self-Interacting Scalar Field on a Manifold with Boundary
## ACKNOWLEDGEMENTS
I am grateful to my father for financial support which made this project possible. |
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